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CLO Ratings

The ratings displayed on this tab are not issued or maintained by EJR in its capacity as an NRSRO.

OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield
SECURITYREPORTEJR RatingOther NRSRODiffCurr Par SubordOC TriggerOC CurrentOC Curr/ TriggerIC TriggerIC CurrentIC Curr/ TriggerDate
CGMS 2013-2A CLO BR CGMS 2013-2AAA+ (sf)N/A24.15120.3131.411.09120388.43.2407/09/21
BSP 2019-17A CLO A1 BSP 2019-17AAA+ (sf)AAA37.93124.8134.611.08120289.42.4107/09/21
BSP 2019-17A CLO A2 BSP 2019-17AAA+ (sf)AAA35.93124.8134.611.08120289.42.4107/09/21
BSP 2019-17A CLO B BSP 2019-17AAA+ (sf)N/A25.71124.8134.611.08120289.42.4107/09/21
BSP 2019-17A CLO C BSP 2019-17AA+ (sf)N/A17.9114121.811.07110247.472.2507/09/21
BSP 2019-17A CLO D BSP 2019-17ABB+ (sf)N/A11.9107.6113.51.05105213.322.0307/09/21
BSP 2019-17A CLO E BSP 2019-17ABB- (sf)N/A8.64104.6109.461.05   07/09/21
CBAM 2019-11A CLO A1 CBAM 2019-11AAA+ (sf)AAA36.01122.5132.471.08120272.812.2707/09/21
CBAM 2019-11A CLO A2 CBAM 2019-11AAA+ (sf)AAA36.01122.5132.471.08120272.812.2707/09/21
CBAM 2019-11A CLO B1 CBAM 2019-11AAA+ (sf)AA24.51122.5132.471.08120272.812.2707/09/21
CBAM 2019-11A CLO B2 CBAM 2019-11AAA+ (sf)AA24.51122.5132.471.08120272.812.2707/09/21
CBAM 2019-11A CLO C CBAM 2019-11AAA (sf)A19.91116.8124.861.07115247.872.1607/09/21
CBAM 2019-11A CLO D CBAM 2019-11ABBB+ (sf)BBB-13.51109.6115.621.05110210.041.9107/09/21
CBAM 2019-11A CLO E CBAM 2019-11ABB (sf)BB-8.01104.2108.711.04   07/09/21
ARES 2014-31RA CLO B ARES 2014-31RAAA+ (sf)N/A21.97121.58127.961.05120384.243.207/09/21
BABSN 2019-3A CLO A1R BABSN 2019-3AAA+ (sf)N/A42.12125.1134.821.08120349.632.9107/09/21
BABSN 2019-3A CLO A2R BABSN 2019-3AAA+ (sf)N/A35.85125.1134.821.08120349.632.9107/09/21
BABSN 2019-3A CLO BR BABSN 2019-3AAA+ (sf)N/A25.83125.1134.821.08120349.632.9107/09/21
BABSN 2019-3A CLO CR BABSN 2019-3AA+ (sf)N/A18.31114.7122.411.07115301.482.6207/09/21
BABSN 2019-3A CLO DR BABSN 2019-3ABB+ (sf)N/A12.55108.6114.351.05110261.572.3807/09/21
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)N/A8.1104.6108.811.04105211.192.0107/09/21
BSP 2015-8A CLO A1AR BSP 2015-8AAA+ (sf)AAA36.5114.5119.321.04115295.182.5707/09/21
BSP 2015-8A CLO A1BR BSP 2015-8AAA+ (sf)AAA31.52114.5119.321.04115295.182.5707/09/21
BSP 2015-8A CLO A2R BSP 2015-8AAA+ (sf)N/A23.83114.5119.321.04115295.182.5707/09/21
BSP 2015-8A CLO BR BSP 2015-8AA+ (sf)N/A16.19114.5119.321.04115295.182.5707/09/21
BSP 2015-8A CLO CR BSP 2015-8ABB+ (sf)N/A10.11107.7111.251.03110256.062.3307/09/21
BSP 2015-8A CLO DR BSP 2015-8ABB- (sf)N/A5.96104.2106.341.02105217.32.0707/09/21
BLUEM 2014-2A CLO X BLUEM 2014-2ANRAAA 121.5127.921.05120315.762.6307/09/21
BLUEM 2014-2A CLO A1R2 BLUEM 2014-2AAA+ (sf)AAA37.84121.5127.921.05120315.762.6307/09/21
BLUEM 2014-2A CLO A2R2 BLUEM 2014-2AAA+ (sf)N/A34.04121.5127.921.05120315.762.6307/09/21
BLUEM 2014-2A CLO BR2 BLUEM 2014-2AAA+ (sf)AA22.26121.5127.921.05120315.762.6307/09/21
BLUEM 2014-2A CLO CR2 BLUEM 2014-2AA- (sf)A16.09113.9118.511.04115278.682.4207/09/21
BLUEM 2014-2A CLO DR2 BLUEM 2014-2ABB+ (sf)BBB-10.01107.7110.511.03110240.42.1907/09/21
BLUEM 2014-2A CLO ER2 BLUEM 2014-2ABB- (sf)B+6.12105105.921.01105206.251.9607/09/21
BLUEM 2014-2A CLO FR2 BLUEM 2014-2ACCC (sf)CCC+4.39      07/09/21
AGL 2020-4A CLO B1R AGL 2020-4AAA+ (sf)N/A31.5137.45145.981.06120362.693.0207/09/21
AGL 2020-4A CLO B2R AGL 2020-4AAA+ (sf)N/A31.5137.45145.981.06120362.693.0207/09/21
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAA+ (sf)N/A40.03121.6130.821.08120366.943.0607/09/21
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAA+ (sf)N/A36.68121.6130.821.08120366.943.0607/09/21
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAA+ (sf)N/A23.62121.6130.821.08120366.943.0607/09/21
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAA+ (sf)N/A23.62121.6130.821.08120366.943.0607/09/21
AIMCO 2018-AA CLO B AIMCO 2018-AAAA+ (sf)AA+24.38122.5131.941.08120350.592.9207/09/21
BKPRK 2019-1A CLO A1 BKPRK 2019-1AAA+ (sf)AAA42.15122.45131.981.08120262.322.1907/09/21
BKPRK 2019-1A CLO A2 BKPRK 2019-1AAA+ (sf)N/A34.77122.45131.981.08120262.322.1907/09/21
BKPRK 2019-1A CLO B1 BKPRK 2019-1AAA+ (sf)AA24.23122.45131.981.08120262.322.1907/09/21
BKPRK 2019-1A CLO B2 BKPRK 2019-1AAA+ (sf)AA24.23122.45131.981.08120262.322.1907/09/21
BKPRK 2019-1A CLO C BKPRK 2019-1AA+ (sf)A18.46115.08122.641.07115234.372.0407/09/21
BKPRK 2019-1A CLO D BKPRK 2019-1ABB+ (sf)BBB-12.44108.61114.211.05110202.061.8407/09/21
BKPRK 2019-1A CLO E BKPRK 2019-1ABB- (sf)BB-8.93105.69109.81.04105177.31.6907/09/21
CARVL 2018-1A CLO B CARVL 2018-1AAA+ (sf)AA24.82123.421331.08120325.082.7107/09/21