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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 2012-3A CLO A1BR2 CGMS 2012-3AAA+ (sf)AAA33.54113.8118.911.04115236.852.0607/09/21
CGMS 2012-3A CLO A2BR2 CGMS 2012-3AAA+ (sf)N/A22.25113.8118.911.04115236.852.0607/09/21
CGMS 2012-3A CLO BR2 CGMS 2012-3ABBB+ (sf)N/A16.01113.8118.911.04115236.852.0607/09/21
ATCLO 2019-14A B1 ATCLO 2019-14AAA+ (sf)AA22.28121.58128.451.06120251.142.0907/09/21
ATCLO 2019-14A B2 ATCLO 2019-14AAA+ (sf)AA22.28121.58128.451.06120251.142.0907/09/21
CGMS 2018-1A CLO B CGMS 2018-1AA+ (sf)A18.24116.4122.311.05115323.522.8107/09/21
ANCHF 2015-2A CLO BR ANCHF 2015-2AAA+ (sf)AA-39.04150163.941.09110204.61.8607/09/21
CBAM 2017-3A CLO X CBAM 2017-3ANRN/A 121.6130.341.07120299.482.507/09/21
CBAM 2017-3A CLO A CBAM 2017-3AAA+ (sf)AAA35.44121.6130.341.07120299.482.507/09/21
CBAM 2017-3A CLO B1 CBAM 2017-3AAA+ (sf)AA23.33121.6130.341.07120299.482.507/09/21
CBAM 2017-3A CLO B2 CBAM 2017-3AAA+ (sf)AA23.33121.6130.341.07120299.482.507/09/21
CBAM 2017-3A CLO C CBAM 2017-3AAA- (sf)A17.78115.7121.541.05115267.832.3307/09/21
CBAM 2017-3A CLO D CBAM 2017-3ABBB (sf)BBB-11.73108.3113.211.05110229.912.0907/09/21
CBAM 2017-3A CLO E1 CBAM 2017-3ABB (sf)BB-7.19104.7107.671.03   07/09/21
CBAM 2017-3A CLO E2 CBAM 2017-3ABB (sf)BB-7.19104.7107.671.03   07/09/21
CRMN 2018-1A CLO B CRMN 2018-1AAA+ (sf)AA22.92121.6129.761.07120288.252.407/09/21
BURNH 2016-1A CLO AR BURNH 2016-1AAA+ (sf)AAA35.18122.5130.721.07120320.632.6707/09/21
BURNH 2016-1A CLO BR BURNH 2016-1AAA+ (sf)AA23.53122.5130.721.07120320.632.6707/09/21
BURNH 2016-1A CLO CR BURNH 2016-1AA+ (sf)A16.34113.6119.481.05110276.882.5207/09/21
BURNH 2016-1A CLO DR BURNH 2016-1ABB+ (sf)BBB-10.77107.5112.021.04105243.442.3207/09/21
BURNH 2016-1A CLO ER BURNH 2016-1ABB- (sf)BB-6.82103.7107.271.03   07/09/21
ANCHC 2019-11A CLO B ANCHC 2019-11AAA+ (sf)N/A25.78126.1134.51.07120305.092.5407/09/21
CARVL 2019-1A CLO BR CARVL 2019-1AAA+ (sf)N/A25.69124.07134.571.08120347.472.907/09/21
BSP 2014-IVA CLO X BSP 2014-IVAAA+ (sf)N/A 114122.261.07110276.062.5107/09/21
BSP 2014-IVA CLO A1RRR BSP 2014-IVAAA+ (sf)N/A38.16114122.261.07110276.062.5107/09/21
BSP 2014-IVA CLO A2ARRR BSP 2014-IVAAA+ (sf)N/A24.19114122.261.07110276.062.5107/09/21
BSP 2014-IVA CLO A2BRRR BSP 2014-IVAAA+ (sf)N/A24.19114122.261.07110276.062.5107/09/21
BSP 2014-IVA CLO BRRR BSP 2014-IVAA+ (sf)N/A18.21114122.261.07110276.062.5107/09/21
BSP 2014-IVA CLO CRRR BSP 2014-IVABB+ (sf)N/A12.22107.6113.931.06105233.332.2207/09/21
BSP 2014-IVA CLO DRR BSP 2014-IVABB- (sf)N/A8.73104.3109.571.05   07/09/21
APEXC 2018-1A CLO A1B APEXC 2018-1AAA+ (sf)AAA34.52121.58128.621.06120377.193.1407/09/21
APEXC 2018-1A CLO B APEXC 2018-1AAA+ (sf)AA23.44121.58128.621.06120377.193.1407/09/21
ARES 2017-44A CLO BR ARES 2017-44ABBB+ (sf)N/A18.63114.5122.831.07115375.813.2707/09/21
CFIP 2017-1A CLO B CFIP 2017-1AAA+ (sf)N/A24.89123.3133.141.08120324.072.707/09/21
CGMS 2015-4A CLO BR CGMS 2015-4AA+ (sf)A17.94117.3121.871.04115259.472.2607/09/21
BABSN 2019-4A CLO A1 BABSN 2019-4AAA+ (sf)AAA36.26121.93132.461.09120277.222.3107/09/21
BABSN 2019-4A CLO A2 BABSN 2019-4AAA+ (sf)AAA36.26121.93132.461.09120277.222.3107/09/21
BABSN 2019-4A CLO B1 BABSN 2019-4AAA+ (sf)N/A24.5121.93132.461.09120277.222.3107/09/21
BABSN 2019-4A CLO B2 BABSN 2019-4AAA+ (sf)N/A24.5121.93132.461.09120277.222.3107/09/21
BABSN 2019-4A CLO C BABSN 2019-4AA+ (sf)N/A18.53114.25122.741.07115244.532.1307/09/21
BABSN 2019-4A CLO D BABSN 2019-4ABB+ (sf)N/A12.55107.9114.351.06110207.031.8807/09/21
BABSN 2019-4A CLO E BABSN 2019-4ABB- (sf)BB-8.37104.2109.131.05105175.841.6707/09/21
DEN10 2013-1A CLO B1LR DEN10 2013-1ABBB (sf)N/A12.78      07/09/21
DEN10 2013-1A CLO B2LR DEN10 2013-1ABB- (sf)N/A7.56      07/09/21
DEN10 2013-1A CLO B3LR DEN10 2013-1ACCC- (sf)N/A5.82      07/09/21
BABSN 2018-2A CLO X BABSN 2018-2ANRN/A 116.3123.371.06115316.892.7607/09/21
BABSN 2018-2A CLO A1A BABSN 2018-2AAA+ (sf)AAA43.07116.3123.371.06115316.892.7607/09/21
BABSN 2018-2A CLO A1B BABSN 2018-2AAA+ (sf)AAA35.52116.3123.371.06115316.892.7607/09/21
BABSN 2018-2A CLO A2 BABSN 2018-2AAA+ (sf)AA+27.31116.3123.371.06115316.892.7607/09/21
BABSN 2018-2A CLO B BABSN 2018-2AAA- (sf)A18.94116.3123.371.06115316.892.7607/09/21