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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
BABSN 2018-2A CLO C BABSN 2018-2ABBB- (sf)BBB-12.8109.54114.681.05110271.382.4707/09/21
BABSN 2018-2A CLO D BABSN 2018-2ABB- (sf)BB-7.31104.7107.881.03105216.212.0607/09/21
CGMS 2016-4A CLO BR CGMS 2016-4AA+ (sf)A15.59113.1118.461.05115282.872.4607/09/21
MORGN 2019-4A CLO BR MORGN 2019-4AAA+ (sf)N/A22.98121.58129.371.06120347.962.907/09/21
CTWTR 2015-1A CLO BR CTWTR 2015-1AAA+ (sf)AA26.39122.45132.351.08120385.953.2207/09/21
AMMC 2017-20A CLO B AMMC 2017-20AAA+ (sf)N/A23.06121.71129.41.06120271.392.2607/09/21
CATLK 2018-5A CLO B CATLK 2018-5AAA+ (sf)AA22.72121.58127.781.05120284.342.3707/09/21
CGMS 2013-3A CLO A1BR CGMS 2013-3AAA+ (sf)AAA34.81113.3118.591.05115288.512.5107/09/21
CGMS 2013-3A CLO BR CGMS 2013-3AA+ (sf)N/A15.8113.3118.591.05115288.512.5107/09/21
BLUEM 2015-4A CLO X BLUEM 2015-4ANRN/A 123.33130.631.06120330.092.7507/09/21
BLUEM 2015-4A CLO A1R BLUEM 2015-4AAA+ (sf)AAA39.28123.33130.631.06120330.092.7507/09/21
BLUEM 2015-4A CLO A2R BLUEM 2015-4AAA+ (sf)AAA35.21123.33130.631.06120330.092.7507/09/21
BLUEM 2015-4A CLO BR BLUEM 2015-4AAA+ (sf)N/A24.01123.33130.631.06120330.092.7507/09/21
BLUEM 2015-4A CLO CR BLUEM 2015-4AA+ (sf)N/A16.88113.95119.441.05115286.882.4907/09/21
BLUEM 2015-4A CLO DR BLUEM 2015-4ABB+ (sf)N/A10.78107.64111.261.03110245.52.2307/09/21
BLUEM 2015-4A CLO ER BLUEM 2015-4ABB- (sf)N/A6.71104.7106.411.02105206.621.9707/09/21
BLUEM 2015-4A CLO FR BLUEM 2015-4ACCC (sf)N/A4.67      07/09/21
BSP 2019-18A CLO A BSP 2019-18AAA+ (sf)AAA37.12122.45132.71.08120279.832.3307/09/21
BSP 2019-18A CLO B BSP 2019-18AAA+ (sf)AA24.64122.45132.71.08120279.832.3307/09/21
BSP 2019-18A CLO C BSP 2019-18AA+ (sf)A18.65114.7122.931.07110245.242.2307/09/21
BSP 2019-18A CLO D BSP 2019-18ABB+ (sf)BBB-12.66108.29114.51.06105208.71.9907/09/21
BSP 2019-18A CLO E BSP 2019-18ABB- (sf)BB-8.77104.41109.611.05   07/09/21
BCRK 2015-1A CLO XR BCRK 2015-1AAA+ (sf)AAA 121.6129.141.06120266.512.2207/09/21
BCRK 2015-1A CLO AR BCRK 2015-1AAA+ (sf)AAA33.26121.6129.141.06120266.512.2207/09/21
BCRK 2015-1A CLO BR BCRK 2015-1AAA+ (sf)AA22.57121.6129.141.06120266.512.2207/09/21
BCRK 2015-1A CLO CR BCRK 2015-1AA+ (sf)A16.45114119.691.05115241.552.107/09/21
BCRK 2015-1A CLO DR BCRK 2015-1ABB+ (sf)BBB-10.6108111.851.04110214.471.9507/09/21
BCRK 2015-1A CLO ER BCRK 2015-1ABB- (sf)BB-6.26104.2106.681.02105183.71.7507/09/21
CEDF 2017-8A CLO B CEDF 2017-8AAA+ (sf)N/A22.95121.5129.791.07120295.22.4607/09/21
APID 2015-23A CLO B1R APID 2015-23AAA+ (sf)AA28.07114.7121.051.06115260.322.2607/09/21
APID 2015-23A CLO B2R APID 2015-23AAA+ (sf)AA23.01114.7121.051.06115260.322.2607/09/21
ANCHO 2019-1A CLO B1 ANCHO 2019-1AAA+ (sf)N/A36.01140.85153.831.09120287.032.3907/09/21
ANCHO 2019-1A CLO B2 ANCHO 2019-1AAA+ (sf)N/A36.01140.85153.831.09120287.032.3907/09/21
AUBRN 2017-1A CLO A1 AUBRN 2017-1AAA+ (sf)AAA34.61116.46120.151.03115274.412.3907/09/21
AUBRN 2017-1A CLO A2A AUBRN 2017-1AAA+ (sf)AA23.37116.46120.151.03115274.412.3907/09/21
AUBRN 2017-1A CLO A2B AUBRN 2017-1AAA+ (sf)AA23.37116.46120.151.03115274.412.3907/09/21
AUBRN 2017-1A CLO B AUBRN 2017-1AA+ (sf)A17.23116.46120.151.03115274.412.3907/09/21
AUBRN 2017-1A CLO C AUBRN 2017-1ABB+ (sf)BBB-10.08107.64110.61.03105232.392.2107/09/21
AUBRN 2017-1A CLO D AUBRN 2017-1ABB- (sf)BB-5.99104.7105.791.01   07/09/21
AUBRN 2017-1A CLO E AUBRN 2017-1AB+ (sf)B-4.97      07/09/21
AIGIM 2018-1A CLO BR AIGIM 2018-1AAA+ (sf)N/A24.08121.6130.521.07120271.822.2707/09/21
ALLPK 2019-1A CLO B1 ALLPK 2019-1AAA+ (sf)AA24.11121.6131.771.08120274.842.2907/09/21
ALLPK 2019-1A CLO B2 ALLPK 2019-1AAA+ (sf)AA24.11121.6131.771.08120274.842.2907/09/21
BLUEM 2017-3A CLO A1 BLUEM 2017-3AAA+ (sf)AAA39.83123.33132.111.07120338.342.8207/09/21
BLUEM 2017-3A CLO A2 BLUEM 2017-3AAA+ (sf)AAA32.81123.33132.111.07120338.342.8207/09/21
BLUEM 2017-3A CLO B BLUEM 2017-3AAA+ (sf)N/A24.79123.33132.111.07120338.342.8207/09/21
BLUEM 2017-3A CLO C BLUEM 2017-3AA+ (sf)N/A17.26113.21120.11.06115295.342.5707/09/21
BLUEM 2017-3A CLO D BLUEM 2017-3ABB+ (sf)N/A11.75107.64112.591.05110261.872.3807/09/21
BLUEM 2017-3A CLO E BLUEM 2017-3ABB (sf)N/A7.74104.7107.71.03105223.482.1307/09/21
BSP 2016-9A CLO AR BSP 2016-9AAA+ (sf)AAA37.98120.28127.611.06120310.642.5907/09/21