Egan-Jones Ratings Company

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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.

EJR Non-NRSRO CLO Ratings

Read about EJR's approach to rating CLOs

OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield

SECURITY	REPORT	EJR Rating	Other NRSRO	Diff	Curr Par Subord	OC Trigger	OC Current	OC Curr/ Trigger	IC Trigger	IC Current	IC Curr/ Trigger	Date
BlueMountain CLO 2018-1 A1	BlueMountain CLO 2018-1	AA+ (sf)	AAA		38.04	121.62	127.81	1.05	120	340.2	2.83	05/09/21
BlueMountain CLO 2018-1 A1	BlueMountain CLO 2018-1	AA (sf)	AAA		37.82	121.62	127.14	1.05	120	317.88	2.65	01/27/21
BlueMountain CLO 2018-1 A1	BlueMountain CLO 2018-1	AA (sf)	AAA		37.82	121.62	127.14	1.05	120	317.88	2.65	12/31/20
BlueMountain CLO 2018-1 A1	BlueMountain CLO 2018-1	AA (sf)	AAA		37.74	121.62	126.25	1.04	120	324.5	2.7	10/29/20

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