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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
BSP 2015-8A CLO A1AR BSP 2015-8AAAA (sf)AAA36.79114.5119.861.05115301.332.6212/07/21
BSP 2015-8A CLO A1BR BSP 2015-8AAAA (sf)AAA31.83114.5119.861.05115301.332.6212/07/21
BSP 2015-8A CLO A2R BSP 2015-8AAAA (sf)N/A24.18114.5119.861.05115301.332.6212/07/21
BSP 2015-8A CLO BR BSP 2015-8AA+ (sf)N/A16.57114.5119.861.05115301.332.6212/07/21
BSP 2015-8A CLO CR BSP 2015-8ABB+ (sf)N/A10.52107.7111.761.04110260.622.3712/07/21
BSP 2015-8A CLO DR BSP 2015-8ABB- (sf)N/A6.39104.2106.821.03105220.22.112/07/21
AMMC 2016-18A CLO BR AMMC 2016-18AAAA (sf)AA22.66122.55129.011.05120335.342.7912/07/21
BSP 2016-10A CLO X BSP 2016-10AAAA (sf)AAA 114122.791.08110277.792.5312/07/21
BSP 2016-10A CLO A1RR BSP 2016-10AAAA (sf)N/A39.42114122.791.08110277.792.5312/07/21
BSP 2016-10A CLO A2ARR BSP 2016-10AAAA (sf)N/A24.52114122.791.08110277.792.5312/07/21
BSP 2016-10A CLO A2BRR BSP 2016-10AAAA (sf)N/A24.52114122.791.08110277.792.5312/07/21
BSP 2016-10A CLO BRR BSP 2016-10AA+ (sf)N/A18.56114122.791.08110277.792.5312/07/21
BSP 2016-10A CLO CRR BSP 2016-10ABBB- (sf)N/A12.6107.6114.421.06105236.372.2512/07/21
BSP 2016-10A CLO DRR BSP 2016-10ABB (sf)N/A9.37104.6110.341.05   12/07/21
BLUEM 2014-2A CLO X BLUEM 2014-2ANRN/A 121.5128.71.06120328.492.7412/07/21
BLUEM 2014-2A CLO A1R2 BLUEM 2014-2AAAA (sf)AAA38.04121.5128.71.06120328.492.7412/07/21
BLUEM 2014-2A CLO A2R2 BLUEM 2014-2AAAA (sf)AAA34.25121.5128.71.06120328.492.7412/07/21
BLUEM 2014-2A CLO BR2 BLUEM 2014-2AAAA (sf)N/A22.51121.5128.71.06120328.492.7412/07/21
BLUEM 2014-2A CLO CR2 BLUEM 2014-2AA+ (sf)N/A16.36113.9119.231.05115289.352.5212/07/21
BLUEM 2014-2A CLO DR2 BLUEM 2014-2ABB+ (sf)N/A10.3107.7111.181.03110248.882.2612/07/21
BLUEM 2014-2A CLO ER2 BLUEM 2014-2ABB- (sf)N/A6.42105106.571.01105212.712.0312/07/21
BLUEM 2014-2A CLO FR2 BLUEM 2014-2AB+ (sf)N/A4.7      12/07/21
ANCHO 2019-1A CLO B1 ANCHO 2019-1AAAA (sf)N/A36.34140.85153.661.09120285.852.3812/07/21
ANCHO 2019-1A CLO B2 ANCHO 2019-1AAAA (sf)N/A36.34140.85153.661.09120285.852.3812/07/21
BATLN 2019-14A CLO A1 BATLN 2019-14AAAA (sf)AAA39.06127137.071.08120369.643.0812/07/21
BATLN 2019-14A CLO A2 BATLN 2019-14AAAA (sf)AAA35.57127137.071.08120369.643.0812/07/21
BATLN 2019-14A CLO B1 BATLN 2019-14AAAA (sf)AA27.08127137.071.08120369.643.0812/07/21
BATLN 2019-14A CLO B2 BATLN 2019-14AAAA (sf)AA27.08127137.071.08120369.643.0812/07/21
BATLN 2019-14A CLO C1 BATLN 2019-14AAAA (sf)A22.03120.1128.21.07112.5327.462.9112/07/21
BATLN 2019-14A CLO C2 BATLN 2019-14AAAA (sf)A22.03120.1128.21.07112.5327.462.9112/07/21
BATLN 2019-14A CLO D BATLN 2019-14AA+ (sf)BBB-15.94112.8118.911.05107.5282.672.6312/07/21
BATLN 2019-14A CLO E BATLN 2019-14ABB+ (sf)BB-10.05106111.121.05   12/07/21
AIMCO 2015-AA CLO BR2 AIMCO 2015-AAAAA (sf)N/A25.58117.63125.631.07115325.142.8312/07/21
CGMS 2019-4A CLO B CGMS 2019-4AA+ (sf)N/A18.07113.95121.971.07115237.052.0612/07/21
ELMW3 2019-3A CLO BR ELMW3 2019-3AAAA (sf)N/A24.09121.58131.631.08120299.122.4912/07/21
CGMS 2018-2A CLO B CGMS 2018-2AAA- (sf)N/A17.07113.95120.421.06115281.352.4512/07/21
BATLN 2017-11A CLO AR BATLN 2017-11AAAA (sf)AAA38.05122.44132.521.08120350.642.9212/07/21
BATLN 2017-11A CLO BR BATLN 2017-11AAAA (sf)AA24.57122.44132.521.08120350.642.9212/07/21
BATLN 2017-11A CLO CR BATLN 2017-11AAA+ (sf)A19.61116.28124.351.07110312.922.8412/07/21
BATLN 2017-11A CLO DR BATLN 2017-11ABBB+ (sf)BBB-13.34109.28115.351.06105259.992.4812/07/21
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA39.1122.45130.361.06120244.062.0312/07/21
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA33.01122.45130.361.06120244.062.0312/07/21
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA23.36122.45130.361.06120244.062.0312/07/21
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA23.36122.45130.361.06120244.062.0312/07/21
GALXY 2017-24A CLO B GALXY 2017-24AAAA (sf)AA23.25121.6130.291.07120290.872.4212/07/21
MORGN 2018-2A CLO B1 MORGN 2018-2AAAA (sf)AA23.79122.4131.131.07120351.722.9312/07/21
MORGN 2018-2A CLO B2 MORGN 2018-2AAAA (sf)AA23.79122.4131.131.07120351.722.9312/07/21
FLAT 2017-1A CLO BR FLAT 2017-1AAAA (sf)AA24.48122.5132.411.08120377.693.1512/07/21
BSP 2014-IVA CLO X BSP 2014-IVAAAA (sf)AAA 114122.791.08110279.262.5412/07/21
BSP 2014-IVA CLO A1RRR BSP 2014-IVAAAA (sf)N/A38.42114122.791.08110279.262.5412/07/21