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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
BALLY 2018-1A CLO C BALLY 2018-1ABBB+ (sf)BBB-10.87108.2111.851.03110300.542.7308/11/21
BALLY 2018-1A CLO D BALLY 2018-1ABB (sf)BB-6.39104.7106.51.02105249.832.3808/11/21
BALLY 2018-1A CLO E BALLY 2018-1AB+ (sf)B-4.36      08/11/21
BSP 2018-16A CLO A1R BSP 2018-16AAA+ (sf)N/A35.43124.35133.161.07120563.694.708/11/21
BSP 2018-16A CLO A2R BSP 2018-16AAA+ (sf)N/A32.9124.35133.161.07120563.694.708/11/21
BSP 2018-16A CLO BR BSP 2018-16AAA+ (sf)N/A24.9124.35133.161.07120563.694.708/11/21
BSP 2018-16A CLO CR BSP 2018-16AA+ (sf)N/A19.78117.77124.651.06115505.074.3908/11/21
BSP 2018-16A CLO DR BSP 2018-16ABBB- (sf)N/A13.72110.95115.911.04110428.413.8908/11/21
BSP 2018-16A CLO E BSP 2018-16ABB- (sf)BB-7.8104.43108.461.04   08/11/21
BABSN 2016-1A CLO XR BABSN 2016-1ANRN/A 125.6132.371.05120296.922.4708/11/21
BABSN 2016-1A CLO A1R BABSN 2016-1AAA+ (sf)AAA38.85125.6132.371.05120296.922.4708/11/21
BABSN 2016-1A CLO A2R BABSN 2016-1AAA+ (sf)AAA33.7125.6132.371.05120296.922.4708/11/21
BABSN 2016-1A CLO B1R BABSN 2016-1AAA+ (sf)AA24.68125.6132.371.05120296.922.4708/11/21
BABSN 2016-1A CLO B2R BABSN 2016-1AAA+ (sf)AA24.68125.6132.371.05120296.922.4708/11/21
BABSN 2016-1A CLO CR BABSN 2016-1AA+ (sf)A17.46116.8120.81.03115259.862.2608/11/21
BABSN 2016-1A CLO DR BABSN 2016-1ABB+ (sf)BBB-11.53109.6112.71.03110226.872.0608/11/21
BABSN 2016-1A CLO ER BABSN 2016-1ABB- (sf)BB-5.86104.7105.921.01105184.061.7508/11/21
ALM 2016-19A CLO A1BR2 ALM 2016-19AAA+ (sf)N/A31.58112.7119.241.06110310.752.8308/11/21
ALM 2016-19A CLO A2BR2 ALM 2016-19AAA+ (sf)AA24.06112.7119.241.06110310.752.8308/11/21
ALM 2016-19A CLO BR2 ALM 2016-19AA- (sf)A16.75112.7119.241.06110310.752.8308/11/21
CANYC 2019-2A CLO B CANYC 2019-2AAA+ (sf)AA23.91121.58131.431.08120292.232.4408/11/21
ANCHC 2018-10A CLO A1B1 ANCHC 2018-10AAA+ (sf)AAA47.58128.7136.91.06120371.543.108/11/21
ANCHC 2018-10A CLO A1B2 ANCHC 2018-10AAA+ (sf)AAA42.94128.7136.91.06120371.543.108/11/21
ANCHC 2018-10A CLO B ANCHC 2018-10AAA+ (sf)AA27.41128.7136.91.06120371.543.108/11/21
AIMCO 2019-10A CLO B AIMCO 2019-10AAA+ (sf)N/A24.02121.58131.151.08120272.222.2708/11/21
BSP 2016-10A CLO X BSP 2016-10AAA+ (sf)N/A 114122.161.07110269.482.4508/11/21
BSP 2016-10A CLO A1RR BSP 2016-10AAA+ (sf)N/A39.15114122.161.07110269.482.4508/11/21
BSP 2016-10A CLO A2ARR BSP 2016-10AAA+ (sf)N/A24.19114122.161.07110269.482.4508/11/21
BSP 2016-10A CLO A2BRR BSP 2016-10AAA+ (sf)N/A24.19114122.161.07110269.482.4508/11/21
BSP 2016-10A CLO BRR BSP 2016-10AA- (sf)N/A18.21114122.161.07110269.482.4508/11/21
BSP 2016-10A CLO CRR BSP 2016-10ABB+ (sf)N/A12.22107.6113.841.06105229.992.1908/11/21
BSP 2016-10A CLO DRR BSP 2016-10ABB- (sf)N/A8.98104.6109.781.05   08/11/21
ATRM 13A CLO B ATRM 13AAA+ (sf)AA23.96121.6130.271.07120355.932.9708/11/21
BDF 2018-1A CLO A BDF 2018-1AAA+ (sf)AAA52.6150.8165.631.1110210.911.9208/11/21
BDF 2018-1A CLO BR BDF 2018-1AAA+ (sf)N/A39.76150.8165.631.1110210.911.9208/11/21
BDF 2018-1A CLO CR BDF 2018-1AAA+ (sf)N/A34.82145.5153.091.05105196.171.8708/11/21
BDF 2018-1A CLO DR BDF 2018-1AAA+ (sf)N/A28.4134.5139.361.04   08/11/21
BSP 2015-8A CLO A1AR BSP 2015-8AAA+ (sf)AAA36.52114.5119.371.04115294.682.5608/11/21
BSP 2015-8A CLO A1BR BSP 2015-8AAA+ (sf)AAA31.55114.5119.371.04115294.682.5608/11/21
BSP 2015-8A CLO A2R BSP 2015-8AAA+ (sf)N/A23.87114.5119.371.04115294.682.5608/11/21
BSP 2015-8A CLO BR BSP 2015-8AA+ (sf)N/A16.23114.5119.371.04115294.682.5608/11/21
BSP 2015-8A CLO CR BSP 2015-8ABB+ (sf)N/A10.15107.7111.31.03110255.622.3208/11/21
BSP 2015-8A CLO DR BSP 2015-8ABB- (sf)N/A6104.2106.381.02105216.932.0708/11/21
ARES 2015-35RA CLO B ARES 2015-35RAAA+ (sf)AA24.03124.2131.551.06120384.473.208/11/21
CGMS 2015-3A CLO BR CGMS 2015-3AAA+ (sf)A+18.71116.81122.541.05105310.062.9508/11/21
CGMS 2017-5A CLO A1B CGMS 2017-5AAA+ (sf)AAA32.31113.5118.991.05115306.622.6708/11/21
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A15.97113.5118.991.05115306.622.6708/11/21
ALLEG 2018-2A CLO B1 ALLEG 2018-2AAA+ (sf)AA23.7122.98130.771.06120348.842.9108/11/21
ALLEG 2018-2A CLO B2 ALLEG 2018-2AAA+ (sf)AA23.7122.98130.771.06120348.842.9108/11/21
BABSN 2017-1A CLO A1 BABSN 2017-1AAA+ (sf)AAA39.69126.1135.341.07120324.62.7108/11/21