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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 2014-1A CLO BR2 CGMS 2014-1AAA+ (sf)AA22.74122.5129.441.06120359.51307/09/21
BLACK 2016-1A CLO A1AR BLACK 2016-1AAA+ (sf)AAA35.9113.5117.71.04110289.512.6307/09/21
BLACK 2016-1A CLO A1BR2 BLACK 2016-1AAA+ (sf)N/A35.9113.5117.71.04110289.512.6307/09/21
BLACK 2016-1A CLO A2AR BLACK 2016-1AAA+ (sf)N/A22.06113.5117.71.04110289.512.6307/09/21
BLACK 2016-1A CLO A2BR2 BLACK 2016-1AAA+ (sf)N/A22.06113.5117.71.04110289.512.6307/09/21
BLACK 2016-1A CLO BR BLACK 2016-1ABBB+ (sf)N/A15.04113.5117.71.04110289.512.6307/09/21
BLACK 2016-1A CLO CR BLACK 2016-1ABB+ (sf)N/A10.19108111.351.03102258.292.5307/09/21
BLACK 2016-1A CLO DR BLACK 2016-1ABB- (sf)N/A5.55103.7105.871.02101217.462.1507/09/21
BALLY 2018-1A CLO A1 BALLY 2018-1AAA+ (sf)AAA34.36115.6121.471.05115359.363.1207/09/21
BALLY 2018-1A CLO A2 BALLY 2018-1AAA+ (sf)AA22.66115.6121.471.05115359.363.1207/09/21
BALLY 2018-1A CLO B BALLY 2018-1AAA (sf)A17.68115.6121.471.05115359.363.1207/09/21
BALLY 2018-1A CLO C BALLY 2018-1ABBB+ (sf)BBB-10.86108.2112.181.04110297.442.707/09/21
BALLY 2018-1A CLO D BALLY 2018-1ABB (sf)BB-6.38104.7106.821.02105247.252.3507/09/21
BALLY 2018-1A CLO E BALLY 2018-1AB+ (sf)B-4.35      07/09/21
MP8 2015-2A CLO BRR MP8 2015-2AAA+ (sf)N/A25.07126.8145.891.15120579.424.8307/09/21
BSP 2018-16A CLO A1R BSP 2018-16AAA+ (sf)N/A35.4124.35133.111.07120293.752.4507/09/21
BSP 2018-16A CLO A2R BSP 2018-16AAA+ (sf)N/A32.88124.35133.111.07120293.752.4507/09/21
BSP 2018-16A CLO BR BSP 2018-16AAA+ (sf)N/A24.87124.35133.111.07120293.752.4507/09/21
BSP 2018-16A CLO CR BSP 2018-16AA+ (sf)N/A19.75117.77124.611.06115266.992.3207/09/21
BSP 2018-16A CLO DR BSP 2018-16ABBB- (sf)N/A13.69110.95115.861.04110231.032.107/09/21
BSP 2018-16A CLO E BSP 2018-16ABB- (sf)BB-7.77104.43108.421.04   07/09/21
ALLEG 2016-1A CLO BR2 ALLEG 2016-1AAA+ (sf)N/A22.26122.3128.621.05120538.664.4907/09/21
BABSN 2016-1A CLO XR BABSN 2016-1ANRN/A 125.6132.321.05120293.22.4407/09/21
BABSN 2016-1A CLO A1R BABSN 2016-1AAA+ (sf)AAA38.83125.6132.321.05120293.22.4407/09/21
BABSN 2016-1A CLO A2R BABSN 2016-1AAA+ (sf)AAA33.68125.6132.321.05120293.22.4407/09/21
BABSN 2016-1A CLO B1R BABSN 2016-1AAA+ (sf)AA24.65125.6132.321.05120293.22.4407/09/21
BABSN 2016-1A CLO B2R BABSN 2016-1AAA+ (sf)AA24.65125.6132.321.05120293.22.4407/09/21
BABSN 2016-1A CLO CR BABSN 2016-1AA+ (sf)A17.43116.8120.751.03115256.592.2307/09/21
BABSN 2016-1A CLO DR BABSN 2016-1ABB+ (sf)BBB-11.5109.6112.661.03110224.022.0407/09/21
BABSN 2016-1A CLO ER BABSN 2016-1ABB- (sf)BB-5.83104.7105.881.01105181.751.7307/09/21
CANYC 2019-2A CLO B CANYC 2019-2AAA+ (sf)AA23.9121.58131.41.08120284.172.3707/09/21
AGL 2020-3A CLO B1 AGL 2020-3AAA+ (sf)AA24.63122.45132.691.08120307.442.5607/09/21
AGL 2020-3A CLO B2 AGL 2020-3AAA+ (sf)AA24.63122.45132.691.08120307.442.5607/09/21
ANCHC 2018-10A CLO A1B1 ANCHC 2018-10AAA+ (sf)AAA47.47128.7137.271.07120353.912.9507/09/21
ANCHC 2018-10A CLO A1B2 ANCHC 2018-10AAA+ (sf)AAA42.82128.7137.271.07120353.912.9507/09/21
ANCHC 2018-10A CLO B ANCHC 2018-10AAA+ (sf)AA27.26128.7137.271.07120353.912.9507/09/21
ALM 2016-19A CLO A1BR2 ALM 2016-19AAA+ (sf)N/A30.41112.7119.231.06110306.242.7807/09/21
ALM 2016-19A CLO A2BR2 ALM 2016-19AAA+ (sf)AA23.16112.7119.231.06110306.242.7807/09/21
ALM 2016-19A CLO BR2 ALM 2016-19ABBB+ (sf)A16.13112.7119.231.06110306.242.7807/09/21
ANCHF 2016-4A CLO BR ANCHF 2016-4AAA+ (sf)N/A38.78148.4162.781.1110313.382.8507/09/21
AIMCO 2019-10A CLO B AIMCO 2019-10AAA+ (sf)N/A24.08121.58131.441.08120282.732.3607/09/21
ATRM 13A CLO B ATRM 13AAA+ (sf)AA24121.6130.581.07120353.382.9407/09/21
BDF 2018-1A CLO A BDF 2018-1AAA+ (sf)AAA52.54150.8165.391.1110208.611.907/09/21
BDF 2018-1A CLO BR BDF 2018-1AAA+ (sf)N/A39.69150.8165.391.1110208.611.907/09/21
BDF 2018-1A CLO CR BDF 2018-1AAA+ (sf)N/A34.75145.5152.861.05105194.041.8507/09/21
BDF 2018-1A CLO DR BDF 2018-1AAA+ (sf)N/A28.32134.5139.151.03   07/09/21
BSP 2016-10A CLO X BSP 2016-10AAA+ (sf)N/A 114122.251.07110268.832.4407/09/21
BSP 2016-10A CLO A1RR BSP 2016-10AAA+ (sf)N/A39.15114122.251.07110268.832.4407/09/21
BSP 2016-10A CLO A2ARR BSP 2016-10AAA+ (sf)N/A24.19114122.251.07110268.832.4407/09/21
BSP 2016-10A CLO A2BRR BSP 2016-10AAA+ (sf)N/A24.19114122.251.07110268.832.4407/09/21