By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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
BATPK 2019-1A CLO B2 BATPK 2019-1AA+ (sf)N/A10.67113.7121.21.07110142.91.311/30/22
BATPK 2019-1A CLO C BATPK 2019-1ABBB+ (sf)N/A5.26108.3114.31.06105131.61.2511/30/22
BATPK 2019-1A CLO D BATPK 2019-1ABB (sf)N/A1.2105.1109.61.04   11/30/22
BKPRK 2019-1A CLO XR BKPRK 2019-1AAAA (sf)N/A 122.5132.71.08120173.31.4411/30/22
BKPRK 2019-1A CLO AR BKPRK 2019-1AAAA (sf)N/A34.89122.5132.71.08120173.31.4411/30/22
BKPRK 2019-1A CLO B1R BKPRK 2019-1AAAA (sf)N/A17.38122.5132.71.08120173.31.4411/30/22
BKPRK 2019-1A CLO B2R BKPRK 2019-1AA+ (sf)N/A17.38122.5132.71.08120173.31.4411/30/22
BKPRK 2019-1A CLO CR BKPRK 2019-1AA+ (sf)N/A10.43114.2122.41.07110157.31.4311/30/22
BKPRK 2019-1A CLO DR BKPRK 2019-1ABB+ (sf)N/A3.86107.81141.06105142.11.3511/30/22
BKPRK 2019-1A CLO ER BKPRK 2019-1ABB (sf)N/A0.2104.6109.81.05   11/30/22
BURNH 2016-1A CLO AR BURNH 2016-1AAAA (sf)AAA33.03122.5132.31.08120152.21.2711/30/22
BURNH 2016-1A CLO BR BURNH 2016-1AAAA (sf)AA19.23122.5132.31.08120152.21.2711/30/22
BURNH 2016-1A CLO CR BURNH 2016-1AA+ (sf)A10.71113.6119.71.05110135.51.2311/30/22
BURNH 2016-1A CLO DR BURNH 2016-1ABB+ (sf)BBB-4.12107.5111.51.04105123.81.1811/30/22
BURNH 2016-1A CLO ER BURNH 2016-1ABB- (sf)BB--0.56103.7106.31.03   11/30/22
GUGG4 2016-1A CLO A2RB1R GUGG4 2016-1AAAA (sf)AA-18.44116.1121.31.04110137.51.2511/30/22
GUGG4 2016-1A CLO A2RB2R GUGG4 2016-1AAAA (sf)AA-18.44116.1121.31.04110137.51.2511/30/22
GUGG4 2016-1A CLO A2RB3R GUGG4 2016-1AAAA (sf)AA-18.44116.1121.31.04110137.51.2511/30/22
GUGG4 2016-1A CLO A2RB4R GUGG4 2016-1AAAA (sf)AA-18.44116.1121.31.04110137.51.2511/30/22
GUGG4 2016-1A CLO BRB3R GUGG4 2016-1AAA (sf)A-12.84116.1121.31.04110137.51.2511/30/22
GUGG4 2016-1A CLO BRB4R GUGG4 2016-1AAA (sf)A-12.84116.1121.31.04110137.51.2511/30/22
CANYC 2012-1RA CLO B CANYC 2012-1RAAAA (sf)AA+16.79122.9130.91.07120164.61.3711/30/22
CANYC 2014-1A CLO A1BR CANYC 2014-1AAAA (sf)AAA26.66114119.11.04115159.11.3811/30/22
CANYC 2014-1A CLO BR CANYC 2014-1AA+ (sf)A8.87114119.11.04115159.11.3811/30/22
CANYC 2016-1A CLO BR CANYC 2016-1AAAA (sf)AA17.22123.5131.71.07120157.71.3111/30/22
CANYC 2016-2A CLO BR CANYC 2016-2AAAA (sf)AA16.1122.3129.71.06120151.81.2711/30/22
CANYC 2017-1A CLO BR CANYC 2017-1AAAA (sf)AA+16.9122.3130.91.07120158.61.3211/30/22
CANYC 2018-1A CLO B CANYC 2018-1AAAA (sf)AA16.42122.5130.21.06120157.91.3211/30/22
CANYC 2019-1A CLO BR CANYC 2019-1AAAA (sf)AA16.98121.6130.61.07120156.51.311/30/22
CANYC 2019-2A CLO BR CANYC 2019-2AAAA (sf)N/A18.07121.6131.71.081201571.3111/30/22
CANYC 2020-1A CLO BR CANYC 2020-1AAAA (sf)N/A18.31121.6131.61.08120156.41.311/30/22
CANYC 2020-2A CLO BR CANYC 2020-2AAAA (sf)N/A18.68121.6131.71.081201571.3111/30/22
CANYC 2020-3A CLO B CANYC 2020-3AAAA (sf)N/A18.7121.6131.91.08120151.91.2711/30/22
CANYC 2021-1A CLO B CANYC 2021-1AAAA (sf)AA17.97121.6131.71.08120161.51.3511/30/22
CANYC 2021-2A CLO B1 CANYC 2021-2AAAA (sf)AA17.81121.6131.81.08120160.61.3411/30/22
CANYC 2021-2A CLO B2 CANYC 2021-2AAA+ (sf)AA17.81121.6131.81.08120160.61.3411/30/22
CANYC 2021-3A CLO B CANYC 2021-3AAAA (sf)N/A18.45121.6131.51.08120160.21.3311/30/22
CANYC 2021-4A CLO B CANYC 2021-4AAAA (sf)AA18.68121.6131.61.08120159.81.3311/30/22
PUTNM 2021-1A CLO B1 PUTNM 2021-1AAAA (sf)AA18.52121.61321.09120157.41.3111/30/22
PUTNM 2021-1A CLO B2 PUTNM 2021-1AA+ (sf)AA18.52121.61321.09120157.41.3111/30/22
CGMS 2021-10A CLO B CGMS 2021-10AAAA (sf)N/A18.19121.6131.71.08120161.21.3411/30/22
CGMS 2021-11A CLO B CGMS 2021-11AAAA (sf)N/A18.05121.6131.61.08120147.51.2311/30/22
CGMS 2012-3A CLO A1BR2 CGMS 2012-3AAAA (sf)AAA27.63113.8119.11.05115135.31.1811/30/22
CGMS 2012-3A CLO A2BR2 CGMS 2012-3AAAA (sf)N/A15.33113.8119.11.05115135.31.1811/30/22
CGMS 2012-3A CLO BR2 CGMS 2012-3AA+ (sf)N/A8.54113.8119.11.05115135.31.1811/30/22
CGMS 2012-4A CLO BR3 CGMS 2012-4AAAA (sf)N/A18.19121.6129.41.06120149.41.2511/30/22
CGMS 2013-1A CLO BRR CGMS 2013-1AAA+ (sf)A10.86115.2120.51.05115168.51.4711/30/22
CGMS 2013-3A CLO A1BR CGMS 2013-3AAAA (sf)AAA29.72113.3119.31.05115139.71.2111/30/22
CGMS 2013-3A CLO BR CGMS 2013-3AA+ (sf)N/A9.23113.3119.31.05115139.71.2111/30/22
CGMS 2013-4A CLO BRR CGMS 2013-4AAAA (sf)N/A14.96120.31281.06120154.81.2911/30/22