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
BSP 2013-IIIA CLO BR2 BSP 2013-IIIAAAA (sf)N/A16.29113.8125.21.1115161.31.411/04/22
BSP 2013-IIIA CLO CR BSP 2013-IIIAA+ (sf)N/A7.04107.8113.91.06110138.81.2611/04/22
BSP 2013-IIIA CLO DR BSP 2013-IIIABB- (sf)N/A-0.29103.5106.21.031051201.1411/04/22
BLUEM 2017-2A CLO C BLUEM 2017-2ABB+ (sf)N/A2.98107.1111.11.04110146.91.3411/04/22
BLUEM 2017-2A CLO D BLUEM 2017-2ABB- (sf)N/A-0.97104.7106.81.02105134.81.2811/04/22
BLUEM 2017-2A CLO B BLUEM 2017-2AA+ (sf)N/A9.57113.4119.21.05115162.61.4111/04/22
MIDO 2019-10A CLO BR MIDO 2019-10AAAA (sf)N/A17.42121.6132.21.09120167.41.411/04/22
BLUEM 2017-2A CLO A2 BLUEM 2017-2AAAA (sf)N/A16.59113.4119.21.05115162.61.4111/04/22
BLUEM 2012-2A CLO ERR BLUEM 2012-2ANRN/A       11/04/22
BLUEM 2012-2A CLO CRR BLUEM 2012-2ANRN/A       11/04/22
BLUEM 2012-2A CLO DRR BLUEM 2012-2ANRN/A       11/04/22
BLUEM 2017-2A CLO A1AR BLUEM 2017-2AAAA (sf)N/A33.6113.4119.21.05115162.61.4111/04/22
BLUEM 2017-2A CLO A1B BLUEM 2017-2AAAA (sf)AAA26.91113.4119.21.05115162.61.4111/04/22
RMRK 2018-1A CLO B2R RMRK 2018-1AAA+ (sf)N/A15.93121.5128.81.061201821.5211/04/22
AMMC 2016-18A CLO BR AMMC 2016-18AAAA (sf)AA16.82122.5128.91.051201701.4211/04/22
RMRK 2018-1A CLO B1 RMRK 2018-1AAAA (sf)N/A15.93121.5128.81.061201821.5211/04/22
BATLN 2015-9A CLO ER BATLN 2015-9ABB (sf)BB--1.59103.7108.21.04   11/04/22
BATLN 2015-9A CLO DR BATLN 2015-9ABBB+ (sf)BBB-4.6109.7115.31.05105157.11.511/04/22
BATLN 2015-9A CLO CR BATLN 2015-9AAA+ (sf)A11.77117.2124.61.06110176.81.6111/04/22
BATLN 2015-9A CLO AR BATLN 2015-9AAAA (sf)AAA28.23124.4133.81.08120192.51.611/04/22
BATLN 2015-9A CLO BR BATLN 2015-9AAAA (sf)AA17.85124.4133.81.08120192.51.611/04/22
PAIA 2019-1A CLO B PAIA 2019-1AAA+ (sf)N/A10.33114120.81.06115147.51.2811/04/22
CIFC 2019-FAL CLO B CIFC 2019-FALAAA (sf)N/A16.78119.91301.08120183.71.5311/04/22
PAIA 2019-2A CLO BR PAIA 2019-2AAA+ (sf)N/A11.9114.51231.07115161.21.411/04/22
MORGN 2017-1A A CLO BR MORGN 2017-1A AAAA (sf)AA17.96121.9132.11.08120170.31.4211/04/22
AUDAX 2019-1A CLO BR AUDAX 2019-1AA+ (sf)N/A20.42124.1132.41.07110177.91.6211/04/22
BLUEM 2015-4A CLO ER BLUEM 2015-4ABB- (sf)N/A-1.23104.7106.61.021051301.2411/04/22
BLUEM 2015-4A CLO FR BLUEM 2015-4AB- (sf)N/A-3.44      11/04/22
BLUEM 2015-4A CLO CR BLUEM 2015-4AA+ (sf)N/A9.82114119.71.05115158.11.3711/04/22
BLUEM 2015-4A CLO DR BLUEM 2015-4ABB+ (sf)N/A3.19107.6111.51.04110142.81.311/04/22
BSP 2020-22A CLO BR BSP 2020-22AAAA (sf)N/A19.14121.6132.21.09120174.11.4511/04/22
BLUEM 2015-4A CLO BR BLUEM 2015-4AAAA (sf)N/A17.55123.3130.91.06120175.91.4711/04/22
RRAM 2018-4A CLO B RRAM 2018-4AAA (sf)N/A10.55114.3121.21.06115168.91.4711/04/22
BLUEM 2015-4A CLO A1R BLUEM 2015-4AAAA (sf)AAA34.11123.3130.91.06120175.91.4711/04/22
BLUEM 2015-4A CLO A2R BLUEM 2015-4AAAA (sf)AAA29.69123.3130.91.06120175.91.4711/04/22
RRAM 2018-4A CLO A1B RRAM 2018-4AAAA (sf)AAA29.37114.3121.21.06115168.91.4711/04/22
MORGN 2018-2A CLO B1 MORGN 2018-2AAAA (sf)AA17.05122.4130.61.07120184.61.5411/04/22
AMMC 2017-21A CLO B AMMC 2017-21AAAA (sf)N/A17.7122.61281.04120161.31.3411/04/22
MORGN 2018-2A CLO B2 MORGN 2018-2AAA+ (sf)AA17.05122.4130.61.07120184.61.5411/04/22
BSP 2020-22A CLO DR BSP 2020-22ABBB- (sf)N/A6.37107.6114.21.06105143.61.3711/04/22
BSP 2020-22A CLO ER BSP 2020-22ABB (sf)BB-2.11103.7109.21.05   11/04/22
BSP 2020-22A CLO CR BSP 2020-22AA+ (sf)N/A12.75114122.51.071101591.4511/04/22
MORGN 2018-3A CLO BR MORGN 2018-3AAAA (sf)AA+18.17123.9132.21.07120178.81.4911/04/22
BSP 2020-20A CLO DR BSP 2020-20ABBB (sf)N/A6.12107.6114.11.06110144.31.3111/04/22
BSP 2020-20A CLO ER BSP 2020-20ABB (sf)N/A2.38104.3109.71.05   11/04/22
BSP 2020-20A CLO AR BSP 2020-20AAAA (sf)N/A33.85121.6132.11.09120175.21.4611/04/22
BSP 2020-20A CLO CR BSP 2020-20AAA (sf)N/A12.52114122.41.071151601.3911/04/22
BCHPK 2019-1A CLO B1R BCHPK 2019-1AAAA (sf)N/A17.74121.6132.11.09120172.71.4411/04/22
BCHPK 2019-1A CLO B2AR BCHPK 2019-1AAAA (sf)N/A17.74121.6132.11.09120172.71.4411/04/22
PARL 2019-1A CLO BR PARL 2019-1AAAA (sf)N/A17.63122.5131.21.07120163.11.3611/04/22