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
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A24.67121.93132.751.09120259.582.1612/07/21
BABSN 2019-4A CLO B2 BABSN 2019-4AAAA (sf)N/A24.67121.93132.751.09120259.582.1612/07/21
BABSN 2019-4A CLO C BABSN 2019-4AA+ (sf)N/A18.71114.25123.021.08115228.441.9912/07/21
BABSN 2019-4A CLO D BABSN 2019-4ABB+ (sf)N/A12.75107.9114.611.06110192.691.7512/07/21
BABSN 2019-4A CLO E BABSN 2019-4ABB- (sf)BB-8.57104.2109.381.05105163.021.5512/07/21
GCBSL 2018-37A CLO B1 GCBSL 2018-37AAAA (sf)N/A28.44129.6139.751.08120346.422.8912/07/21
VIBR 2017-7A CLO C VIBR 2017-7ABBB- (sf)BBB-11.36108.68112.531.04110245.322.2312/07/21
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A23.23121.6130.261.07120305.052.5412/07/21
BLUEM 2017-3A CLO A1 BLUEM 2017-3AAAA (sf)AAA39.75123.33132.171.07120351.182.9312/07/21
BLUEM 2017-3A CLO A2 BLUEM 2017-3AAAA (sf)AAA32.72123.33132.171.07120351.182.9312/07/21
BLUEM 2017-3A CLO B BLUEM 2017-3AAAA (sf)N/A24.68123.33132.171.07120351.182.9312/07/21
BLUEM 2017-3A CLO C BLUEM 2017-3AA+ (sf)N/A17.15113.21120.161.06115305.982.6612/07/21
BLUEM 2017-3A CLO D BLUEM 2017-3ABB+ (sf)N/A11.63107.64112.641.05110270.642.4612/07/21
BLUEM 2017-3A CLO E BLUEM 2017-3ABB (sf)N/A7.61104.7107.751.03105229.922.1912/07/21
GALXY 2013-15A CLO BRR GALXY 2013-15AAAA (sf)N/A23.93123.6131.411.06120331.652.7612/07/21
GLM 2020-7A CLO A1B GLM 2020-7ANRN/A 119.94130.251.09120352.022.9312/07/21
GLM 2020-7A CLO BR GLM 2020-7AAAA (sf)N/A23.23119.94130.251.09120352.022.9312/07/21
ARES 2015-38A CLO BR ARES 2015-38AA+ (sf)AA22.64121.58129.161.06120403.283.3612/07/21
GOCAP 2015-26A CLO BR GOCAP 2015-26AAAA (sf)AA25.45      12/07/21
RMRK 2018-2A CLO B RMRK 2018-2AAA- (sf)A18.31115.4122.411.06115285.992.4912/07/21
NEUB 2019-33A CLO A NEUB 2019-33AAAA (sf)AAA38.06121.58131.471.08120294.42.4512/07/21
NEUB 2019-33A CLO B NEUB 2019-33AAAA (sf)N/A24.07121.58131.471.08120294.42.4512/07/21
NEUB 2019-33A CLO C NEUB 2019-33AA+ (sf)N/A18.08113.95121.851.07115259.62.2612/07/21
NEUB 2019-33A CLO D NEUB 2019-33ABB+ (sf)N/A12.08107.64113.541.05110219.98212/07/21
NEUB 2019-33A CLO E NEUB 2019-33ABB- (sf)N/A8.09104.2108.611.04   12/07/21
SYMP 2016-17A CLO BR SYMP 2016-17AAAA (sf)AAA30.12124.5142.71.15115423.733.6812/07/21
GARR 2016-1A CLO A2R2B GARR 2016-1AAAA (sf)N/A24.25113.72122.51.08110271.492.4712/07/21
GARR 2016-1A CLO BR2 GARR 2016-1AA+ (sf)N/A18.52113.72122.51.08110271.492.4712/07/21
MERCL 2017-1A CLO B MERCL 2017-1AAAA (sf)A+21.81118.1127.421.08115246.132.1412/07/21
AWPT 2020-11A CLO B AWPT 2020-11AAAA (sf)N/A24.05121.6131.591.08120308.72.5712/07/21
KKR 17 CLO BR KKR 17AAA (sf)AA25.05122.8133.431.09120362.043.0212/07/21
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)N/A36.15115.1123.371.07115276.432.412/07/21
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A18.94115.1123.371.07115276.432.412/07/21
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA38.49126.52137.61.09120272.62.2712/07/21
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA27.33126.52137.61.09120272.62.2712/07/21
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA27.33126.52137.61.09120272.62.2712/07/21
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A22.37119.8128.811.08110242.442.212/07/21
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-16.17112.34119.281.06105203.751.9412/07/21
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-10.11106.38111.251.05   12/07/21
LCM 30A CLO BR LCM 30AAAA (sf)N/A25.18124.4133.691.07120360.44312/07/21
NCC 2018-IA CLO B NCC 2018-IAAAA (sf)AA22.3121.57128.621.06120337.712.8112/07/21
GCBSL 2018-37A CLO B2R GCBSL 2018-37AAAA (sf)N/A28.44129.6139.751.08120346.422.8912/07/21
GCBSL 2018-37A CLO C GCBSL 2018-37AAA+ (sf)N/A20.57118.2125.91.07115291.282.5312/07/21
GCBSL 2018-37A CLO D GCBSL 2018-37ABBB+ (sf)N/A14.11110.3116.421.06110246.712.2412/07/21
GCBSL 2018-37A CLO E GCBSL 2018-37ABB+ (sf)N/A10.46107.5111.691.04105214.942.0512/07/21
BSP 2018-15A CLO A1 BSP 2018-15AAAA (sf)AAA35.12117.84123.151.05110307.222.7912/07/21
BSP 2018-15A CLO A2A BSP 2018-15AAAA (sf)AA24.68117.84123.151.05110307.222.7912/07/21
BSP 2018-15A CLO A2B BSP 2018-15AAAA (sf)AA24.68117.84123.151.05110307.222.7912/07/21
BSP 2018-15A CLO B BSP 2018-15AAA+ (sf)A18.8117.84123.151.05110307.222.7912/07/21
BSP 2018-15A CLO C BSP 2018-15ABBB+ (sf)BBB-12.82110.28114.71.04105265.162.5312/07/21