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
MDPK 2016-20A CLO BR MDPK 2016-20AAAA (sf)N/A23.22121.2129.551.07120381.433.1812/07/21
MP11 2017-2A CLO B MP11 2017-2AAAA (sf)AA21.95122.9128.121.04115335.812.9212/07/21
MDPK 2018-30A CLO B MDPK 2018-30AAAA (sf)N/A23.4120.72129.811.08120446.213.7212/07/21
GLM 2019-4A CLO A1B GLM 2019-4ANRAAA 126.58135.091.07120383.553.212/07/21
GLM 2019-4A CLO BR GLM 2019-4AAAA (sf)N/A25.98126.58135.091.07120383.553.212/07/21
DEN16 2018-1A CLO B DEN16 2018-1AAA+ (sf)AA22.06121.58128.31.06120382.673.1912/07/21
KVK 2013-1A CLO BR KVK 2013-1AAAA (sf)N/A48.4122192.321.58117.5530.594.5212/07/21
AGL 2020-4A CLO B1R AGL 2020-4AAAA (sf)AAA31.58137.45146.151.06120416.913.4712/07/21
AGL 2020-4A CLO B2R AGL 2020-4AAAA (sf)AAA31.58137.45146.151.06120416.913.4712/07/21
AMMC 2016-19A CLO BR AMMC 2016-19AAAA (sf)N/A32.72122.01147.911.21120318.662.6612/07/21
CBAM 2019-9A CLO E CBAM 2019-9ABB (sf)BB-6.86103.87107.321.03   12/07/21
ATCLO 2019-15A B1 ATCLO 2019-15AAAA (sf)N/A23.45121.58130.531.07120250.542.0912/07/21
ATCLO 2019-15A B2 ATCLO 2019-15AAAA (sf)N/A23.45121.58130.531.07120250.542.0912/07/21
CGMS 2016-4A CLO BR CGMS 2016-4AAA+ (sf)A15.61113.1118.441.05115267.232.3212/07/21
SIX10 2018-3A CLO B SIX10 2018-3AAAA (sf)AAA31.19121.6145.331.2120356.32.9712/07/21
BLUEM 2019-26A CLO AR BLUEM 2019-26AAAA (sf)N/A36.02121.58131.621.08120311.992.612/07/21
BLUEM 2019-26A CLO BR BLUEM 2019-26AAAA (sf)N/A24.02121.58131.621.08120311.992.612/07/21
BLUEM 2019-26A CLO CR BLUEM 2019-26AA+ (sf)N/A18.02113.95121.991.07115276.372.412/07/21
BLUEM 2019-26A CLO D1R BLUEM 2019-26ABBB (sf)N/A13.03107.64113.671.06110233.22.1212/07/21
BLUEM 2019-26A CLO D2R BLUEM 2019-26ABB+ (sf)N/A12.03107.64113.671.06110233.22.1212/07/21
BLUEM 2019-26A CLO ER BLUEM 2019-26ABB (sf)N/A8.03103.2108.731.05   12/07/21
OZLM 2015-14A CLO BRR OZLM 2015-14AAA- (sf)A20.17117125.261.07110282.722.5712/07/21
CIFC 2017-1A CLO B CIFC 2017-1AAAA (sf)AA+24.86125.3133.061.06120338.522.8212/07/21
BABSN 2018-3A CLO X BABSN 2018-3ANRN/A 122131.841.08120361.673.0112/07/21
BABSN 2018-3A CLO A1 BABSN 2018-3AAAA (sf)AAA41.86122131.841.08120361.673.0112/07/21
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA36.26122131.841.08120361.673.0112/07/21
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A24.21122131.841.08120361.673.0112/07/21
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A24.21122131.841.08120361.673.0112/07/21
BABSN 2018-3A CLO C BABSN 2018-3AA+ (sf)N/A17.48114.8121.091.05110314.722.8612/07/21
BABSN 2018-3A CLO D BABSN 2018-3ABB+ (sf)N/A10.47108.1111.611.03105261.872.4912/07/21
BABSN 2018-3A CLO E BABSN 2018-3ABB- (sf)N/A6.27104.5106.611.02   12/07/21
BABSN 2018-3A CLO F BABSN 2018-3ACC (sf)N/A4.31      12/07/21
CIFC 2017-3A CLO B CIFC 2017-3AA (sf)A17.21114.5120.791.05115273.552.3812/07/21
VIBR 2017-7A CLO D VIBR 2017-7ABB- (sf)BB-6.49104.7106.651.02105197.781.8812/07/21
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A24.05121.58131.661.08120303.782.5312/07/21
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA22.39121.6128.661.06120280.382.3412/07/21
FCBSL 2017-1A CLO A FCBSL 2017-1AAAA (sf)AAA40.91123.3133.671.08120317.482.6512/07/21
FCBSL 2017-1A CLO B1 FCBSL 2017-1AAAA (sf)N/A25.4123.3133.671.08120317.482.6512/07/21
FCBSL 2017-1A CLO B2 FCBSL 2017-1AAAA (sf)N/A25.4123.3133.671.08120317.482.6512/07/21
FCBSL 2017-1A CLO C FCBSL 2017-1AAA+ (sf)N/A19.03114.9123.161.07115277.812.4212/07/21
FCBSL 2017-1A CLO D FCBSL 2017-1ABBB+ (sf)N/A13.46108.9115.231.06110241.982.212/07/21
FCBSL 2017-1A CLO E FCBSL 2017-1ABB+ (sf)N/A9.48105.9110.161.04105206.481.9712/07/21
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA34.37123.07129.741.05120344.792.8712/07/21
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA22.93123.07129.741.05120344.792.8712/07/21
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA22.93123.07129.741.05120344.792.8712/07/21
BLUEM 2016-2A CLO X BLUEM 2016-2AAAA (sf)N/A 114120.71.06115305.832.6612/07/21
BLUEM 2016-2A CLO A1R2 BLUEM 2016-2AAAA (sf)N/A35.69114120.71.06115305.832.6612/07/21
BLUEM 2016-2A CLO A2R2 BLUEM 2016-2AAAA (sf)N/A23.63114120.71.06115305.832.6612/07/21
BLUEM 2016-2A CLO BR2 BLUEM 2016-2AA+ (sf)N/A17.6114120.71.06115305.832.6612/07/21
BLUEM 2016-2A CLO C1R2 BLUEM 2016-2ABBB- (sf)N/A14.08107.6112.471.05110261.292.3812/07/21