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 2019-19A CLO E BSP 2019-19ABB- (sf)N/A8.33103.7108.951.05   10/01/21
GUGG4 2016-1A CLO A2RB1R GUGG4 2016-1AAAA (sf)AA-22.79116.1120.931.04110262.132.3810/01/21
GUGG4 2016-1A CLO A2RB2R GUGG4 2016-1AAAA (sf)AA-22.79116.1120.931.04110262.132.3810/01/21
GUGG4 2016-1A CLO A2RB3R GUGG4 2016-1AAAA (sf)AA-22.79116.1120.931.04110262.132.3810/01/21
GUGG4 2016-1A CLO A2RB4R GUGG4 2016-1AAAA (sf)AA-22.79116.1120.931.04110262.132.3810/01/21
GUGG4 2016-1A CLO BRAR GUGG4 2016-1ANRA- 116.1120.931.04110262.132.3810/01/21
ATCLO 2018-9A B ATCLO 2018-9AAAA (sf)N/A29.03119.9139.251.16115395.513.4410/01/21
MORGN 2017-1A A CLO B MORGN 2017-1A AAAA (sf)AA22.96121.6129.241.06120312.52.610/01/21
BNPIP 2014-2A CLO AR BNPIP 2014-2ANRN/A 123.08432.253.511201187.469.910/01/21
BNPIP 2014-2A CLO BR BNPIP 2014-2ANRAAA 123.08432.253.511201187.469.910/01/21
BNPIP 2014-2A CLO CR BNPIP 2014-2AAAA (sf)N/A65.24113.53179.21.581153903.3910/01/21
BNPIP 2014-2A CLO DR BNPIP 2014-2AAAA (sf)N/A35.22108.29125.551.16110229.572.0910/01/21
BNPIP 2014-2A CLO E BNPIP 2014-2ACCC+ (sf)N/A8.08104.4497.490.93105145.011.3810/01/21
ALLEG 2015-1A CLO B1R ALLEG 2015-1AAAA (sf)N/A60.34123.8192.281.55120486.574.0510/01/21
ALLEG 2015-1A CLO B2R ALLEG 2015-1AAAA (sf)N/A60.34123.8192.281.55120486.574.0510/01/21
BABSN 2013-IA CLO AR BABSN 2013-IAAAA (sf)AAA35.81123.3134.251.09120377.623.1510/01/21
BABSN 2013-IA CLO BR BABSN 2013-IAAAA (sf)N/A25.51123.3134.251.09120377.623.1510/01/21
BABSN 2013-IA CLO CR BABSN 2013-IAAAA (sf)N/A18.29114.9122.391.07110325.82.9610/01/21
BABSN 2013-IA CLO DR BABSN 2013-IAA+ (sf)N/A10.76107.6112.061.04105263.812.5110/01/21
BABSN 2013-IA CLO ER BABSN 2013-IABB+ (sf)N/A6.22104.7106.631.02   10/01/21
BABSN 2013-IA CLO FR BABSN 2013-IAB+ (sf)N/A4.61      10/01/21
ATCLO 2013-1A BR ATCLO 2013-1AAAA (sf)N/A30.12121.8140.311.15120415.243.4610/01/21
APRES 2019-1A CLO BR APRES 2019-1AAAA (sf)A+20.27112.8125.331.11115292.772.5510/01/21
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA22.41123.3128.781.04120315.362.6310/01/21
ARES 2017-42A CLO BR ARES 2017-42AAA+ (sf)AA21.56120.51127.171.06120413.663.4510/01/21
ANCHC 2014-5RA CLO B ANCHC 2014-5RAAAA (sf)N/A29.81131.91141.521.07120430.53.5910/01/21
BLUEM 2012-2A CLO ARR BLUEM 2012-2AAAA (sf)AAA44.52123.24136.311.11120381.213.1810/01/21
BLUEM 2012-2A CLO BRR BLUEM 2012-2AAAA (sf)N/A30.13123.24136.311.11120381.213.1810/01/21
BLUEM 2012-2A CLO CRR BLUEM 2012-2AAA- (sf)N/A19.8112.49120.61.07115312.542.7210/01/21
BLUEM 2012-2A CLO DRR BLUEM 2012-2ABB+ (sf)N/A13.44107.16112.611.05107.5270.092.5110/01/21
BLUEM 2012-2A CLO ERR BLUEM 2012-2ABB- (sf)N/A8.11103.5106.681.03102.5221.342.1610/01/21
AIGIM 2019-2A CLO B1 AIGIM 2019-2AAAA (sf)N/A23.86121.6131.341.08120288.792.4110/01/21
AIGIM 2019-2A CLO B2 AIGIM 2019-2AAAA (sf)N/A23.86121.6131.341.08120288.792.4110/01/21
BDRVR 2020-1A CLO AR BDRVR 2020-1AAAA (sf)N/A38.71122.2132.621.09120296.132.4710/01/21
BDRVR 2020-1A CLO BR BDRVR 2020-1AAAA (sf)N/A24.76122.2132.621.09120296.132.4710/01/21
BDRVR 2020-1A CLO CR BDRVR 2020-1AA+ (sf)N/A18.78114.4122.851.07115264.182.310/01/21
BDRVR 2020-1A CLO DR BDRVR 2020-1ABBB+ (sf)N/A13108.3114.681.06110228.12.0710/01/21
BDRVR 2020-1A CLO ER BDRVR 2020-1ABB+ (sf)N/A9.81105.8110.641.05105197.631.8810/01/21
AIMCO 2018-BA CLO AR AIMCO 2018-BAAAA (sf)AAA35.19123.25132.531.08120339.922.8310/01/21
AIMCO 2018-BA CLO BR AIMCO 2018-BAAAA (sf)AA24.6123.25132.531.08120339.922.8310/01/21
AIMCO 2018-BA CLO CR AIMCO 2018-BAA+ (sf)A19.73116.95124.51.06110306.212.7810/01/21
AIMCO 2018-BA CLO D AIMCO 2018-BABBB- (sf)BBB-13.38109.35115.371.06105259.032.4710/01/21
AIMCO 2018-BA CLO E AIMCO 2018-BABB (sf)BB-8.27104.2108.941.05   10/01/21
CANYC 2019-1A CLO BR CANYC 2019-1AAAA (sf)AA23.48121.58130.681.07120348.512.910/01/21
ANCHC 2013-1A CLO BR ANCHC 2013-1AA+ (sf)A21.95120.78127.921.06110311.962.8410/01/21
CANYC 2012-1RA CLO B CANYC 2012-1RAAAA (sf)AA+23.65122.94130.971.07120332.832.7710/01/21
ARCHS 2016-2A CLO BR2 ARCHS 2016-2AAAA (sf)AA+30.03121.6141.111.16120426.543.5510/01/21
ATCLO 2018-10A B ATCLO 2018-10AAAA (sf)N/A23.19123.53130.091.05120355.282.9610/01/21
ALLEG 2018-1A CLO B ALLEG 2018-1AAAA (sf)AA22.78122.6129.361.06120348.172.910/01/21
CANYC 2016-1A CLO BR CANYC 2016-1AAAA (sf)AA23.77123.5131.161.06120269.612.2510/01/21