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
BALLY 2018-1A CLO D BALLY 2018-1ABB (sf)BB-6.39104.7106.51.02105249.832.3810/01/21
BALLY 2018-1A CLO E BALLY 2018-1AB+ (sf)B-4.36      10/01/21
BCC 2019-1A CLO BR BCC 2019-1AAAA (sf)N/A25.16123.33133.21.08120363.993.0310/01/21
BCC 2019-1A CLO CR BCC 2019-1AA+ (sf)N/A19.17115.46123.331.07110320.222.9110/01/21
BCC 2019-1A CLO DR BCC 2019-1ABB+ (sf)N/A13.18108.94114.831.05105269.392.5710/01/21
BCC 2019-1A CLO ER BCC 2019-1ABB- (sf)BB-8.19103.7108.591.05   10/01/21
AIMCO 2019-10A CLO BR AIMCO 2019-10AAAA (sf)N/A24.02121.58131.151.08120272.222.2710/01/21
AMMC 2012-11A CLO A3BRR AMMC 2012-11AAAA (sf)N/A33.95122.51129.881.06120339.712.8310/01/21
AMMC 2012-11A CLO BRR AMMC 2012-11AAAA (sf)N/A23.25122.51129.881.06120339.712.8310/01/21
CGMS 2014-1A CLO BR2 CGMS 2014-1AAAA (sf)N/A22.78122.5129.261.06120388.263.2410/01/21
AMMC 2017-21A CLO B AMMC 2017-21AAAA (sf)N/A22.26122.6128.171.05120295.422.4610/01/21
BABSN 2016-1A CLO XR BABSN 2016-1ANRN/A 125.6132.581.06120301.972.5210/01/21
BABSN 2016-1A CLO A1R BABSN 2016-1AAAA (sf)AAA38.85125.6132.581.06120301.972.5210/01/21
BABSN 2016-1A CLO A2R BABSN 2016-1AAAA (sf)AAA33.69125.6132.581.06120301.972.5210/01/21
BABSN 2016-1A CLO B1R BABSN 2016-1AAAA (sf)AA24.67125.6132.581.06120301.972.5210/01/21
BABSN 2016-1A CLO B2R BABSN 2016-1AAAA (sf)AA24.67125.6132.581.06120301.972.5210/01/21
BABSN 2016-1A CLO CR BABSN 2016-1AA+ (sf)A17.46116.8120.991.04115263.872.2910/01/21
BABSN 2016-1A CLO DR BABSN 2016-1ABB+ (sf)BBB-11.53109.6112.881.03110229.922.0910/01/21
BABSN 2016-1A CLO ER BABSN 2016-1ABB- (sf)BB-5.86104.7106.081.01105185.881.7710/01/21
ANCHF 2016-4A CLO BR ANCHF 2016-4AAAA (sf)AA-38.43148.4161.781.09110332.373.0210/01/21
CANYC 2019-2A CLO B CANYC 2019-2AAAA (sf)N/A23.93121.58131.451.08120289.922.4210/01/21
ATRM 13A CLO B ATRM 13AAAA (sf)N/A24121.6130.311.07120359.362.9910/01/21
BDF 2018-1A CLO A BDF 2018-1AAAA (sf)AAA52.66150.8165.851.1110235.442.1410/01/21
BDF 2018-1A CLO BR BDF 2018-1AAAA (sf)AA+39.84150.8165.851.1110235.442.1410/01/21
BDF 2018-1A CLO CR BDF 2018-1AAAA (sf)A+34.9145.5153.281.05105218.992.0910/01/21
BDF 2018-1A CLO DR BDF 2018-1AAAA (sf)BBB+28.49134.5139.541.04   10/01/21
CANYC 2014-1A CLO A1BR CANYC 2014-1AAAA (sf)AAA32.43114119.141.05115312.072.7110/01/21
CANYC 2014-1A CLO BR CANYC 2014-1AA+ (sf)A16.05114119.141.05115312.072.7110/01/21
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A24.67122.45132.751.08120305.192.5410/01/21
AGL 2020-3A CLO B2 AGL 2020-3AAAA (sf)N/A24.67122.45132.751.08120305.192.5410/01/21
ANCHC 2018-10A CLO A1B1 ANCHC 2018-10AAAA (sf)AAA47.6128.7136.951.06120342.792.8610/01/21
ANCHC 2018-10A CLO A1B2 ANCHC 2018-10AAAA (sf)AAA42.96128.7136.951.06120342.792.8610/01/21
ANCHC 2018-10A CLO B ANCHC 2018-10AAAA (sf)N/A27.44128.7136.951.06120342.792.8610/01/21
ANCHC 2015-6A CLO B1R ANCHC 2015-6AAAA (sf)AA+24.99125.07133.131.06120385.373.2110/01/21
ANCHC 2015-6A CLO B2RR ANCHC 2015-6AAAA (sf)AA+24.99125.07133.131.06120385.373.2110/01/21
BSP 2016-10A CLO X BSP 2016-10AAAA (sf)AAA 114122.341.07110280.382.5510/01/21
BSP 2016-10A CLO A1RR BSP 2016-10AAAA (sf)N/A39.29114122.341.07110280.382.5510/01/21
BSP 2016-10A CLO A2ARR BSP 2016-10AAAA (sf)N/A24.36114122.341.07110280.382.5510/01/21
BSP 2016-10A CLO A2BRR BSP 2016-10AAAA (sf)N/A24.36114122.341.07110280.382.5510/01/21
BSP 2016-10A CLO BRR BSP 2016-10AA+ (sf)N/A18.39114122.341.07110280.382.5510/01/21
BSP 2016-10A CLO CRR BSP 2016-10ABB+ (sf)N/A12.42107.61141.06105238.612.2710/01/21
BSP 2016-10A CLO DRR BSP 2016-10ABB (sf)N/A9.19104.6109.941.05   10/01/21
ARES 2015-35RA CLO B ARES 2015-35RAAA+ (sf)AA23.97124.2131.441.06120404.613.3710/01/21
BSP 2015-8A CLO A1AR BSP 2015-8AAAA (sf)AAA36.71114.5119.581.04115316.392.7510/01/21
BSP 2015-8A CLO A1BR BSP 2015-8AAAA (sf)AAA31.75114.5119.581.04115316.392.7510/01/21
BSP 2015-8A CLO A2R BSP 2015-8AAAA (sf)N/A24.09114.5119.581.04115316.392.7510/01/21
BSP 2015-8A CLO BR BSP 2015-8AA+ (sf)N/A16.47114.5119.581.04115316.392.7510/01/21
BSP 2015-8A CLO CR BSP 2015-8ABB+ (sf)N/A10.42107.7111.491.04110273.682.4910/01/21
BSP 2015-8A CLO DR BSP 2015-8ABB- (sf)N/A6.28104.2106.571.02105231.292.210/01/21
CANYC 2016-2A CLO BR CANYC 2016-2AAAA (sf)AA22.86122.35129.611.06120265.632.2110/01/21