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 2017-1A CLO A2 BABSN 2017-1AAA+ (sf)AAA33.65126.1135.341.07120324.62.7108/11/21
BABSN 2017-1A CLO B1 BABSN 2017-1AAA+ (sf)AA+26.11126.1135.341.07120324.62.7108/11/21
BABSN 2017-1A CLO B2 BABSN 2017-1AAA+ (sf)AA+26.11126.1135.341.07120324.62.7108/11/21
BABSN 2017-1A CLO C BABSN 2017-1AAA+ (sf)A18.57116122.811.06115274.852.3908/11/21
BABSN 2017-1A CLO D BABSN 2017-1ABBB+ (sf)BBB-12.9109.4114.81.05110235.122.1408/11/21
BABSN 2017-1A CLO E BABSN 2017-1ABB- (sf)BB-7.52104.7108.131.03105192.171.8308/11/21
BABSN 2017-1A CLO F BABSN 2017-1ACCC- (sf)B-5.51      08/11/21
CANYC 2014-1A CLO A1BR CANYC 2014-1AAA+ (sf)AAA32.43114119.141.05115312.072.7108/11/21
CANYC 2014-1A CLO BR CANYC 2014-1ABBB+ (sf)A16.05114119.141.05115312.072.7108/11/21
ANCHC 2015-6A CLO B1R ANCHC 2015-6AAA+ (sf)AA+24.97125.07133.11.06120392.753.2708/11/21
ANCHC 2015-6A CLO B2RR ANCHC 2015-6AAA+ (sf)N/A24.97125.07133.11.06120392.753.2708/11/21
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAA+ (sf)AA22.32122.6128.441.05120308.122.5708/11/21
BATPK 2019-1A CLO X BATPK 2019-1AAA+ (sf)AAA 113.7121.281.07110235.582.1408/11/21
BATPK 2019-1A CLO AL BATPK 2019-1AAA+ (sf)N/A25.04113.7121.281.07110235.582.1408/11/21
BATPK 2019-1A CLO B1 BATPK 2019-1AA+ (sf)A17.55113.7121.281.07110235.582.1408/11/21
BATPK 2019-1A CLO B2 BATPK 2019-1AA+ (sf)A17.55113.7121.281.07110235.582.1408/11/21
BATPK 2019-1A CLO C BATPK 2019-1ABB+ (sf)BBB-12.55108.3114.351.06105208.371.9808/11/21
BATPK 2019-1A CLO D BATPK 2019-1ABB- (sf)BB-8.8105.1109.651.04   08/11/21
CGMS 2013-1A CLO BRR CGMS 2013-1AA+ (sf)N/A16.93115.2120.361.04115276.192.408/11/21
AGL 2019-2A CLO B AGL 2019-2AAA+ (sf)AA+33.87143151.231.06120352.232.9408/11/21
AIMCO 2017-AA CLO BR AIMCO 2017-AAAA+ (sf)N/A23.99121.3131.061.08120330.112.7508/11/21
AMMC 2017-21A CLO B AMMC 2017-21AAA+ (sf)N/A22.26122.6128.171.05120295.422.4608/11/21
AWPT 2013-1A CLO BR2 AWPT 2013-1AA+ (sf)A17.42115120.881.05115170.931.4908/11/21
MORGN 2018-2A CLO B1 MORGN 2018-2AAA+ (sf)AA23.68122.4130.561.07120356.162.9708/11/21
MORGN 2018-2A CLO B2 MORGN 2018-2AAA+ (sf)AA23.68122.4130.561.07120356.162.9708/11/21
BATLN 2019-16A CLO A BATLN 2019-16AAA+ (sf)AAA37.14121.6131.871.08120282.662.3608/11/21
BATLN 2019-16A CLO AF BATLN 2019-16AAA+ (sf)AAA37.14121.6131.871.08120282.662.3608/11/21
BATLN 2019-16A CLO B BATLN 2019-16AAA+ (sf)N/A24.17121.6131.871.08120282.662.3608/11/21
BATLN 2019-16A CLO C BATLN 2019-16AAA+ (sf)N/A19.18115.5123.731.07115241.772.108/11/21
BATLN 2019-16A CLO D BATLN 2019-16ABBB+ (sf)N/A13.19108.9115.21.06110205.681.8708/11/21
BATLN 2019-16A CLO E BATLN 2019-16ABB (sf)N/A9.2105.9110.131.04   08/11/21
BLUEM 2017-1A CLO A1R BLUEM 2017-1AAA+ (sf)N/A37.57123.69131.111.06120378.083.1508/11/21
BLUEM 2017-1A CLO A2 BLUEM 2017-1AAA+ (sf)AAA32.53123.69131.111.06120378.083.1508/11/21
BLUEM 2017-1A CLO BR BLUEM 2017-1AAA+ (sf)N/A24.68123.69131.111.06120378.083.1508/11/21
BLUEM 2017-1A CLO CR BLUEM 2017-1AA+ (sf)N/A17.43113.95119.61.05115318.22.7708/11/21
BLUEM 2017-1A CLO D BLUEM 2017-1ABB+ (sf)N/A11.99108.42112.211.03110269.182.4508/11/21
BLUEM 2017-1A CLO E BLUEM 2017-1ABB- (sf)BB7.36104.7106.61.02105221.142.1108/11/21
BABSN 2016-2A CLO AR BABSN 2016-2AAA+ (sf)AAA42.34123.3138.691.12120333.892.7808/11/21
BABSN 2016-2A CLO BR BABSN 2016-2AAA+ (sf)AA+28.07123.3138.691.12120333.892.7808/11/21
BABSN 2016-2A CLO CR BABSN 2016-2AAA+ (sf)A+21.38117126.971.09115288.452.5108/11/21
BABSN 2016-2A CLO DR BABSN 2016-2ABBB+ (sf)BBB14.39109.6116.671.06110239.462.1808/11/21
BABSN 2016-2A CLO ER BABSN 2016-2ABB- (sf)BB-7.85104.7108.431.04105182.891.7408/11/21
ANCHF 2018-5A CLO BR ANCHF 2018-5AAA+ (sf)N/A39.98149.6164.721.1110205.951.8708/11/21
APID 2015-22A CLO BR APID 2015-22AA+ (sf)A17.05114.6120.381.05115269.112.3408/11/21
BSP 2013-IIIA CLO X BSP 2013-IIIANRN/A 113.8118.31.04115272.632.3708/11/21
BSP 2013-IIIA CLO A1R2 BSP 2013-IIIAAA+ (sf)N/A37.29113.8118.31.04115272.632.3708/11/21
BSP 2013-IIIA CLO A2R2 BSP 2013-IIIAAA+ (sf)N/A22.88113.8118.31.04115272.632.3708/11/21
BSP 2013-IIIA CLO BR2 BSP 2013-IIIAA+ (sf)N/A15.62113.8118.31.04115272.632.3708/11/21
BSP 2013-IIIA CLO CR BSP 2013-IIIABB+ (sf)N/A9.65107.8110.491.02110227.032.0608/11/21
BSP 2013-IIIA CLO DR BSP 2013-IIIAB+ (sf)N/A4.91103.46104.991.01105186.051.7708/11/21