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
BATPK 2022-1A CLO DJ BATPK 2022-1ABB- (sf)N/A9.6109.6114.81.05105127.51.2111/11/24
BATPK 2022-1A CLO ER BATPK 2022-1ABB- (sf)N/A6.55106.81101.03   11/11/24
BKPRK 2019-1A CLO AR BKPRK 2019-1AAAA (sf)N/A38.02122.5130.81.07120166.71.3911/11/24
BKPRK 2019-1A CLO B1R BKPRK 2019-1AAAA (sf)N/A21.35122.5130.81.07120166.71.3911/11/24
BKPRK 2019-1A CLO B2R BKPRK 2019-1AAA- (sf)N/A21.35122.5130.81.07120166.71.3911/11/24
BKPRK 2019-1A CLO CR BKPRK 2019-1AA+ (sf)N/A14.73114.2120.71.06110152.21.3811/11/24
BKPRK 2019-1A CLO DR BKPRK 2019-1ABB+ (sf)N/A8.48107.8112.41.04105139.11.3211/11/24
BKPRK 2019-1A CLO ER BKPRK 2019-1ABB- (sf)N/A4.99104.6108.31.04   11/11/24
GUGG4 2016-1A CLO A1S1R GUGG4 2016-1AAAA (sf)AAA57.7116.1124.71.07110157.91.4411/11/24
GUGG4 2016-1A CLO A1S2R GUGG4 2016-1AAAA (sf)AAA57.7116.1124.71.07110157.91.4411/11/24
GUGG4 2016-1A CLO A1JR GUGG4 2016-1AAAA (sf)AAA48.66116.1124.71.07110157.91.4411/11/24
GUGG4 2016-1A CLO A2RB1R GUGG4 2016-1AAAA (sf)AAA29.01116.1124.71.07110157.91.4411/11/24
GUGG4 2016-1A CLO A2RB2R GUGG4 2016-1AAAA (sf)AAA29.01116.1124.71.07110157.91.4411/11/24
GUGG4 2016-1A CLO A2RB3R GUGG4 2016-1AAAA (sf)AAA29.01116.1124.71.07110157.91.4411/11/24
GUGG4 2016-1A CLO A2RB4R GUGG4 2016-1AAAA (sf)AAA29.01116.1124.71.07110157.91.4411/11/24
GUGG4 2016-1A CLO BRB3R GUGG4 2016-1AAAA (sf)A+20.92116.1124.71.07110157.91.4411/11/24
GUGG4 2016-1A CLO BRB4R GUGG4 2016-1AAAA (sf)A+20.92116.1124.71.07110157.91.4411/11/24
GUGG4 2016-1A CLO CR GUGG4 2016-1AA+ (sf)BBB14.04111.6116.21.04105144.41.3811/11/24
GUGG4 2016-1A CLO DR GUGG4 2016-1ABB (sf)BB-3.82105105.51   11/11/24
CANYC 2012-1RA CLO A CANYC 2012-1RAAAA (sf)AAA45.49122.9134.51.091201651.3811/11/24
CANYC 2012-1RA CLO B CANYC 2012-1RAAAA (sf)AA+28.46122.9134.51.091201651.3811/11/24
CANYC 2012-1RA CLO C CANYC 2012-1RAAAA (sf)A+20.96116.71241.06110150.91.3711/11/24
CANYC 2012-1RA CLO D CANYC 2012-1RAAA+ (sf)BBB-11.69109.9113.21.03105134.81.2811/11/24
CANYC 2012-1RA CLO E CANYC 2012-1RABB+ (sf)BB-3.01103.7104.51.01   11/11/24
CANYC 2016-1A CLO AR CANYC 2016-1AAAA (sf)AAA37.66123.5131.21.061201671.3911/11/24
CANYC 2016-1A CLO BR CANYC 2016-1AAAA (sf)AA+24.11123.5131.21.061201671.3911/11/24
CANYC 2016-1A CLO CR CANYC 2016-1AAAA (sf)A+17.75116.7122.21.05112.5154.41.3711/11/24
CANYC 2016-1A CLO DR CANYC 2016-1AA+ (sf)BBB-9.87109.1112.61.03107.5139.81.311/11/24
CANYC 2016-1A CLO ER CANYC 2016-1ABB+ (sf)BB-2.63103.21051.02   11/11/24
CANYC 2016-2A CLO AR CANYC 2016-2AAAA (sf)AAA34.75122.3128.71.051201631.3611/11/24
CANYC 2016-2A CLO BR CANYC 2016-2AAAA (sf)AA21.43122.3128.71.051201631.3611/11/24
CANYC 2016-2A CLO CR CANYC 2016-2AAA+ (sf)A15.89116.4120.81.04115151.81.3211/11/24
CANYC 2016-2A CLO DR CANYC 2016-2ABBB+ (sf)BBB-8.46109.2111.71.02110137.51.2511/11/24
CANYC 2016-2A CLO ER CANYC 2016-2ABB (sf)BB-2.48104.7105.21   11/11/24
CANYC 2017-1A CLO AR CANYC 2017-1AAAA (sf)AAA38.93122.31321.08120170.11.4211/11/24
CANYC 2017-1A CLO BR CANYC 2017-1AAAA (sf)AA+24.03122.31321.08120170.11.4211/11/24
CANYC 2017-1A CLO CR CANYC 2017-1AAAA (sf)A17.59116.1122.61.06115156.41.3611/11/24
CANYC 2017-1A CLO DR CANYC 2017-1AA+ (sf)BBB-9.36109112.31.03110140.11.2711/11/24
CANYC 2017-1A CLO E CANYC 2017-1ABB+ (sf)BB-2.73104.5105.21.01   11/11/24
CANYC 2018-1A CLO A CANYC 2018-1AAAA (sf)AAA37.94122.5130.51.071201641.3711/11/24
CANYC 2018-1A CLO B CANYC 2018-1AAAA (sf)AA+23.64122.5130.51.071201641.3711/11/24
CANYC 2018-1A CLO C CANYC 2018-1AAAA (sf)A+17.42116.2121.81.05115151.91.3211/11/24
CANYC 2018-1A CLO D CANYC 2018-1AA+ (sf)BBB-9.34108.91121.03110137.11.2511/11/24
CANYC 2018-1A CLO E CANYC 2018-1ABB (sf)BB-3.12104.7105.61.01105124.61.1911/11/24
CANYC 2019-1A CLO ARR CANYC 2019-1AAAA (sf)N/A33.74122.1131.41.08120151.91.2711/11/24
CANYC 2019-1A CLO AL CANYC 2019-1AAAA (sf)N/A33.74122.1131.41.08120151.91.2711/11/24
CANYC 2019-1A CLO BRR CANYC 2019-1AAAA (sf)N/A21.32122.1131.41.08120151.91.2711/11/24
CANYC 2019-1A CLO CRR CANYC 2019-1AA+ (sf)N/A15.11114121.81.07115139.71.2111/11/24
CANYC 2019-1A CLO D1RR CANYC 2019-1ABBB+ (sf)N/A9.93106.4112.21.05110125.11.1411/11/24
CANYC 2019-1A CLO D2RR CANYC 2019-1ABB+ (sf)N/A7.86106.4112.21.05110125.11.1411/11/24