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
BlueMountain CLO 2016-1 CR BlueMountain CLO 2016-1A (sf)N/A16.44112.481181.05115325.612.8305/07/21
BlueMountain CLO 2016-1 DR BlueMountain CLO 2016-1BB+ (sf)N/A11.62108.42111.561.03110288.442.6205/07/21
BlueMountain CLO 2016-1 ER BlueMountain CLO 2016-1BB- (sf)N/A6.58104.7105.541.01105232.662.2205/07/21
Canyon CLO 2016-1 BR Canyon CLO 2016-1AA+ (sf)AA23.85123.5131.11.06120254.442.1205/07/21
Allegro CLO VII B Allegro CLO VIIAA+ (sf)AA22.83122.6129.591.06120340.342.8405/07/21
Canyon CLO 2019-1 B Canyon CLO 2019-1AA- (sf)AA23.15121.58129.961.07120280.582.3405/07/21
Zais CLO 11 B Zais CLO 11AA+ (sf)AA21.84121.58126.851.04120304.452.5405/07/21
AIG CLO 2019-2 B1 AIG CLO 2019-2AA+ (sf)AA23.87121.6131.351.08120270.722.2605/07/21
AIG CLO 2019-2 B2 AIG CLO 2019-2AA+ (sf)AA23.87121.6131.351.08120270.722.2605/07/21
Carlyle Global Market Strategies CLO 2016-1 A1R Carlyle Global Market Strategies CLO 2016-1AA+ (sf)AAA40.25112.48118.61.05115340.622.9605/07/21
Carlyle Global Market Strategies CLO 2016-1 A2R Carlyle Global Market Strategies CLO 2016-1AA+ (sf)N/A24.73112.48118.61.05115340.622.9605/07/21
Carlyle Global Market Strategies CLO 2016-1 BR Carlyle Global Market Strategies CLO 2016-1A+ (sf)N/A16.85112.48118.61.05115340.622.9605/07/21
Carlyle Global Market Strategies CLO 2016-1 CR Carlyle Global Market Strategies CLO 2016-1BB+ (sf)N/A12.04108.42112.111.03110302.092.7505/07/21
Carlyle Global Market Strategies CLO 2016-1 DR Carlyle Global Market Strategies CLO 2016-1BB (sf)N/A7.01104.7106.051.01105248.472.3705/07/21
Broad River BSL Funding CLO 2020-1 A Broad River BSL Funding CLO 2020-1AA+ (sf)AAA40.78122.6134.091.09120191.461.605/07/21
Broad River BSL Funding CLO 2020-1 B Broad River BSL Funding CLO 2020-1AA+ (sf)AA25.8122.6134.091.09120191.461.605/07/21
Broad River BSL Funding CLO 2020-1 C Broad River BSL Funding CLO 2020-1A+ (sf)A20.78116.2125.61.08115173.141.5105/07/21
Broad River BSL Funding CLO 2020-1 D Broad River BSL Funding CLO 2020-1BB+ (sf)BBB-14.79109.5116.761.07110147.571.3405/07/21
Anchorage Capital CLO 2013-1 BR Anchorage Capital CLO 2013-1A+ (sf)A21.52120.78127.21.05110346.093.1505/07/21
AIMCO CLO Series 2018-B A AIMCO CLO Series 2018-BAA+ (sf)N/A35.15123.25132.461.07120289.682.4105/07/21
AIMCO CLO Series 2018-B B AIMCO CLO Series 2018-BAA+ (sf)N/A24.55123.25132.461.07120289.682.4105/07/21
AIMCO CLO Series 2018-B C AIMCO CLO Series 2018-BA+ (sf)N/A19.69116.95124.441.06110262.892.3905/07/21
AIMCO CLO Series 2018-B D AIMCO CLO Series 2018-BBB+ (sf)BBB-13.33109.35115.31.05105226.522.1605/07/21
AIMCO CLO Series 2018-B E AIMCO CLO Series 2018-BBB- (sf)BB-8.22104.2108.881.04   05/07/21
Atlas Senior Loan Fund X CLO B Atlas Senior Loan Fund XAA+ (sf)AA23.32123.53130.31.05120330.62.7605/07/21
Canyon Capital CLO 2012-1 R B Canyon Capital CLO 2012-1 RAA+ (sf)AA23.4122.94130.21.06120247.882.0705/07/21
CBAM 2019-10 CLO A1A CBAM 2019-10AA+ (sf)N/A37.56125.6133.861.07120248.762.0705/07/21
CBAM 2019-10 CLO A1B CBAM 2019-10AA+ (sf)N/A37.56125.6133.861.07120248.762.0705/07/21
CBAM 2019-10 CLO A2 CBAM 2019-10AA+ (sf)N/A35.67125.6133.861.07120248.762.0705/07/21
CBAM 2019-10 CLO B CBAM 2019-10AA+ (sf)N/A25.72125.6133.861.07120248.762.0705/07/21
CBAM 2019-10 CLO C CBAM 2019-10A+ (sf)N/A20.56118.8125.171.05115225.551.9605/07/21
CBAM 2019-10 CLO D CBAM 2019-10BB+ (sf)N/A14.08111.2115.721.04110194.671.7705/07/21
CBAM 2019-10 CLO E CBAM 2019-10BB- (sf)BB-7.66104.6107.671.03   05/07/21
Madison Park Funding XLIII (formerly Atrium XIV) CLO A2BR Madison Park Funding XLIII (formerly Atrium XIV)AA+ (sf)N/A36.18122.7130.291.06120328.232.7405/07/21
Madison Park Funding XLIII (formerly Atrium XIV) CLO B Madison Park Funding XLIII (formerly Atrium XIV)AA+ (sf)AA24.3122.7130.291.06120328.232.7405/07/21
BlueMountain CLO 2012-2 ARR BlueMountain CLO 2012-2AA+ (sf)AAA36.19123.24129.611.05120363.913.0305/07/21
BlueMountain CLO 2012-2 BRR BlueMountain CLO 2012-2AA+ (sf)N/A24.46123.24129.611.05120363.913.0305/07/21
BlueMountain CLO 2012-2 CRR BlueMountain CLO 2012-2BBB+ (sf)N/A16.04112.49116.911.04115308.142.6805/07/21
BlueMountain CLO 2012-2 DRR BlueMountain CLO 2012-2BB+ (sf)N/A10.85107.16110.261.03107.5272.092.5305/07/21
BlueMountain CLO 2012-2 ERR BlueMountain CLO 2012-2B+ (sf)N/A6.5103.5105.241.02102.5229.092.2405/07/21
Ares XLII CLO BR Ares XLII CLOAA+ (sf)N/A21.53120.51127.21.06120312.232.605/07/21
Zais CLO 6 B Zais CLO 6AA+ (sf)N/A21.97122.6127.331.04120300.272.505/07/21
MP CLO IV (previously ACAS CLO 2013-2) BR MP CLO IV (previously ACAS CLO 2013-2)AA+ (sf)AA22.06123.3128.071.04120285.592.3805/07/21
ALM XVII CLO A1BR ALM XVIIAA+ (sf)N/A36.59117.21124.331.06115328.062.8505/07/21
ALM XVII CLO BR ALM XVIIA+ (sf)N/A20.15117.21124.331.06115328.062.8505/07/21
Apidos CLO XXV B1R Apidos CLO XXVA+ (sf)A17.24115.8120.791.04115272.712.3705/07/21
Apidos CLO XXV B2R Apidos CLO XXVA+ (sf)A17.24115.8120.791.04115272.712.3705/07/21
522 Funding CLO 2017-1(A) (previously Assurant CLO I) B 522 Funding CLO 2017-1(A) (previously Assurant CLO I)AA+ (sf)AA23.28121.6129.151.06120300.352.505/07/21
Carlyle U.S. CLO 2017-1 A1B Carlyle U.S. CLO 2017-1AA+ (sf)AAA33.8114.6119.211.04115267.82.3305/07/21
Carlyle U.S. CLO 2017-1 B Carlyle U.S. CLO 2017-1BBB+ (sf)A16.82114.6119.211.04115267.82.3305/07/21