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CLO Ratings

The ratings displayed on this tab are not issued or maintained by EJR in its capacity as an NRSRO.

EJR Non-NRSRO CLO Ratings

Read about EJR's approach to rating CLOs
OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield
SECURITYREPORTEJR RatingOther NRSRODiffCurr Par SubordOC TriggerOC CurrentOC Curr/ TriggerIC TriggerIC CurrentIC Curr/ TriggerDate
AMMC CLO 22 B AMMC CLO 22A- (sf)AA23.84121.6130.881.08120337.752.8112/31/20
AMMC CLO 22 E1B AMMC CLO 22B- (sf)BB8.47104.5108.911.04105225.162.1412/31/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A1R Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AAA77.71112.6135.241.2115184.981.6112/31/20
Cathedral Lake II CLO BR Cathedral Lake IIBBB (sf)AA22.49121.7127.541.05120273.132.2812/31/20
Apidos CLO XXII BR Apidos CLO XXIIBB- (sf)A17.44114.6120.521.05115294.42.5612/31/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A2AR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AA47.54112.6135.241.2115184.981.6112/31/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A2BR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AA47.54112.6135.241.2115184.981.6112/31/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) BR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)A28.15112.6135.241.2115184.981.6112/31/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) C Blue Ridge CLO II (formerly CVP Cascade CLO-2)BB- (sf)BBB15.44107.3114.911.07110140.261.2812/31/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) D Blue Ridge CLO II (formerly CVP Cascade CLO-2)D (sf)B-3.11102.8100.290.98105108.491.0312/31/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) E Blue Ridge CLO II (formerly CVP Cascade CLO-2)D (sf)CCC--3.57101.493.510.92   12/31/20
BlueMountain CLO 2014-2 X BlueMountain CLO 2014-2NRAAA 121.5127.061.05120319.082.6612/31/20
BlueMountain CLO 2014-2 A1R2 BlueMountain CLO 2014-2AA (sf)AAA37.4121.5127.061.05120319.082.6612/31/20
BlueMountain CLO 2014-2 A2R2 BlueMountain CLO 2014-2A+ (sf)N/A33.58121.5127.061.05120319.082.6612/31/20
BlueMountain CLO 2014-2 BR2 BlueMountain CLO 2014-2BBB- (sf)AA21.72121.5127.061.05120319.082.6612/31/20
BlueMountain CLO 2014-2 CR2 BlueMountain CLO 2014-2B+ (sf)A15.5113.9117.711.03115282.352.4612/31/20
Barings CLO 2016-I (previously Babson CLO 2016-I) B1R Barings CLO 2016-I (previously Babson CLO 2016-I)BBB- (sf)AA24.56125.6131.451.05120295.152.4612/31/20
Barings CLO 2016-I (previously Babson CLO 2016-I) B2R Barings CLO 2016-I (previously Babson CLO 2016-I)BBB- (sf)AA24.56125.6131.451.05120295.152.4612/31/20
Barings CLO 2016-I (previously Babson CLO 2016-I) CR Barings CLO 2016-I (previously Babson CLO 2016-I)BB- (sf)A17.33116.8119.961.03115258.312.2512/31/20
Barings CLO 2016-I (previously Babson CLO 2016-I) DR Barings CLO 2016-I (previously Babson CLO 2016-I)B (sf)BBB-11.39109.6111.921.02110225.672.0512/31/20
Barings CLO 2016-I (previously Babson CLO 2016-I) ER Barings CLO 2016-I (previously Babson CLO 2016-I)C (sf)BB-5.71104.7105.181105183.421.7512/31/20
ALM VII(R)-2 CLO A1B2 ALM VII(R)-2AA (sf)AAA34.9113.13116.941.03115292.492.5412/31/20
ALM VII(R)-2 CLO BR2 ALM VII(R)-2BB- (sf)A15.58113.13116.941.03115292.492.5412/31/20
Anchorage Capital CLO 5-R B Anchorage Capital CLO 5-RA- (sf)AA28.82131.91138.861.05120427.643.5612/31/20
Ares LII CLO B Ares LII CLOBBB- (sf)AA23.48122.52130.651.07120312.142.612/31/20
Benefit Street Partners CLO VIII A1AR Benefit Street Partners CLO VIIIAA (sf)AAA36.18114.5117.911.03115288.442.5112/31/20
BlueMountain CLO 2014-2 DR2 BlueMountain CLO 2014-2B- (sf)BBB-9.38107.7109.761.02110244.542.2212/31/20
BlueMountain CLO 2014-2 ER2 BlueMountain CLO 2014-2D (sf)B+5.46105105.211105210.892.0112/31/20
BlueMountain CLO 2014-2 FR2 BlueMountain CLO 2014-2D (sf)CCC+3.72      12/31/20
Benefit Street Partners CLO VIII A1BR Benefit Street Partners CLO VIIIA+ (sf)AAA31.18114.5117.911.03115288.442.5112/31/20
Benefit Street Partners CLO VIII A2R Benefit Street Partners CLO VIIIBBB- (sf)AA23.45114.5117.911.03115288.442.5112/31/20
Benefit Street Partners CLO VIII BR Benefit Street Partners CLO VIIIBB- (sf)A15.77114.5117.911.03115288.442.5112/31/20
Benefit Street Partners CLO VIII CR Benefit Street Partners CLO VIIIB (sf)BBB-9.66107.7109.931.02110251.22.2812/31/20
Benefit Street Partners CLO VIII DR Benefit Street Partners CLO VIIIC (sf)B+5.48104.2105.081.01105214.442.0412/31/20
Canyon Capital CLO 2014-1 A1BR Canyon Capital CLO 2014-1AA- (sf)AAA32.18114118.551.04115283.752.4712/31/20
Canyon Capital CLO 2014-1 BR Canyon Capital CLO 2014-1BB- (sf)A15.73114118.551.04115283.752.4712/31/20
Bain Capital Credit CLO 2018-2 A1 Bain Capital Credit CLO 2018-2AA (sf)AAA39.75121.6128.641.06120341.222.8412/31/20
Bain Capital Credit CLO 2018-2 A2 Bain Capital Credit CLO 2018-2AA- (sf)N/A34.13121.6128.641.06120341.222.8412/31/20
Bain Capital Credit CLO 2018-2 B Bain Capital Credit CLO 2018-2BBB- (sf)AA22.39121.6128.641.06120341.222.8412/31/20
Bain Capital Credit CLO 2018-2 C Bain Capital Credit CLO 2018-2BB- (sf)A15.75113.2118.511.05115302.382.6312/31/20
Bain Capital Credit CLO 2018-2 D Bain Capital Credit CLO 2018-2B- (sf)BBB-10.39108111.421.03110267.092.4312/31/20
Bain Capital Credit CLO 2018-2 E Bain Capital Credit CLO 2018-2CC (sf)BB-6.05104.4106.271.02105225.922.1512/31/20
Bain Capital Credit CLO 2018-2 F Bain Capital Credit CLO 2018-2D (sf)B-4.52      12/31/20
Benefit Street Partners CLO XIX A Benefit Street Partners CLO XIXAA (sf)AAA36.11121.58131.811.08120275.852.312/31/20
Benefit Street Partners CLO XIX B Benefit Street Partners CLO XIXBBB- (sf)AA24.13121.58131.811.08120275.852.312/31/20
Benefit Street Partners CLO XIX C Benefit Street Partners CLO XIXBB- (sf)A18.14113.95122.161.07115243.572.1212/31/20
Benefit Street Partners CLO XIX D Benefit Street Partners CLO XIXB (sf)BBB-12.15106.64113.831.07110208.791.912/31/20
Benefit Street Partners CLO XIX E Benefit Street Partners CLO XIXCC (sf)BB-8.16103.7108.881.05   12/31/20
CIFC Funding 2015-II CLO BR2 CIFC Funding 2015-IIBBB (sf)AA23.42121.58129.81.07120341.532.8512/31/20
CIFC Funding 2019-II CLO B CIFC Funding 2019-IIBBB- (sf)AA23.21121.6130.231.07120292.342.4412/31/20
97,032 results
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