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
Anchorage Capital CLO 6 B1R Anchorage Capital CLO 6BBB- (sf)AA24.77125.07131.991.06120328.332.7412/31/20
Anchorage Capital CLO 6 B2R Anchorage Capital CLO 6BBB- (sf)AA24.77125.07131.991.06120328.332.7412/31/20
Annisa CLO BR Annisa CLOBBB- (sf)AA22.88120.72129.381.07120332.842.7712/31/20
Carlyle U.S. CLO 2017-3 A1B Carlyle U.S. CLO 2017-3AA- (sf)AAA33.14114.2118.111.03115269.892.3512/31/20
BlueMountain CLO 2015-2 A1R BlueMountain CLO 2015-2AA (sf)AAA37.86125.82129.521.03120383.323.1912/31/20
BlueMountain CLO 2015-2 BR BlueMountain CLO 2015-2BBB (sf)AA25.66125.82129.521.03120383.323.1912/31/20
BlueMountain CLO 2015-2 CR BlueMountain CLO 2015-2BB- (sf)A16.06113.44115.41.02115314.132.7312/31/20
BlueMountain CLO 2015-2 DR BlueMountain CLO 2015-2B- (sf)BBB-11.06107.98109.191.01107.5279.872.612/31/20
BlueMountain CLO 2015-2 ER BlueMountain CLO 2015-2C (sf)B5.9103103.451102.5232.482.2712/31/20
BlueMountain CLO 2015-2 F BlueMountain CLO 2015-2D (sf)CCC+3.75101.68101.231   12/31/20
CIFC Funding 2015-IV CLO BR CIFC Funding 2015-IVBB- (sf)A17.61115121.291.05115277.942.4212/31/20
Dryden XXV Senior Loan Fund CLO BRR Dryden XXV Senior Loan FundA- (sf)AA24.83121.8131.191.08120381.213.1812/31/20
Crown Point CLO 6 B Crown Point CLO 6BBB- (sf)AA22.54123.65125.221.01120308.292.5712/31/20
Carlyle U.S. CLO 2017-3 B Carlyle U.S. CLO 2017-3BB- (sf)A16.01114.2118.111.03115269.892.3512/31/20
Ares LIII CLO B Ares LIII CLOBBB- (sf)AA24.89124.21133.021.07120269.712.2512/31/20
Cumberland Park CLO AR Cumberland Park CLOAA (sf)AAA41.46128.6139.021.08120437.143.6412/31/20
Cumberland Park CLO BR Cumberland Park CLOAA- (sf)AAA28.67128.6139.021.08120437.143.6412/31/20
Cumberland Park CLO CR Cumberland Park CLOBB+ (sf)A+18.63114.9121.871.06110347.783.1612/31/20
Cumberland Park CLO DR Cumberland Park CLOB+ (sf)BBB12.57109113.421.04105295.132.8112/31/20
Cumberland Park CLO ER Cumberland Park CLOCCC+ (sf)BB-6.83104.4106.431.02102.5229.042.2312/31/20
Cumberland Park CLO FR Cumberland Park CLOD (sf)CCC+4.93      12/31/20
Anchorage Credit Funding 6 CLO B Anchorage Credit Funding 6BBB- (sf)AA-38.02152.6159.521.05110180.511.6412/31/20
Cirrus Funding 2018-1 CLO B Cirrus Funding 2018-1AA- (sf)AA-40.61155.4168.321.08110141.571.2912/31/20
Apidos CLO XXXI B Apidos CLO XXXIBBB- (sf)AA23.74122.9131.021.07120283.582.3612/31/20
AMMC CLO XI A3BRR AMMC CLO XIAA- (sf)AAA34.08122.51129.111.05120281.042.3412/31/20
AMMC CLO XI BRR AMMC CLO XIBBB (sf)AA23.41122.51129.111.05120281.042.3412/31/20
AIG CLO 2018-1 A2B AIG CLO 2018-1AA- (sf)N/A36.14121.6130.841.08120278.232.3212/31/20
Crestline Denali CLO XV B Crestline Denali CLO XVBB (sf)AA21.85121.57127.331.05120305.152.5412/31/20
AIG CLO 2018-1 B AIG CLO 2018-1BBB- (sf)AA23.57121.6130.841.08120278.232.3212/31/20
CIFC Funding 2019-III CLO A1B CIFC Funding 2019-IIIAA- (sf)N/A34.81116.4124.021.07115243.982.1212/31/20
CIFC Funding 2019-III CLO B CIFC Funding 2019-IIIBB- (sf)A19.37116.4124.021.07115243.982.1212/31/20
ALM XIX CLO A1BR2 ALM XIXA- (sf)N/A30.5112.7118.241.05110320.542.9112/31/20
ALM XIX CLO A2BR2 ALM XIXBB (sf)AA23.26112.7118.241.05110320.542.9112/31/20
ALM XIX CLO BR2 ALM XIXBB- (sf)A16.23112.7118.241.05110320.542.9112/31/20
AMMC CLO 16 BR AMMC CLO 16A (sf)AA23.39124130.161.05120298.152.4812/31/20
Apidos CLO XII BR Apidos CLO XIIA- (sf)AA22.7123.05129.221.05120343.972.8712/31/20
CIFC Funding 2018-II CLO B CIFC Funding 2018-IIBB- (sf)A18.61115.7122.821.06110312.452.8412/31/20
Cutwater 2014-I CLO A1BR Cutwater 2014-IAA (sf)AAA59.84115.65127.441.1110343.153.1212/31/20
Cutwater 2014-I CLO BR Cutwater 2014-IA- (sf)AA-27.38115.65127.441.1110343.153.1212/31/20
Benefit Street Partners CLO IX AR Benefit Street Partners CLO IXAA (sf)AAA37.73120.28126.661.05120305.832.5512/31/20
Benefit Street Partners CLO IX BR Benefit Street Partners CLO IXBBB- (sf)AA21.31120.28126.661.05120305.832.5512/31/20
Benefit Street Partners CLO IX CR Benefit Street Partners CLO IXBB- (sf)A15.56113.9118.031.04110276.222.5112/31/20
Benefit Street Partners CLO IX DR Benefit Street Partners CLO IXB- (sf)BBB-9.81107.66110.511.03105242.222.3112/31/20
Benefit Street Partners CLO IX ER Benefit Street Partners CLO IXC (sf)BB-6.08104.15106.121.02   12/31/20
Bain Capital Credit CLO 2019-1 A1A Bain Capital Credit CLO 2019-1AA (sf)AAA41.03122.45130.581.07120259.452.1612/31/20
Bain Capital Credit CLO 2019-1 A1B Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1612/31/20
Bain Capital Credit CLO 2019-1 A2L Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1612/31/20
Bain Capital Credit CLO 2019-1 A2F Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1612/31/20
Bain Capital Credit CLO 2019-1 B Bain Capital Credit CLO 2019-1BBB- (sf)AA23.6122.45130.581.07120259.452.1612/31/20
Bain Capital Credit CLO 2019-1 C Bain Capital Credit CLO 2019-1BB- (sf)A17.53114.7120.961.05110230.342.0912/31/20