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
Burnham Park CLO ER Burnham Park CLOC (sf)BB-6.61103.7106.541.03   10/29/20
CarVal CLO I B CarVal CLO IBBB- (sf)AA24.93123.42133.211.08120307.532.5610/29/20
Cathedral Lake IV CLO BR Cathedral Lake IVBBB- (sf)AA22.27122.01128.251.05120265.452.2110/29/20
Apidos CLO XXV B1R Apidos CLO XXVBB- (sf)A17.51115.8120.911.041152812.4410/29/20
Apidos CLO XXV B2R Apidos CLO XXVBB- (sf)A17.51115.8120.911.041152812.4410/29/20
Chenango Park CLO A1B Chenango Park CLOAA- (sf)N/A33.97113.88119.811.05115308.492.6810/29/20
Bain Capital Credit CLO 2019-3 D Bain Capital Credit CLO 2019-3B- (sf)BBB-13.5110115.161.05110245.732.2310/29/20
Bain Capital Credit CLO 2019-3 E Bain Capital Credit CLO 2019-3D (sf)BB-7.98104.1108.251.04   10/29/20
CBAM 2018-8 CLO A1 CBAM 2018-8AA (sf)AAA34.23122.5128.741.05120312.672.6110/29/20
CBAM 2018-8 CLO A2 CBAM 2018-8AA (sf)AAA34.23122.5128.741.05120312.672.6110/29/20
Canyon CLO 2016-2 BR Canyon CLO 2016-2BBB- (sf)AA22.76122.35129.211.06120272.562.2710/29/20
Cedar Funding V CLO BR Cedar Funding V CLOBBB- (sf)AA22.52121.6128.081.05120269.492.2510/29/20
Broad River BSL Funding CLO 2020-1 A Broad River BSL Funding CLO 2020-1AA (sf)AAA40.7122.6132.761.08120202.181.6810/29/20
Broad River BSL Funding CLO 2020-1 B Broad River BSL Funding CLO 2020-1A- (sf)AA25.7122.6132.761.08120202.181.6810/29/20
Broad River BSL Funding CLO 2020-1 C Broad River BSL Funding CLO 2020-1BB- (sf)A20.68116.2124.351.07115182.911.5910/29/20
Broad River BSL Funding CLO 2020-1 D Broad River BSL Funding CLO 2020-1B (sf)BBB-14.68109.5115.611.06110156.061.4210/29/20
CBAM 2018-8 CLO B1 CBAM 2018-8BBB- (sf)AA23.01122.5128.741.05120312.672.6110/29/20
CBAM 2018-8 CLO B2 CBAM 2018-8BBB- (sf)AA23.01122.5128.741.05120312.672.6110/29/20
CBAM 2018-8 CLO C CBAM 2018-8BB- (sf)A17.91116.2120.741.04110284.122.5810/29/20
CBAM 2018-8 CLO D CBAM 2018-8B (sf)BBB-11.39109.1111.851.03105244.162.3310/29/20
CBAM 2018-8 CLO E CBAM 2018-8D (sf)BB-6.19103.7105.651.02   10/29/20
CIFC Funding 2012-II-R CLO B CIFC Funding 2012-II-RBB- (sf)A16.34112.5118.471.05115362.073.1510/29/20
Telos CLO 2014-5 BR Telos CLO 2014-5A- (sf)N/A25.85122.66125.491.02120367.433.0610/29/20
One Eleven Funding III CLO B One Eleven Funding IIIBBB (sf)A-36.29152.3155.851.02115175.391.5310/29/20
Nassau 2017-II CLO B Nassau 2017-II CLOBBB- (sf)AA22.28122.6126.131.03120322.162.6810/29/20
Palmer Square CLO 2018-1 B Palmer Square CLO 2018-1BB- (sf)A17.6114120.671.06115313.082.7210/29/20
Octagon Investment Partners 29 CLO BR Octagon Investment Partners 29A- (sf)AA23.73121.6129.121.06120298.412.4910/29/20
Neuberger Berman Loan Advisers CLO 29 A1 Neuberger Berman Loan Advisers CLO 29AA (sf)AAA39.02123.3131.651.07120321.012.6810/29/20
Neuberger Berman Loan Advisers CLO 29 A2 Neuberger Berman Loan Advisers CLO 29A (sf)AAA35.02123.3131.651.07120321.012.6810/29/20
Neuberger Berman Loan Advisers CLO 29 B1 Neuberger Berman Loan Advisers CLO 29BBB- (sf)AA25.02123.3131.651.07120321.012.6810/29/20
Neuberger Berman Loan Advisers CLO 29 B2 Neuberger Berman Loan Advisers CLO 29BBB- (sf)AA25.02123.3131.651.07120321.012.6810/29/20
Neuberger Berman Loan Advisers CLO 29 C Neuberger Berman Loan Advisers CLO 29BB- (sf)A17.02112.5118.961.06110274.552.510/29/20
Neuberger Berman Loan Advisers CLO 29 D Neuberger Berman Loan Advisers CLO 29B- (sf)BBB-12.02107.6112.21.04105243.842.3210/29/20
Neuberger Berman Loan Advisers CLO 29 E Neuberger Berman Loan Advisers CLO 29C (sf)BB-8.02104.2107.321.03   10/29/20
HPS Loan Management 14-2019 CLO B HPS Loan Management 14-2019BBB- (sf)AA23.26121.6130.181.07120314.492.6210/29/20
LCM XX CLO BR LCM XXBBB+ (sf)AA22.67123.33129.261.05120330.032.7510/29/20
Neuberger Berman CLO XXIII ER Neuberger Berman CLO XXIIIC (sf)BB-7.51104.7107.251.02105212.832.0310/29/20
Ocean Trails CLO VII B Ocean Trails CLO VIIBBB- (sf)AA22.87121.6127.421.05120266.832.2210/29/20
Bain Capital Credit CLO 2019-1 A2L Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1610/29/20
Bain Capital Credit CLO 2019-1 A2F Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1610/29/20
Bain Capital Credit CLO 2019-1 B Bain Capital Credit CLO 2019-1BBB- (sf)AA23.6122.45130.581.07120259.452.1610/29/20
Bain Capital Credit CLO 2019-1 C Bain Capital Credit CLO 2019-1BB- (sf)A17.53114.7120.961.05110230.342.0910/29/20
Bain Capital Credit CLO 2019-1 D Bain Capital Credit CLO 2019-1B- (sf)BBB-11.66108.55112.931.04105200.651.9110/29/20
Bain Capital Credit CLO 2019-1 E Bain Capital Credit CLO 2019-1D (sf)BB-6.91104.2107.161.03   10/29/20
ARES XXXVR CLO B ARES XXXVR CLOBBB- (sf)AA23.98124.2130.771.05120341.662.8510/29/20
Ballyrock CLO 2016-1 AR Ballyrock CLO 2016-1AA (sf)AAA35122.5132.031.08117.5282.512.410/29/20
Ballyrock CLO 2016-1 B1R Ballyrock CLO 2016-1A- (sf)AA24.33122.5132.031.08117.5282.512.410/29/20
Ballyrock CLO 2016-1 B2 Ballyrock CLO 2016-1A- (sf)AA24.33122.5132.031.08117.5282.512.410/29/20
Ballyrock CLO 2016-1 CR Ballyrock CLO 2016-1BBB- (sf)A18.75115.7122.961.06112.5252.992.2510/29/20
Ares XXVII CLO BR Ares XXVII CLOBBB- (sf)AA24.07124.74131.341.05120315.012.6310/29/20