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
Battalion CLO IX AR Battalion CLO IXAA (sf)AAA35.12124.4132.341.06120389.243.2410/29/20
Denali Capital CLO X B1LR Denali Capital CLO XB- (sf)BBB-9.26      10/29/20
Denali Capital CLO X B2LR Denali Capital CLO XD (sf)BB-5.56      10/29/20
Denali Capital CLO X B3LR Denali Capital CLO XD (sf)B-4.33      10/29/20
Atlas Senior Loan Fund VIII CLO B Atlas Senior Loan Fund VIIIBBB- (sf)AA22.92123.42129.341.05120282.862.3610/29/20
Dryden 36 Senior Loan Fund CLO BR2 Dryden 36 Senior Loan FundBBB (sf)AA24.33122.1130.731.07120294.12.4510/29/20
Apidos CLO XXIII B1R Apidos CLO XXIIIA- (sf)AA28.55114.7121.571.06115219.091.9110/29/20
Apidos CLO XXIII B2R Apidos CLO XXIIIA- (sf)AA23.52114.7121.571.06115219.091.9110/29/20
Battalion CLO IX BR Battalion CLO IXA- (sf)AA25.74124.4132.341.06120389.243.2410/29/20
Battalion CLO IX CR Battalion CLO IXBB- (sf)A20.25117.2123.231.05110350.253.1810/29/20
Battalion CLO IX DR Battalion CLO IXB+ (sf)BBB-13.76109.7113.961.04105293.882.810/29/20
Battalion CLO IX ER Battalion CLO IXB- (sf)BB-8.17103.7107.031.03   10/29/20
Anchorage Capital CLO 5-R B Anchorage Capital CLO 5-RA- (sf)AA28.72131.91138.21.05120448.043.7310/29/20
Canyon CLO 2019-1 B Canyon CLO 2019-1BBB- (sf)AA23.41121.58129.661.07120292.082.4310/29/20
AIMCO CLO Series 2018-B A AIMCO CLO Series 2018-BAA (sf)AAA35.11123.25132.271.07120293.382.4410/29/20
AIMCO CLO Series 2018-B B AIMCO CLO Series 2018-BBBB- (sf)AA24.51123.25132.271.07120293.382.4410/29/20
AIMCO CLO Series 2018-B C AIMCO CLO Series 2018-BBB- (sf)A19.64116.95124.261.06110266.442.4210/29/20
AIMCO CLO Series 2018-B D AIMCO CLO Series 2018-BB (sf)BBB-13.28109.35115.141.05105229.912.1910/29/20
AIMCO CLO Series 2018-B E AIMCO CLO Series 2018-BCCC+ (sf)BB-8.16104.2108.721.04   10/29/20
BlueMountain CLO XXIII A1 BlueMountain CLO XXIIIAA (sf)AAA41.77121.6130.241.07120323.062.6910/29/20
BlueMountain CLO XXIII A2 BlueMountain CLO XXIIIAA- (sf)AAA35.97121.6130.241.07120323.062.6910/29/20
BlueMountain CLO XXIII B BlueMountain CLO XXIIIBBB- (sf)AA23.96121.6130.241.07120323.062.6910/29/20
BlueMountain CLO XXIII C BlueMountain CLO XXIIIBB- (sf)A18.21114.3121.081.06115288.542.5110/29/20
BlueMountain CLO XXIII D BlueMountain CLO XXIIIB- (sf)BBB-12.01107.7112.541.04110250.712.2810/29/20
BlueMountain CLO XXIII E BlueMountain CLO XXIIICCC- (sf)BB-8.61105.5108.351.03   10/29/20
BlueMountain Fuji U.S. CLO III A1 BlueMountain Fuji U.S. CLO IIIAA (sf)AAA39.79123.33130.541.06120353.152.9410/29/20
BlueMountain Fuji U.S. CLO III A2 BlueMountain Fuji U.S. CLO IIIA- (sf)AAA32.77123.33130.541.06120353.152.9410/29/20
BlueMountain Fuji U.S. CLO III B BlueMountain Fuji U.S. CLO IIIBBB- (sf)AA24.74123.33130.541.06120353.152.9410/29/20
CIFC Funding 2015-II CLO BR2 CIFC Funding 2015-IIBBB- (sf)AA23.42121.58129.611.07120348.92.9110/29/20
Canyon Capital CLO 2014-1 A1BR Canyon Capital CLO 2014-1AA- (sf)AAA32.34114118.521.04115307.792.6810/29/20
Canyon Capital CLO 2014-1 BR Canyon Capital CLO 2014-1BB- (sf)A15.93114118.521.04115307.792.6810/29/20
Bean Creek CLO XR Bean Creek CLOAA (sf)AAA 121.6129.171.06120270.762.2610/29/20
Bean Creek CLO AR Bean Creek CLOAA (sf)AAA33.49121.6129.171.06120270.762.2610/29/20
Bean Creek CLO BR Bean Creek CLOBBB- (sf)AA22.83121.6129.171.06120270.762.2610/29/20
Benefit Street Partners CLO XIX C Benefit Street Partners CLO XIXBB- (sf)A18.13113.95122.131.07115242.162.1110/29/20
Benefit Street Partners CLO XIX D Benefit Street Partners CLO XIXB (sf)BBB-12.13106.64113.81.07110207.931.8910/29/20
Benefit Street Partners CLO XIX E Benefit Street Partners CLO XIXCC (sf)BB-8.14103.7108.851.05   10/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A1R Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AAA77.71112.6127.651.13115218.361.910/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A2AR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AA47.53112.6127.651.13115218.361.910/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A2BR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AA47.53112.6127.651.13115218.361.910/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) BR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA- (sf)A28.14112.6127.651.13115218.361.910/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) C Blue Ridge CLO II (formerly CVP Cascade CLO-2)BB- (sf)BBB15.43107.3111.621.04110171.221.5610/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) D Blue Ridge CLO II (formerly CVP Cascade CLO-2)D (sf)B-3.1102.899.510.97105135.811.2910/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) E Blue Ridge CLO II (formerly CVP Cascade CLO-2)D (sf)CCC--3.58101.493.790.92   10/29/20
Bean Creek CLO CR Bean Creek CLOBB- (sf)A16.74114119.721.05115245.662.1410/29/20
Bean Creek CLO DR Bean Creek CLOB (sf)BBB-10.9108111.871.04110218.631.9910/29/20
CBAM 2019-11 CLO A1 CBAM 2019-11AA (sf)AAA35.92122.51321.08120273.192.2810/29/20
CBAM 2019-11 CLO A2 CBAM 2019-11AA (sf)AAA35.92122.51321.08120273.192.2810/29/20
CBAM 2019-11 CLO B1 CBAM 2019-11A- (sf)AA24.4122.51321.08120273.192.2810/29/20
CBAM 2019-11 CLO B2 CBAM 2019-11A- (sf)AA24.4122.51321.08120273.192.2810/29/20