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 2018-10 A1B1 Anchorage Capital CLO 2018-10AA (sf)AAA47.48128.7136.511.06120331.272.7612/31/20
Anchorage Capital CLO 2018-10 A1B2 Anchorage Capital CLO 2018-10AA (sf)AAA42.83128.7136.511.06120331.272.7612/31/20
Anchorage Capital CLO 2018-10 B Anchorage Capital CLO 2018-10BBB- (sf)AA27.28128.7136.511.06120331.272.7612/31/20
Cedar Funding II CLO BR Cedar Funding IIBBB- (sf)AA22.09120.79127.231.05120282.322.3512/31/20
Buckhorn Park CLO A1 Buckhorn Park CLOAA (sf)AAA42.21122.45132.041.08120254.42.1212/31/20
Buckhorn Park CLO A2 Buckhorn Park CLOAA- (sf)N/A34.84122.45132.041.08120254.42.1212/31/20
Buckhorn Park CLO B1 Buckhorn Park CLOBBB- (sf)AA24.31122.45132.041.08120254.42.1212/31/20
Buckhorn Park CLO B2 Buckhorn Park CLOBBB- (sf)AA24.31122.45132.041.08120254.42.1212/31/20
Buckhorn Park CLO C Buckhorn Park CLOBB- (sf)A18.55115.08122.691.07115227.351.9812/31/20
Buckhorn Park CLO D Buckhorn Park CLOB (sf)BBB-12.53108.61114.261.05110196.161.7812/31/20
Buckhorn Park CLO E Buckhorn Park CLOCCC (sf)BB-9.03105.69109.851.04105172.31.6412/31/20
Cathedral Lake III CLO BR Cathedral Lake IIIA- (sf)AA22.9122127.781.05120265.852.2212/31/20
ALM 2020 CLO A1B ALM 2020A- (sf)N/A30.83113.7119.311.05110306.672.7912/31/20
ALM 2020 CLO B ALM 2020BB- (sf)A17.2113.7119.311.05110306.672.7912/31/20
Avery Point IV CLO BR Avery Point IV CLOAA (sf)AAA55.77129.1224.811.74120510.874.2612/31/20
BlueMountain CLO 2012-2 ARR BlueMountain CLO 2012-2AA (sf)AAA35.35123.24128.941.05120350.182.9212/31/20
BlueMountain CLO 2012-2 BRR BlueMountain CLO 2012-2BBB- (sf)AA23.83123.24128.941.05120350.182.9212/31/20
BlueMountain CLO 2012-2 CRR BlueMountain CLO 2012-2BB- (sf)A15.56112.49116.311.03115296.912.5812/31/20
BlueMountain CLO 2012-2 DRR BlueMountain CLO 2012-2B- (sf)BBB-10.47107.16109.71.02107.5262.52.4412/31/20
BlueMountain CLO 2012-2 ERR BlueMountain CLO 2012-2C (sf)B6.2103.5104.71.01102.5221.512.1612/31/20
Carlyle U.S. CLO 2016-4 BR Carlyle U.S. CLO 2016-4BB- (sf)A15.87113.1117.971.04115288.182.5112/31/20
Apidos CLO XXIV A1BR Apidos CLO XXIVAA- (sf)N/A33.69114.95119.341.04115279.662.4312/31/20
Apidos CLO XXIV BR Apidos CLO XXIVBB- (sf)A16.35114.95119.341.04115279.662.4312/31/20
CBAM 2017-2 CLO A CBAM 2017-2AA (sf)AAA35.07122.45129.531.06120306.862.5612/31/20
CBAM 2017-2 CLO B1 CBAM 2017-2A- (sf)AA23.4122.45129.531.06120306.862.5612/31/20
CBAM 2017-2 CLO B2 CBAM 2017-2A- (sf)AA23.4122.45129.531.06120306.862.5612/31/20
CBAM 2017-2 CLO C1 CBAM 2017-2BB- (sf)A16.81114.95119.271.04115268.072.3312/31/20
CBAM 2017-2 CLO C2 CBAM 2017-2BB- (sf)A16.81114.95119.271.04115268.072.3312/31/20
CBAM 2017-2 CLO D CBAM 2017-2B (sf)BBB-11.03108.03111.511.03110230.982.112/31/20
CBAM 2017-2 CLO E CBAM 2017-2B- (sf)BB-6.66104.7106.31.02   12/31/20
Apex Credit CLO 2018 A1B Apex Credit CLO 2018AA (sf)AAA34.22121.58127.431.05120395.623.312/31/20
Apex Credit CLO 2018 B Apex Credit CLO 2018A- (sf)AA23.09121.58127.431.05120395.623.312/31/20
B&M CLO 2014-1 A1R B&M CLO 2014-1NRAAA 112158.811.42112.5361.293.2112/31/20
B&M CLO 2014-1 A2R B&M CLO 2014-1AA (sf)AAA67.37112158.811.42112.5361.293.2112/31/20
B&M CLO 2014-1 BR B&M CLO 2014-1AA (sf)AA-39.43112158.811.42112.5361.293.2112/31/20
Anchorage Capital CLO 1-R B Anchorage Capital CLO 1-RA- (sf)AA31.28136.78143.831.05120439.533.6612/31/20
Carlyle C17 CLO A1BR Carlyle C17 CLOAA- (sf)AAA36.1116.4121.641.05115250.672.1812/31/20
Carlyle C17 CLO BR Carlyle C17 CLOBB- (sf)A18.6116.4121.641.05115250.672.1812/31/20
Benefit Street Partners CLO X A1R Benefit Street Partners CLO XAA (sf)AAA34.4115118.271.03110275.052.512/31/20
Benefit Street Partners CLO X A2R Benefit Street Partners CLO XBBB- (sf)AA22.1115118.271.03110275.052.512/31/20
Benefit Street Partners CLO X BR Benefit Street Partners CLO XBB- (sf)A15.95115118.271.03110275.052.512/31/20
Benefit Street Partners CLO X CR Benefit Street Partners CLO XB- (sf)BBB-9.8107.6110.211.02105233.992.2312/31/20
Benefit Street Partners CLO X DR Benefit Street Partners CLO XD (sf)B5.7103.7105.411.02   12/31/20
Avery Point V CLO BR Avery Point V CLOAA (sf)AAA39.48125.2163.541.31120429.373.5812/31/20
B&M CLO 2014-1 CR B&M CLO 2014-1A- (sf)BBB+23.37106.9125.541.17107.5266.432.4812/31/20
B&M CLO 2014-1 DR B&M CLO 2014-1B (sf)BB8.57102.9105.211.02102.5187.41.8312/31/20
B&M CLO 2014-1 E B&M CLO 2014-1D (sf)B0.02101.596.220.95   12/31/20
Elevation CLO 2014-2 (previously Arrowpoint CLO 2014-2) BR Elevation CLO 2014-2 (previously Arrowpoint CLO 2014-2)BBB- (sf)AA22.1121.6128.221.05120308.152.5712/31/20
Cent CLO 19 A1B Cent CLO 19AA (sf)AAA67.58113.48142.271.25110140.891.2812/31/20
Cent CLO 19 A2B Cent CLO 19AA (sf)AAA50.36113.48142.271.25110140.891.2812/31/20