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
Learn about cookies. Read our privacy policy Read our terms of service

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
BlueMountain CLO 2012-2 ARR BlueMountain CLO 2012-2AA (sf)AAA35.35123.24128.941.05120350.182.9210/29/20
BlueMountain CLO 2012-2 BRR BlueMountain CLO 2012-2BBB- (sf)AA23.83123.24128.941.05120350.182.9210/29/20
BlueMountain CLO 2012-2 CRR BlueMountain CLO 2012-2BB- (sf)A15.56112.49116.311.03115296.912.5810/29/20
BlueMountain CLO 2012-2 DRR BlueMountain CLO 2012-2B- (sf)BBB-10.47107.16109.71.02107.5262.52.4410/29/20
BlueMountain CLO 2012-2 ERR BlueMountain CLO 2012-2C (sf)B6.2103.5104.71.01102.5221.512.1610/29/20
Carlyle Global Market Strategies CLO 2015-3 A1R Carlyle Global Market Strategies CLO 2015-3AA (sf)AAA35.49116.81120.621.03105343.493.2710/29/20
Carlyle Global Market Strategies CLO 2015-3 A2R Carlyle Global Market Strategies CLO 2015-3BBB- (sf)AA22.85116.81120.621.03105343.493.2710/29/20
Carlyle Global Market Strategies CLO 2015-3 BR Carlyle Global Market Strategies CLO 2015-3BB- (sf)A17.96116.81120.621.03105343.493.2710/29/20
Carlyle Global Market Strategies CLO 2015-3 CR Carlyle Global Market Strategies CLO 2015-3B (sf)BBB-11.01109.07111.21.02102289.082.8310/29/20
Carlyle Global Market Strategies CLO 2015-3 DR Carlyle Global Market Strategies CLO 2015-3CC (sf)BB-5.79103.7105.041.011012392.3710/29/20
Carlyle Global Market Strategies CLO 2015-3 ER Carlyle Global Market Strategies CLO 2015-3D (sf)CCC3.74102.38102.81   10/29/20
Black Diamond CLO 2016-1 A1AR Black Diamond CLO 2016-1AA (sf)AAA35.43113.5115.391.02110265.312.4110/29/20
Black Diamond CLO 2016-1 A1BR2 Black Diamond CLO 2016-1AA (sf)N/A35.43113.5115.391.02110265.312.4110/29/20
Black Diamond CLO 2016-1 A2AR Black Diamond CLO 2016-1BBB- (sf)AA21.48113.5115.391.02110265.312.4110/29/20
Black Diamond CLO 2016-1 A2BR2 Black Diamond CLO 2016-1BBB- (sf)N/A21.48113.5115.391.02110265.312.4110/29/20
Black Diamond CLO 2016-1 BR Black Diamond CLO 2016-1B+ (sf)A14.41113.5115.391.02110265.312.4110/29/20
Black Diamond CLO 2016-1 CR Black Diamond CLO 2016-1B- (sf)BBB-9.53108109.161.01102239.012.3410/29/20
Black Diamond CLO 2016-1 DR Black Diamond CLO 2016-1D (sf)B+4.85103.7103.791101204.122.0210/29/20
Auburn CLO D Auburn CLOCCC (sf)BB-5.66104.7105.221   10/29/20
Auburn CLO E Auburn CLOD (sf)B-4.63      10/29/20
Barings CLO 2013-I AR Barings CLO 2013-IAA (sf)AAA33.66123.3130.921.06120404.183.3710/29/20
Barings CLO 2013-I BR Barings CLO 2013-IA- (sf)AA23.91123.3130.921.06120404.183.3710/29/20
Barings CLO 2013-I CR Barings CLO 2013-IBB- (sf)A17.08114.9120.131.05110354.243.2210/29/20
Barings CLO 2013-I DR Barings CLO 2013-IB (sf)BBB-9.95107.6110.611.03105293.932.810/29/20
Barings CLO 2013-I ER Barings CLO 2013-ICCC (sf)BB-5.65104.7105.581.01   10/29/20
Barings CLO 2013-I FR Barings CLO 2013-ID (sf)B-4.12      10/29/20
Arch Street CLO BR Arch Street CLOBBB- (sf)AA23.67121.6125.791.03120364.883.0410/29/20
Canyon CLO 2019-2 B Canyon CLO 2019-2BBB- (sf)AA23.7121.58130.651.07120298.122.4810/29/20
Cedar Funding II CLO BR Cedar Funding IIBBB- (sf)AA22.09120.79127.231.05120282.322.3510/29/20
Avery Point IV CLO BR Avery Point IV CLOAA (sf)AAA48.69129.1194.061.5120441.953.6810/29/20
BlueMountain CLO XXVI A1 BlueMountain CLO XXVIAA (sf)AAA38.08121.58131.731.08120291.772.4310/29/20
BlueMountain CLO XXVI A2 BlueMountain CLO XXVIA- (sf)AAA35.09121.58131.731.08120291.772.4310/29/20
BlueMountain CLO XXVI B BlueMountain CLO XXVIBBB- (sf)AA24.1121.58131.731.08120291.772.4310/29/20
BlueMountain CLO XXVI C BlueMountain CLO XXVIBB- (sf)A18.11113.95122.091.07115254.472.2110/29/20
BlueMountain CLO XXVI D1 BlueMountain CLO XXVIB- (sf)BBB-12.12107.64113.771.06110211.611.9210/29/20
BlueMountain CLO XXVI D2 BlueMountain CLO XXVIB- (sf)BBB-12.12107.64113.771.06110211.611.9210/29/20
BlueMountain CLO XXVI E BlueMountain CLO XXVICC (sf)BB-8.62104.29109.411.05105183.081.7410/29/20
Carlyle Global Market Strategies CLO 2013-2 ER Carlyle Global Market Strategies CLO 2013-2C (sf)B-5.21102.8103.931.01   10/29/20
B&M CLO 2014-1 A1R B&M CLO 2014-1NRAAA 112146.761.31112.5313.852.7910/29/20
B&M CLO 2014-1 A2R B&M CLO 2014-1AA (sf)AAA67.98112146.761.31112.5313.852.7910/29/20
B&M CLO 2014-1 BR B&M CLO 2014-1AA (sf)AA-40.58112146.761.31112.5313.852.7910/29/20
B&M CLO 2014-1 CR B&M CLO 2014-1BBB (sf)BBB+24.83106.9121.491.14107.5241.382.2510/29/20
B&M CLO 2014-1 DR B&M CLO 2014-1B- (sf)BB10.3102.9104.841.02102.5176.361.7210/29/20
B&M CLO 2014-1 E B&M CLO 2014-1D (sf)B1.92101.597.160.96   10/29/20
AMMC CLO 20 B AMMC CLO 20BBB- (sf)AA23.04121.71129.21.06120277.652.3110/29/20
AMMC CLO XIII B1LR AMMC CLO XIIIB+ (sf)BBB-11.42      10/29/20
AMMC CLO XIII B2L1R AMMC CLO XIIICCC (sf)BB-5.94      10/29/20
AMMC CLO XIII B2L2R AMMC CLO XIIICCC (sf)BB-5.94      10/29/20
AMMC CLO XIII B3LR AMMC CLO XIIID (sf)B-3.21      10/29/20
Ballyrock CLO 2018-1 A1 Ballyrock CLO 2018-1AA (sf)AAA34.38115.6121.31.05115339.592.9510/29/20
84,626 results
« previous1...166116621663166416651666166716681669...1693next »