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
BlueMountain CLO XXVI D2 BlueMountain CLO XXVIB (sf)BBB-12.12107.64113.81.06110208.761.912/31/20
BlueMountain CLO XXVI E BlueMountain CLO XXVICC (sf)BB-8.63104.29109.441.05105180.151.7212/31/20
Bain Capital Credit CLO 2019-2 A Bain Capital Credit CLO 2019-2AA (sf)AAA35.72121.6130.521.07120303.092.5312/31/20
Bain Capital Credit CLO 2019-2 B Bain Capital Credit CLO 2019-2BBB- (sf)AA23.66121.6130.521.07120303.092.5312/31/20
Bain Capital Credit CLO 2019-2 C Bain Capital Credit CLO 2019-2BB- (sf)A17.64114120.971.06115264.912.312/31/20
Bain Capital Credit CLO 2019-2 D Bain Capital Credit CLO 2019-2B (sf)BBB-12.11107.8113.371.05110228.332.0812/31/20
Bain Capital Credit CLO 2019-2 E Bain Capital Credit CLO 2019-2C (sf)BB-7.59103.7107.821.04   12/31/20
Apidos CLO XV BRR Apidos CLO XVBBB- (sf)AA22.56121.58128.831.06120344.152.8712/31/20
Catamaran CLO 2014-2 BR Catamaran CLO 2014-2A- (sf)A27.8112.7128.11.14115219.451.9112/31/20
CFIP CLO 2013-1 BR CFIP CLO 2013-1BBB- (sf)AA22.93123.6129.741.05120277.12.3112/31/20
Black Diamond CLO 2013-1 A1R Black Diamond CLO 2013-1NRN/A 113.25196.551.74115284.612.4712/31/20
Black Diamond CLO 2013-1 A2R Black Diamond CLO 2013-1NRAAA 113.25196.551.74115284.612.4712/31/20
Black Diamond CLO 2013-1 BR Black Diamond CLO 2013-1AA (sf)AA+66.87113.25196.551.74115284.612.4712/31/20
Black Diamond CLO 2013-1 CR Black Diamond CLO 2013-1AA (sf)A-37.91107.77135.21.25110166.051.5112/31/20
Black Diamond CLO 2013-1 D Black Diamond CLO 2013-1B (sf)BB15.09104.49108.511.04105112.671.0712/31/20
ACIS CLO 2014-3 A2B ACIS CLO 2014-3AA (sf)AAA90.55122198.71.63120314.622.6212/31/20
ACIS CLO 2014-3 B ACIS CLO 2014-3AA (sf)AA50.99122198.71.63120314.622.6212/31/20
Black Diamond CLO 2014-1 A1R Black Diamond CLO 2014-1NRAAA 113.51154.241.36105257.642.4512/31/20
Black Diamond CLO 2014-1 A2R Black Diamond CLO 2014-1AA (sf)AAA80.7113.51154.241.36105257.642.4512/31/20
Black Diamond CLO 2014-1 B1R Black Diamond CLO 2014-1AA (sf)AA-47.11113.51154.241.36105257.642.4512/31/20
Black Diamond CLO 2014-1 B2R Black Diamond CLO 2014-1AA (sf)AA-47.11113.51154.241.36105257.642.4512/31/20
Black Diamond CLO 2014-1 CR Black Diamond CLO 2014-1BBB+ (sf)BBB+28.72107.82125.641.17102182.921.7912/31/20
Black Diamond CLO 2014-1 D Black Diamond CLO 2014-1B- (sf)BB12.99104.81108.451.03101134.821.3312/31/20
ACIS CLO 2014-4 B ACIS CLO 2014-4AA (sf)AA43.17123.2169.91.38120376.753.1412/31/20
Allegro CLO III B1R Allegro CLO IIIAA- (sf)AA31.35123.8140.641.14120459.973.8312/31/20
Allegro CLO III B2R Allegro CLO IIIAA- (sf)AA31.35123.8140.641.14120459.973.8312/31/20
Atlas Senior Loan Fund IX CLO B Atlas Senior Loan Fund IXBBB+ (sf)AA22.79119.9125.081.04115379.263.312/31/20
CFIP CLO 2017-1 B CFIP CLO 2017-1BBB- (sf)AA24.81123.3132.021.07120313.742.6112/31/20
ACIS CLO 2015-6 B1 ACIS CLO 2015-6AA (sf)AA33.79119.4145.581.22120234.651.9612/31/20
ACIS CLO 2015-6 B2 ACIS CLO 2015-6AA (sf)AA33.79119.4145.581.22120234.651.9612/31/20
Barings CLO 2019-III A1 Barings CLO 2019-IIIAA (sf)AAA42.02125.1133.741.07120308.12.5712/31/20
Barings CLO 2019-III A2 Barings CLO 2019-IIIAA- (sf)AAA35.74125.1133.741.07120308.12.5712/31/20
Barings CLO 2019-III B Barings CLO 2019-IIIBBB (sf)AA25.7125.1133.741.07120308.12.5712/31/20
Barings CLO 2019-III C Barings CLO 2019-IIIBB- (sf)A18.17114.7121.431.06115262.212.2812/31/20
Barings CLO 2019-III D Barings CLO 2019-IIIB (sf)BBB-12.4108.6113.431.04110226.742.0612/31/20
Barings CLO 2019-III E Barings CLO 2019-IIICC (sf)BB-7.95104.6107.941.03105192.021.8312/31/20
Barings CLO 2013-I AR Barings CLO 2013-IAA (sf)AAA34.06123.3131.421.07120393.143.2812/31/20
Barings CLO 2013-I BR Barings CLO 2013-IA- (sf)AA24.24123.3131.421.07120393.143.2812/31/20
Barings CLO 2013-I CR Barings CLO 2013-IBB+ (sf)A17.36114.9120.471.05110343.343.1212/31/20
Catamaran CLO 2015-1 BR Catamaran CLO 2015-1AA (sf)AA37.24125154.461.24120466.393.8912/31/20
Barings CLO 2013-I DR Barings CLO 2013-IB+ (sf)BBB-10.18107.6110.841.03105283.12.712/31/20
Barings CLO 2013-I ER Barings CLO 2013-ICCC+ (sf)BB-5.85104.7105.751.01   12/31/20
Barings CLO 2013-I FR Barings CLO 2013-ID (sf)B-4.31      12/31/20
Anchorage Capital CLO 7 BRR Anchorage Capital CLO 7BBB- (sf)AA24.32123.3130.561.06120362.953.0212/31/20
Canyon CLO 2019-2 B Canyon CLO 2019-2BBB- (sf)AA23.66121.58130.931.08120269.732.2512/31/20
Babson CLO 2014-I A1R Babson CLO 2014-IAA (sf)AAA97.47118.14169.491.43105364.283.4712/31/20
Babson CLO 2014-I A2R Babson CLO 2014-IAA (sf)AAA59.69118.14169.491.43105364.283.4712/31/20
Babson CLO 2014-I BR Babson CLO 2014-IAA (sf)AAA44.7118.14169.491.43105364.283.4712/31/20
Babson CLO 2014-I C Babson CLO 2014-IA- (sf)A25.25109.59129.31.18102225.732.2112/31/20
Arch Street CLO BR Arch Street CLOBBB- (sf)AA23.96121.6126.581.04120364.093.0312/31/20