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
Carlyle Global Market Strategies CLO 2015-5 DR Carlyle Global Market Strategies CLO 2015-5C (sf)BB-6.13105.3106.361.01105176.371.6810/29/20
AGL CLO 5 B AGL CLO 5A- (sf)AA26.07125.1135.261.08120177.191.4810/29/20
Allegro CLO VII B Allegro CLO VIIBBB- (sf)AA22.81122.6129.371.06120367.323.0610/29/20
Carlyle Global Market Strategies CLO 2014-1 CR2 Carlyle Global Market Strategies CLO 2014-1BB- (sf)A15.32112.9117.191.04110305.632.7810/29/20
Carlyle Global Market Strategies CLO 2014-1 DR Carlyle Global Market Strategies CLO 2014-1B (sf)BBB-10.33108.2110.671.02105272.232.5910/29/20
Carlyle Global Market Strategies CLO 2014-1 ER Carlyle Global Market Strategies CLO 2014-1C (sf)B+5.28103.6104.761.01   10/29/20
522 Funding CLO 2018-2(A) (previously Assurant CLO II) B1 522 Funding CLO 2018-2(A) (previously Assurant CLO II)BBB (sf)AA23.64122.4129.431.06120350.132.9210/29/20
522 Funding CLO 2018-2(A) (previously Assurant CLO II) B2 522 Funding CLO 2018-2(A) (previously Assurant CLO II)BBB (sf)AA23.64122.4129.431.06120350.132.9210/29/20
BlueMountain CLO XXIV A1 BlueMountain CLO XXIVAA (sf)AAA41.05126.52136.61.08120306.152.5510/29/20
BlueMountain CLO XXIV A2 BlueMountain CLO XXIVA (sf)N/A36.06126.52136.61.08120306.152.5510/29/20
BlueMountain CLO XXIV B BlueMountain CLO XXIVBBB- (sf)AA26.81126.52136.61.08120306.152.5510/29/20
BlueMountain CLO XXIV C BlueMountain CLO XXIVBB- (sf)A18.62114.77122.841.07115255.492.2210/29/20
Anchorage Credit Funding 5 CLO BR Anchorage Credit Funding 5A- (sf)N/A39.95149.6164.681.1110196.311.7810/29/20
Buttermilk Park CLO A1 Buttermilk Park CLOAA (sf)AAA38.04124.23132.041.06120328.242.7410/29/20
Buttermilk Park CLO A2 Buttermilk Park CLOAA- (sf)N/A34.25124.23132.041.06120328.242.7410/29/20
Buttermilk Park CLO B1 Buttermilk Park CLOBBB (sf)AA24.64124.23132.041.06120328.242.7410/29/20
Buttermilk Park CLO B2R Buttermilk Park CLOBBB (sf)N/A24.64124.23132.041.06120328.242.7410/29/20
Buttermilk Park CLO C Buttermilk Park CLOBB- (sf)A17.16114.1120.111.05110284.672.5910/29/20
Buttermilk Park CLO D Buttermilk Park CLOB (sf)BBB-11.09107.77111.911.04105246.92.3510/29/20
Buttermilk Park CLO E Buttermilk Park CLOCCC- (sf)BB-7.44104.29107.511.03   10/29/20
ACIS CLO 2015-6 B1 ACIS CLO 2015-6AA (sf)AA33.79119.4145.581.22120234.651.9610/29/20
Brigade Debt Funding 1 CLO A Brigade Debt Funding 1AA (sf)AAA52.94150.8164.241.09110202.51.8410/29/20
Benefit Street Partners CLO XVII C Benefit Street Partners CLO XVIIBB- (sf)A17.76114121.591.07110238.592.1710/29/20
CBAM 2017-3 CLO B1 CBAM 2017-3A- (sf)AA23.05121.6129.351.06120305.282.5410/29/20
BlueMountain Fuji U.S. CLO II A1B BlueMountain Fuji U.S. CLO IIA- (sf)AAA32.75113.4118.211.04115283.622.4710/29/20
Atlas Senior Loan Fund X CLO B Atlas Senior Loan Fund XBBB (sf)AA22.86123.53128.281.04120328.42.7410/29/20
Carlyle Global Market Strategies CLO 2013-4 A1RR Carlyle Global Market Strategies CLO 2013-4AA (sf)AAA40.41120.3125.871.05120347.632.910/29/20
Carlyle Global Market Strategies CLO 2013-4 A2RR Carlyle Global Market Strategies CLO 2013-4AA- (sf)AAA36.14120.3125.871.05120347.632.910/29/20
Apidos CLO XXI BR Apidos CLO XXIBB- (sf)A18.38116.82121.561.04105348.943.3210/29/20
Apex Credit CLO 2019-II B Apex Credit CLO 2019-IIA- (sf)AA23.51120.72130.551.08120302.632.5210/29/20
Brigade Debt Funding 1 CLO B Brigade Debt Funding 1AA (sf)AA-40.19150.8164.241.09110202.51.8410/29/20
Brigade Debt Funding 1 CLO C Brigade Debt Funding 1A- (sf)A-35.29145.5151.81.04105184.221.7510/29/20
Brigade Debt Funding 1 CLO D Brigade Debt Funding 1BBB- (sf)BBB-28.91134.5138.191.03   10/29/20
Apex Credit CLO 2018 A1B Apex Credit CLO 2018AA (sf)AAA34.22121.58127.431.05120395.623.310/29/20
Apex Credit CLO 2018 B Apex Credit CLO 2018A- (sf)AA23.09121.58127.431.05120395.623.310/29/20
Carlyle U.S. CLO 2016-4 BR Carlyle U.S. CLO 2016-4BB- (sf)A15.7113.1117.531.041152922.5410/29/20
Bain Capital Credit CLO 2019-2 A Bain Capital Credit CLO 2019-2AA (sf)AAA35.65121.6130.631.07120294.812.4610/29/20
Bain Capital Credit CLO 2019-2 B Bain Capital Credit CLO 2019-2BBB- (sf)AA23.58121.6130.631.07120294.812.4610/29/20
Bain Capital Credit CLO 2019-2 C Bain Capital Credit CLO 2019-2BB- (sf)A17.55114121.071.06115258.152.2410/29/20
Bain Capital Credit CLO 2019-2 D Bain Capital Credit CLO 2019-2B- (sf)BBB-12.02107.8113.461.05110223.062.0310/29/20
Bain Capital Credit CLO 2019-2 E Bain Capital Credit CLO 2019-2C (sf)BB-7.49103.7107.911.04   10/29/20
Carlyle Global Market Strategies CLO 2013-2 YR Carlyle Global Market Strategies CLO 2013-2NRAAA 120.3126.211.05120401.863.3510/29/20
Carlyle Global Market Strategies CLO 2013-2 AR Carlyle Global Market Strategies CLO 2013-2AA (sf)AAA35.87120.3126.211.05120401.863.3510/29/20
Carlyle Global Market Strategies CLO 2013-2 BR Carlyle Global Market Strategies CLO 2013-2BBB- (sf)AA21.95120.3126.211.05120401.863.3510/29/20
Carlyle Global Market Strategies CLO 2013-2 CR Carlyle Global Market Strategies CLO 2013-2BB- (sf)A15.76112.7116.941.04110357.733.2510/29/20
Carlyle Global Market Strategies CLO 2013-2 DR Carlyle Global Market Strategies CLO 2013-2B (sf)BB+10.14107.2109.621.02105314.132.9910/29/20
Anchorage Capital CLO 7 BRR Anchorage Capital CLO 7BBB- (sf)AA24.19123.3130.121.06120371.893.110/29/20
Black Diamond CLO 2013-1 A1R Black Diamond CLO 2013-1NRN/A 113.25196.551.74115284.612.4710/29/20
Black Diamond CLO 2013-1 A2R Black Diamond CLO 2013-1NRAAA 113.25196.551.74115284.612.4710/29/20
Black Diamond CLO 2013-1 BR Black Diamond CLO 2013-1AA (sf)AA+66.87113.25196.551.74115284.612.4710/29/20