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
Barings CLO 2016-II (previously Babson CLO 2016-II) BR Barings CLO 2016-II (previously Babson CLO 2016-II)AA+ (sf)AA+23.91123.3130.651.06120331.832.7705/09/21
Barings CLO 2016-II (previously Babson CLO 2016-II) CR Barings CLO 2016-II (previously Babson CLO 2016-II)BBB+ (sf)A+18.21117121.531.04115294.422.5605/09/21
Barings CLO 2016-II (previously Babson CLO 2016-II) DR Barings CLO 2016-II (previously Babson CLO 2016-II)BB+ (sf)BBB12.24109.6113.281.03110252.122.2905/09/21
Barings CLO 2016-II (previously Babson CLO 2016-II) ER Barings CLO 2016-II (previously Babson CLO 2016-II)B+ (sf)BB-6.67104.7106.511.02105200.321.9105/09/21
Carlyle U.S. CLO 2017-5 A1B Carlyle U.S. CLO 2017-5AA+ (sf)AAA32.57113.5118.291.04115295.492.5705/09/21
Carlyle U.S. CLO 2017-5 B Carlyle U.S. CLO 2017-5A- (sf)N/A16.3113.5118.291.04115295.492.5705/09/21
AIMCO CLO Series 2018-A B AIMCO CLO Series 2018-AAA+ (sf)AA+24.23122.5131.341.07120338.582.8205/09/21
Carlyle U.S. CLO 2017-2 A1B Carlyle U.S. CLO 2017-2AA+ (sf)N/A33.43114.4119.431.04115266.092.3105/09/21
Carlyle U.S. CLO 2017-2 A2B Carlyle U.S. CLO 2017-2AA+ (sf)N/A21.82114.4119.431.04115266.092.3105/09/21
Carlyle U.S. CLO 2017-2 B Carlyle U.S. CLO 2017-2BBB+ (sf)A16.36114.4119.431.04115266.092.3105/09/21
Carlyle Global Market Strategies CLO 2015-4 X Carlyle Global Market Strategies CLO 2015-4AA+ (sf)AAA 117.3122.061.04115250.862.1805/09/21
Carlyle Global Market Strategies CLO 2015-4 A1R Carlyle Global Market Strategies CLO 2015-4AA+ (sf)AAA34.16117.3122.061.04115250.862.1805/09/21
Carlyle Global Market Strategies CLO 2015-4 A2R Carlyle Global Market Strategies CLO 2015-4AA+ (sf)AA23.21117.3122.061.04115250.862.1805/09/21
Carlyle Global Market Strategies CLO 2015-4 BR Carlyle Global Market Strategies CLO 2015-4A+ (sf)A18.15117.3122.061.04115250.862.1805/09/21
Carlyle Global Market Strategies CLO 2015-4 CR Carlyle Global Market Strategies CLO 2015-4BB+ (sf)BB+11.9110.4113.391.03110213.471.9405/09/21
Carlyle Global Market Strategies CLO 2015-4 DR Carlyle Global Market Strategies CLO 2015-4B+ (sf)B+5.68104.2105.921.02105169.261.6105/09/21
Apidos CLO XXII BR Apidos CLO XXIIAA+ (sf)A17.28114.6120.81.05115299.662.6105/09/21
Anchorage Capital CLO 8 BR Anchorage Capital CLO 8AA+ (sf)AAA28.53126.1139.921.11120421.743.5105/09/21
ALM 2020 CLO A1B ALM 2020AA+ (sf)N/A30.84113.7120.171.06110282.92.5705/09/21
ALM 2020 CLO B ALM 2020BBB+ (sf)A17.21113.7120.171.06110282.92.5705/09/21
Anchorage Credit Opportunities CLO 1 B1 Anchorage Credit Opportunities CLO 1AA+ (sf)N/A36.08140.85152.921.09120292.652.4405/09/21
Anchorage Credit Opportunities CLO 1 B2 Anchorage Credit Opportunities CLO 1AA+ (sf)N/A36.08140.85152.921.09120292.652.4405/09/21
Carlyle Global Market Strategies CLO 2014-4-R X Carlyle Global Market Strategies CLO 2014-4-RNRN/A 113.4118.131.04115295.982.5705/09/21
Carlyle Global Market Strategies CLO 2014-4-R A1A Carlyle Global Market Strategies CLO 2014-4-RAA+ (sf)AAA39.99113.4118.131.04115295.982.5705/09/21
Carlyle Global Market Strategies CLO 2014-4-R A1B Carlyle Global Market Strategies CLO 2014-4-RAA+ (sf)N/A34.7113.4118.131.04115295.982.5705/09/21
Carlyle Global Market Strategies CLO 2014-4-R A2 Carlyle Global Market Strategies CLO 2014-4-RAA+ (sf)AA22.08113.4118.131.04115295.982.5705/09/21
Carlyle Global Market Strategies CLO 2014-4-R B Carlyle Global Market Strategies CLO 2014-4-RBBB+ (sf)A15.67113.4118.131.04115295.982.5705/09/21
Carlyle Global Market Strategies CLO 2014-4-R C Carlyle Global Market Strategies CLO 2014-4-RBB+ (sf)BB+9.55107.2110.131.03110255.392.3205/09/21
Carlyle Global Market Strategies CLO 2014-4-R D Carlyle Global Market Strategies CLO 2014-4-RB+ (sf)B+5.74104.2105.691.01105220.22.105/09/21
Carlyle Global Market Strategies CLO 2014-4-R E Carlyle Global Market Strategies CLO 2014-4-RCC (sf)CCC+3.92      05/09/21
BlueMountain Fuji U.S. CLO III A1 BlueMountain Fuji U.S. CLO IIIAA+ (sf)AAA39.83123.33131.781.07120351.072.9305/09/21
BlueMountain Fuji U.S. CLO III A2 BlueMountain Fuji U.S. CLO IIIAA+ (sf)AAA32.81123.33131.781.07120351.072.9305/09/21
BlueMountain Fuji U.S. CLO III B BlueMountain Fuji U.S. CLO IIIAA+ (sf)N/A24.78123.33131.781.07120351.072.9305/09/21
BlueMountain Fuji U.S. CLO III C BlueMountain Fuji U.S. CLO IIIA+ (sf)N/A17.26113.21119.81.06115306.972.6705/09/21
BlueMountain Fuji U.S. CLO III D BlueMountain Fuji U.S. CLO IIIBB+ (sf)N/A11.75107.64112.311.04110272.782.4805/09/21
BlueMountain Fuji U.S. CLO III E BlueMountain Fuji U.S. CLO IIIBB- (sf)N/A7.73104.7107.421.03105233.772.2305/09/21
MKS CLO 2017-2 (formerly CVP CLO 2017-2) B MKS CLO 2017-2 (formerly CVP CLO 2017-2)AA+ (sf)AA22.81120.9129.341.07120287.012.3905/09/21
Bardot CLO A1 Bardot CLOAA+ (sf)AAA38.03120.7130.651.08120297.692.4805/09/21
Bardot CLO A2 Bardot CLOAA+ (sf)N/A35.53120.7130.651.08120297.692.4805/09/21
Bardot CLO B Bardot CLOAA+ (sf)AA23.53120.7130.651.08120297.692.4805/09/21
Bardot CLO C Bardot CLOBBB+ (sf)A18.93115.3123.241.07115268.582.3405/09/21
Bardot CLO D Bardot CLOBB+ (sf)BBB-13.04108.9114.891.06110229.62.0905/09/21
Bardot CLO E Bardot CLOBB- (sf)BB-8.44105.2109.121.04105191.031.8205/09/21
Catamaran CLO 2013-1 BR Catamaran CLO 2013-1AA+ (sf)AA+34.22121.26136.781.13120413.023.4405/09/21
Carlyle C17 CLO A1BR Carlyle C17 CLOAA+ (sf)AAA35.92116.4121.841.05115255.972.2305/09/21
Carlyle C17 CLO BR Carlyle C17 CLOA+ (sf)A18.38116.4121.841.05115255.972.2305/09/21
Crown Point CLO 8 B Crown Point CLO 8AA+ (sf)AA24.36122.35132.051.08120271.972.2705/09/21
BlueMountain CLO XXV X BlueMountain CLO XXVAA+ (sf)AAA 123.51133.881.08120285.12.3805/09/21
BlueMountain CLO XXV A1 BlueMountain CLO XXVAA+ (sf)AAA40.16123.51133.881.08120285.12.3805/09/21
BlueMountain CLO XXV A2 BlueMountain CLO XXVAA+ (sf)AAA36.92123.51133.881.08120285.12.3805/09/21