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
Ares XLIX CLO B Ares XLIX CLOAA (sf)AA22.95121.57129.791.07120359.99305/09/21
Cedar Funding VIII CLO B Cedar Funding VIII CLOAA+ (sf)N/A22.8121.5129.511.07120282.342.3505/09/21
Barings CLO 2017-I A1 Barings CLO 2017-IAA+ (sf)AAA39.61126.1134.631.07120314.32.6205/09/21
Barings CLO 2017-I A2 Barings CLO 2017-IAA+ (sf)AAA33.57126.1134.631.07120314.32.6205/09/21
Barings CLO 2017-I B1 Barings CLO 2017-IAA+ (sf)AA+26.03126.1134.631.07120314.32.6205/09/21
Barings CLO 2017-I B2 Barings CLO 2017-IAA+ (sf)AA+26.03126.1134.631.07120314.32.6205/09/21
Barings CLO 2017-I C Barings CLO 2017-IA+ (sf)A18.48116122.161.05115266.442.3205/09/21
Barings CLO 2017-I D Barings CLO 2017-IBB+ (sf)BBB-12.79109.4114.21.04110228.252.0805/09/21
Barings CLO 2017-I E Barings CLO 2017-IBB- (sf)BB-7.41104.7107.561.03105186.941.7805/09/21
Barings CLO 2017-I F Barings CLO 2017-ICC (sf)B-5.39      05/09/21
Barings CLO 2018-IV A1 Barings CLO 2018-IVAA+ (sf)AAA38.45122.9131.711.07120315.882.6305/09/21
Barings CLO 2018-IV A2 Barings CLO 2018-IVAA+ (sf)N/A34.42122.9131.711.07120315.882.6305/09/21
Barings CLO 2018-IV B Barings CLO 2018-IVAA+ (sf)AA24.07122.9131.711.07120315.882.6305/09/21
Barings CLO 2018-IV C Barings CLO 2018-IVA+ (sf)A19.03116.6123.51.06115284.142.4705/09/21
Barings CLO 2018-IV D Barings CLO 2018-IVBB+ (sf)BBB-12.72109.6114.581.05110245.32.2305/09/21
Barings CLO 2018-IV E Barings CLO 2018-IVBB- (sf)BB-7.17104.45107.731.03105199.091.905/09/21
Crown Point CLO 4 B Crown Point CLO 4AA+ (sf)AA23.03123.3129.161.05120331.162.7605/09/21
Benefit Street Partners CLO XIX A Benefit Street Partners CLO XIXAA+ (sf)AAA36.11121.58131.811.08120275.852.305/09/21
Benefit Street Partners CLO XIX B Benefit Street Partners CLO XIXAA+ (sf)N/A24.13121.58131.811.08120275.852.305/09/21
Benefit Street Partners CLO XIX C Benefit Street Partners CLO XIXBBB+ (sf)N/A18.14113.95122.161.07115243.572.1205/09/21
Benefit Street Partners CLO XIX D Benefit Street Partners CLO XIXBB+ (sf)N/A12.15106.64113.831.07110208.791.905/09/21
Benefit Street Partners CLO XIX E Benefit Street Partners CLO XIXB+ (sf)N/A8.16103.7108.881.05   05/09/21
CIFC Funding 2017-IV CLO B CIFC Funding 2017-IVBBB+ (sf)A17.6114.59121.21.06115258.972.2505/09/21
Ares LV CLO B Ares LV CLOAA+ (sf)N/A27.2127.55137.271.08120270.282.2505/09/21
CIFC Funding 2019-V CLO B CIFC Funding 2019-VA+ (sf)A19.33115.46123.951.071152652.305/09/21
Crown City CLO I B Crown City CLO IA+ (sf)A18.1114122.111.07115162.241.4105/09/21
ALM XVIII CLO BR ALM XVIIIA (sf)N/A17.24114.55120.051.05115303.842.6405/09/21
BlueMountain CLO XXVI A1 BlueMountain CLO XXVIAA+ (sf)AAA38.11121.58131.731.08120281.562.3505/09/21
BlueMountain CLO XXVI A2 BlueMountain CLO XXVIAA+ (sf)N/A35.11121.58131.731.08120281.562.3505/09/21
BlueMountain CLO XXVI B BlueMountain CLO XXVIAA+ (sf)N/A24.13121.58131.731.08120281.562.3505/09/21
BlueMountain CLO XXVI C BlueMountain CLO XXVIBBB+ (sf)N/A18.14113.95122.091.07115245.152.1305/09/21
BlueMountain CLO XXVI D1 BlueMountain CLO XXVIBB+ (sf)N/A12.15107.64113.761.06110202.781.8405/09/21
BlueMountain CLO XXVI D2 BlueMountain CLO XXVIBB+ (sf)N/A12.15107.64113.761.06110202.781.8405/09/21
BlueMountain CLO XXVI E BlueMountain CLO XXVIBB- (sf)N/A8.66104.29109.411.05105175.071.6705/09/21
Anchorage Capital CLO 3-R B Anchorage Capital CLO 3-RAA+ (sf)AA26.98129.01136.711.06120444.743.7105/09/21
AIG CLO 2018-1 A2B AIG CLO 2018-1AA+ (sf)N/A36.13121.6130.821.08120282.962.3605/09/21
AIG CLO 2018-1 B AIG CLO 2018-1AA+ (sf)AA23.56121.6130.821.08120282.962.3605/09/21
Cathedral Lake II CLO BR Cathedral Lake IIAA+ (sf)AA22.49121.7127.541.05120273.132.2805/09/21
Benefit Street Partners CLOV-B A1A Benefit Street Partners CLOV-BAA+ (sf)AAA36.35114118.781.04110275.252.505/09/21
Benefit Street Partners CLOV-B A1B Benefit Street Partners CLOV-BAA+ (sf)AAA34.29114118.781.04110275.252.505/09/21
Benefit Street Partners CLOV-B A2 Benefit Street Partners CLOV-BAA+ (sf)AA24.03114118.781.04110275.252.505/09/21
Benefit Street Partners CLOV-B B Benefit Street Partners CLOV-BBBB+ (sf)A15.81114118.781.04110275.252.505/09/21
Benefit Street Partners CLOV-B C Benefit Street Partners CLOV-BBB+ (sf)BBB-9.65107.4110.691.03105238.42.2705/09/21
Benefit Street Partners CLOV-B D Benefit Street Partners CLOV-BB+ (sf)BB-6.06104.3106.451.02   05/09/21
Carlyle U.S. CLO 2018-1 B Carlyle U.S. CLO 2018-1A+ (sf)A18.27116.4121.571.04115316.912.7605/09/21
CIFC Funding 2018-III CLO B CIFC Funding 2018-IIIAA+ (sf)AA24.4122.9132.241.08120324.142.705/09/21
Benefit Street Partners CLO XV A1 Benefit Street Partners CLO XVAA+ (sf)AAA34.89117.84122.711.04110300.022.7305/09/21
Benefit Street Partners CLO XV A2A Benefit Street Partners CLO XVAA+ (sf)AA24.41117.84122.711.04110300.022.7305/09/21
Benefit Street Partners CLO XV A2B Benefit Street Partners CLO XVAA+ (sf)AA24.41117.84122.711.04110300.022.7305/09/21
Benefit Street Partners CLO XV B Benefit Street Partners CLO XVA (sf)A18.51117.84122.711.04110300.022.7305/09/21