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
Benefit Street Partners CLO XV C Benefit Street Partners CLO XVBB+ (sf)BBB-12.51110.28114.291.04105260.022.4805/09/21
Benefit Street Partners CLO XV D Benefit Street Partners CLO XVBB- (sf)BB-6.91104.29107.421.03102209.712.0605/09/21
Benefit Street Partners CLO XV E Benefit Street Partners CLO XVCCC- (sf)CCC+5.38      05/09/21
MP CLO VIII (Previously ACAS CLO 2015-2) BR MP CLO VIII (Previously ACAS CLO 2015-2)AA+ (sf)AAA31.47126.8139.271.1120387.153.2305/09/21
BlueMountain CLO 2018-1 X BlueMountain CLO 2018-1NRAAA 121.62127.811.05120340.22.8305/09/21
BlueMountain CLO 2018-1 A1 BlueMountain CLO 2018-1AA+ (sf)AAA38.04121.62127.811.05120340.22.8305/09/21
BlueMountain CLO 2018-1 A2 BlueMountain CLO 2018-1AA+ (sf)N/A34.69121.62127.811.05120340.22.8305/09/21
BlueMountain CLO 2018-1 B BlueMountain CLO 2018-1AA+ (sf)AA22.63121.62127.811.05120340.22.8305/09/21
BlueMountain CLO 2018-1 C BlueMountain CLO 2018-1BBB+ (sf)A16.49114.02118.411.04115301.972.6305/09/21
BlueMountain CLO 2018-1 D BlueMountain CLO 2018-1BB+ (sf)BBB-10.24107.58110.161.02110259.172.3605/09/21
BlueMountain CLO 2018-1 E BlueMountain CLO 2018-1BB- (sf)B+6.22104.75105.441.01105221.082.1105/09/21
BlueMountain CLO 2018-1 F BlueMountain CLO 2018-1CCC- (sf)CCC+4.09      05/09/21
522 Funding CLO 2018-3(A) (previously Assurant CLO III) B 522 Funding CLO 2018-3(A) (previously Assurant CLO III)AA+ (sf)AA24.72123.86131.531.06120307.842.5705/09/21
Carlyle Global Market Strategies CLO 2014-2-R X Carlyle Global Market Strategies CLO 2014-2-RAA+ (sf)AAA 114.97119.371.04110301.432.7405/09/21
Carlyle Global Market Strategies CLO 2014-2-R A1 Carlyle Global Market Strategies CLO 2014-2-RAA+ (sf)AAA36.54114.97119.371.04110301.432.7405/09/21
Carlyle Global Market Strategies CLO 2014-2-R A2 Carlyle Global Market Strategies CLO 2014-2-RAA+ (sf)N/A33.1114.97119.371.04110301.432.7405/09/21
Carlyle Global Market Strategies CLO 2014-2-R A3 Carlyle Global Market Strategies CLO 2014-2-RAA+ (sf)AA22.77114.97119.371.04110301.432.7405/09/21
Carlyle Global Market Strategies CLO 2014-2-R B Carlyle Global Market Strategies CLO 2014-2-RA- (sf)A16.23114.97119.371.04110301.432.7405/09/21
Carlyle Global Market Strategies CLO 2014-2-R C Carlyle Global Market Strategies CLO 2014-2-RBB+ (sf)BBB-10.03108.65111.151.02105259.512.4705/09/21
Carlyle Global Market Strategies CLO 2014-2-R D Carlyle Global Market Strategies CLO 2014-2-RBB- (sf)B+5.9104.71106.271.01   05/09/21
Carlyle Global Market Strategies CLO 2014-2-R E Carlyle Global Market Strategies CLO 2014-2-RCCC- (sf)CCC+3.64      05/09/21
Ballyrock CLO 2018-1 A1 Ballyrock CLO 2018-1AA+ (sf)AAA34.36115.6121.451.05115354.733.0805/09/21
Ballyrock CLO 2018-1 A2 Ballyrock CLO 2018-1AA+ (sf)AA22.65115.6121.451.05115354.733.0805/09/21
Ballyrock CLO 2018-1 B Ballyrock CLO 2018-1AA- (sf)A17.66115.6121.451.05115354.733.0805/09/21
Ballyrock CLO 2018-1 C Ballyrock CLO 2018-1BBB+ (sf)BBB-10.85108.2112.171.04110294.412.6805/09/21
Ballyrock CLO 2018-1 D Ballyrock CLO 2018-1BB (sf)BB-6.37104.7106.81.02105245.472.3405/09/21
Ballyrock CLO 2018-1 E Ballyrock CLO 2018-1B+ (sf)B-4.33      05/09/21
Crestline Denali CLO XVI B Crestline Denali CLO XVIA+ (sf)AA21.92121.58128.081.05120361.293.0105/09/21
Allegro CLO V B Allegro CLO VAA+ (sf)N/A22.54122.6128.761.05120308.112.5705/09/21
Canyon Capital CLO 2014-1 A1BR Canyon Capital CLO 2014-1AA+ (sf)AAA32.18114118.551.04115283.752.4705/09/21
Canyon Capital CLO 2014-1 BR Canyon Capital CLO 2014-1BBB+ (sf)A15.73114118.551.04115283.752.4705/09/21
Bean Creek CLO XR Bean Creek CLOAA+ (sf)AAA 121.6129.231.06120279.192.3305/09/21
Bean Creek CLO AR Bean Creek CLOAA+ (sf)AAA33.4121.6129.231.06120279.192.3305/09/21
Bean Creek CLO BR Bean Creek CLOAA+ (sf)AA22.72121.6129.231.06120279.192.3305/09/21
Bean Creek CLO CR Bean Creek CLOA (sf)A16.62114119.781.05115253.122.205/09/21
Bean Creek CLO DR Bean Creek CLOBB+ (sf)BBB-10.78108111.931.04110224.912.0405/09/21
Bean Creek CLO ER Bean Creek CLOBB- (sf)BB-6.46104.2106.761.02105192.961.8405/09/21
Carlyle Global Market Strategies CLO 2015-5 A1R Carlyle Global Market Strategies CLO 2015-5AA+ (sf)AAA36.35117.7122.341.04115250.662.1805/09/21
Carlyle Global Market Strategies CLO 2015-5 A2R Carlyle Global Market Strategies CLO 2015-5AA+ (sf)AA23.07117.7122.341.04115250.662.1805/09/21
Carlyle Global Market Strategies CLO 2015-5 BR Carlyle Global Market Strategies CLO 2015-5A+ (sf)A18.35117.7122.341.04115250.662.1805/09/21
Carlyle Global Market Strategies CLO 2015-5 CR Carlyle Global Market Strategies CLO 2015-5BB+ (sf)BBB-12.15110.8113.711.03110213.031.9405/09/21
Carlyle Global Market Strategies CLO 2015-5 DR Carlyle Global Market Strategies CLO 2015-5BB- (sf)B+6.05105.3106.331.01105169.431.6105/09/21
Crown Point CLO 5 B Crown Point CLO 5AA+ (sf)AA25.29121.58131.911.08120356.512.9705/09/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) X Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)NRAAA 126.4132.561.05120310.192.5805/09/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) AR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)AA+ (sf)AAA37.08126.4132.561.05120310.192.5805/09/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) BR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)AA+ (sf)N/A24.8126.4132.561.05120310.192.5805/09/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) CR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)BBB+ (sf)N/A15.48113.8117.951.04110255.052.3205/09/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) DR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)BB (sf)N/A10.04108110.811.03105222.952.1205/09/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) E Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)B+ (sf)N/A6.26104.9106.351.01   05/09/21
Carlyle U.S. CLO 2017-3 A1B Carlyle U.S. CLO 2017-3AA+ (sf)N/A33.08114.2118.031.03115259.942.2605/09/21