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
ALM XIX CLO BR2 ALM XIXBB- (sf)A16.23112.7118.241.05110320.542.9101/27/21
Crown Point CLO 6 B Crown Point CLO 6BBB- (sf)AA23.83123.65127.051.03120312.12.601/27/21
Crestline Denali CLO XV B Crestline Denali CLO XVBB+ (sf)AA21.92121.57127.521.05120331.662.7601/27/21
Dryden XXV Senior Loan Fund CLO BRR Dryden XXV Senior Loan FundA- (sf)AA24.83121.8131.191.08120381.213.1801/27/21
522 Funding CLO 2018-3(A) (previously Assurant CLO III) B 522 Funding CLO 2018-3(A) (previously Assurant CLO III)A- (sf)AA24.54123.86131.171.06120325.072.7101/27/21
Cutwater 2014-I CLO A1BR Cutwater 2014-IAA (sf)AAA59.84115.65127.441.1110343.153.1201/27/21
Cutwater 2014-I CLO BR Cutwater 2014-IA- (sf)AA-27.38115.65127.441.1110343.153.1201/27/21
Anchorage Credit Funding 7 CLO B Anchorage Credit Funding 7A- (sf)AA-40.93153.3168.951.1110201.541.8301/27/21
BlueMountain CLO 2015-2 A1R BlueMountain CLO 2015-2AA (sf)AAA37.86125.82129.521.03120383.323.1901/27/21
BlueMountain CLO 2015-2 BR BlueMountain CLO 2015-2BBB (sf)AA25.66125.82129.521.03120383.323.1901/27/21
BlueMountain CLO 2015-2 CR BlueMountain CLO 2015-2BB- (sf)A16.06113.44115.41.02115314.132.7301/27/21
BlueMountain CLO 2015-2 DR BlueMountain CLO 2015-2B- (sf)BBB-11.06107.98109.191.01107.5279.872.601/27/21
BlueMountain CLO 2015-2 ER BlueMountain CLO 2015-2C (sf)B5.9103103.451102.5232.482.2701/27/21
BlueMountain CLO 2015-2 F BlueMountain CLO 2015-2D (sf)CCC+3.75101.68101.231   01/27/21
Flagship CLO VIII BRR Flagship CLO VIIIAA (sf)AA44.08123151.721.23120405.443.3801/27/21
ARES XXXVR CLO B ARES XXXVR CLOBBB- (sf)AA23.94124.2131.161.06120370.793.0901/27/21
Benefit Street Partners CLO II A1R Benefit Street Partners CLO IIAA (sf)AAA35.88114.1116.951.02115249.442.1701/27/21
Benefit Street Partners CLO II X Benefit Street Partners CLO IIAA (sf)AAA 114.1116.951.02115249.442.1701/27/21
Benefit Street Partners CLO II A2R Benefit Street Partners CLO IIBBB- (sf)AA22.96114.1116.951.02115249.442.1701/27/21
Benefit Street Partners CLO II BR Benefit Street Partners CLO IIBB- (sf)A14.62114.1116.951.02115249.442.1701/27/21
Benefit Street Partners CLO II CR Benefit Street Partners CLO IIB- (sf)BB+8.76108.3109.431.01110215.031.9501/27/21
Benefit Street Partners CLO II DR Benefit Street Partners CLO IID (sf)B-4.06103.5104.081.01105180.641.7201/27/21
Dryden 36 Senior Loan Fund CLO BR3 Dryden 36 Senior Loan FundA- (sf)N/A24.27122.1131.041.07120294.182.4501/27/21
Allegro CLO II-S B Allegro CLO II-SBB- (sf)A18.01116.7121.511.04112.5352.453.1301/27/21
Apidos CLO XXXII B1 Apidos CLO XXXIIBBB- (sf)AA23.82121.58130.91.08120278.312.3201/27/21
Denali Capital CLO X B1LR Denali Capital CLO XB- (sf)BBB-11.04      01/27/21
Denali Capital CLO X B2LR Denali Capital CLO XD (sf)BB-6.7      01/27/21
Denali Capital CLO X B3LR Denali Capital CLO XD (sf)B-5.25      01/27/21
Apidos CLO XXXII B2 Apidos CLO XXXIIBBB- (sf)AA23.82121.58130.91.08120278.312.3201/27/21
Battery Park CLO X Battery Park CLOAA (sf)AAA 113.7120.421.06110227.942.0701/27/21
Battery Park CLO AL Battery Park CLOA+ (sf)N/A24.79113.7120.421.06110227.942.0701/27/21
Battery Park CLO B1 Battery Park CLOBB- (sf)A17.27113.7120.421.06110227.942.0701/27/21
Battery Park CLO B2 Battery Park CLOBB- (sf)A17.27113.7120.421.06110227.942.0701/27/21
Battery Park CLO C Battery Park CLOB (sf)BBB-12.26108.3113.541.05105201.911.9201/27/21
Battery Park CLO D Battery Park CLOCCC (sf)BB-8.5105.1108.881.04   01/27/21
Atlas Senior Loan Fund VIII CLO B Atlas Senior Loan Fund VIIIA- (sf)AA22.88123.42129.361.05120269.572.2501/27/21
Anchorage Capital CLO 13 B Anchorage Capital CLO 13BBB- (sf)AA26.45127.4135.311.06120296.922.4701/27/21
CIFC Funding 2019-III CLO A1B CIFC Funding 2019-IIIAA- (sf)N/A34.81116.4124.021.07115243.982.1201/27/21
CIFC Funding 2019-III CLO B CIFC Funding 2019-IIIBB- (sf)A19.37116.4124.021.07115243.982.1201/27/21
Apidos CLO XII BR Apidos CLO XIIA- (sf)AA22.59123.05128.861.05120336.622.8101/27/21
Carlyle U.S. CLO 2018-4 A1B Carlyle U.S. CLO 2018-4AA- (sf)AAA34.88115.2122.811.07115287.582.501/27/21
Carlyle U.S. CLO 2018-4 B Carlyle U.S. CLO 2018-4BB- (sf)A18.69115.2122.811.07115287.582.501/27/21
Bain Capital Credit CLO 2019-1 A1A Bain Capital Credit CLO 2019-1AA (sf)AAA41.03122.45130.581.07120259.452.1601/27/21
Bain Capital Credit CLO 2019-1 A1B Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1601/27/21
Bain Capital Credit CLO 2019-1 A2L Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1601/27/21
Bain Capital Credit CLO 2019-1 A2F Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1601/27/21
Bain Capital Credit CLO 2019-1 B Bain Capital Credit CLO 2019-1BBB- (sf)AA23.6122.45130.581.07120259.452.1601/27/21
Bain Capital Credit CLO 2019-1 C Bain Capital Credit CLO 2019-1BB- (sf)A17.53114.7120.961.05110230.342.0901/27/21
Bain Capital Credit CLO 2019-1 D Bain Capital Credit CLO 2019-1B- (sf)BBB-11.66108.55112.931.04105200.651.9101/27/21
Bain Capital Credit CLO 2019-1 E Bain Capital Credit CLO 2019-1D (sf)BB-6.91104.2107.161.03   01/27/21