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 VII A2R Benefit Street Partners CLO VIIAA (sf)AA35.33113.65124.621.1105361.473.4412/31/20
Benefit Street Partners CLO VII BR Benefit Street Partners CLO VIIA- (sf)A23.87113.65124.621.1105361.473.4412/31/20
Benefit Street Partners CLO VII CR Benefit Street Partners CLO VIIBB- (sf)BBB15.7108.5114.171.051023022.9612/31/20
Benefit Street Partners CLO VII D Benefit Street Partners CLO VIIB- (sf)BB-8.28104.7106.111.01101229.852.2812/31/20
Apex Credit CLO 2019 B Apex Credit CLO 2019BB- (sf)A18.59115.46121.581.05110259.022.3512/31/20
Benefit Street Partners CLO XI A1R Benefit Street Partners CLO XIAA (sf)AAA34.28114.85119.61.04115310.382.712/31/20
Benefit Street Partners CLO XI A2R Benefit Street Partners CLO XIBBB- (sf)AA+23.58114.85119.61.04115310.382.712/31/20
Benefit Street Partners CLO XI B Benefit Street Partners CLO XIBB- (sf)A17.06114.85119.61.04115310.382.712/31/20
Benefit Street Partners CLO XI C Benefit Street Partners CLO XIB (sf)BBB-10.54107.9110.881.03110254.492.3112/31/20
Benefit Street Partners CLO XI D Benefit Street Partners CLO XID (sf)BB-6.26103.7105.821.02105211.352.0112/31/20
Benefit Street Partners CLO XI E Benefit Street Partners CLO XID (sf)B-4.63      12/31/20
1828 CLO A2RB1R 1828 CLOA- (sf)AA-22.78116.1120.431.04110236.842.1512/31/20
1828 CLO A2RB2R 1828 CLOA- (sf)AA-22.78116.1120.431.04110236.842.1512/31/20
1828 CLO A2RB3R 1828 CLOA- (sf)AA-22.78116.1120.431.04110236.842.1512/31/20
1828 CLO A2RB4R 1828 CLOA- (sf)AA-22.78116.1120.431.04110236.842.1512/31/20
1828 CLO BRAR 1828 CLONRA- 116.1120.431.04110236.842.1512/31/20
1828 CLO BRB3R 1828 CLOBB- (sf)A-17.48116.1120.431.04110236.842.1512/31/20
Benefit Street Partners CLO XVIII A Benefit Street Partners CLO XVIIIAA (sf)AAA37.02122.45132.491.08120278.852.3212/31/20
Benefit Street Partners CLO XVIII B Benefit Street Partners CLO XVIIIA- (sf)AA24.52122.45132.491.08120278.852.3212/31/20
Benefit Street Partners CLO XVIII C Benefit Street Partners CLO XVIIIBB- (sf)A18.52114.7122.741.07110244.82.2312/31/20
Benefit Street Partners CLO XVIII D Benefit Street Partners CLO XVIIIB (sf)BBB-12.53108.29114.321.06105208.871.9912/31/20
Benefit Street Partners CLO XVIII E Benefit Street Partners CLO XVIIICCC+ (sf)BB-8.63104.41109.441.05   12/31/20
1828 CLO BRB4R 1828 CLOBB- (sf)A-17.48116.1120.431.04110236.842.1512/31/20
Catskill Park CLO A1B Catskill Park CLOAA (sf)AAA32.96114.82119.711.04115260.142.2612/31/20
Catskill Park CLO B Catskill Park CLOBB- (sf)A16.9114.82119.711.04115260.142.2612/31/20
Carlyle U.S. CLO 2018-2 B Carlyle U.S. CLO 2018-2BB- (sf)A17.19113.95119.691.05115287.452.512/31/20
Bain Capital Credit CLO 2018-1 A1 Bain Capital Credit CLO 2018-1AA (sf)AAA41.84120.5126.971.05120380.053.1712/31/20
Bain Capital Credit CLO 2018-1 A2 Bain Capital Credit CLO 2018-1AA- (sf)N/A34.58120.5126.971.05120380.053.1712/31/20
Bain Capital Credit CLO 2018-1 B Bain Capital Credit CLO 2018-1BBB- (sf)AA21.7120.5126.971.05120380.053.1712/31/20
Allegro CLO V B Allegro CLO VBBB- (sf)AA22.54122.6128.761.05120308.112.5712/31/20
ALM VII(R) CLO BR ALM VII(R)BB- (sf)A17.81116120.931.04110244.152.2212/31/20
Bain Capital Credit CLO 2018-1 C Bain Capital Credit CLO 2018-1BB- (sf)A15.87113.5118.171.04115340.622.9612/31/20
Bain Capital Credit CLO 2018-1 D Bain Capital Credit CLO 2018-1B (sf)BBB-10.05107.6110.521.03110295.142.6812/31/20
Bain Capital Credit CLO 2018-1 E Bain Capital Credit CLO 2018-1CCC- (sf)B+5.96104.7105.711.01105250.322.3812/31/20
Cathedral Lake CLO 2013 BR Cathedral Lake CLO 2013BB- (sf)A16.07112117.511.05112.5244.692.1812/31/20
AIMCO CLO Series 2018-A B AIMCO CLO Series 2018-ABBB+ (sf)AA+24.23122.5131.341.07120338.582.8212/31/20
BlueMountain CLO XXII A1 BlueMountain CLO XXIIAA (sf)AAA37127.791351.06120369.783.0812/31/20
BlueMountain CLO XXII A2 BlueMountain CLO XXIIA+ (sf)N/A34.48127.791351.06120369.783.0812/31/20
BlueMountain CLO XXII B BlueMountain CLO XXIIBBB (sf)AA26.85127.791351.06120369.783.0812/31/20
BlueMountain CLO XXII C BlueMountain CLO XXIIBB- (sf)A16.83113.19118.751.05115303.522.6412/31/20
BlueMountain CLO XXII D BlueMountain CLO XXIIB (sf)BBB-11.79108.27111.961.03110269.262.4512/31/20
BlueMountain CLO XXII E BlueMountain CLO XXIICCC- (sf)BB-7.51103.98106.781.03105231.252.212/31/20
Bristol Park CLO AR Bristol Park CLOAA (sf)AAA34.22121.58129.971.07120362.033.0212/31/20
Bristol Park CLO BR Bristol Park CLOBBB- (sf)AA23.09121.58129.971.07120362.033.0212/31/20
Bristol Park CLO CR Bristol Park CLOBB- (sf)A17.02113.95120.461.06110319.42.912/31/20
Bristol Park CLO DR Bristol Park CLOB (sf)BBB-11.22107.64112.61.05105274.442.6112/31/20
Bristol Park CLO ER Bristol Park CLOCCC- (sf)BB-6.65103.4107.071.04   12/31/20
Barings CLO 2018-III X Barings CLO 2018-IIINRN/A 122127.031.04120351.522.9312/31/20
Barings CLO 2018-III A1 Barings CLO 2018-IIIAA (sf)AAA38.26122127.031.04120351.522.9312/31/20
Barings CLO 2018-III A2 Barings CLO 2018-IIIAA- (sf)AAA33.12122127.031.04120351.522.9312/31/20