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
AGL Core CLO 4 B AGL Core CLO 4AA (sf)AAA33.54141.25149.21.06   10/29/20
CBAM 2019-10 CLO A1A CBAM 2019-10AA (sf)AAA37.67125.6134.261.07120255.892.1310/29/20
CBAM 2019-10 CLO A1B CBAM 2019-10AA (sf)AAA37.67125.6134.261.07120255.892.1310/29/20
CBAM 2019-10 CLO A2 CBAM 2019-10AA- (sf)N/A35.79125.6134.261.07120255.892.1310/29/20
CBAM 2019-10 CLO B CBAM 2019-10A- (sf)AA25.86125.6134.261.07120255.892.1310/29/20
CBAM 2019-10 CLO C CBAM 2019-10BB- (sf)A20.71118.8125.541.06115232.122.0210/29/20
CBAM 2019-10 CLO D CBAM 2019-10B+ (sf)BBB-14.24111.2116.071.04110200.591.8210/29/20
CBAM 2019-10 CLO E CBAM 2019-10CC (sf)BB-7.83104.61081.03   10/29/20
BlueMountain Fuji U.S. CLO II A1A BlueMountain Fuji U.S. CLO IIAA (sf)AAA38.91113.4118.211.04115283.622.4710/29/20
BlueMountain CLO 2016-1 AR BlueMountain CLO 2016-1AA (sf)AAA37.53121.58126.531.04120391.023.2610/29/20
BlueMountain CLO 2016-1 BR BlueMountain CLO 2016-1BBB- (sf)AA23.14121.58126.531.04120391.023.2610/29/20
BlueMountain CLO 2016-1 CR BlueMountain CLO 2016-1BB- (sf)A15.95112.48115.751.03115337.522.9310/29/20
BlueMountain CLO 2016-1 DR BlueMountain CLO 2016-1B (sf)BBB11.43108.42109.861.01110301.792.7410/29/20
BlueMountain CLO 2016-1 ER BlueMountain CLO 2016-1CCC (sf)B+6.7104.7104.321105247.252.3510/29/20
Barings CLO 2018-III X Barings CLO 2018-IIINRN/A 122127.031.04120351.522.9310/29/20
Barings CLO 2018-III A1 Barings CLO 2018-IIIAA (sf)AAA38.26122127.031.04120351.522.9310/29/20
Barings CLO 2018-III A2 Barings CLO 2018-IIIA+ (sf)AAA33.12122127.031.04120351.522.9310/29/20
Barings CLO 2018-III B1 Barings CLO 2018-IIIBBB- (sf)AA22.06122127.031.04120351.522.9310/29/20
Barings CLO 2018-III B2R Barings CLO 2018-IIIBBB- (sf)N/A22.06122127.031.04120351.522.9310/29/20
Barings CLO 2018-III C Barings CLO 2018-IIIBB- (sf)A15.89114.8117.71.03110312.372.8410/29/20
Barings CLO 2018-III D Barings CLO 2018-IIIB- (sf)BBB-9.45108.1109.341.01105267.112.5410/29/20
Barings CLO 2018-III E Barings CLO 2018-IIID (sf)B+5.6104.5104.871   10/29/20
Barings CLO 2018-III F Barings CLO 2018-IIID (sf)CCC+3.8      10/29/20
CIFC Funding 2015-I CLO BRR CIFC Funding 2015-IBBB- (sf)AA22.88      10/29/20
Catamaran CLO 2013-1 BR Catamaran CLO 2013-1A- (sf)AA24.63121.26128.821.06120420.43.510/29/20
Battalion CLO XI X Battalion CLO XINRN/A 122.4130.71.07120340.142.8310/29/20
Battalion CLO XI A Battalion CLO XIAA (sf)AAA38.38122.4130.71.07120340.142.8310/29/20
Battalion CLO XI B Battalion CLO XIA- (sf)AA24.57122.4130.71.07120340.142.8310/29/20
Battalion CLO XI C Battalion CLO XIBB- (sf)A18.41114.4120.821.06112.5301.562.6810/29/20
Battalion CLO XI D Battalion CLO XIB (sf)BBB12.64108.3112.841.04107.5261.72.4310/29/20
Battalion CLO XI E Battalion CLO XIB- (sf)BB8.59104.2107.831.03105225.422.1510/29/20
Atlas Senior Loan Fund V CLO BR2 Atlas Senior Loan Fund VBBB- (sf)AA21.01120.8125.341.04120285.322.3810/29/20
Cedar Funding VIII CLO B Cedar Funding VIII CLOBBB- (sf)AA22.39121.5127.661.05120283.532.3610/29/20
Barings CLO 2016-I (previously Babson CLO 2016-I) XR Barings CLO 2016-I (previously Babson CLO 2016-I)NRAAA 125.6130.31.04120314.392.6210/29/20
Barings CLO 2016-I (previously Babson CLO 2016-I) A1R Barings CLO 2016-I (previously Babson CLO 2016-I)AA (sf)AAA38.43125.6130.31.04120314.392.6210/29/20
Barings CLO 2016-I (previously Babson CLO 2016-I) A2R Barings CLO 2016-I (previously Babson CLO 2016-I)A (sf)AAA33.26125.6130.31.04120314.392.6210/29/20
Barings CLO 2016-I (previously Babson CLO 2016-I) B1R Barings CLO 2016-I (previously Babson CLO 2016-I)BBB- (sf)AA24.2125.6130.31.04120314.392.6210/29/20
Barings CLO 2016-I (previously Babson CLO 2016-I) B2R Barings CLO 2016-I (previously Babson CLO 2016-I)BBB- (sf)AA24.2125.6130.31.04120314.392.6210/29/20
Barings CLO 2016-I (previously Babson CLO 2016-I) CR Barings CLO 2016-I (previously Babson CLO 2016-I)BB- (sf)A16.95116.8118.921.02115275.612.410/29/20
Barings CLO 2016-I (previously Babson CLO 2016-I) DR Barings CLO 2016-I (previously Babson CLO 2016-I)B (sf)BBB-11109.6110.971.01110241.32.1910/29/20
Barings CLO 2016-I (previously Babson CLO 2016-I) ER Barings CLO 2016-I (previously Babson CLO 2016-I)D (sf)BB-5.3104.7104.31105196.921.8810/29/20
Carlyle Global Market Strategies CLO 2012-4 BRR Carlyle Global Market Strategies CLO 2012-4BBB- (sf)AA22.85121.58128.111.05120273.452.2810/29/20
Carlyle Global Market Strategies CLO 2012-4 CRR Carlyle Global Market Strategies CLO 2012-4BB- (sf)A16.21113.21117.971.04115236.012.0510/29/20
Carlyle Global Market Strategies CLO 2012-4 DRR Carlyle Global Market Strategies CLO 2012-4B- (sf)BBB-11.1108.29111.191.03110207.271.8810/29/20
Carlyle Global Market Strategies CLO 2012-4 ERR Carlyle Global Market Strategies CLO 2012-4D (sf)B+6.51104.7105.721.01105172.871.6510/29/20
AMMC CLO 22 B AMMC CLO 22A- (sf)AA23.84121.6130.881.08120337.752.8110/29/20
AMMC CLO 22 E1B AMMC CLO 22B- (sf)BB8.47104.5108.911.04105225.162.1410/29/20
CIFC Funding 2018-I CLO B CIFC Funding 2018-IBBB- (sf)AA23.36121.6130.391.07120362.713.0210/29/20
Cathedral Lake II CLO BR Cathedral Lake IIBBB- (sf)AA22.06121.7127.91.05120274.562.2910/29/20
Anchorage Credit Funding 1 CLO BR Anchorage Credit Funding 1A- (sf)AA-37.89149.5159.271.07110207.151.8810/29/20