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 X A1R Benefit Street Partners CLO XAA (sf)AAA34.48115118.31.03110267.052.4310/29/20
Benefit Street Partners CLO X A2R Benefit Street Partners CLO XBBB- (sf)AA22.2115118.31.03110267.052.4310/29/20
Benefit Street Partners CLO X BR Benefit Street Partners CLO XBB- (sf)A16.05115118.31.03110267.052.4310/29/20
Benefit Street Partners CLO X CR Benefit Street Partners CLO XB- (sf)BBB-9.91107.6110.231.02105227.662.1710/29/20
Benefit Street Partners CLO X DR Benefit Street Partners CLO XD (sf)B5.82103.7105.441.02   10/29/20
BlueMountain CLO 2015-3 XR BlueMountain CLO 2015-3NRN/A 113.95117.451.03115312.32.7210/29/20
Allegro CLO IV BR Allegro CLO IVBBB- (sf)AA21.75122.3127.081.04120325.82.7210/29/20
Benefit Street Partners CLOV-B A1A Benefit Street Partners CLOV-BAA (sf)AAA36.3114118.131.04110268.282.4410/29/20
Benefit Street Partners CLOV-B A1B Benefit Street Partners CLOV-BAA- (sf)AAA34.25114118.131.04110268.282.4410/29/20
Benefit Street Partners CLOV-B A2 Benefit Street Partners CLOV-BBBB (sf)AA23.98114118.131.04110268.282.4410/29/20
Benefit Street Partners CLOV-B B Benefit Street Partners CLOV-BBB- (sf)A15.76114118.131.04110268.282.4410/29/20
Benefit Street Partners CLOV-B C Benefit Street Partners CLOV-BB- (sf)BBB-9.59107.4110.081.02105232.882.2210/29/20
Benefit Street Partners CLOV-B D Benefit Street Partners CLOV-BC (sf)BB-6104.3105.871.02   10/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) XR Barings CLO 2015-I (previously Babson CLO 2015-I)AA (sf)AAA 125.51129.681.03110374.013.410/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) AR Barings CLO 2015-I (previously Babson CLO 2015-I)AA (sf)AAA34.07125.51129.681.03110374.013.410/29/20
BlueMountain Fuji U.S. CLO II A2 BlueMountain Fuji U.S. CLO IIBBB- (sf)AA23.26113.4118.211.04115283.622.4710/29/20
BlueMountain Fuji U.S. CLO II B BlueMountain Fuji U.S. CLO IIB+ (sf)A16.79113.4118.211.04115283.622.4710/29/20
BlueMountain Fuji U.S. CLO II C BlueMountain Fuji U.S. CLO IIB- (sf)BBB-10.74107.1110.191.03110246.912.2410/29/20
BlueMountain Fuji U.S. CLO II D BlueMountain Fuji U.S. CLO IIC (sf)BB-7.1104.7105.881.01105214.252.0410/29/20
Benefit Street Partners CLO VI X Benefit Street Partners CLO VINRAAA 113117.231.04110254.122.3110/29/20
Benefit Street Partners CLO VI A1R Benefit Street Partners CLO VIAA (sf)AAA34.97113117.231.04110254.122.3110/29/20
Benefit Street Partners CLO VI A2R Benefit Street Partners CLO VIBBB- (sf)AA21.68113117.231.04110254.122.3110/29/20
Benefit Street Partners CLO VI BR Benefit Street Partners CLO VIB+ (sf)A15.08113117.231.04110254.122.3110/29/20
Benefit Street Partners CLO VI CR Benefit Street Partners CLO VIB- (sf)BBB-10.23107.9110.91.03105225.572.1510/29/20
Benefit Street Partners CLO VI DR Benefit Street Partners CLO VID (sf)B5.13103.8104.941.01102.5185.511.8110/29/20
Cent CLO 24 B1R Cent CLO 24BB- (sf)A16.17113.4117.911.04115221.741.9310/29/20
Cent CLO 24 B2R Cent CLO 24BB- (sf)A16.17113.4117.911.04115221.741.9310/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) XR Barings CLO 2015-II (previously Babson CLO 2015-II)NRN/A 123.451281.04120311.582.610/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) AR Barings CLO 2015-II (previously Babson CLO 2015-II)AA (sf)AAA34.44123.451281.04120311.582.610/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) B1R Barings CLO 2015-II (previously Babson CLO 2015-II)BBB- (sf)AA22.66123.451281.04120311.582.610/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) B2R Barings CLO 2015-II (previously Babson CLO 2015-II)BBB- (sf)AA22.66123.451281.04120311.582.610/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) C1R Barings CLO 2015-II (previously Babson CLO 2015-II)BB- (sf)A17.54117.22120.051.02110284.132.5810/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) C2R Barings CLO 2015-II (previously Babson CLO 2015-II)BB- (sf)A17.54117.22120.051.02110284.132.5810/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) DR Barings CLO 2015-II (previously Babson CLO 2015-II)B (sf)BBB-11.14109.27111.41.021052452.3310/29/20
Carlyle U.S. CLO 2019-4 B Carlyle U.S. CLO 2019-4BB- (sf)A18113.95121.951.07115294.262.5610/29/20
Elevation CLO 2014-2 (previously Arrowpoint CLO 2014-2) BR Elevation CLO 2014-2 (previously Arrowpoint CLO 2014-2)BBB- (sf)AA22.02121.6127.881.05120300.72.5110/29/20
Avery Point V CLO BR Avery Point V CLOAA (sf)AAA39.38125.2152.891.22120378.853.1610/29/20
Carlyle C17 CLO BR Carlyle C17 CLOBB- (sf)A18.6116.4121.641.05115250.672.1810/29/20
Allegro CLO IX B1 Allegro CLO IXBBB- (sf)AA23.92123.5131.261.06120353.942.9510/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) BR Barings CLO 2015-I (previously Babson CLO 2015-I)BBB- (sf)AA23.43125.51129.681.03110374.013.410/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) CR Barings CLO 2015-I (previously Babson CLO 2015-I)BB- (sf)A17.6118.92120.51.01105334.923.1910/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) DR Barings CLO 2015-I (previously Babson CLO 2015-I)B (sf)BBB-10.41109.82110.831.01102283.092.7810/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) ER Barings CLO 2015-I (previously Babson CLO 2015-I)C (sf)BB-4.33103.45103.781101224.122.2210/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) FR Barings CLO 2015-I (previously Babson CLO 2015-I)D (sf)B-2.87      10/29/20
AIMCO CLO Series 2015-A BR AIMCO CLO Series 2015-AA- (sf)AA+23.82114.8122.151.06112.5351.233.1210/29/20
BlueMountain CLO 2015-3 A1R BlueMountain CLO 2015-3AA (sf)AAA36.26113.95117.451.03115312.32.7210/29/20
BlueMountain CLO 2015-3 A2R BlueMountain CLO 2015-3BBB- (sf)AA22.9113.95117.451.03115312.32.7210/29/20
BlueMountain CLO 2015-3 BR BlueMountain CLO 2015-3B+ (sf)A15.7113.95117.451.03115312.32.7210/29/20
BlueMountain CLO 2015-3 CR BlueMountain CLO 2015-3B- (sf)BBB-9.53107.64109.451.02110271.922.4710/29/20
BlueMountain CLO 2015-3 DR BlueMountain CLO 2015-3D (sf)B5.42103.7104.691.01105232.362.2110/29/20