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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
Cent CLO 19 B Cent CLO 19AA (sf)AA-30.41113.48142.271.25110140.891.2812/31/20
Barings CLO 2018-I A1 Barings CLO 2018-IAA (sf)AAA33.74113.95118.671.04110328.882.9912/31/20
Barings CLO 2018-I A2 Barings CLO 2018-IBBB- (sf)AA22.53113.95118.671.04110328.882.9912/31/20
Barings CLO 2018-I B Barings CLO 2018-IBB- (sf)A16.41113.95118.671.04110328.882.9912/31/20
Barings CLO 2018-I C Barings CLO 2018-IB (sf)BBB-10.29107.64110.581.03105283.572.712/31/20
Barings CLO 2018-I D Barings CLO 2018-ICC (sf)BB-6.21103.7105.771.02   12/31/20
Benefit Street Partners CLOV-B A1A Benefit Street Partners CLOV-BAA (sf)AAA36.3114118.131.04110268.282.4412/31/20
Benefit Street Partners CLOV-B A1B Benefit Street Partners CLOV-BAA- (sf)AAA34.25114118.131.04110268.282.4412/31/20
Benefit Street Partners CLOV-B A2 Benefit Street Partners CLOV-BBBB+ (sf)AA23.98114118.131.04110268.282.4412/31/20
Benefit Street Partners CLOV-B B Benefit Street Partners CLOV-BBB- (sf)A15.76114118.131.04110268.282.4412/31/20
Benefit Street Partners CLOV-B C Benefit Street Partners CLOV-BB- (sf)BBB-9.59107.4110.081.02105232.882.2212/31/20
Benefit Street Partners CLOV-B D Benefit Street Partners CLOV-BC (sf)BB-6104.3105.871.02   12/31/20
AMMC CLO 20 B AMMC CLO 20BBB- (sf)AA23.04121.71129.21.06120284.62.3712/31/20
BNPP IP CLO 2014-II AR BNPP IP CLO 2014-IIAA (sf)AAA61.6123.08146.651.19120397.533.3112/31/20
BNPP IP CLO 2014-II BR BNPP IP CLO 2014-IIAA (sf)AA+37.68123.08146.651.19120397.533.3112/31/20
BNPP IP CLO 2014-II CR BNPP IP CLO 2014-IIBB- (sf)A23.01113.53118.71.05115290.922.5312/31/20
BNPP IP CLO 2014-II DR BNPP IP CLO 2014-IIB- (sf)BB+12.3108.29104.030.96110227.172.0712/31/20
BNPP IP CLO 2014-II E BNPP IP CLO 2014-IID (sf)CCC+2.61104.4493.40.89105175.921.6812/31/20
Allegro CLO IX B1 Allegro CLO IXBBB+ (sf)AA23.93123.5131.461.06120329.52.7512/31/20
Allegro CLO IX B2 Allegro CLO IXBBB+ (sf)AA23.93123.5131.461.06120329.52.7512/31/20
Ballyrock CLO 2018-1 A1 Ballyrock CLO 2018-1AA (sf)AAA34.41115.6121.191.05115336.892.9312/31/20
Ballyrock CLO 2018-1 A2 Ballyrock CLO 2018-1A- (sf)AA22.72115.6121.191.05115336.892.9312/31/20
Ballyrock CLO 2018-1 B Ballyrock CLO 2018-1BB+ (sf)A17.74115.6121.191.05115336.892.9312/31/20
Ballyrock CLO 2018-1 C Ballyrock CLO 2018-1B+ (sf)BBB-10.93108.2111.921.03110279.482.5412/31/20
Ballyrock CLO 2018-1 D Ballyrock CLO 2018-1B- (sf)BB-6.45104.7106.571.02105232.912.2212/31/20
Ballyrock CLO 2018-1 E Ballyrock CLO 2018-1D (sf)B-4.42      12/31/20
Canyon CLO 2016-1 BR Canyon CLO 2016-1BBB- (sf)AA23.85123.5131.11.06120254.442.1212/31/20
Adams Mill CLO B1R Adams Mill CLOAA (sf)AA+29.86121.4138.771.14120291.282.4312/31/20
Adams Mill CLO B2R Adams Mill CLOAA (sf)AA+29.86121.4138.771.14120291.282.4312/31/20
Cedar Funding IV CLO BR Cedar Funding IV CLOBBB- (sf)AA22.21119128.121.08120284.062.3712/31/20
Catamaran CLO 2016-1 B Catamaran CLO 2016-1BB- (sf)A16.7114119.671.05115224.861.9612/31/20
CFIP CLO 2018-1 B CFIP CLO 2018-1A- (sf)AA25.17121.6133.381.1120280.722.3412/31/20
Carlyle Global Market Strategies CLO 2013-2 YR Carlyle Global Market Strategies CLO 2013-2NRAAA 120.3126.211.05120401.863.3512/31/20
Carlyle Global Market Strategies CLO 2013-2 AR Carlyle Global Market Strategies CLO 2013-2AA (sf)AAA35.87120.3126.211.05120401.863.3512/31/20
Carlyle Global Market Strategies CLO 2013-2 BR Carlyle Global Market Strategies CLO 2013-2BBB- (sf)AA21.95120.3126.211.05120401.863.3512/31/20
Carlyle Global Market Strategies CLO 2013-2 CR Carlyle Global Market Strategies CLO 2013-2BB- (sf)A15.76112.7116.941.04110357.733.2512/31/20
Carlyle Global Market Strategies CLO 2013-2 DR Carlyle Global Market Strategies CLO 2013-2B (sf)BB+10.14107.2109.621.02105314.132.9912/31/20
Carlyle Global Market Strategies CLO 2013-2 ER Carlyle Global Market Strategies CLO 2013-2CCC- (sf)B-5.21102.8103.931.01   12/31/20
Birch Grove CLO A Birch Grove CLOAA (sf)AAA36.39122.45133.221.09120276.82.3112/31/20
Birch Grove CLO B1 Birch Grove CLOBBB- (sf)AA24.96122.45133.221.09120276.82.3112/31/20
Birch Grove CLO B2 Birch Grove CLOBBB- (sf)AA24.96122.45133.221.09120276.82.3112/31/20
Birch Grove CLO C Birch Grove CLOBB- (sf)A20.24116.61125.331.07115251.112.1812/31/20
Birch Grove CLO D Birch Grove CLOB (sf)BBB-14.28109.94116.611.06110217.961.9812/31/20
Birch Grove CLO E Birch Grove CLOB- (sf)BB-9.06105.29109.921.04105182.341.7412/31/20
Battalion CLO XV A1 Battalion CLO XVAA (sf)AAA38.13121.58131.761.08120315.812.6312/31/20
Battalion CLO XV A2 Battalion CLO XVAA (sf)N/A35.64121.58131.761.08120315.812.6312/31/20
Battalion CLO XV B Battalion CLO XVA- (sf)AA24.16121.58131.761.08120315.812.6312/31/20
Battalion CLO XV C Battalion CLO XVBB- (sf)A19.17115.46123.621.07115287.192.512/31/20
Battalion CLO XV D Battalion CLO XVB+ (sf)BBB12.68108.29114.441.06110246.392.2412/31/20
Battalion CLO XV E Battalion CLO XVB- (sf)BB-9.19104.89110.041.05   12/31/20