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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
Battalion CLO X A1R Battalion CLO XAA (sf)AAA35.87116.92125.131.07115300.192.6110/29/20
Battalion CLO X A2R Battalion CLO XA- (sf)AA+26.44116.92125.131.07115300.192.6110/29/20
Battalion CLO X BR Battalion CLO XBBB- (sf)A21.02116.92125.131.07115300.192.6110/29/20
Battalion CLO X CR Battalion CLO XBB- (sf)BBB-14.6109.54115.731.06110254.162.3110/29/20
Battalion CLO X DR Battalion CLO XB- (sf)BB-9.18104.64108.821.04105204.721.9510/29/20
Ares LV CLO B Ares LV CLOBBB+ (sf)AA27.14127.55137.161.08120226.361.8910/29/20
Anchorage Credit Funding 9 CLO CB Anchorage Credit Funding 9BBB- (sf)N/A34.29144.2150.941.05105181.51.7310/29/20
Anchorage Credit Funding 9 CLO EB Anchorage Credit Funding 9B+ (sf)N/A24.37127.9131.141.03   10/29/20
BlueMountain CLO XXII A1 BlueMountain CLO XXIIAA (sf)AAA37.08127.79135.21.06120356.342.9710/29/20
BlueMountain CLO XXII A2 BlueMountain CLO XXIIA- (sf)N/A34.57127.79135.21.06120356.342.9710/29/20
BlueMountain CLO XXII B BlueMountain CLO XXIIBBB- (sf)AA26.94127.79135.21.06120356.342.9710/29/20
BlueMountain CLO XXII C BlueMountain CLO XXIIBB- (sf)A16.94113.19118.921.05115293.022.5510/29/20
BlueMountain CLO XXII D BlueMountain CLO XXIIB- (sf)BBB-11.9108.27112.121.04110260.332.3710/29/20
BlueMountain CLO XXII E BlueMountain CLO XXIIC (sf)BB-7.62103.98106.931.03105224.112.1310/29/20
ALM VII(R) CLO BR ALM VII(R)BB- (sf)A17.81116120.931.04110244.152.2210/29/20
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