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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
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
Battalion CLO IX AR Battalion CLO IXAA (sf)AAA35.12124.4132.341.06120389.243.2410/29/20
Denali Capital CLO X B1LR Denali Capital CLO XB- (sf)BBB-9.26      10/29/20
Denali Capital CLO X B2LR Denali Capital CLO XD (sf)BB-5.56      10/29/20
Denali Capital CLO X B3LR Denali Capital CLO XD (sf)B-4.33      10/29/20
Atlas Senior Loan Fund VIII CLO B Atlas Senior Loan Fund VIIIBBB- (sf)AA22.92123.42129.341.05120282.862.3610/29/20
Dryden 36 Senior Loan Fund CLO BR2 Dryden 36 Senior Loan FundBBB (sf)AA24.33122.1130.731.07120294.12.4510/29/20
Apidos CLO XXIII B1R Apidos CLO XXIIIA- (sf)AA28.55114.7121.571.06115219.091.9110/29/20
Apidos CLO XXIII B2R Apidos CLO XXIIIA- (sf)AA23.52114.7121.571.06115219.091.9110/29/20
Battalion CLO IX BR Battalion CLO IXA- (sf)AA25.74124.4132.341.06120389.243.2410/29/20
Battalion CLO IX CR Battalion CLO IXBB- (sf)A20.25117.2123.231.05110350.253.1810/29/20
Battalion CLO IX DR Battalion CLO IXB+ (sf)BBB-13.76109.7113.961.04105293.882.810/29/20
Battalion CLO IX ER Battalion CLO IXB- (sf)BB-8.17103.7107.031.03   10/29/20
Anchorage Capital CLO 5-R B Anchorage Capital CLO 5-RA- (sf)AA28.72131.91138.21.05120448.043.7310/29/20
Canyon CLO 2019-1 B Canyon CLO 2019-1BBB- (sf)AA23.41121.58129.661.07120292.082.4310/29/20
AIMCO CLO Series 2018-B A AIMCO CLO Series 2018-BAA (sf)AAA35.11123.25132.271.07120293.382.4410/29/20
AIMCO CLO Series 2018-B B AIMCO CLO Series 2018-BBBB- (sf)AA24.51123.25132.271.07120293.382.4410/29/20
AIMCO CLO Series 2018-B C AIMCO CLO Series 2018-BBB- (sf)A19.64116.95124.261.06110266.442.4210/29/20
AIMCO CLO Series 2018-B D AIMCO CLO Series 2018-BB (sf)BBB-13.28109.35115.141.05105229.912.1910/29/20
AIMCO CLO Series 2018-B E AIMCO CLO Series 2018-BCCC+ (sf)BB-8.16104.2108.721.04   10/29/20
BlueMountain CLO XXIII A1 BlueMountain CLO XXIIIAA (sf)AAA41.77121.6130.241.07120323.062.6910/29/20
BlueMountain CLO XXIII A2 BlueMountain CLO XXIIIAA- (sf)AAA35.97121.6130.241.07120323.062.6910/29/20
BlueMountain CLO XXIII B BlueMountain CLO XXIIIBBB- (sf)AA23.96121.6130.241.07120323.062.6910/29/20
BlueMountain CLO XXIII C BlueMountain CLO XXIIIBB- (sf)A18.21114.3121.081.06115288.542.5110/29/20
BlueMountain CLO XXIII D BlueMountain CLO XXIIIB- (sf)BBB-12.01107.7112.541.04110250.712.2810/29/20
BlueMountain CLO XXIII E BlueMountain CLO XXIIICCC- (sf)BB-8.61105.5108.351.03   10/29/20
BlueMountain Fuji U.S. CLO III A1 BlueMountain Fuji U.S. CLO IIIAA (sf)AAA39.79123.33130.541.06120353.152.9410/29/20
BlueMountain Fuji U.S. CLO III A2 BlueMountain Fuji U.S. CLO IIIA- (sf)AAA32.77123.33130.541.06120353.152.9410/29/20
BlueMountain Fuji U.S. CLO III B BlueMountain Fuji U.S. CLO IIIBBB- (sf)AA24.74123.33130.541.06120353.152.9410/29/20
CIFC Funding 2015-II CLO BR2 CIFC Funding 2015-IIBBB- (sf)AA23.42121.58129.611.07120348.92.9110/29/20
Canyon Capital CLO 2014-1 A1BR Canyon Capital CLO 2014-1AA- (sf)AAA32.34114118.521.04115307.792.6810/29/20
Canyon Capital CLO 2014-1 BR Canyon Capital CLO 2014-1BB- (sf)A15.93114118.521.04115307.792.6810/29/20
Bean Creek CLO XR Bean Creek CLOAA (sf)AAA 121.6129.171.06120270.762.2610/29/20
Bean Creek CLO AR Bean Creek CLOAA (sf)AAA33.49121.6129.171.06120270.762.2610/29/20
Bean Creek CLO BR Bean Creek CLOBBB- (sf)AA22.83121.6129.171.06120270.762.2610/29/20
Benefit Street Partners CLO XIX C Benefit Street Partners CLO XIXBB- (sf)A18.13113.95122.131.07115242.162.1110/29/20