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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
CFIP CLO 2014-1 BR CFIP CLO 2014-1BBB- (sf)AA23.31124129.851.05120279.792.3310/29/20
Apidos CLO XXIV A1BR Apidos CLO XXIVAA- (sf)N/A34.04114.95119.831.04115264.572.310/29/20
Apidos CLO XXIV BR Apidos CLO XXIVBB- (sf)A16.79114.95119.831.04115264.572.310/29/20
Cathedral Lake III CLO BR Cathedral Lake IIIBBB- (sf)AA22.52122128.341.05120281.662.3510/29/20
BlueMountain CLO 2018-2 X BlueMountain CLO 2018-2AA (sf)AAA 124.99130.991.05120348.942.9110/29/20
BlueMountain CLO 2018-2 A BlueMountain CLO 2018-2AA (sf)AAA36.11124.99130.991.05120348.942.9110/29/20
BlueMountain CLO 2018-2 B BlueMountain CLO 2018-2BBB- (sf)AA24.72124.99130.991.05120348.942.9110/29/20
BlueMountain CLO 2018-2 C BlueMountain CLO 2018-2BB- (sf)A16.59113.95118.211.04115295.42.5710/29/20
BlueMountain CLO 2018-2 D BlueMountain CLO 2018-2B (sf)BBB-10.93108.29110.711.02110257.462.3410/29/20
Battalion CLO VII XRR Battalion CLO VIIAA (sf)AAA 116.34121.641.05115319.192.7810/29/20
Battalion CLO VII A1RR Battalion CLO VIIAA (sf)AAA37.44116.34121.641.05115319.192.7810/29/20
Battalion CLO VII A2RR Battalion CLO VIIA- (sf)AA25.83116.34121.641.05115319.192.7810/29/20
Battalion CLO VII BRR Battalion CLO VIIBB (sf)A20.82116.34121.641.05115319.192.7810/29/20
Battalion CLO VII CRR Battalion CLO VIIB+ (sf)BBB-14.49109.27113.231.04110275.582.5110/29/20
Battalion CLO VII DRR Battalion CLO VIIB- (sf)BB-8.95103.7106.771.03105221.222.1110/29/20
Battalion CLO VII ERR Battalion CLO VIID (sf)B-7.9      10/29/20
AMMC CLO 21 B AMMC CLO 21BBB- (sf)AA22.58122.6128.211.05120293.992.4510/29/20
Carlyle Global Market Strategies CLO 2015-4 A1R Carlyle Global Market Strategies CLO 2015-4AA (sf)AAA34.22117.3121.351.031152582.2410/29/20
Carlyle Global Market Strategies CLO 2015-4 A2R Carlyle Global Market Strategies CLO 2015-4BBB- (sf)AA23.28117.3121.351.031152582.2410/29/20
Carlyle Global Market Strategies CLO 2015-4 BR Carlyle Global Market Strategies CLO 2015-4BB- (sf)A18.23117.3121.351.031152582.2410/29/20
Carlyle Global Market Strategies CLO 2015-4 CR Carlyle Global Market Strategies CLO 2015-4B (sf)BB+11.98110.4112.741.02110220.05210/29/20
Carlyle Global Market Strategies CLO 2015-4 DR Carlyle Global Market Strategies CLO 2015-4D (sf)B+5.77104.2105.311.01105175.131.6710/29/20
Canyon CLO 2017-1 B Canyon CLO 2017-1BBB- (sf)AA23.45122.32130.081.06120306.952.5610/29/20
AMMC CLO XIV B1LR AMMC CLO XIVB+ (sf)BBB-11.23      10/29/20
AMMC CLO XIV B2L1R AMMC CLO XIVCC (sf)BB-5.54      10/29/20
Allegro CLO IX B2 Allegro CLO IXBBB- (sf)AA23.92123.5131.261.06120353.942.9510/29/20
Bain Capital Credit CLO 2019-3 C Bain Capital Credit CLO 2019-3B+ (sf)A-18.52114.7122.251.07115283.472.4610/29/20
AMMC CLO XIV B2L2R AMMC CLO XIVCC (sf)BB-5.54      10/29/20
Apex Credit CLO 2019 B Apex Credit CLO 2019BB- (sf)A18.45115.46121.251.05110268.152.4410/29/20
Allegro CLO V B Allegro CLO VBBB- (sf)AA22.56122.6128.561.05120332.952.7710/29/20
Benefit Street Partners CLO XVIII A Benefit Street Partners CLO XVIIIAA (sf)AAA36.99122.45132.421.08120274.82.2910/29/20
Benefit Street Partners CLO XVIII B Benefit Street Partners CLO XVIIIBBB+ (sf)AA24.49122.45132.421.08120274.82.2910/29/20
Benefit Street Partners CLO XVIII C Benefit Street Partners CLO XVIIIBB- (sf)A18.49114.7122.671.07110241.522.210/29/20
Benefit Street Partners CLO XVIII D Benefit Street Partners CLO XVIIIB (sf)BBB-12.49108.29114.261.06105206.441.9710/29/20
Benefit Street Partners CLO XVIII E Benefit Street Partners CLO XVIIICCC- (sf)BB-8.59104.41109.391.05   10/29/20
Black Diamond CLO 2019-2 A1A Black Diamond CLO 2019-2AA (sf)AAA36.65114.5119.241.04110261.332.3810/29/20
Black Diamond CLO 2019-2 A1B Black Diamond CLO 2019-2A- (sf)AAA33.59114.5119.241.04110261.332.3810/29/20
Black Diamond CLO 2019-2 A2 Black Diamond CLO 2019-2BBB- (sf)AA23.12114.5119.241.04110261.332.3810/29/20
Black Diamond CLO 2019-2 B Black Diamond CLO 2019-2BB- (sf)A16.73114.5119.241.04110261.332.3810/29/20
Black Diamond CLO 2019-2 C Black Diamond CLO 2019-2B (sf)BBB-11.11108.5111.711.03105227.22.1610/29/20
Black Diamond CLO 2019-2 D Black Diamond CLO 2019-2C (sf)BB-6.51104.8106.211.01105192.481.8310/29/20
Anchorage Credit Funding 3 CLO B Anchorage Credit Funding 3AA- (sf)AA40.83152.1166.971.1110224.172.0410/29/20
Anchorage Credit Funding 2 CLO BR Anchorage Credit Funding 2A+ (sf)AA-39.58150164.091.09110213.921.9410/29/20
Burnham Park CLO AR Burnham Park CLOAA (sf)AAA35.03122.5129.831.06120320.132.6710/29/20
Burnham Park CLO BR Burnham Park CLOBBB- (sf)AA23.36122.5129.831.06120320.132.6710/29/20
Burnham Park CLO CR Burnham Park CLOBB- (sf)A16.15113.6118.671.04110277.312.5210/29/20
Burnham Park CLO DR Burnham Park CLOB- (sf)BBB-10.57107.5111.261.03105244.642.3310/29/20
Burnham Park CLO ER Burnham Park CLOC (sf)BB-6.61103.7106.541.03   10/29/20
CarVal CLO I B CarVal CLO IBBB- (sf)AA24.93123.42133.211.08120307.532.5610/29/20
Cathedral Lake IV CLO BR Cathedral Lake IVBBB- (sf)AA22.27122.01128.251.05120265.452.2110/29/20