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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
AGL Core CLO 4 B1R AGL Core CLO 4AA+ (sf)N/A30.31141.25156.341.11120228.21.905/09/21
AGL Core CLO 4 B2R AGL Core CLO 4AA+ (sf)N/A30.31141.25156.341.11120228.21.905/09/21
Anchorage Capital CLO 1-R B Anchorage Capital CLO 1-RAA+ (sf)AA31.11136.78144.931.06120487.694.0605/09/21
Bain Capital Credit CLO 2019-4 A1 Bain Capital Credit CLO 2019-4AA+ (sf)AAA40121.58131.351.08120295.442.4605/09/21
Bain Capital Credit CLO 2019-4 A2 Bain Capital Credit CLO 2019-4AA+ (sf)AAA35121.58131.351.08120295.442.4605/09/21
Bain Capital Credit CLO 2019-4 B Bain Capital Credit CLO 2019-4AA+ (sf)N/A24121.58131.351.08120295.442.4605/09/21
Bain Capital Credit CLO 2019-4 C Bain Capital Credit CLO 2019-4BBB+ (sf)N/A18.5114.7122.491.07115260.882.2705/09/21
Bain Capital Credit CLO 2019-4 D Bain Capital Credit CLO 2019-4BB+ (sf)N/A13108.94114.741.05110223.432.0305/09/21
Bain Capital Credit CLO 2019-4 E Bain Capital Credit CLO 2019-4BB- (sf)N/A8104.2108.511.04   05/09/21
CFIP CLO 2013-1 BR CFIP CLO 2013-1AA+ (sf)N/A22.96123.6129.81.05120273.062.2805/09/21
Canyon CLO 2018-1 B Canyon CLO 2018-1AA+ (sf)AA23.21122.45129.971.06120330.422.7505/09/21
AIMCO CLO 10 B AIMCO CLO 10AA+ (sf)N/A24.04121.58131.361.08120275.342.2905/09/21
Apidos CLO XXXI B Apidos CLO XXXIAA+ (sf)N/A23.73122.9131.111.07120276.922.3105/09/21
Benefit Street Partners CLO XIV A1 Benefit Street Partners CLO XIVAA+ (sf)AAA38.03123.8131.261.06120372.713.1105/09/21
Benefit Street Partners CLO XIV A2 Benefit Street Partners CLO XIVAA+ (sf)AAA31.93123.8131.261.06120372.713.1105/09/21
Benefit Street Partners CLO XIV B Benefit Street Partners CLO XIVAA+ (sf)N/A24.06123.8131.261.06120372.713.1105/09/21
Benefit Street Partners CLO XIV C Benefit Street Partners CLO XIVBBB+ (sf)N/A16.69114.5119.661.05115324.242.8205/09/21
Benefit Street Partners CLO XIV D Benefit Street Partners CLO XIVBB+ (sf)N/A10.6107.6111.51.04110280.942.5505/09/21
Benefit Street Partners CLO XIV E Benefit Street Partners CLO XIVBB- (sf)N/A6.74103.9106.881.03105240.722.2905/09/21
CIFC Funding 2018-II CLO B CIFC Funding 2018-IIA- (sf)A18.75115.7123.081.06110319.272.905/09/21
BlueMountain CLO 2013-1 A1R2 BlueMountain CLO 2013-1AA+ (sf)AAA38.57113.7117.641.03115239.642.0805/09/21
BlueMountain CLO 2013-1 A2R2 BlueMountain CLO 2013-1AA+ (sf)N/A25.02113.7117.641.03115239.642.0805/09/21
BlueMountain CLO 2013-1 BR BlueMountain CLO 2013-1BBB+ (sf)N/A16.49113.7117.641.03115239.642.0805/09/21
BlueMountain CLO 2013-1 CR BlueMountain CLO 2013-1BB+ (sf)N/A10.81108.4110.151.02110203.621.8505/09/21
BlueMountain CLO 2013-1 DR BlueMountain CLO 2013-1B+ (sf)N/A5.65104.6103.860.99105162.641.5505/09/21
CIFC Funding 2013-I CLO BR CIFC Funding 2013-IBBB+ (sf)N/A16.46114.11119.091.04115256.912.2305/09/21
Benefit Street Partners CLO IX AR Benefit Street Partners CLO IXAA+ (sf)AAA37.91120.28127.011.06120313.182.6105/09/21
Benefit Street Partners CLO IX BR Benefit Street Partners CLO IXAA+ (sf)N/A21.54120.28127.011.06120313.182.6105/09/21
Benefit Street Partners CLO IX CR Benefit Street Partners CLO IXBBB+ (sf)N/A15.81113.9118.361.04110282.582.5705/09/21
Benefit Street Partners CLO IX DR Benefit Street Partners CLO IXBB+ (sf)N/A10.07107.66110.811.03105247.32.3605/09/21
Benefit Street Partners CLO IX ER Benefit Street Partners CLO IXB+ (sf)N/A6.35104.15106.411.02   05/09/21
Apidos CLO XII BR Apidos CLO XIIAA+ (sf)AA22.59123.05128.861.05120336.622.8105/09/21
Anchorage Credit Funding 3 CLO BR Anchorage Credit Funding 3AA+ (sf)N/A38.4148.4161.291.09110619.465.6305/09/21
Carlyle Global Market Strategies CLO 2013-4 A1RR Carlyle Global Market Strategies CLO 2013-4AA+ (sf)AAA40.4120.3126.221.05120358.172.9805/09/21
Carlyle Global Market Strategies CLO 2013-4 A2RR Carlyle Global Market Strategies CLO 2013-4AA+ (sf)AAA36.13120.3126.221.05120358.172.9805/09/21
Carlyle Global Market Strategies CLO 2013-4 BRR Carlyle Global Market Strategies CLO 2013-4AA+ (sf)N/A21.53120.3126.221.05120358.172.9805/09/21
Carlyle Global Market Strategies CLO 2013-4 CRR Carlyle Global Market Strategies CLO 2013-4BBB+ (sf)N/A15.72113.4117.511.04115322.342.805/09/21
Carlyle Global Market Strategies CLO 2013-4 DRR Carlyle Global Market Strategies CLO 2013-4BB+ (sf)N/A9.51107.2109.451.02110279.12.5405/09/21
Carlyle Global Market Strategies CLO 2013-4 ERR Carlyle Global Market Strategies CLO 2013-4BB- (sf)N/A5.76104.2105.11.01   05/09/21
Allegro CLO IX B1 Allegro CLO IXAA+ (sf)AA23.93123.5131.461.06120329.52.7505/09/21
Allegro CLO IX B2 Allegro CLO IXAA+ (sf)AA23.93123.5131.461.06120329.52.7505/09/21
522 Funding CLO 2018-2(A) (previously Assurant CLO II) B1 522 Funding CLO 2018-2(A) (previously Assurant CLO II)AA+ (sf)AA23.89122.4130.111.06120340.372.8405/09/21
522 Funding CLO 2018-2(A) (previously Assurant CLO II) B2 522 Funding CLO 2018-2(A) (previously Assurant CLO II)AA+ (sf)AA23.89122.4130.111.06120340.372.8405/09/21
Cathedral Lake CLO 2013 BR Cathedral Lake CLO 2013BBB+ (sf)A16.1112118.131.05112.5247.832.205/09/21
Battalion CLO XI AR Battalion CLO XIAA+ (sf)N/A38.04122.4133.521.09120307.952.5705/09/21
Battalion CLO XI BR Battalion CLO XIAA+ (sf)N/A24.56122.4133.521.09120307.952.5705/09/21
Battalion CLO XI CR Battalion CLO XIAA+ (sf)N/A19.6114.4123.431.08112.5272.692.4205/09/21
Battalion CLO XI DR Battalion CLO XIA (sf)N/A13.33108.3115.281.06107.5236.172.205/09/21
Battalion CLO XI ER Battalion CLO XIBB+ (sf)N/A9.3104.2110.161.06105202.911.9305/09/21
Crown Point CLO 9 B Crown Point CLO 9AA+ (sf)AA25.04123.33133.411.08115191.571.6705/09/21