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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
Buckhorn Park CLO B2 Buckhorn Park CLOBBB- (sf)AA24.31122.45132.041.08120254.42.1201/27/21
Buckhorn Park CLO C Buckhorn Park CLOBB- (sf)A18.55115.08122.691.07115227.351.9801/27/21
Buckhorn Park CLO D Buckhorn Park CLOB (sf)BBB-12.53108.61114.261.05110196.161.7801/27/21
Buckhorn Park CLO E Buckhorn Park CLOCCC+ (sf)BB-9.03105.69109.851.04105172.31.6401/27/21
AIMCO CLO 10 B AIMCO CLO 10BBB- (sf)AA24.04121.58131.361.08120275.342.2901/27/21
CFIP CLO 2014-1 BR CFIP CLO 2014-1BBB- (sf)AA23.32124130.041.05120273.732.2801/27/21
CBAM 2017-2 CLO A CBAM 2017-2AA (sf)AAA35.07122.45129.531.06120306.862.5601/27/21
CBAM 2017-2 CLO B1 CBAM 2017-2A- (sf)AA23.4122.45129.531.06120306.862.5601/27/21
CBAM 2017-2 CLO B2 CBAM 2017-2A- (sf)AA23.4122.45129.531.06120306.862.5601/27/21
CBAM 2017-2 CLO C1 CBAM 2017-2BB- (sf)A16.81114.95119.271.04115268.072.3301/27/21
CBAM 2017-2 CLO C2 CBAM 2017-2BB- (sf)A16.81114.95119.271.04115268.072.3301/27/21
CBAM 2017-2 CLO D CBAM 2017-2B (sf)BBB-11.03108.03111.511.03110230.982.101/27/21
CBAM 2017-2 CLO E CBAM 2017-2CCC+ (sf)BB-6.66104.7106.31.02   01/27/21
Carlyle Global Market Strategies CLO 2013-2 YR Carlyle Global Market Strategies CLO 2013-2NRAAA 120.3126.211.05120401.863.3501/27/21
Carlyle Global Market Strategies CLO 2013-2 AR Carlyle Global Market Strategies CLO 2013-2AA (sf)AAA35.87120.3126.211.05120401.863.3501/27/21
Carlyle Global Market Strategies CLO 2013-2 BR Carlyle Global Market Strategies CLO 2013-2BBB- (sf)AA21.95120.3126.211.05120401.863.3501/27/21
Carlyle Global Market Strategies CLO 2013-2 CR Carlyle Global Market Strategies CLO 2013-2BB- (sf)A15.76112.7116.941.04110357.733.2501/27/21
Carlyle Global Market Strategies CLO 2013-2 DR Carlyle Global Market Strategies CLO 2013-2B (sf)BB+10.14107.2109.621.02105314.132.9901/27/21
Carlyle Global Market Strategies CLO 2013-2 ER Carlyle Global Market Strategies CLO 2013-2CC (sf)B-5.21102.8103.931.01   01/27/21
Brigade Debt Funding 1 CLO A Brigade Debt Funding 1AA (sf)AAA53.03150.8165.991.1110208.011.8901/27/21
Brigade Debt Funding 1 CLO B Brigade Debt Funding 1NRAA- 150.8165.991.1110208.011.8901/27/21
Brigade Debt Funding 1 CLO C Brigade Debt Funding 1NRA- 145.5153.421.05105194.041.8501/27/21
Brigade Debt Funding 1 CLO D Brigade Debt Funding 1NRBBB- 134.5139.661.04   01/27/21
Birch Grove CLO A Birch Grove CLOAA (sf)AAA36.41122.45133.31.09120277.62.3101/27/21
Birch Grove CLO B1 Birch Grove CLOBBB- (sf)AA24.98122.45133.31.09120277.62.3101/27/21
Birch Grove CLO B2 Birch Grove CLOBBB- (sf)AA24.98122.45133.31.09120277.62.3101/27/21
Avery Point IV CLO BR Avery Point IV CLOAA (sf)AAA65.36129.1224.881.74120520.084.3301/27/21
Cathedral Lake IV CLO BR Cathedral Lake IVBBB (sf)AA22.31122.01128.411.05120273.732.2801/27/21
Carlyle C17 CLO A1BR Carlyle C17 CLOAA- (sf)AAA36.1116.4121.641.05115250.672.1801/27/21
Carlyle C17 CLO BR Carlyle C17 CLOBB- (sf)A18.6116.4121.641.05115250.672.1801/27/21
Battalion CLO XV A1 Battalion CLO XVAA (sf)AAA38.13121.58131.761.08120315.812.6301/27/21
Battalion CLO XV A2 Battalion CLO XVAA (sf)N/A35.64121.58131.761.08120315.812.6301/27/21
Battalion CLO XV B Battalion CLO XVA- (sf)AA24.16121.58131.761.08120315.812.6301/27/21
Birch Grove CLO C Birch Grove CLOBB- (sf)A20.26116.61125.411.08115251.732.1901/27/21
Birch Grove CLO D Birch Grove CLOB (sf)BBB-14.3109.94116.691.06110218.331.9801/27/21
Birch Grove CLO E Birch Grove CLOB- (sf)BB-9.09105.29109.991.04105182.391.7401/27/21
CFIP CLO 2018-1 B CFIP CLO 2018-1A- (sf)AA25.2121.6133.691.1120280.972.3401/27/21
Barings CLO 2018-I A1 Barings CLO 2018-IAA (sf)AAA33.74113.95118.671.04110328.882.9901/27/21
Barings CLO 2018-I A2 Barings CLO 2018-IBBB- (sf)AA22.53113.95118.671.04110328.882.9901/27/21
Barings CLO 2018-I B Barings CLO 2018-IBB- (sf)A16.41113.95118.671.04110328.882.9901/27/21
Barings CLO 2018-I C Barings CLO 2018-IB (sf)BBB-10.29107.64110.581.03105283.572.701/27/21
Barings CLO 2018-I D Barings CLO 2018-ICCC- (sf)BB-6.21103.7105.771.02   01/27/21
Elevation CLO 2014-2 (previously Arrowpoint CLO 2014-2) BR Elevation CLO 2014-2 (previously Arrowpoint CLO 2014-2)BBB- (sf)AA22.1121.6128.221.05120308.152.5701/27/21
BlueMountain CLO 2012-2 ARR BlueMountain CLO 2012-2AA (sf)AAA35.58123.24129.311.05120354.812.9601/27/21
Adams Mill CLO B1R Adams Mill CLOAA (sf)AA+29.86121.4138.771.14120291.282.4301/27/21
Adams Mill CLO B2R Adams Mill CLOAA (sf)AA+29.86121.4138.771.14120291.282.4301/27/21
BlueMountain CLO 2012-2 BRR BlueMountain CLO 2012-2BBB- (sf)AA24.11123.24129.311.05120354.812.9601/27/21
BlueMountain CLO 2012-2 CRR BlueMountain CLO 2012-2BB- (sf)A15.86112.49116.641.04115300.442.6101/27/21
BlueMountain CLO 2012-2 DRR BlueMountain CLO 2012-2B (sf)BBB-10.79107.16110.011.03107.5265.282.4701/27/21
BlueMountain CLO 2012-2 ERR BlueMountain CLO 2012-2CC (sf)B6.53103.51051.01102.5223.362.1801/27/21