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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
Apex Credit CLO 2018 A1B Apex Credit CLO 2018AA (sf)AAA34.37121.58128.031.05120380.463.1701/27/21
Apex Credit CLO 2018 B Apex Credit CLO 2018A- (sf)AA23.26121.58128.031.05120380.463.1701/27/21
Battalion CLO XV C Battalion CLO XVBB (sf)A19.17115.46123.621.07115287.192.501/27/21
Battalion CLO XV D Battalion CLO XVB+ (sf)BBB12.68108.29114.441.06110246.392.2401/27/21
Battalion CLO XV E Battalion CLO XVB (sf)BB-9.19104.89110.041.05   01/27/21
ALM 2020 CLO A1B ALM 2020A- (sf)N/A30.83113.7119.311.05110306.672.7901/27/21
ALM 2020 CLO B ALM 2020BB- (sf)A17.2113.7119.311.05110306.672.7901/27/21
Carlyle U.S. CLO 2016-4 BR Carlyle U.S. CLO 2016-4BB- (sf)A15.87113.1117.971.04115288.182.5101/27/21
Avery Point V CLO BR Avery Point V CLOAA (sf)AAA39.48125.2163.541.31120429.373.5801/27/21
Cent CLO 19 A1B Cent CLO 19AA (sf)AAA67.58113.48142.271.25110140.891.2801/27/21
Anchorage Credit Funding 8 CLO B Anchorage Credit Funding 8AA- (sf)AA-39.29151.2164.391.09110286.712.6101/27/21
Cent CLO 19 A2B Cent CLO 19AA (sf)AAA50.36113.48142.271.25110140.891.2801/27/21
Cent CLO 19 B Cent CLO 19AA (sf)AA-30.41113.48142.271.25110140.891.2801/27/21
Benefit Street Partners CLO X A1R Benefit Street Partners CLO XAA (sf)AAA34.4115118.271.03110275.052.501/27/21
Benefit Street Partners CLO X A2R Benefit Street Partners CLO XBBB- (sf)AA22.1115118.271.03110275.052.501/27/21
Benefit Street Partners CLO X BR Benefit Street Partners CLO XBB- (sf)A15.95115118.271.03110275.052.501/27/21
Benefit Street Partners CLO X CR Benefit Street Partners CLO XB (sf)BBB-9.8107.6110.211.02105233.992.2301/27/21
Benefit Street Partners CLO X DR Benefit Street Partners CLO XD (sf)B5.7103.7105.411.02   01/27/21
Black Diamond CLO 2016-1 A1AR Black Diamond CLO 2016-1AA (sf)AAA35.43113.5115.391.02110265.312.4101/27/21
Black Diamond CLO 2016-1 A1BR2 Black Diamond CLO 2016-1AA (sf)N/A35.43113.5115.391.02110265.312.4101/27/21
Black Diamond CLO 2016-1 A2AR Black Diamond CLO 2016-1BB+ (sf)AA21.48113.5115.391.02110265.312.4101/27/21
Black Diamond CLO 2016-1 A2BR2 Black Diamond CLO 2016-1BB+ (sf)N/A21.48113.5115.391.02110265.312.4101/27/21
Black Diamond CLO 2016-1 BR Black Diamond CLO 2016-1B+ (sf)A14.41113.5115.391.02110265.312.4101/27/21
Black Diamond CLO 2016-1 CR Black Diamond CLO 2016-1B- (sf)BBB-9.53108109.161.01102239.012.3401/27/21
Black Diamond CLO 2016-1 DR Black Diamond CLO 2016-1D (sf)B+4.85103.7103.791101204.122.0201/27/21
Apidos CLO XXIV A1BR Apidos CLO XXIVAA- (sf)N/A33.69114.95119.281.04115274.992.3901/27/21
Bain Capital Credit CLO 2019-2 A Bain Capital Credit CLO 2019-2AA (sf)AAA35.72121.6130.521.07120303.092.5301/27/21
Bain Capital Credit CLO 2019-2 B Bain Capital Credit CLO 2019-2BBB- (sf)AA23.66121.6130.521.07120303.092.5301/27/21
Bain Capital Credit CLO 2019-2 C Bain Capital Credit CLO 2019-2BB- (sf)A17.64114120.971.06115264.912.301/27/21
Bain Capital Credit CLO 2019-2 D Bain Capital Credit CLO 2019-2B (sf)BBB-12.11107.8113.371.05110228.332.0801/27/21
Bain Capital Credit CLO 2019-2 E Bain Capital Credit CLO 2019-2CC (sf)BB-7.59103.7107.821.04   01/27/21
BlueMountain CLO XXVI A1 BlueMountain CLO XXVIAA (sf)AAA38.09121.58131.761.08120289.542.4101/27/21
BlueMountain CLO XXVI A2 BlueMountain CLO XXVIA+ (sf)AAA35.09121.58131.761.08120289.542.4101/27/21
BlueMountain CLO XXVI B BlueMountain CLO XXVIBBB- (sf)AA24.11121.58131.761.08120289.542.4101/27/21
BlueMountain CLO XXVI C BlueMountain CLO XXVIBB- (sf)A18.12113.95122.121.07115252.052.1901/27/21
BlueMountain CLO XXVI D1 BlueMountain CLO XXVIB (sf)BBB-12.12107.64113.81.06110208.761.901/27/21
BlueMountain CLO XXVI D2 BlueMountain CLO XXVIB (sf)BBB-12.12107.64113.81.06110208.761.901/27/21
BlueMountain CLO XXVI E BlueMountain CLO XXVICCC- (sf)BB-8.63104.29109.441.05105180.151.7201/27/21
Apidos CLO XXIV BR Apidos CLO XXIVBB- (sf)A16.35114.95119.281.04115274.992.3901/27/21
AMMC CLO 20 B AMMC CLO 20BBB- (sf)AA23.04121.71129.21.06120284.62.3701/27/21
B&M CLO 2014-1 A1R B&M CLO 2014-1NRAAA 112158.811.42112.5361.293.2101/27/21
B&M CLO 2014-1 A2R B&M CLO 2014-1AA (sf)AAA67.37112158.811.42112.5361.293.2101/27/21
B&M CLO 2014-1 BR B&M CLO 2014-1AA (sf)AA-39.43112158.811.42112.5361.293.2101/27/21
Apidos CLO XV BRR Apidos CLO XVBBB- (sf)AA22.62121.58128.861.06120338.912.8201/27/21
Anchorage Capital CLO 1-R B Anchorage Capital CLO 1-RA- (sf)AA31.28136.78143.831.05120439.533.6601/27/21
Allegro CLO IX B1 Allegro CLO IXBBB+ (sf)AA23.93123.5131.461.06120329.52.7501/27/21
Allegro CLO IX B2 Allegro CLO IXBBB+ (sf)AA23.93123.5131.461.06120329.52.7501/27/21
B&M CLO 2014-1 CR B&M CLO 2014-1A+ (sf)BBB+23.37106.9125.541.17107.5266.432.4801/27/21
B&M CLO 2014-1 DR B&M CLO 2014-1B (sf)BB8.57102.9105.211.02102.5187.41.8301/27/21
B&M CLO 2014-1 E B&M CLO 2014-1D (sf)B0.02101.596.220.95   01/27/21