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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
Ballyrock CLO 2018-1 A1 Ballyrock CLO 2018-1AA (sf)AAA34.41115.6121.191.05115336.892.9301/27/21
Ballyrock CLO 2018-1 A2 Ballyrock CLO 2018-1A- (sf)AA22.72115.6121.191.05115336.892.9301/27/21
Ballyrock CLO 2018-1 B Ballyrock CLO 2018-1BBB- (sf)A17.74115.6121.191.05115336.892.9301/27/21
Ballyrock CLO 2018-1 C Ballyrock CLO 2018-1B+ (sf)BBB-10.93108.2111.921.03110279.482.5401/27/21
Ballyrock CLO 2018-1 D Ballyrock CLO 2018-1B- (sf)BB-6.45104.7106.571.02105232.912.2201/27/21
Ballyrock CLO 2018-1 E Ballyrock CLO 2018-1D (sf)B-4.42      01/27/21
AMMC CLO XIII B1LR AMMC CLO XIIIB+ (sf)BBB-11.27      01/27/21
AMMC CLO XIII B2L1R AMMC CLO XIIIB- (sf)BB-5.78      01/27/21
AMMC CLO XIII B2L2R AMMC CLO XIIIB- (sf)BB-5.78      01/27/21
AMMC CLO XIII B3LR AMMC CLO XIIID (sf)B-3.04      01/27/21
BNPP IP CLO 2014-II AR BNPP IP CLO 2014-IIAA (sf)AAA61.6123.08146.651.19120397.533.3101/27/21
BNPP IP CLO 2014-II BR BNPP IP CLO 2014-IIAA (sf)AA+37.68123.08146.651.19120397.533.3101/27/21
BNPP IP CLO 2014-II CR BNPP IP CLO 2014-IIBB- (sf)A23.01113.53118.71.05115290.922.5301/27/21
BNPP IP CLO 2014-II DR BNPP IP CLO 2014-IIB- (sf)BB+12.3108.29104.030.96110227.172.0701/27/21
BNPP IP CLO 2014-II E BNPP IP CLO 2014-IID (sf)CCC+2.61104.4493.40.89105175.921.6801/27/21
Carlyle U.S. CLO 2019-4 B Carlyle U.S. CLO 2019-4BB- (sf)A17.96113.95121.891.07115251.222.1801/27/21
Cedar Funding IV CLO BR Cedar Funding IV CLOBBB- (sf)AA22.24119128.241.08120291.532.4301/27/21
Atlas Senior Loan Fund XIV CLO B1 Atlas Senior Loan Fund XIVBBB- (sf)AA22.19121.58128.131.05120247.922.0701/27/21
Atlas Senior Loan Fund XIV CLO B2 Atlas Senior Loan Fund XIVBBB- (sf)AA22.19121.58128.131.05120247.922.0701/27/21
Ares L CLO B Ares L CLOBB+ (sf)AA23.79123.3130.341.06120336.912.8101/27/21
Anchorage Credit Funding 2 CLO BR Anchorage Credit Funding 2A- (sf)AA-40.03150166.381.11110210.521.9101/27/21
Anchorage Capital CLO 8 BR Anchorage Capital CLO 8A- (sf)AA27.5126.1135.961.08120412.423.4401/27/21
Benefit Street Partners CLO XVII A1 Benefit Street Partners CLO XVIIAA (sf)AAA37.84124.8134.271.08120285.272.3801/27/21
Benefit Street Partners CLO XVII A2 Benefit Street Partners CLO XVIIAA- (sf)AAA35.84124.8134.271.08120285.272.3801/27/21
Benefit Street Partners CLO XVII B Benefit Street Partners CLO XVIIA- (sf)AA25.61124.8134.271.08120285.272.3801/27/21
Benefit Street Partners CLO XVII C Benefit Street Partners CLO XVIIBB- (sf)A17.79114121.51.07110244.362.2201/27/21
Benefit Street Partners CLO XVII D Benefit Street Partners CLO XVIIB (sf)BBB-11.78107.6113.211.05105211.112.0101/27/21
Benefit Street Partners CLO XVII E Benefit Street Partners CLO XVIICCC (sf)BB-8.52104.6109.181.04   01/27/21
Ares XLVI CLO B1 Ares XLVI CLOBBB- (sf)AA24.39124.2131.111.06120343.372.8601/27/21
Ares XLVI CLO B2 Ares XLVI CLOBBB- (sf)AA24.39124.2131.111.06120343.372.8601/27/21
Ares XXXIR CLO B Ares XXXIR CLOBBB- (sf)AA21.85121.58127.611.05120330.592.7501/27/21
Canyon CLO 2016-1 BR Canyon CLO 2016-1BBB- (sf)AA23.85123.5131.11.06120254.442.1201/27/21
Burnham Park CLO AR Burnham Park CLOAA (sf)AAA35.03122.5129.831.06120320.132.6701/27/21
Burnham Park CLO BR Burnham Park CLOBBB- (sf)AA23.36122.5129.831.06120320.132.6701/27/21
Burnham Park CLO CR Burnham Park CLOBB- (sf)A16.15113.6118.671.04110277.312.5201/27/21
Burnham Park CLO DR Burnham Park CLOB- (sf)BBB-10.57107.5111.261.03105244.642.3301/27/21
Burnham Park CLO ER Burnham Park CLOC (sf)BB-6.61103.7106.541.03   01/27/21
Allegro CLO IV BR Allegro CLO IVBBB- (sf)AA21.73122.3127.71.04120307.552.5601/27/21
Carlyle U.S. CLO 2018-1 B Carlyle U.S. CLO 2018-1BB- (sf)A18.27116.4121.361.04115323.852.8201/27/21
Barings CLO 2019-IV A1 Barings CLO 2019-IVAA (sf)AAA36.2121.93132.331.09120273.062.2801/27/21
Barings CLO 2019-IV A2 Barings CLO 2019-IVAA (sf)AAA36.2121.93132.331.09120273.062.2801/27/21
Barings CLO 2019-IV B1 Barings CLO 2019-IVBBB- (sf)AA24.43121.93132.331.09120273.062.2801/27/21
Barings CLO 2019-IV B2 Barings CLO 2019-IVBBB- (sf)AA24.43121.93132.331.09120273.062.2801/27/21
Barings CLO 2019-IV C Barings CLO 2019-IVBB- (sf)A18.45114.25122.631.07115241.032.101/27/21
Barings CLO 2019-IV D Barings CLO 2019-IVB (sf)BBB-12.47107.9114.251.06110204.431.8601/27/21
Barings CLO 2019-IV E Barings CLO 2019-IVCC (sf)BB-8.28104.2109.031.051051741.6601/27/21
Bowman Park CLO AR Bowman Park CLOAA (sf)AAA88.11124.19216.631.74120325.332.7101/27/21
Bowman Park CLO B1R Bowman Park CLOAA (sf)AA+54.63124.19216.631.74120325.332.7101/27/21
Bowman Park CLO B2R Bowman Park CLOAA (sf)AA+54.63124.19216.631.74120325.332.7101/27/21
Bowman Park CLO CR Bowman Park CLOAA (sf)A+39.13115.73161.451.4110233.122.1201/27/21