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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
Cathedral Lake V CLO B Cathedral Lake VBBB- (sf)AA22.74121.58129.231.06120277.742.3101/27/21
CarVal CLO I B CarVal CLO IBBB- (sf)AA24.84123.42133.041.08120313.472.6101/27/21
BlueMountain Fuji U.S. CLO I A1 BlueMountain Fuji U.S. CLO IAA (sf)AAA37.37123.69130.171.05120334.472.7901/27/21
BlueMountain Fuji U.S. CLO I A2 BlueMountain Fuji U.S. CLO IA- (sf)AAA32.32123.69130.171.05120334.472.7901/27/21
BlueMountain Fuji U.S. CLO I B BlueMountain Fuji U.S. CLO IBBB- (sf)AA24.44123.69130.171.05120334.472.7901/27/21
BlueMountain Fuji U.S. CLO I C BlueMountain Fuji U.S. CLO IBB- (sf)A17.17113.95118.741.04115286.772.4901/27/21
BlueMountain Fuji U.S. CLO I D BlueMountain Fuji U.S. CLO IB (sf)BBB11.71108.42111.411.03110248.12.2601/27/21
BlueMountain Fuji U.S. CLO I E BlueMountain Fuji U.S. CLO ICCC- (sf)BB-7.07104.7105.831.01105208.741.9901/27/21
Atrium XIII CLO B Atrium XIIIBBB- (sf)AA24.34121.6128.621.06120346.482.8901/27/21
Chenango Park CLO A1B Chenango Park CLOAA (sf)N/A33.89113.88119.591.05115315.282.7401/27/21
Chenango Park CLO B Chenango Park CLOBB- (sf)A16.54113.88119.591.05115315.282.7401/27/21
MP CLO III (previously ACAS CLO 2013-1) BR MP CLO III (previously ACAS CLO 2013-1)BBB- (sf)AA22.5123.3128.841.04120312.622.6101/27/21
Bain Capital Credit CLO 2017-1 X Bain Capital Credit CLO 2017-1NRN/A 120.5127.731.06120305.932.5501/27/21
Bain Capital Credit CLO 2017-1 A1 Bain Capital Credit CLO 2017-1AA (sf)AAA39.46120.5127.731.06120305.932.5501/27/21
Bain Capital Credit CLO 2017-1 A2 Bain Capital Credit CLO 2017-1AA- (sf)N/A35.5120.5127.731.06120305.932.5501/27/21
Bain Capital Credit CLO 2017-1 B Bain Capital Credit CLO 2017-1BBB- (sf)AA22.19120.5127.731.06120305.932.5501/27/21
Bain Capital Credit CLO 2017-1 C1 Bain Capital Credit CLO 2017-1BB- (sf)A16.46113.6118.971.05115271.292.3601/27/21
Bain Capital Credit CLO 2017-1 C2 Bain Capital Credit CLO 2017-1BB- (sf)A16.46113.6118.971.05115271.292.3601/27/21
Bain Capital Credit CLO 2017-1 D Bain Capital Credit CLO 2017-1B (sf)BBB-10.77107.8111.381.03110233.462.1201/27/21
Bain Capital Credit CLO 2017-1 E Bain Capital Credit CLO 2017-1C (sf)B+6.59104.7106.391.02105198.541.8901/27/21
Bain Capital Credit CLO 2017-1 F Bain Capital Credit CLO 2017-1D (sf)B-5.17      01/27/21
AGL CLO I B AGL CLO IA- (sf)AA25.14122.98133.591.09120291.162.4301/27/21
Apidos CLO XXX A1B Apidos CLO XXXAA (sf)N/A35.05114120.091.05115290.272.5201/27/21
Apidos CLO XXX B Apidos CLO XXXBB- (sf)A16.79114120.091.05115290.272.5201/27/21
Allegany Park CLO B1 Allegany Park CLOBBB- (sf)AA24.02121.6131.591.08120279.62.3301/27/21
Allegany Park CLO B2 Allegany Park CLOBBB- (sf)AA24.02121.6131.591.08120279.62.3301/27/21
Apex Credit CLO 2018-II B Apex Credit CLO 2018-IIBBB+ (sf)AA22.92120.72127.941.06120295.612.4601/27/21
Catamaran CLO 2018-1 B Catamaran CLO 2018-1A- (sf)AA22.93121.6129.751.07120300.992.5101/27/21
Battalion CLO XVI A Battalion CLO XVIAA (sf)AAA37.03121.6131.641.08120281.822.3501/27/21
Battalion CLO XVI AF Battalion CLO XVIAA (sf)AAA37.03121.6131.641.08120281.822.3501/27/21
Battalion CLO XVI B Battalion CLO XVIA- (sf)AA24.04121.6131.641.08120281.822.3501/27/21
Battalion CLO XVI C Battalion CLO XVIBBB- (sf)A19.04115.5123.511.07115241.572.101/27/21
Battalion CLO XVI D Battalion CLO XVIB+ (sf)BBB-13.05108.9114.991.06110205.71.8701/27/21
Battalion CLO XVI E Battalion CLO XVIB- (sf)BB-9.05105.9109.941.04   01/27/21
CIFC Funding 2013-III-R CLO B CIFC Funding 2013-III-RBB- (sf)A18.33116121.851.05115325.322.8301/27/21
Ares LV CLO B Ares LV CLOBBB+ (sf)AA27.14127.55137.161.08120226.361.8901/27/21
Carlyle Global Market Strategies CLO 2012-3 A1AR2 Carlyle Global Market Strategies CLO 2012-3AA (sf)AAA36.78113.8117.761.03115238.032.0701/27/21
Carlyle Global Market Strategies CLO 2012-3 A1BR2 Carlyle Global Market Strategies CLO 2012-3A- (sf)AAA33.67113.8117.761.03115238.032.0701/27/21
Carlyle Global Market Strategies CLO 2012-3 A2AR2 Carlyle Global Market Strategies CLO 2012-3BBB- (sf)AA22.4113.8117.761.03115238.032.0701/27/21
Carlyle Global Market Strategies CLO 2012-3 A2BR2 Carlyle Global Market Strategies CLO 2012-3BBB- (sf)AA22.4113.8117.761.03115238.032.0701/27/21
Carlyle Global Market Strategies CLO 2012-3 BR2 Carlyle Global Market Strategies CLO 2012-3BB- (sf)A16.17113.8117.761.03115238.032.0701/27/21
Carlyle Global Market Strategies CLO 2012-3 CR2 Carlyle Global Market Strategies CLO 2012-3B- (sf)BB+10.03107.5109.731.02110206.511.8801/27/21
Carlyle Global Market Strategies CLO 2012-3 DR2 Carlyle Global Market Strategies CLO 2012-3D (sf)B+6104.7105.011   01/27/21
Apidos CLO XXV B1R Apidos CLO XXVBB- (sf)A17.51115.8120.911.041152812.4401/27/21
Apidos CLO XXV B2R Apidos CLO XXVBB- (sf)A17.51115.8120.911.041152812.4401/27/21
CBAM 2018-8 CLO A1 CBAM 2018-8AA (sf)AAA33.9122.5128.41.05120304.242.5401/27/21
CBAM 2018-8 CLO A2 CBAM 2018-8AA (sf)AAA33.9122.5128.41.05120304.242.5401/27/21
CBAM 2018-8 CLO B1 CBAM 2018-8BBB (sf)AA22.63122.5128.41.05120304.242.5401/27/21
CBAM 2018-8 CLO B2 CBAM 2018-8BBB (sf)AA22.63122.5128.41.05120304.242.5401/27/21
CBAM 2018-8 CLO C CBAM 2018-8BB- (sf)A17.5116.2120.431.04110276.192.5101/27/21