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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
CBAM 2018-8 CLO D CBAM 2018-8B (sf)BBB-10.95109.1111.561.02105236.82.2601/27/21
CBAM 2018-8 CLO E CBAM 2018-8CC (sf)BB-5.72103.7105.371.02   01/27/21
AGL CLO 3 B1 AGL CLO 3BBB- (sf)AA24.51122.45132.471.08120301.742.5101/27/21
AGL CLO 3 B2 AGL CLO 3BBB- (sf)AA24.51122.45132.471.08120301.742.5101/27/21
ALM VII CLO A1BR2 ALM VIIA+ (sf)AAA32.97112.9118.711.05110281.962.5601/27/21
ALM VII CLO BR2 ALM VIIBB- (sf)A16.54112.9118.711.05110281.962.5601/27/21
Black Diamond CLO 2017-1 X Black Diamond CLO 2017-1NRAAA 115.07119.41.04115237.62.0701/27/21
Black Diamond CLO 2017-1 A1A Black Diamond CLO 2017-1AA (sf)AAA37.09115.07119.41.04115237.62.0701/27/21
Black Diamond CLO 2017-1 A1B Black Diamond CLO 2017-1AA (sf)AAA37.09115.07119.41.04115237.62.0701/27/21
Black Diamond CLO 2017-1 A2A Black Diamond CLO 2017-1BBB- (sf)AA23.46115.07119.41.04115237.62.0701/27/21
Black Diamond CLO 2017-1 A2B Black Diamond CLO 2017-1BBB- (sf)AA23.46115.07119.41.04115237.62.0701/27/21
Black Diamond CLO 2017-1 B1 Black Diamond CLO 2017-1B+ (sf)A-17.35115.07119.41.04115237.62.0701/27/21
Black Diamond CLO 2017-1 B2 Black Diamond CLO 2017-1B+ (sf)A-17.35115.07119.41.04115237.62.0701/27/21
Black Diamond CLO 2017-1 C Black Diamond CLO 2017-1B- (sf)BB+10.99107.78110.871.03110204.681.8601/27/21
Black Diamond CLO 2017-1 D Black Diamond CLO 2017-1D (sf)B+6.42104.19105.451.01   01/27/21
Carlyle Global Market Strategies CLO 2013-3 A1AR Carlyle Global Market Strategies CLO 2013-3AA (sf)AAA39.31113.3117.521.04115297.342.5901/27/21
Carlyle Global Market Strategies CLO 2013-3 A1BR Carlyle Global Market Strategies CLO 2013-3AA (sf)AAA34.89113.3117.521.04115297.342.5901/27/21
Carlyle Global Market Strategies CLO 2013-3 A2R Carlyle Global Market Strategies CLO 2013-3BBB- (sf)AA22.06113.3117.521.04115297.342.5901/27/21
Carlyle Global Market Strategies CLO 2013-3 BR Carlyle Global Market Strategies CLO 2013-3BB- (sf)A15.9113.3117.521.04115297.342.5901/27/21
Carlyle Global Market Strategies CLO 2013-3 CR Carlyle Global Market Strategies CLO 2013-3B (sf)BBB-9.75107.1109.51.02110261.752.3801/27/21
Carlyle Global Market Strategies CLO 2013-3 DR Carlyle Global Market Strategies CLO 2013-3CCC+ (sf)B+5.95104.5105.081.01105226.342.1601/27/21
Carlyle Global Market Strategies CLO 2013-3 ER Carlyle Global Market Strategies CLO 2013-3D (sf)CCC+4.1      01/27/21
Carlyle U.S. CLO 2017-1 A1B Carlyle U.S. CLO 2017-1AA (sf)AAA33.79114.6119.171.04115280.742.4401/27/21
Carlyle U.S. CLO 2017-1 B Carlyle U.S. CLO 2017-1BB- (sf)A16.8114.6119.171.04115280.742.4401/27/21
Cedar Funding V CLO BR Cedar Funding V CLOA- (sf)AA23.02121.6129.071.06120286.682.3901/27/21
Canyon CLO 2016-2 BR Canyon CLO 2016-2BBB- (sf)AA22.76122.35129.211.06120272.562.2701/27/21
Cent CLO 21 A1RB Cent CLO 21AA (sf)AAA35.71116.22121.231.04115236.492.0601/27/21
Cent CLO 21 BR2 Cent CLO 21BB- (sf)A17.57116.22121.231.04115236.492.0601/27/21
Allegro CLO I BR Allegro CLO IAA (sf)AA56.2113.03219.771.94105362.783.4601/27/21
Broad River BSL Funding CLO 2020-1 A Broad River BSL Funding CLO 2020-1AA (sf)AAA40.75122.6133.641.09120247.752.0601/27/21
Broad River BSL Funding CLO 2020-1 B Broad River BSL Funding CLO 2020-1A- (sf)AA25.77122.6133.641.09120247.752.0601/27/21
Broad River BSL Funding CLO 2020-1 C Broad River BSL Funding CLO 2020-1BB- (sf)A20.75116.2125.181.08115224.021.9501/27/21
Broad River BSL Funding CLO 2020-1 D Broad River BSL Funding CLO 2020-1B+ (sf)BBB-14.75109.5116.381.06110190.91.7401/27/21
Bain Capital Credit CLO 2019-3 A Bain Capital Credit CLO 2019-3AA (sf)AAA35.89121.6130.751.08120311.82.601/27/21
Bain Capital Credit CLO 2019-3 B1 Bain Capital Credit CLO 2019-3BBB- (sf)AA23.86121.6130.751.08120311.82.601/27/21
Bain Capital Credit CLO 2019-3 B2 Bain Capital Credit CLO 2019-3BBB- (sf)AA23.86121.6130.751.08120311.82.601/27/21
Bain Capital Credit CLO 2019-3 C Bain Capital Credit CLO 2019-3BB- (sf)A-18.66114.7122.371.07115276.192.401/27/21
Bain Capital Credit CLO 2019-3 D Bain Capital Credit CLO 2019-3B (sf)BBB-13.65110115.271.05110240.312.1801/27/21
Bain Capital Credit CLO 2019-3 E Bain Capital Credit CLO 2019-3C (sf)BB-8.14104.1108.361.04   01/27/21
Apidos CLO XVIII-R B Apidos CLO XVIII-RBBB (sf)AA22.65122.01128.941.06120315.942.6301/27/21
Anchorage Credit Funding 9 CLO BA Anchorage Credit Funding 9A (sf)AA-40.46151.4167.361.11110217.051.9701/27/21
Anchorage Credit Funding 9 CLO BB Anchorage Credit Funding 9A (sf)N/A40.46151.4167.361.11110217.051.9701/27/21
Anchorage Credit Funding 9 CLO CB Anchorage Credit Funding 9BBB- (sf)N/A35.07144.2153.471.06105192.741.8401/27/21
Anchorage Credit Funding 9 CLO EB Anchorage Credit Funding 9B+ (sf)N/A25.27127.9133.341.04   01/27/21
Ballyrock CLO 2019-1 A1 Ballyrock CLO 2019-1AA (sf)AAA35.92115.46123.191.07115289.292.5201/27/21
Ballyrock CLO 2019-1 A2 Ballyrock CLO 2019-1A- (sf)AA24.41115.46123.191.07115289.292.5201/27/21
Anchorage Capital CLO 3-R B Anchorage Capital CLO 3-RBBB- (sf)AA27.21129.01135.541.05120412.133.4301/27/21
Battalion CLO X A1R Battalion CLO XAA (sf)AAA36.17116.92126.521.08115299.232.601/27/21
Battalion CLO X A2R Battalion CLO XAA- (sf)AA+26.8116.92126.521.08115299.232.601/27/21
Battalion CLO X BR Battalion CLO XBBB- (sf)A21.39116.92126.521.08115299.232.601/27/21