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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
Battalion CLO X CR Battalion CLO XBB- (sf)BBB-15.01109.54117.021.07110252.712.301/27/21
Battalion CLO X DR Battalion CLO XB (sf)BB-9.61104.64110.031.05105202.741.9301/27/21
Benefit Street Partners CLO XI A1R Benefit Street Partners CLO XIAA (sf)AAA34.28114.85119.61.04115310.382.701/27/21
Benefit Street Partners CLO XI A2R Benefit Street Partners CLO XIBBB- (sf)AA+23.58114.85119.61.04115310.382.701/27/21
Benefit Street Partners CLO XI B Benefit Street Partners CLO XIBB- (sf)A17.06114.85119.61.04115310.382.701/27/21
Benefit Street Partners CLO XI C Benefit Street Partners CLO XIB (sf)BBB-10.54107.9110.881.03110254.492.3101/27/21
Benefit Street Partners CLO XI D Benefit Street Partners CLO XIC (sf)BB-6.26103.7105.821.02105211.352.0101/27/21
Benefit Street Partners CLO XI E Benefit Street Partners CLO XID (sf)B-4.63      01/27/21
Ballyrock CLO 2019-1 B Ballyrock CLO 2019-1BBB- (sf)A18.9115.46123.191.07115289.292.5201/27/21
Ballyrock CLO 2019-1 C Ballyrock CLO 2019-1B+ (sf)BBB-12.9108.94114.71.05110247.922.2501/27/21
Ballyrock CLO 2019-1 D Ballyrock CLO 2019-1B- (sf)BB-8.14104.99108.761.04   01/27/21
Anchorage Credit Funding 3 CLO B Anchorage Credit Funding 3AA- (sf)AA41.13152.1167.271.1110227.592.0701/27/21
Elevation CLO 2015-4 (previously Arrowpoint CLO 2015-4) BR Elevation CLO 2015-4 (previously Arrowpoint CLO 2015-4)AA (sf)AA48.97      01/27/21
CarVal CLO II B CarVal CLO IIBBB- (sf)AA25.8125.11134.71.08120250.242.0901/27/21
MP CLO IV (previously ACAS CLO 2013-2) BR MP CLO IV (previously ACAS CLO 2013-2)BBB- (sf)AA21.98123.3127.921.04120294.732.4601/27/21
Anchorage Capital CLO 9 BR Anchorage Capital CLO 9BBB- (sf)AA25.03125.25132.441.06120309.932.5801/27/21
AIMCO CLO Series 2017-A B AIMCO CLO Series 2017-ABBB+ (sf)AA24.42122.5132.061.08120300.172.501/27/21
Carlyle Global Market Strategies CLO 2015-4 X Carlyle Global Market Strategies CLO 2015-4AA (sf)AAA 117.3121.971.04115255.842.2201/27/21
Carlyle Global Market Strategies CLO 2015-4 A1R Carlyle Global Market Strategies CLO 2015-4AA (sf)AAA34.17117.3121.971.04115255.842.2201/27/21
Carlyle Global Market Strategies CLO 2015-4 A2R Carlyle Global Market Strategies CLO 2015-4BBB- (sf)AA23.22117.3121.971.04115255.842.2201/27/21
Carlyle Global Market Strategies CLO 2015-4 BR Carlyle Global Market Strategies CLO 2015-4BB- (sf)A18.17117.3121.971.04115255.842.2201/27/21
Carlyle Global Market Strategies CLO 2015-4 CR Carlyle Global Market Strategies CLO 2015-4B (sf)BB+11.92110.4113.311.03110217.661.9801/27/21
Carlyle Global Market Strategies CLO 2015-4 DR Carlyle Global Market Strategies CLO 2015-4CC (sf)B+5.7104.2105.841.02105172.51.6401/27/21
CIFC Funding 2012-II-R CLO B CIFC Funding 2012-II-RBB- (sf)A16.34112.5118.471.05115362.073.1501/27/21
Elevation CLO 2016-5 ( previously Arrowpoint CLO 2016-5) BR Elevation CLO 2016-5 ( previously Arrowpoint CLO 2016-5)A- (sf)AA23.03122.3129.71.06120321.822.6801/27/21
Catskill Park CLO A1B Catskill Park CLOAA- (sf)AAA32.96114.82119.711.04115260.142.2601/27/21
Catskill Park CLO B Catskill Park CLOBB- (sf)A16.9114.82119.711.04115260.142.2601/27/21
AMMC CLO XIV B1LR AMMC CLO XIVB+ (sf)BBB-11.14      01/27/21
AMMC CLO XIV B2L1R AMMC CLO XIVB- (sf)BB-5.44      01/27/21
AMMC CLO XIV B2L2R AMMC CLO XIVB- (sf)BB-5.44      01/27/21
Battalion CLO VII XRR Battalion CLO VIIAA (sf)AAA 116.34123.471.06115344.55301/27/21
Battalion CLO VII A1RR Battalion CLO VIIAA (sf)AAA37.35116.34123.471.06115344.55301/27/21
Battalion CLO VII A2RR Battalion CLO VIIA (sf)AA25.73116.34123.471.06115344.55301/27/21
Battalion CLO VII BRR Battalion CLO VIIBBB- (sf)A20.72116.34123.471.06115344.55301/27/21
Battalion CLO VII CRR Battalion CLO VIIBB- (sf)BBB-14.38109.27114.331.05110293.982.6701/27/21
Battalion CLO VII DRR Battalion CLO VIIB- (sf)BB-8.83103.7107.381.04105232.162.2101/27/21
Battalion CLO VII ERR Battalion CLO VIID (sf)B-7.78      01/27/21
ALM VII(R) CLO BR ALM VII(R)BB- (sf)A17.81116120.931.04110244.152.2201/27/21
AMMC CLO 21 B AMMC CLO 21BBB- (sf)AA22.58122.6128.211.05120293.992.4501/27/21
AGL Core CLO 4 B AGL Core CLO 4AA (sf)AAA33.54141.25149.21.06   01/27/21
Atlas Senior Loan Fund XV CLO B1 Atlas Senior Loan Fund XVA- (sf)AA23.45121.58130.521.07120257.332.1401/27/21
Atlas Senior Loan Fund XV CLO B2 Atlas Senior Loan Fund XVA- (sf)AA23.45121.58130.521.07120257.332.1401/27/21
Benefit Street Partners CLO VI X Benefit Street Partners CLO VINRAAA 113117.231.04110254.122.3101/27/21
Benefit Street Partners CLO VI A1R Benefit Street Partners CLO VIAA (sf)AAA34.97113117.231.04110254.122.3101/27/21
Benefit Street Partners CLO VI A2R Benefit Street Partners CLO VIBBB- (sf)AA21.68113117.231.04110254.122.3101/27/21
Benefit Street Partners CLO VI BR Benefit Street Partners CLO VIBB- (sf)A15.08113117.231.04110254.122.3101/27/21
Benefit Street Partners CLO VI CR Benefit Street Partners CLO VIB- (sf)BBB-10.23107.9110.91.03105225.572.1501/27/21
Benefit Street Partners CLO VI DR Benefit Street Partners CLO VID (sf)B5.13103.8104.941.01102.5185.511.8101/27/21
Allegro CLO V B Allegro CLO VBBB- (sf)AA22.54122.6128.761.05120308.112.5701/27/21
Ares LI CLO B Ares LI CLOBBB- (sf)AA24.72124.32132.841.07120306.222.5501/27/21