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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
BlueMountain CLO XXII C BlueMountain CLO XXIIBB- (sf)A16.83113.19118.751.05115303.522.6401/27/21
BlueMountain CLO XXII D BlueMountain CLO XXIIB (sf)BBB-11.79108.27111.961.03110269.262.4501/27/21
BlueMountain CLO XXII E BlueMountain CLO XXIICCC- (sf)BB-7.51103.98106.781.03105231.252.201/27/21
AIMCO CLO Series 2018-A B AIMCO CLO Series 2018-AA- (sf)AA+24.23122.5131.341.07120338.582.8201/27/21
Allegro CLO X B Allegro CLO XBBB- (sf)AA24.11123.69131.761.07120301.422.5101/27/21
CIFC Funding 2015-I CLO BRR CIFC Funding 2015-IBBB- (sf)AA22.72      01/27/21
522 Funding CLO 2017-1(A) (previously Assurant CLO I) B 522 Funding CLO 2017-1(A) (previously Assurant CLO I)A- (sf)AA23.06121.6128.371.06120323.732.701/27/21
Ares XLIII CLO B Ares XLIII CLOBB+ (sf)AA22.33121.58128.151.05120342.822.8601/27/21
Bain Capital Credit CLO 2019-4 A1 Bain Capital Credit CLO 2019-4AA (sf)AAA39.95121.58131.071.08120288.492.401/27/21
Bain Capital Credit CLO 2019-4 A2 Bain Capital Credit CLO 2019-4A+ (sf)AAA34.94121.58131.071.08120288.492.401/27/21
Bain Capital Credit CLO 2019-4 B Bain Capital Credit CLO 2019-4BBB- (sf)AA23.93121.58131.071.08120288.492.401/27/21
Bain Capital Credit CLO 2019-4 C Bain Capital Credit CLO 2019-4BB- (sf)A18.43114.7122.231.07115254.672.2101/27/21
Bain Capital Credit CLO 2019-4 D Bain Capital Credit CLO 2019-4B (sf)BBB-12.92108.94114.51.05110218.021.9801/27/21
Bain Capital Credit CLO 2019-4 E Bain Capital Credit CLO 2019-4CC (sf)BB-7.92104.2108.281.04   01/27/21
Ballyrock CLO 2019-2 A1A Ballyrock CLO 2019-2AA (sf)AAA39.95114121.741.07115271.652.3601/27/21
Ballyrock CLO 2019-2 A1B Ballyrock CLO 2019-2AA (sf)N/A34.95114121.741.07115271.652.3601/27/21
Ballyrock CLO 2019-2 A2 Ballyrock CLO 2019-2A- (sf)AA23.94114121.741.07115271.652.3601/27/21
Ballyrock CLO 2019-2 B Ballyrock CLO 2019-2BB- (sf)A17.93114121.741.07115271.652.3601/27/21
Ballyrock CLO 2019-2 C Ballyrock CLO 2019-2B+ (sf)BBB-12.43108.3114.091.05110232.692.1201/27/21
Ballyrock CLO 2019-2 D Ballyrock CLO 2019-2B- (sf)BB-7.93104.7108.511.04   01/27/21
BlueMountain CLO 2016-1 AR BlueMountain CLO 2016-1AA (sf)AAA37.53121.58126.531.04120391.023.2601/27/21
BlueMountain CLO 2016-1 BR BlueMountain CLO 2016-1BBB- (sf)AA23.14121.58126.531.04120391.023.2601/27/21
BlueMountain CLO 2016-1 CR BlueMountain CLO 2016-1BB- (sf)A15.95112.48115.751.03115337.522.9301/27/21
BlueMountain CLO 2016-1 DR BlueMountain CLO 2016-1B (sf)BBB11.43108.42109.861.01110301.792.7401/27/21
BlueMountain CLO 2016-1 ER BlueMountain CLO 2016-1B- (sf)B+6.7104.7104.321105247.252.3501/27/21
Canyon CLO 2018-1 B Canyon CLO 2018-1BBB- (sf)AA23.21122.45129.971.06120330.422.7501/27/21
Canyon Capital CLO 2012-1 R B Canyon Capital CLO 2012-1 RBBB- (sf)AA23.4122.94130.21.06120247.882.0701/27/21
Carlyle Global Market Strategies CLO 2013-4 A1RR Carlyle Global Market Strategies CLO 2013-4AA (sf)AAA40.41120.3125.871.05120347.632.901/27/21
Carlyle Global Market Strategies CLO 2013-4 A2RR Carlyle Global Market Strategies CLO 2013-4AA- (sf)AAA36.14120.3125.871.05120347.632.901/27/21
Carlyle Global Market Strategies CLO 2013-4 BRR Carlyle Global Market Strategies CLO 2013-4BBB- (sf)AA21.54120.3125.871.05120347.632.901/27/21
Carlyle Global Market Strategies CLO 2013-4 CRR Carlyle Global Market Strategies CLO 2013-4BB- (sf)A15.73113.4117.181.03115313.112.7201/27/21
Carlyle Global Market Strategies CLO 2013-4 DRR Carlyle Global Market Strategies CLO 2013-4B (sf)BB+9.52107.2109.151.02110271.562.4701/27/21
Carlyle Global Market Strategies CLO 2013-4 ERR Carlyle Global Market Strategies CLO 2013-4CC (sf)B+5.78104.2104.811.01   01/27/21
Carlyle U.S. CLO 2017-2 A1B Carlyle U.S. CLO 2017-2AA (sf)AAA33.42114.4119.431.04115278.672.4201/27/21
Carlyle U.S. CLO 2017-2 A2B Carlyle U.S. CLO 2017-2BBB- (sf)AA21.82114.4119.431.04115278.672.4201/27/21
Carlyle U.S. CLO 2017-2 B Carlyle U.S. CLO 2017-2BB- (sf)A16.35114.4119.431.04115278.672.4201/27/21
MP CLO VIII (Previously ACAS CLO 2015-2) BR MP CLO VIII (Previously ACAS CLO 2015-2)AA- (sf)AA+26.37126.8135.761.07120381.163.1801/27/21
Catamaran CLO 2013-1 BR Catamaran CLO 2013-1AA- (sf)AA25.45121.26131.71.09120402.133.3501/27/21
Barings CLO 2018-IV A1 Barings CLO 2018-IVAA (sf)AAA38.37122.9131.221.07120324.062.701/27/21
Barings CLO 2018-IV A2 Barings CLO 2018-IVAA- (sf)N/A34.33122.9131.221.07120324.062.701/27/21
Barings CLO 2018-IV B Barings CLO 2018-IVBBB- (sf)AA23.97122.9131.221.07120324.062.701/27/21
Barings CLO 2018-IV C Barings CLO 2018-IVBB- (sf)A18.92116.6123.041.06115291.772.5401/27/21
Barings CLO 2018-IV D Barings CLO 2018-IVB (sf)BBB-12.6109.6114.151.04110252.262.2901/27/21
Barings CLO 2018-IV E Barings CLO 2018-IVCCC- (sf)BB-7.05104.45107.331.03105205.291.9601/27/21
Madison Park Funding XLIV (Atrium XV) CLO B Madison Park Funding XLIV (Atrium XV)BBB- (sf)AA24.49122.08130.471.07120299.622.501/27/21
ALM XVII CLO A1BR ALM XVIIAA (sf)AAA36.59117.21124.331.06115328.062.8501/27/21
ALM XVII CLO BR ALM XVIIBB (sf)A20.15117.21124.331.06115328.062.8501/27/21
Battalion CLO XI X Battalion CLO XINRN/A 122.4132.731.08120341.62.8501/27/21
Battalion CLO XI A Battalion CLO XIAA (sf)AAA38.8122.4132.731.08120341.62.8501/27/21
Battalion CLO XI B Battalion CLO XIA- (sf)AA25.08122.4132.731.08120341.62.8501/27/21