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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 XI C Battalion CLO XIBB (sf)A18.96114.4122.71.07112.5302.472.6901/27/21
Battalion CLO XI D Battalion CLO XIB+ (sf)BBB13.23108.3114.61.06107.5261.932.4401/27/21
Battalion CLO XI E Battalion CLO XIB- (sf)BB9.2104.2109.511.051052252.1401/27/21
Allegro CLO VI B Allegro CLO VIBBB- (sf)AA23.06121.8129.741.07120344.712.8701/27/21
Benefit Street Partners CLO XII A1 Benefit Street Partners CLO XIIAA (sf)AAA33.97115.7119.351.03110271.152.4601/27/21
Benefit Street Partners CLO XII A2 Benefit Street Partners CLO XIIBBB- (sf)AA22.2115.7119.351.03110271.152.4601/27/21
Benefit Street Partners CLO XII B Benefit Street Partners CLO XIIBB- (sf)A16.57115.7119.351.03110271.152.4601/27/21
Benefit Street Partners CLO XII C Benefit Street Partners CLO XIIB (sf)BBB-10.43108.29111.171.03105235.492.2401/27/21
Benefit Street Partners CLO XII D Benefit Street Partners CLO XIIC (sf)BB-5.82103.7105.731.02   01/27/21
Anchorage Credit Funding 4 CLO B Anchorage Credit Funding 4AA- (sf)AA40.12149.6164.581.1110244.82.2301/27/21
Apidos CLO XXVII B Apidos CLO XXVIIBB- (sf)A17.36116.08120.921.04115268.622.3401/27/21
AMMC CLO XV BRR AMMC CLO XVBBB+ (sf)AA22.5121.6127.91.05120282.482.3501/27/21
Ares LII CLO B Ares LII CLOBBB- (sf)AA23.5122.52130.71.07120314.542.6201/27/21
Atlas Senior Loan Fund V CLO BR2 Atlas Senior Loan Fund VBBB- (sf)AA20.89120.8126.11.04120277.442.3101/27/21
AGL CLO 5 B AGL CLO 5A- (sf)AA26.07125.1135.261.08120177.191.4801/27/21
ALM VII(R)-2 CLO A1B2 ALM VII(R)-2AA (sf)AAA34.9113.13116.941.03115292.492.5401/27/21
ALM VII(R)-2 CLO BR2 ALM VII(R)-2BB- (sf)A15.58113.13116.941.03115292.492.5401/27/21
Cedar Funding VIII CLO B Cedar Funding VIII CLOBBB- (sf)AA22.39121.5127.661.05120283.532.3601/27/21
Apidos CLO XXI BR Apidos CLO XXIBB- (sf)A18.38116.82121.561.04105348.943.3201/27/21
Anchorage Credit Funding 1 CLO BR Anchorage Credit Funding 1A- (sf)AA-38.88149.5161.611.08110215.171.9601/27/21
CIFC Funding 2013-I CLO BR CIFC Funding 2013-IB+ (sf)A16.39114.11118.911.04115235.242.0501/27/21
Apex Credit CLO 2019-II B Apex Credit CLO 2019-IIA- (sf)AA23.68120.72130.931.08120284.52.3701/27/21
Cathedral Lake II CLO BR Cathedral Lake IIBBB+ (sf)AA22.49121.7127.541.05120273.132.2801/27/21
AIMCO CLO Series 2018-B A AIMCO CLO Series 2018-BAA (sf)AAA35.14123.25132.311.07120285.012.3801/27/21
AIMCO CLO Series 2018-B B AIMCO CLO Series 2018-BBBB (sf)AA24.54123.25132.311.07120285.012.3801/27/21
AIMCO CLO Series 2018-B C AIMCO CLO Series 2018-BBB- (sf)A19.67116.95124.31.06110258.632.3501/27/21
Apidos CLO XXXI B Apidos CLO XXXIBBB (sf)AA23.74122.9131.021.07120283.582.3601/27/21
AIMCO CLO Series 2018-B D AIMCO CLO Series 2018-BB (sf)BBB-13.31109.35115.181.05105222.812.1201/27/21
AIMCO CLO Series 2018-B E AIMCO CLO Series 2018-BB- (sf)BB-8.2104.2108.761.04   01/27/21
Carlyle Global Market Strategies CLO 2012-4 XRR Carlyle Global Market Strategies CLO 2012-4AA (sf)AAA 121.58128.311.06120277.32.3101/27/21
Carlyle Global Market Strategies CLO 2012-4 A1RR Carlyle Global Market Strategies CLO 2012-4AA (sf)AAA37.27121.58128.311.06120277.32.3101/27/21
Carlyle Global Market Strategies CLO 2012-4 A2RR Carlyle Global Market Strategies CLO 2012-4AA- (sf)AAA35.23121.58128.311.06120277.32.3101/27/21
Carlyle Global Market Strategies CLO 2012-4 BRR Carlyle Global Market Strategies CLO 2012-4BBB- (sf)AA23121.58128.311.06120277.32.3101/27/21
Carlyle Global Market Strategies CLO 2012-4 CRR Carlyle Global Market Strategies CLO 2012-4BB- (sf)A16.38113.21118.141.04115238.952.0801/27/21
Carlyle Global Market Strategies CLO 2012-4 DRR Carlyle Global Market Strategies CLO 2012-4B (sf)BBB-11.29108.29111.361.03110209.521.901/27/21
Carlyle Global Market Strategies CLO 2012-4 ERR Carlyle Global Market Strategies CLO 2012-4CC (sf)B+6.7104.7105.881.01105174.281.6601/27/21
Annisa CLO BR Annisa CLOBBB- (sf)AA22.88120.72129.381.07120332.842.7701/27/21
Brookside Mill CLO XR Brookside Mill CLONRN/A 122.58128.141.05120379.683.1601/27/21
Brookside Mill CLO AR Brookside Mill CLOAA (sf)AAA37.03122.58128.141.05120379.683.1601/27/21
Brookside Mill CLO BR Brookside Mill CLOA- (sf)AA23.67122.58128.141.05120379.683.1601/27/21
Brookside Mill CLO CR Brookside Mill CLOBB- (sf)A18.21116.92120.051.03115339.532.9501/27/21
Brookside Mill CLO DR Brookside Mill CLOB+ (sf)BBB-10.88108.94110.691.02110282.972.5701/27/21
Brookside Mill CLO ER Brookside Mill CLOCC (sf)B+4.49103.61103.641   01/27/21
Brookside Mill CLO F Brookside Mill CLOD (sf)CCC+3.62      01/27/21
Battalion CLO IX AR Battalion CLO IXAA (sf)AAA35.09124.4132.511.07120391.843.2701/27/21
Battalion CLO IX BR Battalion CLO IXA- (sf)AA25.7124.4132.511.07120391.843.2701/27/21
Battalion CLO IX CR Battalion CLO IXBBB- (sf)A20.21117.2123.391.05110352.273.201/27/21
Battalion CLO IX DR Battalion CLO IXBB- (sf)BBB-13.72109.7114.11.04105294.852.8101/27/21
Battalion CLO IX ER Battalion CLO IXB- (sf)BB-8.13103.7107.161.03   01/27/21
BlueMountain Fuji U.S. CLO III A1 BlueMountain Fuji U.S. CLO IIIAA (sf)AAA39.66123.33130.521.06120359.372.9901/27/21