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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
Carlyle Global Market Strategies CLO 2016-1 A1R Carlyle Global Market Strategies CLO 2016-1AA (sf)AAA37.56112.48117.31.04115318.542.7701/27/21
Carlyle Global Market Strategies CLO 2016-1 A2R Carlyle Global Market Strategies CLO 2016-1A- (sf)AA22.94112.48117.31.04115318.542.7701/27/21
Carlyle Global Market Strategies CLO 2016-1 BR Carlyle Global Market Strategies CLO 2016-1BB- (sf)A15.54112.48117.31.04115318.542.7701/27/21
Carlyle Global Market Strategies CLO 2016-1 CR Carlyle Global Market Strategies CLO 2016-1B (sf)BBB-11.01108.42111.331.03110284.592.5901/27/21
Carlyle Global Market Strategies CLO 2016-1 DR Carlyle Global Market Strategies CLO 2016-1B- (sf)B+6.27104.7105.711.01105236.492.2501/27/21
Canyon Capital CLO 2014-2 BR Canyon Capital CLO 2014-2BBB- (sf)AA23.48122.33130.091.06120311.612.601/27/21
Carlyle U.S. CLO 2017-3 A1B Carlyle U.S. CLO 2017-3AA- (sf)AAA33.14114.2118.111.03115269.892.3501/27/21
Carlyle U.S. CLO 2017-3 B Carlyle U.S. CLO 2017-3BB- (sf)A16.01114.2118.111.03115269.892.3501/27/21
AMMC CLO XI A3BRR AMMC CLO XIAA- (sf)AAA34.08122.51129.111.05120281.042.3401/27/21
AMMC CLO XI BRR AMMC CLO XIBBB- (sf)AA23.41122.51129.111.05120281.042.3401/27/21
Deer Creek CLO 2017-1 B Deer Creek CLO 2017-1A- (sf)AA23.59122.28130.571.07120258.12.1501/27/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) X Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)NRAAA 126.4132.111.05120319.312.6601/27/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) AR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)AA (sf)AAA37.01126.4132.111.05120319.312.6601/27/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) BR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)BBB- (sf)AA24.72126.4132.111.05120319.312.6601/27/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) CR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)BB- (sf)A15.39113.8117.551.03110262.512.3901/27/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) DR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)B- (sf)BBB-9.94108110.441.02105229.442.1901/27/21
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) E Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)D (sf)B+6.16104.9105.991.01   01/27/21
Barings CLO 2019-II A1A Barings CLO 2019-IIAA (sf)AAA39.57114.7120.791.05115254.152.2101/27/21
Barings CLO 2019-II A1B Barings CLO 2019-IIAA- (sf)AAA34.51114.7120.791.05115254.152.2101/27/21
Cirrus Funding 2018-1 CLO B Cirrus Funding 2018-1AA- (sf)AA-40.61155.4168.321.08110141.571.2901/27/21
Ares XXVII CLO BR Ares XXVII CLOBBB- (sf)AA24.14124.74131.821.06120349.972.9201/27/21
BlueMountain CLO XXIV A1 BlueMountain CLO XXIVAA (sf)AAA41.05126.52136.61.08120306.152.5501/27/21
BlueMountain CLO XXIV A2 BlueMountain CLO XXIVAA- (sf)N/A36.06126.52136.61.08120306.152.5501/27/21
BlueMountain CLO XXIV B BlueMountain CLO XXIVBBB- (sf)AA26.81126.52136.61.08120306.152.5501/27/21
BlueMountain CLO XXIV C BlueMountain CLO XXIVBB- (sf)A18.62114.77122.841.07115255.492.2201/27/21
BlueMountain CLO XXIV D BlueMountain CLO XXIVB (sf)BBB-12.73108.48114.551.06110218.911.9901/27/21
BlueMountain CLO XXIV E BlueMountain CLO XXIVCCC- (sf)BB-9.13105.95110.011.04105190.811.8201/27/21
Ares LIII CLO B Ares LIII CLOBBB- (sf)AA24.88124.21133.111.07120317.392.6401/27/21
Cumberland Park CLO AR Cumberland Park CLOAA (sf)AAA46.07128.6139.051.08120447.823.7301/27/21
Barings CLO 2019-II A2 Barings CLO 2019-IIBBB+ (sf)AA24.4114.7120.791.05115254.152.2101/27/21
Barings CLO 2019-II B Barings CLO 2019-IIBB- (sf)A17.57114.7120.791.05115254.152.2101/27/21
Barings CLO 2019-II C Barings CLO 2019-IIB (sf)BBB-11.76108.61112.831.04110218.481.9901/27/21
Barings CLO 2019-II D Barings CLO 2019-IICCC (sf)BB-7.71105.09107.881.03105187.451.7901/27/21
Benefit Street Partners CLO XIV A1 Benefit Street Partners CLO XIVAA (sf)AAA38.03123.8131.261.06120372.713.1101/27/21
Benefit Street Partners CLO XIV A2 Benefit Street Partners CLO XIVAA- (sf)AAA31.93123.8131.261.06120372.713.1101/27/21
Benefit Street Partners CLO XIV B Benefit Street Partners CLO XIVBBB (sf)AA24.06123.8131.261.06120372.713.1101/27/21
Benefit Street Partners CLO XIV C Benefit Street Partners CLO XIVBB- (sf)A16.69114.5119.661.05115324.242.8201/27/21
Benefit Street Partners CLO XIV D Benefit Street Partners CLO XIVB (sf)BBB-10.6107.6111.51.04110280.942.5501/27/21
Benefit Street Partners CLO XIV E Benefit Street Partners CLO XIVCC (sf)BB-6.74103.9106.881.03105240.722.2901/27/21
AIG CLO 2018-1 A2B AIG CLO 2018-1AA- (sf)N/A36.14121.6130.841.08120278.232.3201/27/21
AIG CLO 2018-1 B AIG CLO 2018-1BBB- (sf)AA23.57121.6130.841.08120278.232.3201/27/21
Anchorage Capital CLO 6 B1R Anchorage Capital CLO 6BBB- (sf)AA24.77125.07131.991.06120328.332.7401/27/21
Anchorage Capital CLO 6 B2R Anchorage Capital CLO 6BBB- (sf)AA24.77125.07131.991.06120328.332.7401/27/21
Cumberland Park CLO BR Cumberland Park CLOAA (sf)AAA31.79128.6139.051.08120447.823.7301/27/21
Cumberland Park CLO CR Cumberland Park CLOBBB- (sf)A+20.59114.9121.91.06110356.283.2401/27/21
Cumberland Park CLO DR Cumberland Park CLOB+ (sf)BBB13.83109113.451.04105302.342.8801/27/21
Cumberland Park CLO ER Cumberland Park CLOB- (sf)BB-7.42104.4106.461.02102.5234.642.2901/27/21
Cumberland Park CLO FR Cumberland Park CLOD (sf)CCC+5.31      01/27/21
ALM XIX CLO A1BR2 ALM XIXA- (sf)N/A30.5112.7118.241.05110320.542.9101/27/21
ALM XIX CLO A2BR2 ALM XIXBB (sf)AA23.26112.7118.241.05110320.542.9101/27/21