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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
Apidos CLO XXXII B1 Apidos CLO XXXIIBBB- (sf)AA23.82121.58130.91.08120278.312.3201/27/21
Denali Capital CLO X B1LR Denali Capital CLO XB- (sf)BBB-11.04      01/27/21
Denali Capital CLO X B2LR Denali Capital CLO XD (sf)BB-6.7      01/27/21
Denali Capital CLO X B3LR Denali Capital CLO XD (sf)B-5.25      01/27/21
Apidos CLO XXXII B2 Apidos CLO XXXIIBBB- (sf)AA23.82121.58130.91.08120278.312.3201/27/21
Battery Park CLO X Battery Park CLOAA (sf)AAA 113.7120.421.06110227.942.0701/27/21
Battery Park CLO AL Battery Park CLOA+ (sf)N/A24.79113.7120.421.06110227.942.0701/27/21
Battery Park CLO B1 Battery Park CLOBB- (sf)A17.27113.7120.421.06110227.942.0701/27/21
Battery Park CLO B2 Battery Park CLOBB- (sf)A17.27113.7120.421.06110227.942.0701/27/21
Battery Park CLO C Battery Park CLOB (sf)BBB-12.26108.3113.541.05105201.911.9201/27/21
Battery Park CLO D Battery Park CLOCCC (sf)BB-8.5105.1108.881.04   01/27/21
Atlas Senior Loan Fund VIII CLO B Atlas Senior Loan Fund VIIIA- (sf)AA22.88123.42129.361.05120269.572.2501/27/21
Anchorage Capital CLO 13 B Anchorage Capital CLO 13BBB- (sf)AA26.45127.4135.311.06120296.922.4701/27/21
CIFC Funding 2019-III CLO A1B CIFC Funding 2019-IIIAA- (sf)N/A34.81116.4124.021.07115243.982.1201/27/21
CIFC Funding 2019-III CLO B CIFC Funding 2019-IIIBB- (sf)A19.37116.4124.021.07115243.982.1201/27/21
Apidos CLO XII BR Apidos CLO XIIA- (sf)AA22.59123.05128.861.05120336.622.8101/27/21
Carlyle U.S. CLO 2018-4 A1B Carlyle U.S. CLO 2018-4AA- (sf)AAA34.88115.2122.811.07115287.582.501/27/21
Carlyle U.S. CLO 2018-4 B Carlyle U.S. CLO 2018-4BB- (sf)A18.69115.2122.811.07115287.582.501/27/21
Bain Capital Credit CLO 2019-1 A1A Bain Capital Credit CLO 2019-1AA (sf)AAA41.03122.45130.581.07120259.452.1601/27/21
Bain Capital Credit CLO 2019-1 A1B Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1601/27/21
Bain Capital Credit CLO 2019-1 A2L Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1601/27/21
Bain Capital Credit CLO 2019-1 A2F Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1601/27/21
Bain Capital Credit CLO 2019-1 B Bain Capital Credit CLO 2019-1BBB- (sf)AA23.6122.45130.581.07120259.452.1601/27/21
Bain Capital Credit CLO 2019-1 C Bain Capital Credit CLO 2019-1BB- (sf)A17.53114.7120.961.05110230.342.0901/27/21
Bain Capital Credit CLO 2019-1 D Bain Capital Credit CLO 2019-1B- (sf)BBB-11.66108.55112.931.04105200.651.9101/27/21
Bain Capital Credit CLO 2019-1 E Bain Capital Credit CLO 2019-1D (sf)BB-6.91104.2107.161.03   01/27/21
FDF IV CLO BR FDF IVA (sf)N/A39.97150.8164.551.09110207.041.8801/27/21
Fortress Credit BSL IV CLO A Fortress Credit BSL IVAA (sf)AAA40.38123.3132.091.07120332.122.7701/27/21
Fortress Credit BSL IV CLO B1 Fortress Credit BSL IVA- (sf)AA24.72123.3132.091.07120332.122.7701/27/21
Fortress Credit BSL IV CLO B2 Fortress Credit BSL IVA- (sf)AA24.72123.3132.091.07120332.122.7701/27/21
Fortress Credit BSL IV CLO C Fortress Credit BSL IVBB- (sf)A18.3114.9121.71.06115291.342.5301/27/21
Fortress Credit BSL IV CLO D Fortress Credit BSL IVB+ (sf)BBB12.68108.9113.871.05110254.612.3101/27/21
Fortress Credit BSL IV CLO E Fortress Credit BSL IVB- (sf)BB-8.66105.9108.871.03105218.342.0801/27/21
Barings CLO 2017-I A1 Barings CLO 2017-IAA (sf)AAA39.61126.1134.631.07120314.32.6201/27/21
Barings CLO 2017-I A2 Barings CLO 2017-IAA (sf)AAA33.57126.1134.631.07120314.32.6201/27/21
Barings CLO 2017-I B1 Barings CLO 2017-IA- (sf)AA+26.03126.1134.631.07120314.32.6201/27/21
Barings CLO 2017-I B2 Barings CLO 2017-IA- (sf)AA+26.03126.1134.631.07120314.32.6201/27/21
Barings CLO 2017-I C Barings CLO 2017-IBB- (sf)A18.48116122.161.05115266.442.3201/27/21
Barings CLO 2017-I D Barings CLO 2017-IB+ (sf)BBB-12.79109.4114.21.04110228.252.0801/27/21
Allegro CLO VIII B1 Allegro CLO VIIIBBB (sf)AA23.74122.98130.761.06120335.382.7901/27/21
Allegro CLO VIII B2 Allegro CLO VIIIBBB (sf)AA23.74122.98130.761.06120335.382.7901/27/21
Dryden 64 CLO B Dryden 64 CLOBBB- (sf)AA23.51122130.381.07120358.542.9901/27/21
Flatiron CLO 2015-1 BR Flatiron CLO 2015-1AA (sf)AA+32.96122.5148.861.22120404.643.3701/27/21
Barings CLO 2017-I E Barings CLO 2017-IB- (sf)BB-7.41104.7107.561.03105186.941.7801/27/21
Barings CLO 2017-I F Barings CLO 2017-ID (sf)B-5.39      01/27/21
Ares XLV CLO B Ares XLV CLOBBB- (sf)AA23.42122.89130.581.06120352.082.9301/27/21
Carlyle Global Market Strategies CLO 2015-1 ARR Carlyle Global Market Strategies CLO 2015-1AA (sf)AAA35.23      01/27/21
Carlyle Global Market Strategies CLO 2015-1 BRR Carlyle Global Market Strategies CLO 2015-1BBB- (sf)AA22.53      01/27/21
Carlyle Global Market Strategies CLO 2015-1 CRR Carlyle Global Market Strategies CLO 2015-1BB- (sf)A17.83      01/27/21
Carlyle Global Market Strategies CLO 2015-1 DRR Carlyle Global Market Strategies CLO 2015-1B (sf)BBB-11.58      01/27/21