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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
ACIS CLO 2017-7 B ACIS CLO 2017-7AA- (sf)AA+31.56118.6143.581.21120305.122.5401/27/21
Atlas Senior Loan Fund IX CLO B Atlas Senior Loan Fund IXA- (sf)AA24.26119.9127.561.06115373.653.2501/27/21
Black Diamond CLO 2014-1 A1R Black Diamond CLO 2014-1NRAAA 113.51191.211.681053002.8601/27/21
Black Diamond CLO 2014-1 A2R Black Diamond CLO 2014-1NRAAA 113.51191.211.681053002.8601/27/21
Black Diamond CLO 2014-1 B1R Black Diamond CLO 2014-1AA (sf)AA-61.33113.51191.211.681053002.8601/27/21
Black Diamond CLO 2014-1 B2R Black Diamond CLO 2014-1AA (sf)AA-61.33113.51191.211.681053002.8601/27/21
Black Diamond CLO 2014-1 CR Black Diamond CLO 2014-1AA (sf)BBB+38.8107.82141.871.32102191.381.8801/27/21
Black Diamond CLO 2014-1 D Black Diamond CLO 2014-1BB- (sf)BB19.53104.81116.231.11101132.221.3101/27/21
CFIP CLO 2013-1 BR CFIP CLO 2013-1BBB- (sf)AA22.96123.6129.81.05120273.062.2801/27/21
CFIP CLO 2017-1 B CFIP CLO 2017-1BBB (sf)AA24.81123.3132.021.07120313.742.6101/27/21
Barings CLO 2013-I AR Barings CLO 2013-IAA (sf)AAA34.06123.3131.421.07120393.143.2801/27/21
Barings CLO 2013-I BR Barings CLO 2013-IA (sf)AA24.24123.3131.421.07120393.143.2801/27/21
Barings CLO 2013-I CR Barings CLO 2013-IBBB- (sf)A17.36114.9120.471.05110343.343.1201/27/21
Barings CLO 2013-I DR Barings CLO 2013-IB+ (sf)BBB-10.18107.6110.841.03105283.12.701/27/21
Barings CLO 2013-I ER Barings CLO 2013-IB- (sf)BB-5.85104.7105.751.01   01/27/21
Barings CLO 2013-I FR Barings CLO 2013-ID (sf)B-4.31      01/27/21
Barings CLO 2019-III A1 Barings CLO 2019-IIIAA (sf)AAA42.02125.1133.741.07120308.12.5701/27/21
Catamaran CLO 2015-1 BR Catamaran CLO 2015-1AA (sf)AA41.6125156.951.26120479.95401/27/21
Barings CLO 2017-I B2 Barings CLO 2017-IA- (sf)AA+26.03126.1134.631.07120314.32.6212/31/20
Barings CLO 2017-I C Barings CLO 2017-IBB- (sf)A18.48116122.161.05115266.442.3212/31/20
Apidos CLO XXIII B1R Apidos CLO XXIIIBBB+ (sf)AA28.16114.7121.091.06115266.272.3212/31/20
Apidos CLO XXIII B2R Apidos CLO XXIIIA- (sf)AA23.11114.7121.091.06115266.272.3212/31/20
Flagship CLO VIII BRR Flagship CLO VIIIAA (sf)AA38.07123146.691.19120391.083.2612/31/20
ARES XXXVR CLO B ARES XXXVR CLOBBB- (sf)AA23.94124.2131.161.06120370.793.0912/31/20
Dryden 36 Senior Loan Fund CLO BR3 Dryden 36 Senior Loan FundA- (sf)N/A24.27122.1131.041.07120294.182.4512/31/20
Barings CLO 2017-I D Barings CLO 2017-IB+ (sf)BBB-12.79109.4114.21.04110228.252.0812/31/20
Barings CLO 2017-I E Barings CLO 2017-IB- (sf)BB-7.41104.7107.561.03105186.941.7812/31/20
Barings CLO 2017-I F Barings CLO 2017-ID (sf)B-5.39      12/31/20
Battery Park CLO X Battery Park CLOAA (sf)AAA 113.7120.421.06110227.942.0712/31/20
Battery Park CLO AL Battery Park CLOA (sf)N/A24.79113.7120.421.06110227.942.0712/31/20
Battery Park CLO B1 Battery Park CLOBB- (sf)A17.27113.7120.421.06110227.942.0712/31/20
Battery Park CLO B2 Battery Park CLOBB- (sf)A17.27113.7120.421.06110227.942.0712/31/20
Battery Park CLO C Battery Park CLOB (sf)BBB-12.26108.3113.541.05105201.911.9212/31/20
Battery Park CLO D Battery Park CLOCCC- (sf)BB-8.5105.1108.881.04   12/31/20
Carlyle Global Market Strategies CLO 2015-1 ARR Carlyle Global Market Strategies CLO 2015-1AA (sf)AAA35.23      12/31/20
Carlyle Global Market Strategies CLO 2015-1 BRR Carlyle Global Market Strategies CLO 2015-1BBB- (sf)AA22.53      12/31/20
Carlyle Global Market Strategies CLO 2015-1 CRR Carlyle Global Market Strategies CLO 2015-1BB- (sf)A17.83      12/31/20
Carlyle Global Market Strategies CLO 2015-1 DRR Carlyle Global Market Strategies CLO 2015-1B (sf)BBB-11.58      12/31/20
Carlyle Global Market Strategies CLO 2015-1 ER Carlyle Global Market Strategies CLO 2015-1C (sf)B+6.56      12/31/20
Carlyle Global Market Strategies CLO 2015-1 FR Carlyle Global Market Strategies CLO 2015-1D (sf)CCC5.03      12/31/20
CIFC Funding 2017-II CLO B CIFC Funding 2017-IIBBB- (sf)AA23.82123.3130.761.06120303.332.5312/31/20
BlueMountain CLO XXV X BlueMountain CLO XXVAA (sf)AAA 123.51133.441.08120294.522.4512/31/20
BlueMountain CLO XXV A1 BlueMountain CLO XXVAA (sf)AAA39.97123.51133.441.08120294.522.4512/31/20
BlueMountain CLO XXV A2 BlueMountain CLO XXVAA- (sf)AAA36.72123.51133.441.08120294.522.4512/31/20
Anchorage Credit Funding 7 CLO B Anchorage Credit Funding 7A- (sf)AA-40.92153.3167.731.09110196.81.7912/31/20
Apex Credit CLO 2017-II B Apex Credit CLO 2017-IIBBB+ (sf)AA24.26122.45127.721.04120332.822.7712/31/20
Ballyrock CLO 2016-1 AR Ballyrock CLO 2016-1AA (sf)AAA35.01122.5132.051.08117.5276.082.3512/31/20
Ballyrock CLO 2016-1 B1R Ballyrock CLO 2016-1AA- (sf)AA24.34122.5132.051.08117.5276.082.3512/31/20
Ballyrock CLO 2016-1 B2 Ballyrock CLO 2016-1AA- (sf)AA24.34122.5132.051.08117.5276.082.3512/31/20
Ballyrock CLO 2016-1 CR Ballyrock CLO 2016-1BBB- (sf)A18.76115.7122.971.06112.5247.022.212/31/20