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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
CarVal CLO I B CarVal CLO IBBB- (sf)AA24.84123.42133.041.08120313.472.6112/31/20
Allegany Park CLO B1 Allegany Park CLOBBB- (sf)AA24.04121.6131.641.08120296.942.4712/31/20
Allegany Park CLO B2 Allegany Park CLOBBB- (sf)AA24.04121.6131.641.08120296.942.4712/31/20
CIFC Funding 2013-III-R CLO B CIFC Funding 2013-III-RBB- (sf)A18.11116121.751.05115325.032.8312/31/20
Black Diamond CLO 2017-1 X Black Diamond CLO 2017-1NRAAA 115.07119.41.04115237.62.0712/31/20
Black Diamond CLO 2017-1 A1A Black Diamond CLO 2017-1AA (sf)AAA37.09115.07119.41.04115237.62.0712/31/20
Black Diamond CLO 2017-1 A1B Black Diamond CLO 2017-1AA (sf)AAA37.09115.07119.41.04115237.62.0712/31/20
Black Diamond CLO 2017-1 A2A Black Diamond CLO 2017-1BBB- (sf)AA23.46115.07119.41.04115237.62.0712/31/20
Black Diamond CLO 2017-1 A2B Black Diamond CLO 2017-1BBB- (sf)AA23.46115.07119.41.04115237.62.0712/31/20
Black Diamond CLO 2017-1 B1 Black Diamond CLO 2017-1B+ (sf)A-17.35115.07119.41.04115237.62.0712/31/20
Black Diamond CLO 2017-1 B2 Black Diamond CLO 2017-1B+ (sf)A-17.35115.07119.41.04115237.62.0712/31/20
Black Diamond CLO 2017-1 C Black Diamond CLO 2017-1B- (sf)BB+10.99107.78110.871.03110204.681.8612/31/20
Black Diamond CLO 2017-1 D Black Diamond CLO 2017-1D (sf)B+6.42104.19105.451.01   12/31/20
Apidos CLO XXV B1R Apidos CLO XXVBB- (sf)A17.51115.8120.911.041152812.4412/31/20
Apidos CLO XXV B2R Apidos CLO XXVBB- (sf)A17.51115.8120.911.041152812.4412/31/20
Canyon CLO 2016-2 BR Canyon CLO 2016-2BBB- (sf)AA22.76122.35129.211.06120272.562.2712/31/20
AGL CLO 3 B1 AGL CLO 3BBB- (sf)AA24.51122.45132.471.08120301.742.5112/31/20
AGL CLO 3 B2 AGL CLO 3BBB- (sf)AA24.51122.45132.471.08120301.742.5112/31/20
Cedar Funding V CLO BR Cedar Funding V CLOBBB+ (sf)AA23.02121.6129.071.06120286.682.3912/31/20
CBAM 2017-3 CLO X CBAM 2017-3NRAAA 121.6129.351.06120305.282.5412/31/20
CBAM 2017-3 CLO A CBAM 2017-3AA (sf)AAA35.2121.6129.351.06120305.282.5412/31/20
CBAM 2017-3 CLO B1 CBAM 2017-3A- (sf)AA23.05121.6129.351.06120305.282.5412/31/20
CBAM 2017-3 CLO B2 CBAM 2017-3A- (sf)AA23.05121.6129.351.06120305.282.5412/31/20
CBAM 2017-3 CLO C CBAM 2017-3BB- (sf)A17.49115.7120.621.04115273.62.3812/31/20
CBAM 2017-3 CLO D CBAM 2017-3B+ (sf)BBB-11.41108.3112.351.04110235.82.1412/31/20
CBAM 2017-3 CLO E1 CBAM 2017-3B- (sf)BB-6.85104.7106.861.02   12/31/20
CBAM 2017-3 CLO E2 CBAM 2017-3B- (sf)BB-6.85104.7106.861.02   12/31/20
Barings CLO 2018-II X Barings CLO 2018-IINRAAA 116.3122.611.05115314.482.7312/31/20
Barings CLO 2018-II A1A Barings CLO 2018-IIAA (sf)AAA43116.3122.611.05115314.482.7312/31/20
Barings CLO 2018-II A1B Barings CLO 2018-IIAA (sf)AAA35.43116.3122.611.05115314.482.7312/31/20
Barings CLO 2018-II A2 Barings CLO 2018-IIA- (sf)AA+27.21116.3122.611.05115314.482.7312/31/20
Barings CLO 2018-II B Barings CLO 2018-IIBB- (sf)A18.83116.3122.611.05115314.482.7312/31/20
Barings CLO 2018-II C Barings CLO 2018-IIB+ (sf)BBB-12.68109.54113.971.04110270.142.4612/31/20
Barings CLO 2018-II D Barings CLO 2018-IIB- (sf)BB-7.18104.7107.221.02105216.432.0612/31/20
Anchorage Capital CLO 3-R B Anchorage Capital CLO 3-RBBB- (sf)AA27.21129.01135.541.05120412.133.4312/31/20
Broad River BSL Funding CLO 2020-1 A Broad River BSL Funding CLO 2020-1AA (sf)AAA40.72122.6132.791.08120221.381.8412/31/20
Broad River BSL Funding CLO 2020-1 B Broad River BSL Funding CLO 2020-1A- (sf)AA25.73122.6132.791.08120221.381.8412/31/20
Broad River BSL Funding CLO 2020-1 C Broad River BSL Funding CLO 2020-1BB- (sf)A20.71116.2124.381.07115200.181.7412/31/20
Broad River BSL Funding CLO 2020-1 D Broad River BSL Funding CLO 2020-1B+ (sf)BBB-14.71109.5115.631.06110170.581.5512/31/20
Catamaran CLO 2018-1 B Catamaran CLO 2018-1A- (sf)AA22.75121.6129.071.06120286.292.3912/31/20
Carlyle Global Market Strategies CLO 2013-3 A1AR Carlyle Global Market Strategies CLO 2013-3AA (sf)AAA39.31113.3117.521.04115297.342.5912/31/20
Carlyle Global Market Strategies CLO 2013-3 A1BR Carlyle Global Market Strategies CLO 2013-3AA- (sf)AAA34.89113.3117.521.04115297.342.5912/31/20
Carlyle Global Market Strategies CLO 2013-3 A2R Carlyle Global Market Strategies CLO 2013-3BBB- (sf)AA22.06113.3117.521.04115297.342.5912/31/20
Carlyle Global Market Strategies CLO 2013-3 BR Carlyle Global Market Strategies CLO 2013-3BB- (sf)A15.9113.3117.521.04115297.342.5912/31/20
Carlyle Global Market Strategies CLO 2013-3 CR Carlyle Global Market Strategies CLO 2013-3B (sf)BBB-9.75107.1109.51.02110261.752.3812/31/20
Carlyle Global Market Strategies CLO 2013-3 DR Carlyle Global Market Strategies CLO 2013-3CCC (sf)B+5.95104.5105.081.01105226.342.1612/31/20
Carlyle Global Market Strategies CLO 2013-3 ER Carlyle Global Market Strategies CLO 2013-3D (sf)CCC+4.1      12/31/20
CIFC Funding 2012-II-R CLO B CIFC Funding 2012-II-RBB- (sf)A16.34112.5118.471.05115362.073.1512/31/20
Cathedral Lake V CLO B Cathedral Lake VBBB- (sf)AA22.57121.58128.881.06120273.182.2812/31/20
Carlyle Global Market Strategies CLO 2015-4 X Carlyle Global Market Strategies CLO 2015-4AA (sf)AAA 117.3121.351.031152582.2412/31/20