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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 2015-4 A1R Carlyle Global Market Strategies CLO 2015-4AA (sf)AAA34.22117.3121.351.031152582.2412/31/20
Carlyle Global Market Strategies CLO 2015-4 A2R Carlyle Global Market Strategies CLO 2015-4BBB- (sf)AA23.28117.3121.351.031152582.2412/31/20
Carlyle Global Market Strategies CLO 2015-4 BR Carlyle Global Market Strategies CLO 2015-4BB- (sf)A18.23117.3121.351.031152582.2412/31/20
Carlyle Global Market Strategies CLO 2015-4 CR Carlyle Global Market Strategies CLO 2015-4B (sf)BB+11.98110.4112.741.02110220.05212/31/20
Carlyle Global Market Strategies CLO 2015-4 DR Carlyle Global Market Strategies CLO 2015-4C (sf)B+5.77104.2105.311.01105175.131.6712/31/20
AIMCO CLO Series 2017-A B AIMCO CLO Series 2017-AA- (sf)AA24.42122.5132.061.08120300.172.512/31/20
MP CLO III (previously ACAS CLO 2013-1) BR MP CLO III (previously ACAS CLO 2013-1)BBB- (sf)AA22.5123.3128.841.04120312.622.6112/31/20
Cent CLO 21 A1RB Cent CLO 21AA (sf)AAA35.74116.22120.881.04115237.012.0612/31/20
Carlyle U.S. CLO 2017-1 A1B Carlyle U.S. CLO 2017-1AA (sf)AAA33.79114.6119.171.04115280.742.4412/31/20
Carlyle U.S. CLO 2017-1 B Carlyle U.S. CLO 2017-1BB- (sf)A16.8114.6119.171.04115280.742.4412/31/20
Bain Capital Credit CLO 2019-3 A Bain Capital Credit CLO 2019-3AA (sf)AAA35.78121.6130.611.07120321.432.6812/31/20
Bain Capital Credit CLO 2019-3 B1 Bain Capital Credit CLO 2019-3BBB- (sf)AA23.74121.6130.611.07120321.432.6812/31/20
Bain Capital Credit CLO 2019-3 B2 Bain Capital Credit CLO 2019-3BBB- (sf)AA23.74121.6130.611.07120321.432.6812/31/20
Bain Capital Credit CLO 2019-3 C Bain Capital Credit CLO 2019-3B+ (sf)A-18.52114.7122.251.07115283.472.4612/31/20
Bain Capital Credit CLO 2019-3 D Bain Capital Credit CLO 2019-3B- (sf)BBB-13.5110115.161.05110245.732.2312/31/20
Bain Capital Credit CLO 2019-3 E Bain Capital Credit CLO 2019-3D (sf)BB-7.98104.1108.251.04   12/31/20
CBAM 2018-8 CLO A1 CBAM 2018-8AA (sf)AAA34.14122.5128.051.05120307.512.5612/31/20
CBAM 2018-8 CLO A2 CBAM 2018-8AA (sf)AAA34.14122.5128.051.05120307.512.5612/31/20
CBAM 2018-8 CLO B1 CBAM 2018-8BBB- (sf)AA22.9122.5128.051.05120307.512.5612/31/20
CBAM 2018-8 CLO B2 CBAM 2018-8BBB- (sf)AA22.9122.5128.051.05120307.512.5612/31/20
CBAM 2018-8 CLO C CBAM 2018-8BB- (sf)A17.8116.2120.11.03110279.172.5412/31/20
CBAM 2018-8 CLO D CBAM 2018-8B (sf)BBB-11.26109.1111.251.02105239.352.2812/31/20
CBAM 2018-8 CLO E CBAM 2018-8CC (sf)BB-6.05103.7105.091.01   12/31/20
Battalion CLO X A1R Battalion CLO XAA (sf)AAA36.17116.92125.521.07115301.642.6212/31/20
Battalion CLO X A2R Battalion CLO XAA- (sf)AA+26.8116.92125.521.07115301.642.6212/31/20
Battalion CLO X BR Battalion CLO XBBB- (sf)A21.4116.92125.521.07115301.642.6212/31/20
Battalion CLO X CR Battalion CLO XBB- (sf)BBB-15.01109.54116.11.06110254.742.3212/31/20
Battalion CLO X DR Battalion CLO XB (sf)BB-9.61104.64109.161.04105204.371.9512/31/20
Cent CLO 21 BR2 Cent CLO 21BB- (sf)A17.6116.22120.881.04115237.012.0612/31/20
Ares LV CLO B Ares LV CLOA- (sf)AA27.14127.55137.161.08120226.361.8912/31/20
ALM VII CLO A1BR2 ALM VIIAA- (sf)AAA32.97112.9118.711.05110281.962.5612/31/20
ALM VII CLO BR2 ALM VIIBB- (sf)A16.54112.9118.711.05110281.962.5612/31/20
AGL CLO I B AGL CLO IA- (sf)AA25.14122.98133.591.09120291.162.4312/31/20
Allegro CLO I BR Allegro CLO IAA (sf)AA56.2113.03219.771.94105362.783.4612/31/20
Carlyle Global Market Strategies CLO 2012-3 A1AR2 Carlyle Global Market Strategies CLO 2012-3AA (sf)AAA36.78113.8117.761.03115238.032.0712/31/20
Carlyle Global Market Strategies CLO 2012-3 A1BR2 Carlyle Global Market Strategies CLO 2012-3A (sf)AAA33.67113.8117.761.03115238.032.0712/31/20
Carlyle Global Market Strategies CLO 2012-3 A2AR2 Carlyle Global Market Strategies CLO 2012-3BBB- (sf)AA22.4113.8117.761.03115238.032.0712/31/20
Carlyle Global Market Strategies CLO 2012-3 A2BR2 Carlyle Global Market Strategies CLO 2012-3BBB- (sf)AA22.4113.8117.761.03115238.032.0712/31/20
Carlyle Global Market Strategies CLO 2012-3 BR2 Carlyle Global Market Strategies CLO 2012-3BB- (sf)A16.17113.8117.761.03115238.032.0712/31/20
Carlyle Global Market Strategies CLO 2012-3 CR2 Carlyle Global Market Strategies CLO 2012-3B- (sf)BB+10.03107.5109.731.02110206.511.8812/31/20
Carlyle Global Market Strategies CLO 2012-3 DR2 Carlyle Global Market Strategies CLO 2012-3D (sf)B+6104.7105.011   12/31/20
Benefit Street Partners CLO VI X Benefit Street Partners CLO VINRAAA 113117.231.04110254.122.3112/31/20
Benefit Street Partners CLO VI A1R Benefit Street Partners CLO VIAA (sf)AAA34.97113117.231.04110254.122.3112/31/20
Benefit Street Partners CLO VI A2R Benefit Street Partners CLO VIBBB- (sf)AA21.68113117.231.04110254.122.3112/31/20
Benefit Street Partners CLO VI BR Benefit Street Partners CLO VIBB- (sf)A15.08113117.231.04110254.122.3112/31/20
Benefit Street Partners CLO VI CR Benefit Street Partners CLO VIB- (sf)BBB-10.23107.9110.91.03105225.572.1512/31/20
Benefit Street Partners CLO VI DR Benefit Street Partners CLO VID (sf)B5.13103.8104.941.01102.5185.511.8112/31/20
Battalion CLO VII XRR Battalion CLO VIIAA (sf)AAA 116.34123.471.06115344.55312/31/20
Battalion CLO VII A1RR Battalion CLO VIIAA (sf)AAA37.35116.34123.471.06115344.55312/31/20
Battalion CLO VII A2RR Battalion CLO VIIA- (sf)AA25.73116.34123.471.06115344.55312/31/20