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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
Battalion CLO VII BRR Battalion CLO VIIBBB- (sf)A20.72116.34123.471.06115344.55312/31/20
Battalion CLO VII CRR Battalion CLO VIIBB- (sf)BBB-14.38109.27114.331.05110293.982.6712/31/20
Battalion CLO VII DRR Battalion CLO VIIB- (sf)BB-8.83103.7107.381.04105232.162.2112/31/20
Battalion CLO VII ERR Battalion CLO VIID (sf)B-7.78      12/31/20
CarVal CLO II B CarVal CLO IIBBB- (sf)AA25.8125.11134.71.08120250.242.0912/31/20
Ballyrock CLO 2019-1 A1 Ballyrock CLO 2019-1AA (sf)AAA35.92115.46123.191.07115289.292.5212/31/20
Ballyrock CLO 2019-1 A2 Ballyrock CLO 2019-1A- (sf)AA24.41115.46123.191.07115289.292.5212/31/20
Ballyrock CLO 2019-1 B Ballyrock CLO 2019-1BBB- (sf)A18.9115.46123.191.07115289.292.5212/31/20
Ballyrock CLO 2019-1 C Ballyrock CLO 2019-1B+ (sf)BBB-12.9108.94114.71.05110247.922.2512/31/20
Ballyrock CLO 2019-1 D Ballyrock CLO 2019-1B- (sf)BB-8.14104.99108.761.04   12/31/20
Canyon CLO 2017-1 B Canyon CLO 2017-1BBB- (sf)AA23.23122.32130.141.06120289.972.4212/31/20
AMMC CLO 21 B AMMC CLO 21BBB (sf)AA22.58122.6128.211.05120293.992.4512/31/20
Anchorage Credit Funding 3 CLO B Anchorage Credit Funding 3AA- (sf)AA41.13152.1167.271.1110227.592.0712/31/20
Anchorage Capital CLO 9 BR Anchorage Capital CLO 9BBB- (sf)AA25.03125.25132.441.06120309.932.5812/31/20
Elevation CLO 2015-4 (previously Arrowpoint CLO 2015-4) BR Elevation CLO 2015-4 (previously Arrowpoint CLO 2015-4)AA (sf)AA48.97      12/31/20
Apidos CLO XXX A1B Apidos CLO XXXAA (sf)N/A35.05114120.091.05115290.272.5212/31/20
Apidos CLO XXX B Apidos CLO XXXBB- (sf)A16.79114120.091.05115290.272.5212/31/20
Apidos CLO XXVI A1B Apidos CLO XXVIAA (sf)AAA35.19114119.891.05115266.932.3212/31/20
Apidos CLO XXVI B Apidos CLO XXVIBB- (sf)A16.96114119.891.05115266.932.3212/31/20
ALM XVI CLO A1BRR ALM XVIAA (sf)N/A42.78116.57128.91.11115361.243.1412/31/20
ALM XVI CLO BRR ALM XVIBBB- (sf)A+23.18116.57128.91.11115361.243.1412/31/20
AGL Core CLO 4 B AGL Core CLO 4AA (sf)AAA33.54141.25149.21.06   12/31/20
AMMC CLO XIV B1LR AMMC CLO XIVB+ (sf)BBB-11.14      12/31/20
AMMC CLO XIV B2L1R AMMC CLO XIVCC (sf)BB-5.44      12/31/20
AMMC CLO XIV B2L2R AMMC CLO XIVCC (sf)BB-5.44      12/31/20
Apidos CLO XX A1RB Apidos CLO XXAA (sf)AAA34.83117.16122.061.04115271.762.3612/31/20
Apidos CLO XX BRR Apidos CLO XXBB- (sf)A18.32117.16122.061.04115271.762.3612/31/20
Black Diamond CLO 2019-2 A1A Black Diamond CLO 2019-2AA (sf)AAA36.65114.5119.241.04110261.332.3812/31/20
Black Diamond CLO 2019-2 A1B Black Diamond CLO 2019-2A- (sf)AAA33.59114.5119.241.04110261.332.3812/31/20
Black Diamond CLO 2019-2 A2 Black Diamond CLO 2019-2BBB- (sf)AA23.12114.5119.241.04110261.332.3812/31/20
Black Diamond CLO 2019-2 B Black Diamond CLO 2019-2BB- (sf)A16.73114.5119.241.04110261.332.3812/31/20
Black Diamond CLO 2019-2 C Black Diamond CLO 2019-2B- (sf)BBB-11.11108.5111.711.03105227.22.1612/31/20
Black Diamond CLO 2019-2 D Black Diamond CLO 2019-2D (sf)BB-6.51104.8106.211.01105192.481.8312/31/20
Atlas Senior Loan Fund XV CLO B1 Atlas Senior Loan Fund XVA- (sf)AA23.43121.58130.491.07120256.982.1412/31/20
Atlas Senior Loan Fund XV CLO B2 Atlas Senior Loan Fund XVA- (sf)AA23.43121.58130.491.07120256.982.1412/31/20
MP CLO IV (previously ACAS CLO 2013-2) BR MP CLO IV (previously ACAS CLO 2013-2)BBB- (sf)AA21.84123.3127.761.04120294.372.4512/31/20
Elevation CLO 2016-5 ( previously Arrowpoint CLO 2016-5) BR Elevation CLO 2016-5 ( previously Arrowpoint CLO 2016-5)A- (sf)AA23122.3129.631.06120327.922.7312/31/20
Madison Park Funding XLIII (formerly Atrium XIV) CLO A2BR Madison Park Funding XLIII (formerly Atrium XIV)AA- (sf)N/A36.2122.7130.21.06120326.42.7212/31/20
Madison Park Funding XLIII (formerly Atrium XIV) CLO B Madison Park Funding XLIII (formerly Atrium XIV)BBB- (sf)AA24.31122.7130.21.06120326.42.7212/31/20
Cedar Funding VI CLO BR Cedar Funding VI CLOBBB- (sf)AA21.63119.89126.841.06120326.782.7212/31/20
BlueMountain CLO 2015-4 X BlueMountain CLO 2015-4NRN/A 123.33129.21.05120346.872.8912/31/20
BlueMountain CLO 2015-4 A1R BlueMountain CLO 2015-4AA (sf)AAA39.05123.33129.21.05120346.872.8912/31/20
BlueMountain CLO 2015-4 A2R BlueMountain CLO 2015-4AA- (sf)AAA34.97123.33129.21.05120346.872.8912/31/20
BlueMountain CLO 2015-4 BR BlueMountain CLO 2015-4BBB- (sf)AA23.73123.33129.21.05120346.872.8912/31/20
BlueMountain CLO 2015-4 CR BlueMountain CLO 2015-4BB- (sf)A16.58113.95118.131.04115302.372.6312/31/20
BlueMountain CLO 2015-4 DR BlueMountain CLO 2015-4B (sf)BBB-10.45107.64110.041.02110259.962.3612/31/20
BlueMountain CLO 2015-4 ER BlueMountain CLO 2015-4CC (sf)B+6.36104.7105.241.01105220.22.112/31/20
BlueMountain CLO 2015-4 FR BlueMountain CLO 2015-4D (sf)CCC+4.32      12/31/20
Benefit Street Partners CLO VII A1AR Benefit Street Partners CLO VIIAA (sf)AAA54.71113.65124.621.1105361.473.4412/31/20
Benefit Street Partners CLO VII A1BR Benefit Street Partners CLO VIIAA (sf)AAA54.71113.65124.621.1105361.473.4412/31/20