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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
Barings CLO 2018-III B1 Barings CLO 2018-IIIBBB- (sf)AA22.06122127.031.04120351.522.9312/31/20
Barings CLO 2018-III B2R Barings CLO 2018-IIIBBB- (sf)N/A22.06122127.031.04120351.522.9312/31/20
Barings CLO 2018-III C Barings CLO 2018-IIIBB- (sf)A15.89114.8117.71.03110312.372.8412/31/20
Barings CLO 2018-III D Barings CLO 2018-IIIB- (sf)BBB-9.45108.1109.341.01105267.112.5412/31/20
Barings CLO 2018-III E Barings CLO 2018-IIID (sf)B+5.6104.5104.871   12/31/20
Barings CLO 2018-III F Barings CLO 2018-IIID (sf)CCC+3.8      12/31/20
BlueMountain Fuji U.S. CLO II A1A BlueMountain Fuji U.S. CLO IIAA (sf)AAA38.91113.4118.211.04115283.622.4712/31/20
BlueMountain Fuji U.S. CLO II A1B BlueMountain Fuji U.S. CLO IIA- (sf)AAA32.75113.4118.211.04115283.622.4712/31/20
BlueMountain Fuji U.S. CLO II A2 BlueMountain Fuji U.S. CLO IIBBB- (sf)AA23.26113.4118.211.04115283.622.4712/31/20
BlueMountain Fuji U.S. CLO II B BlueMountain Fuji U.S. CLO IIBB- (sf)A16.79113.4118.211.04115283.622.4712/31/20
BlueMountain Fuji U.S. CLO II C BlueMountain Fuji U.S. CLO IIB- (sf)BBB-10.74107.1110.191.03110246.912.2412/31/20
BlueMountain Fuji U.S. CLO II D BlueMountain Fuji U.S. CLO IIC (sf)BB-7.1104.7105.881.01105214.252.0412/31/20
CIFC Funding 2014-II-R CLO B1 CIFC Funding 2014-II-RB (sf)BBB-12.31      12/31/20
CIFC Funding 2014-II-R CLO B2 CIFC Funding 2014-II-RD (sf)BB-6.15      12/31/20
Cent CLO 24 B1R Cent CLO 24BB- (sf)A16.01113.4118.351.04115250.932.1812/31/20
Cent CLO 24 B2R Cent CLO 24BB- (sf)A16.01113.4118.351.04115250.932.1812/31/20
CarVal CLO III B1 CarVal CLO IIIBBB (sf)AA25.42124.77134.041.07120276.282.312/31/20
CarVal CLO III B2 CarVal CLO IIIBBB (sf)AA25.42124.77134.041.07120276.282.312/31/20
Carlyle Global Market Strategies CLO 2013-4 A1RR Carlyle Global Market Strategies CLO 2013-4AA (sf)AAA40.41120.3125.871.05120347.632.912/31/20
Barings CLO 2015-II (previously Babson CLO 2015-II) XR Barings CLO 2015-II (previously Babson CLO 2015-II)NRN/A 123.45128.531.04120301.972.5212/31/20
Barings CLO 2015-II (previously Babson CLO 2015-II) AR Barings CLO 2015-II (previously Babson CLO 2015-II)AA (sf)AAA34.48123.45128.531.04120301.972.5212/31/20
Barings CLO 2015-II (previously Babson CLO 2015-II) B1R Barings CLO 2015-II (previously Babson CLO 2015-II)BBB- (sf)AA22.71123.45128.531.04120301.972.5212/31/20
Barings CLO 2015-II (previously Babson CLO 2015-II) B2R Barings CLO 2015-II (previously Babson CLO 2015-II)BBB- (sf)AA22.71123.45128.531.04120301.972.5212/31/20
Barings CLO 2015-II (previously Babson CLO 2015-II) C1R Barings CLO 2015-II (previously Babson CLO 2015-II)BB- (sf)A17.59117.22120.551.03110275.092.512/31/20
Barings CLO 2015-II (previously Babson CLO 2015-II) C2R Barings CLO 2015-II (previously Babson CLO 2015-II)BB- (sf)A17.59117.22120.551.03110275.092.512/31/20
Barings CLO 2015-II (previously Babson CLO 2015-II) DR Barings CLO 2015-II (previously Babson CLO 2015-II)B (sf)BBB-11.19109.27111.861.02105236.612.2512/31/20
Barings CLO 2015-II (previously Babson CLO 2015-II) ER Barings CLO 2015-II (previously Babson CLO 2015-II)CC (sf)BB-5.81104.7105.481.01101189.71.8812/31/20
Barings CLO 2015-II (previously Babson CLO 2015-II) FR Barings CLO 2015-II (previously Babson CLO 2015-II)D (sf)B-3.77      12/31/20
Atlas Senior Loan Fund III CLO BR Atlas Senior Loan Fund IIIA- (sf)AA24.48121.8130.441.07120425.773.5512/31/20
CBAM 2019-10 CLO A1A CBAM 2019-10AA (sf)AAA37.71125.6133.781.07120246.272.0512/31/20
CBAM 2019-10 CLO A1B CBAM 2019-10AA (sf)AAA37.71125.6133.781.07120246.272.0512/31/20
CBAM 2019-10 CLO A2 CBAM 2019-10AA- (sf)N/A35.83125.6133.781.07120246.272.0512/31/20
CBAM 2019-10 CLO B CBAM 2019-10A- (sf)AA25.91125.6133.781.07120246.272.0512/31/20
CBAM 2019-10 CLO C CBAM 2019-10BB (sf)A20.76118.8125.081.05115223.31.9412/31/20
CBAM 2019-10 CLO D CBAM 2019-10B+ (sf)BBB-14.3111.2115.641.04110192.721.7512/31/20
CBAM 2019-10 CLO E CBAM 2019-10B- (sf)BB-7.89104.6107.61.03   12/31/20
Carlyle Global Market Strategies CLO 2013-4 A2RR Carlyle Global Market Strategies CLO 2013-4AA- (sf)AAA36.14120.3125.871.05120347.632.912/31/20
Ares LI CLO B Ares LI CLOBBB- (sf)AA24.72124.32132.841.07120306.222.5512/31/20
Atlas Senior Loan Fund X CLO B Atlas Senior Loan Fund XA- (sf)AA22.76123.53129.171.05120336.82.8112/31/20
Canyon CLO 2018-1 B Canyon CLO 2018-1BBB- (sf)AA23.2122.45130.21.06120330.532.7512/31/20
MP CLO VII ( previously ACAS CLO 2015-1) BRR MP CLO VII ( previously ACAS CLO 2015-1)BBB- (sf)AA21.12121.84126.771.04115349.13.0412/31/20
Carlyle Global Market Strategies CLO 2013-4 BRR Carlyle Global Market Strategies CLO 2013-4BBB- (sf)AA21.54120.3125.871.05120347.632.912/31/20
Carlyle Global Market Strategies CLO 2013-4 CRR Carlyle Global Market Strategies CLO 2013-4BB- (sf)A15.73113.4117.181.03115313.112.7212/31/20
Carlyle Global Market Strategies CLO 2013-4 DRR Carlyle Global Market Strategies CLO 2013-4B (sf)BB+9.52107.2109.151.02110271.562.4712/31/20
Carlyle Global Market Strategies CLO 2013-4 ERR Carlyle Global Market Strategies CLO 2013-4CC (sf)B+5.78104.2104.811.01   12/31/20
Ballyrock CLO 2019-2 A1A Ballyrock CLO 2019-2AA (sf)AAA39.95114121.741.07115271.652.3612/31/20
Ballyrock CLO 2019-2 A1B Ballyrock CLO 2019-2AA (sf)N/A34.95114121.741.07115271.652.3612/31/20
Ballyrock CLO 2019-2 A2 Ballyrock CLO 2019-2A- (sf)AA23.94114121.741.07115271.652.3612/31/20
Ballyrock CLO 2019-2 B Ballyrock CLO 2019-2BB+ (sf)A17.93114121.741.07115271.652.3612/31/20
Ballyrock CLO 2019-2 C Ballyrock CLO 2019-2B+ (sf)BBB-12.43108.3114.091.05110232.692.1212/31/20