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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
Ballyrock CLO 2019-2 D Ballyrock CLO 2019-2B- (sf)BB-7.93104.7108.511.04   12/31/20
CIFC Funding 2013-I CLO BR CIFC Funding 2013-IB+ (sf)A16.11114.11118.751.04115231.562.0112/31/20
Bain Capital Credit CLO 2019-4 A1 Bain Capital Credit CLO 2019-4AA (sf)AAA39.93121.58131.131.08120288.222.412/31/20
Bain Capital Credit CLO 2019-4 A2 Bain Capital Credit CLO 2019-4A- (sf)AAA34.93121.58131.131.08120288.222.412/31/20
Bain Capital Credit CLO 2019-4 B Bain Capital Credit CLO 2019-4BBB- (sf)AA23.92121.58131.131.08120288.222.412/31/20
Bain Capital Credit CLO 2019-4 C Bain Capital Credit CLO 2019-4BB- (sf)A18.41114.7122.281.07115254.442.2112/31/20
Bain Capital Credit CLO 2019-4 D Bain Capital Credit CLO 2019-4B (sf)BBB-12.9108.94114.551.05110217.821.9812/31/20
Bain Capital Credit CLO 2019-4 E Bain Capital Credit CLO 2019-4CC (sf)BB-7.9104.2108.321.04   12/31/20
Anchorage Credit Funding 9 CLO BA Anchorage Credit Funding 9A- (sf)AA-40.49151.4166.151.1110232.872.1212/31/20
Apidos CLO XXI BR Apidos CLO XXIBB- (sf)A18.38116.82121.561.04105348.943.3212/31/20
BlueMountain CLO 2016-1 AR BlueMountain CLO 2016-1AA (sf)AAA37.53121.58126.531.04120391.023.2612/31/20
BlueMountain CLO 2016-1 BR BlueMountain CLO 2016-1BBB- (sf)AA23.14121.58126.531.04120391.023.2612/31/20
BlueMountain CLO 2016-1 CR BlueMountain CLO 2016-1BB- (sf)A15.95112.48115.751.03115337.522.9312/31/20
BlueMountain CLO 2016-1 DR BlueMountain CLO 2016-1B (sf)BBB11.43108.42109.861.01110301.792.7412/31/20
BlueMountain CLO 2016-1 ER BlueMountain CLO 2016-1CCC+ (sf)B+6.7104.7104.321105247.252.3512/31/20
Allegro CLO X B Allegro CLO XBBB- (sf)AA24.11123.69131.761.07120301.422.5112/31/20
Carlyle U.S. CLO 2017-2 A1B Carlyle U.S. CLO 2017-2AA (sf)AAA33.42114.4119.431.04115278.672.4212/31/20
Carlyle U.S. CLO 2017-2 A2B Carlyle U.S. CLO 2017-2BBB- (sf)AA21.82114.4119.431.04115278.672.4212/31/20
Carlyle U.S. CLO 2017-2 B Carlyle U.S. CLO 2017-2BB- (sf)A16.35114.4119.431.04115278.672.4212/31/20
CIFC Funding 2015-I CLO BRR CIFC Funding 2015-IBBB- (sf)AA22.68      12/31/20
Ares XLIII CLO B Ares XLIII CLOBB (sf)AA22.33121.58128.151.05120342.822.8612/31/20
Canyon Capital CLO 2012-1 R B Canyon Capital CLO 2012-1 RBBB- (sf)AA23.4122.94130.21.06120247.882.0712/31/20
Apidos CLO XXVII B Apidos CLO XXVIIBB- (sf)A17.36116.08120.921.04115268.622.3412/31/20
Anchorage Credit Funding 9 CLO BB Anchorage Credit Funding 9A- (sf)N/A40.49151.4166.151.1110232.872.1212/31/20
Anchorage Credit Funding 9 CLO CB Anchorage Credit Funding 9BBB- (sf)N/A35.11144.2152.351.06105206.791.9712/31/20
Anchorage Credit Funding 9 CLO EB Anchorage Credit Funding 9B+ (sf)N/A25.31127.9132.371.03   12/31/20
Madison Park Funding XLIV (Atrium XV) CLO B Madison Park Funding XLIV (Atrium XV)BBB- (sf)AA24.49122.08130.471.07120299.622.512/31/20
CBAM 2017-4 CLO X CBAM 2017-4NRN/A 122.5129.371.06120349.912.9212/31/20
CBAM 2017-4 CLO A CBAM 2017-4AA (sf)AAA35.02122.5129.371.06120349.912.9212/31/20
CBAM 2017-4 CLO B1 CBAM 2017-4A- (sf)AA23.35122.5129.371.06120349.912.9212/31/20
CBAM 2017-4 CLO B2 CBAM 2017-4A- (sf)AA23.35122.5129.371.06120349.912.9212/31/20
CBAM 2017-4 CLO C CBAM 2017-4BB- (sf)A17.76115.5120.581.04115318.642.7712/31/20
CBAM 2017-4 CLO D CBAM 2017-4B+ (sf)BBB-11.16108.3111.621.03110276.892.5212/31/20
CBAM 2017-4 CLO E CBAM 2017-4B- (sf)BB-6.59103.7106.161.02   12/31/20
ALM XVII CLO A1BR ALM XVIIAA (sf)AAA36.59117.21124.331.06115328.062.8512/31/20
ALM XVII CLO BR ALM XVIIBB- (sf)A20.15117.21124.331.06115328.062.8512/31/20
Avery Point VI CLO BR Avery Point VI CLOBBB+ (sf)AA+25.52129.1133.921.04120375.043.1312/31/20
Catamaran CLO 2013-1 BR Catamaran CLO 2013-1A (sf)AA25.45121.26131.71.09120402.133.3512/31/20
Apex Credit CLO 2019-II B Apex Credit CLO 2019-IIA- (sf)AA23.67120.72130.91.08120288.692.4112/31/20
Battalion CLO XI X Battalion CLO XINRN/A 122.4131.631.08120342.582.8512/31/20
Battalion CLO XI A Battalion CLO XIAA (sf)AAA38.78122.4131.631.08120342.582.8512/31/20
Battalion CLO XI B Battalion CLO XIA- (sf)AA25.07122.4131.631.08120342.582.8512/31/20
Battalion CLO XI C Battalion CLO XIBB- (sf)A18.94114.4121.691.06112.5303.342.712/31/20
Battalion CLO XI D Battalion CLO XIB+ (sf)BBB13.21108.3113.651.05107.5262.682.4412/31/20
Battalion CLO XI E Battalion CLO XIB- (sf)BB9.18104.2108.61.04105225.652.1512/31/20
AIMCO CLO Series 2018-B A AIMCO CLO Series 2018-BAA (sf)AAA35.14123.25132.311.07120285.012.3812/31/20
AIMCO CLO Series 2018-B B AIMCO CLO Series 2018-BBBB (sf)AA24.54123.25132.311.07120285.012.3812/31/20
AIMCO CLO Series 2018-B C AIMCO CLO Series 2018-BBB- (sf)A19.67116.95124.31.06110258.632.3512/31/20
AIMCO CLO Series 2018-B D AIMCO CLO Series 2018-BB (sf)BBB-13.31109.35115.181.05105222.812.1212/31/20
AIMCO CLO Series 2018-B E AIMCO CLO Series 2018-BCCC+ (sf)BB-8.2104.2108.761.04   12/31/20