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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
Atlas Senior Loan Fund V CLO BR2 Atlas Senior Loan Fund VBBB- (sf)AA20.89120.8126.11.04120277.442.3112/31/20
Carlyle Global Market Strategies CLO 2015-5 A1R Carlyle Global Market Strategies CLO 2015-5AA (sf)AAA36.41117.7122.381.04115259.342.2612/31/20
Carlyle Global Market Strategies CLO 2015-5 A2R Carlyle Global Market Strategies CLO 2015-5BBB- (sf)AA23.14117.7122.381.04115259.342.2612/31/20
Carlyle Global Market Strategies CLO 2015-5 BR Carlyle Global Market Strategies CLO 2015-5BB- (sf)A18.42117.7122.381.04115259.342.2612/31/20
Carlyle Global Market Strategies CLO 2015-5 CR Carlyle Global Market Strategies CLO 2015-5B (sf)BBB-12.23110.8113.741.03110220.922.0112/31/20
Carlyle Global Market Strategies CLO 2015-5 DR Carlyle Global Market Strategies CLO 2015-5CC (sf)BB-6.13105.3106.361.01105176.371.6812/31/20
Battalion CLO IX AR Battalion CLO IXAA (sf)AAA35.09124.4132.511.07120391.843.2712/31/20
Battalion CLO IX BR Battalion CLO IXA- (sf)AA25.7124.4132.511.07120391.843.2712/31/20
Allegro CLO VI B Allegro CLO VIBBB- (sf)AA23.06121.8129.741.07120344.712.8712/31/20
Cedar Funding VIII CLO B Cedar Funding VIII CLOBBB- (sf)AA22.39121.5127.661.05120283.532.3612/31/20
AMMC CLO XV BRR AMMC CLO XVBBB (sf)AA22.5121.6127.91.05120282.482.3512/31/20
MP CLO VIII (Previously ACAS CLO 2015-2) BR MP CLO VIII (Previously ACAS CLO 2015-2)A+ (sf)AA+26.37126.8135.761.07120381.163.1812/31/20
522 Funding CLO 2017-1(A) (previously Assurant CLO I) B 522 Funding CLO 2017-1(A) (previously Assurant CLO I)A- (sf)AA23.06121.6128.371.06120323.732.712/31/20
Canyon CLO 2019-1 B Canyon CLO 2019-1BBB- (sf)AA23.15121.58129.961.07120280.582.3412/31/20
Battalion CLO IX CR Battalion CLO IXBB+ (sf)A20.21117.2123.391.05110352.273.212/31/20
Battalion CLO IX DR Battalion CLO IXBB- (sf)BBB-13.72109.7114.11.04105294.852.8112/31/20
Battalion CLO IX ER Battalion CLO IXB- (sf)BB-8.13103.7107.161.03   12/31/20
Barings CLO 2018-IV A1 Barings CLO 2018-IVAA (sf)AAA38.37122.9131.221.07120324.062.712/31/20
Barings CLO 2018-IV A2 Barings CLO 2018-IVAA- (sf)N/A34.33122.9131.221.07120324.062.712/31/20
Barings CLO 2018-IV B Barings CLO 2018-IVBBB- (sf)AA23.97122.9131.221.07120324.062.712/31/20
Barings CLO 2018-IV C Barings CLO 2018-IVBB- (sf)A18.92116.6123.041.06115291.772.5412/31/20
Barings CLO 2018-IV D Barings CLO 2018-IVB (sf)BBB-12.6109.6114.151.04110252.262.2912/31/20
Barings CLO 2018-IV E Barings CLO 2018-IVCCC (sf)BB-7.05104.45107.331.03105205.291.9612/31/20
Anchorage Credit Funding 1 CLO BR Anchorage Credit Funding 1A- (sf)AA-38.88149.5161.611.08110215.171.9612/31/20
AGL CLO 5 B AGL CLO 5A- (sf)AA26.07125.1135.261.08120177.191.4812/31/20
Brookside Mill CLO XR Brookside Mill CLONRN/A 122.58128.141.05120379.683.1612/31/20
Brookside Mill CLO AR Brookside Mill CLOAA (sf)AAA37.03122.58128.141.05120379.683.1612/31/20
Brookside Mill CLO BR Brookside Mill CLOA- (sf)AA23.67122.58128.141.05120379.683.1612/31/20
Brookside Mill CLO CR Brookside Mill CLOBB- (sf)A18.21116.92120.051.03115339.532.9512/31/20
Brookside Mill CLO DR Brookside Mill CLOB+ (sf)BBB-10.88108.94110.691.02110282.972.5712/31/20
Brookside Mill CLO ER Brookside Mill CLOC (sf)B+4.49103.61103.641   12/31/20
Brookside Mill CLO F Brookside Mill CLOD (sf)CCC+3.62      12/31/20
Anchorage Credit Opportunities CLO 1 B1 Anchorage Credit Opportunities CLO 1BBB (sf)N/A36.38140.85151.461.08120284.312.3712/31/20
Anchorage Credit Opportunities CLO 1 B2 Anchorage Credit Opportunities CLO 1BBB (sf)N/A36.38140.85151.461.08120284.312.3712/31/20
Barings CLO 2016-I (previously Babson CLO 2016-I) XR Barings CLO 2016-I (previously Babson CLO 2016-I)NRAAA 125.6131.451.05120295.152.4612/31/20
Barings CLO 2016-I (previously Babson CLO 2016-I) A1R Barings CLO 2016-I (previously Babson CLO 2016-I)AA (sf)AAA38.75125.6131.451.05120295.152.4612/31/20
Barings CLO 2016-I (previously Babson CLO 2016-I) A2R Barings CLO 2016-I (previously Babson CLO 2016-I)AA- (sf)AAA33.59125.6131.451.05120295.152.4612/31/20
BlueMountain CLO XXIII A1 BlueMountain CLO XXIIIAA (sf)AAA41.77121.6130.241.07120323.062.6912/31/20
BlueMountain CLO XXIII A2 BlueMountain CLO XXIIIAA- (sf)AAA35.97121.6130.241.07120323.062.6912/31/20
BlueMountain CLO XXIII B BlueMountain CLO XXIIIBBB- (sf)AA23.96121.6130.241.07120323.062.6912/31/20
BlueMountain CLO XXIII C BlueMountain CLO XXIIIBB- (sf)A18.21114.3121.081.06115288.542.5112/31/20
BlueMountain CLO XXIII D BlueMountain CLO XXIIIB (sf)BBB-12.01107.7112.541.04110250.712.2812/31/20
BlueMountain CLO XXIII E BlueMountain CLO XXIIICCC+ (sf)BB-8.61105.5108.351.03   12/31/20
BlueMountain Fuji U.S. CLO III A1 BlueMountain Fuji U.S. CLO IIIAA (sf)AAA39.75123.33130.811.06120357.912.9812/31/20
BlueMountain Fuji U.S. CLO III A2 BlueMountain Fuji U.S. CLO IIIAA- (sf)AAA32.72123.33130.811.06120357.912.9812/31/20
BlueMountain Fuji U.S. CLO III B BlueMountain Fuji U.S. CLO IIIBBB- (sf)AA24.68123.33130.811.06120357.912.9812/31/20
BlueMountain Fuji U.S. CLO III C BlueMountain Fuji U.S. CLO IIIBB- (sf)A17.15113.21118.911.05115312.912.7212/31/20
BlueMountain Fuji U.S. CLO III D BlueMountain Fuji U.S. CLO IIIB (sf)BBB-11.63107.64111.481.04110278.012.5312/31/20
BlueMountain Fuji U.S. CLO III E BlueMountain Fuji U.S. CLO IIIB- (sf)BB-7.61104.7106.631.02105238.182.2712/31/20
Anchorage Credit Funding 4 CLO B Anchorage Credit Funding 4A+ (sf)AA40.12149.6164.581.1110244.82.2312/31/20