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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 2014-1 ER Carlyle Global Market Strategies CLO 2014-1CCC- (sf)B+5.44103.6105.051.01   12/31/20
CIFC Funding 2017-I CLO B CIFC Funding 2017-IBBB- (sf)AA+24.4125.3131.221.05120346.112.8812/31/20
Anchorage Capital CLO 11 B Anchorage Capital CLO 11BBB- (sf)AA25.73126.1133.741.06120296.312.4712/31/20
Ares XLIV CLO B1 Ares XLIV CLOB+ (sf)A17.21115.5120.361.04115320.412.7912/31/20
Ares XLIV CLO B2 Ares XLIV CLOB+ (sf)A17.21115.5120.361.04115320.412.7912/31/20
Benefit Street Partners CLO XII C Benefit Street Partners CLO XIIB (sf)BBB-10.43108.29111.171.03105235.492.2412/31/20
Benefit Street Partners CLO XII D Benefit Street Partners CLO XIIC (sf)BB-5.82103.7105.731.02   12/31/20
Covenant Credit Partners CLO III B Covenant Credit Partners CLO IIIBBB- (sf)AA22.36123.1128.71.05120291.932.4312/31/20
Allegro CLO XI A1B Allegro CLO XIAA (sf)AAA38.93121.6131.431.08120292.442.4412/31/20
Allegro CLO XI A2B Allegro CLO XIAA- (sf)N/A35.43121.6131.431.08120292.442.4412/31/20
Allegro CLO XI B Allegro CLO XIBBB- (sf)AA23.92121.6131.431.08120292.442.4412/31/20
Barings CLO 2019-I X Barings CLO 2019-IAA (sf)AAA 124.95133.721.07120240.742.0112/31/20
Barings CLO 2019-I A1 Barings CLO 2019-IAA (sf)AAA40.66124.95133.721.07120240.742.0112/31/20
Barings CLO 2019-I A2 Barings CLO 2019-IAA (sf)AAA35.11124.95133.721.07120240.742.0112/31/20
Barings CLO 2019-I B Barings CLO 2019-IA- (sf)AA25.22124.95133.721.07120240.742.0112/31/20
Barings CLO 2019-I C Barings CLO 2019-IBB- (sf)A17.85114.85121.731.06115211.061.8412/31/20
Barings CLO 2019-I D Barings CLO 2019-IB (sf)BBB-11.95108.61113.571.05110185.931.6912/31/20
Anchorage Credit Funding 5 CLO BR Anchorage Credit Funding 5A- (sf)N/A40.9149.6166.971.12110245.942.2412/31/20
Atlas Senior Loan Fund XI CLO B Atlas Senior Loan Fund XIBBB- (sf)AA23.48124.05130.121.05120298.032.4812/31/20
Carlyle Global Market Strategies CLO 2016-1 A1R Carlyle Global Market Strategies CLO 2016-1AA (sf)AAA37.56112.48117.31.04115318.542.7712/31/20
Carlyle Global Market Strategies CLO 2016-1 A2R Carlyle Global Market Strategies CLO 2016-1A- (sf)AA22.94112.48117.31.04115318.542.7712/31/20
Carlyle Global Market Strategies CLO 2016-1 BR Carlyle Global Market Strategies CLO 2016-1BB- (sf)A15.54112.48117.31.04115318.542.7712/31/20
Carlyle Global Market Strategies CLO 2016-1 CR Carlyle Global Market Strategies CLO 2016-1B (sf)BBB-11.01108.42111.331.03110284.592.5912/31/20
Carlyle Global Market Strategies CLO 2016-1 DR Carlyle Global Market Strategies CLO 2016-1B- (sf)B+6.27104.7105.711.01105236.492.2512/31/20
CBAM 2019-11 CLO A1 CBAM 2019-11AA (sf)AAA35.97122.5132.051.08120272.852.2712/31/20
CBAM 2019-11 CLO A2 CBAM 2019-11AA (sf)AAA35.97122.5132.051.08120272.852.2712/31/20
CBAM 2019-11 CLO B1 CBAM 2019-11A- (sf)AA24.47122.5132.051.08120272.852.2712/31/20
CBAM 2019-11 CLO B2 CBAM 2019-11A- (sf)AA24.47122.5132.051.08120272.852.2712/31/20
CBAM 2019-11 CLO C CBAM 2019-11BB (sf)A19.87116.8124.471.07115247.982.1612/31/20
Barings CLO 2019-I E Barings CLO 2019-IB- (sf)BB-7.56104.67108.171.03105161.691.5412/31/20
Canyon Capital CLO 2014-2 BR Canyon Capital CLO 2014-2BBB- (sf)AA23.48122.33130.091.06120311.612.612/31/20
522 Funding CLO 2018-2(A) (previously Assurant CLO II) B1 522 Funding CLO 2018-2(A) (previously Assurant CLO II)A- (sf)AA23.64122.4129.551.06120360.02312/31/20
522 Funding CLO 2018-2(A) (previously Assurant CLO II) B2 522 Funding CLO 2018-2(A) (previously Assurant CLO II)A- (sf)AA23.64122.4129.551.06120360.02312/31/20
BlueMountain CLO XXIV A1 BlueMountain CLO XXIVAA (sf)AAA41.05126.52136.61.08120306.152.5512/31/20
BlueMountain CLO XXIV A2 BlueMountain CLO XXIVAA- (sf)N/A36.06126.52136.61.08120306.152.5512/31/20
BlueMountain CLO XXIV B BlueMountain CLO XXIVBBB- (sf)AA26.81126.52136.61.08120306.152.5512/31/20
BlueMountain CLO XXIV C BlueMountain CLO XXIVBB- (sf)A18.62114.77122.841.07115255.492.2212/31/20
BlueMountain CLO XXIV D BlueMountain CLO XXIVB (sf)BBB-12.73108.48114.551.06110218.911.9912/31/20
BlueMountain CLO XXIV E BlueMountain CLO XXIVCCC- (sf)BB-9.13105.95110.011.04105190.811.8212/31/20
Deer Creek CLO 2017-1 B Deer Creek CLO 2017-1BBB+ (sf)AA23.66122.28130.391.07120253.192.1112/31/20
CBAM 2019-11 CLO D CBAM 2019-11B+ (sf)BBB-13.47109.6115.261.05110210.331.9112/31/20
CBAM 2019-11 CLO E CBAM 2019-11B- (sf)BB-7.96104.2108.371.04   12/31/20
Battalion CLO XII A1 Battalion CLO XIIAA (sf)AAA35.97123.8132.21.07120379.323.1612/31/20
Battalion CLO XII A2R Battalion CLO XIIAA (sf)N/A35.97123.8132.21.07120379.323.1612/31/20
Battalion CLO XII B1 Battalion CLO XIIA- (sf)AA25.22123.8132.21.07120379.323.1612/31/20
Battalion CLO XII B2R Battalion CLO XIIA- (sf)N/A25.22123.8132.21.07120379.323.1612/31/20
Battalion CLO XII C1 Battalion CLO XIIBB (sf)A20.18117.3123.841.06112.5341.993.0412/31/20
Battalion CLO XII C2R Battalion CLO XIIBB (sf)N/A20.18117.3123.841.06112.5341.993.0412/31/20
Battalion CLO XII D Battalion CLO XIIBB- (sf)BBB-13.92110.2114.851.04107.5294.872.7412/31/20
Battalion CLO XII E Battalion CLO XIIB- (sf)BB-7.96103.7107.411.04   12/31/20