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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
AIG CLO 2018-1 A2B AIG CLO 2018-1AA- (sf)N/A36.02121.6130.51.07120266.162.2210/29/20
AIG CLO 2018-1 B AIG CLO 2018-1BBB- (sf)AA23.42121.6130.51.07120266.162.2210/29/20
Cutwater 2014-I CLO A1BR Cutwater 2014-IAA (sf)AAA60115.65123.11.06110336.43.0610/29/20
Cutwater 2014-I CLO BR Cutwater 2014-IBBB- (sf)AA-27.68115.65123.11.06110336.43.0610/29/20
Bain Capital Credit CLO 2019-1 A1A Bain Capital Credit CLO 2019-1AA (sf)AAA41.03122.45130.581.07120259.452.1610/29/20
Anchorage Capital CLO 2013-1 BR Anchorage Capital CLO 2013-1BB- (sf)A21.5120.78126.251.05110326.662.9710/29/20
Avery Point VII CLO BR Avery Point VII CLOBBB- (sf)AA23.52124.36130.161.05120325.712.7110/29/20
CIFC Funding 2019-V CLO B CIFC Funding 2019-VBB- (sf)A19.21115.46123.781.07115265.292.3110/29/20
FDF V CLO B FDF VAA- (sf)AA-39.83150.8164.651.09110199.241.8110/29/20
Eaton Vance CLO 2019-1 B Eaton Vance CLO 2019-1A- (sf)AA24121.6131.541.08120278.092.3210/29/20
Battalion CLO XIV A1 Battalion CLO XIVAA (sf)AAA39.03127135.411.07120279.652.3310/29/20
Battalion CLO XIV A2 Battalion CLO XIVAA (sf)N/A35.53127135.411.07120279.652.3310/29/20
Battalion CLO XIV B1 Battalion CLO XIVA- (sf)AA27.04127135.411.07120279.652.3310/29/20
Battalion CLO XIV B2 Battalion CLO XIVA- (sf)AA27.04127135.411.07120279.652.3310/29/20
Battalion CLO XIV C1 Battalion CLO XIVBB (sf)A21.99120.1126.651.05112.5248.652.2110/29/20
Battalion CLO XIV C2 Battalion CLO XIVBB (sf)A21.99120.1126.651.05112.5248.652.2110/29/20
Battalion CLO XIV D Battalion CLO XIVB+ (sf)BBB-15.9112.8117.471.04107.5215.41210/29/20
Battalion CLO XIV E Battalion CLO XIVB- (sf)BB-10106109.771.04   10/29/20
Halcyon Loan Advisors Funding 2014-2 CLO A1BR Halcyon Loan Advisors Funding 2014-2NRAAA 114130.841.15115264.712.310/29/20
Halcyon Loan Advisors Funding 2014-2 CLO BR Halcyon Loan Advisors Funding 2014-2AA (sf)AA+29.38114130.841.15115264.712.310/29/20
Benefit Street Partners CLO XIV A1 Benefit Street Partners CLO XIVAA (sf)AAA38.03123.8130.891.06120356.822.9710/29/20
Benefit Street Partners CLO XIV A2 Benefit Street Partners CLO XIVA+ (sf)AAA31.93123.8130.891.06120356.822.9710/29/20
Benefit Street Partners CLO XIV B Benefit Street Partners CLO XIVBBB- (sf)AA24.06123.8130.891.06120356.822.9710/29/20
Benefit Street Partners CLO XIV C Benefit Street Partners CLO XIVBB- (sf)A16.69114.5119.321.04115310.992.710/29/20
Benefit Street Partners CLO XIV D Benefit Street Partners CLO XIVB (sf)BBB-10.59107.6111.181.03110270.192.4610/29/20
Benefit Street Partners CLO XIV E Benefit Street Partners CLO XIVCC (sf)BB-6.73103.9106.581.03105232.392.2110/29/20
CBAM 2018-5 CLO C CBAM 2018-5BB- (sf)A17.68115.1120.681.05115319.692.7810/29/20
CBAM 2018-5 CLO D CBAM 2018-5B (sf)BBB-11.34108.3112.061.03110277.332.5210/29/20
GoldenTree Loan Management US CLO 3 B1 GoldenTree Loan Management US CLO 3A- (sf)AA25.88127.93134.921.05120417.973.4810/29/20
GoldenTree Loan Management US CLO 3 B2R GoldenTree Loan Management US CLO 3A- (sf)N/A25.88127.93134.921.05120417.973.4810/29/20
Halcyon Loan Advisors Funding 2014-3 CLO B1R Halcyon Loan Advisors Funding 2014-3AA (sf)AAA40.34125.4154.531.23120396.743.3110/29/20
Halcyon Loan Advisors Funding 2014-3 CLO B2R Halcyon Loan Advisors Funding 2014-3AA (sf)AAA40.34125.4154.531.23120396.743.3110/29/20
Guggenheim CLO 2019-1 A1B Guggenheim CLO 2019-1A- (sf)N/A35.4115120.191.05115249.582.1710/29/20
Guggenheim CLO 2019-1 B Guggenheim CLO 2019-1BB- (sf)A17.24115120.191.05115249.582.1710/29/20
East West Investment Management CLO 2019-1 B East West Investment Management CLO 2019-1BB+ (sf)AA23.05119.87129.871.08120380.873.1710/29/20
610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1) A1R 610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1)AA (sf)AAA34.41115.46119.581.04115205.851.7910/29/20
FDF III CLO B FDF IIIAA- (sf)AA-39.01148.4160.481.08110207.311.8810/29/20
HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016) CLO A2R HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016)AA- (sf)N/A33.37121.6127.781.05120335.452.810/29/20
HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016) CLO BR HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016)BBB- (sf)AA22.09121.6127.781.05120335.452.810/29/20
HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016) CLO CR HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016)BB- (sf)A15.94114118.431.04115298.292.5910/29/20
HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016) CLO DR HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016)B (sf)BBB-9.79107.6110.361.03110257.562.3410/29/20
HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016) CLO ER HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016)CC (sf)BB-5.95105105.851.01105222.942.1210/29/20
Northwoods Capital XVII CLO B Northwoods Capital XVIIBBB (sf)AA22.9121.6127.291.051203863.2210/29/20
Marble Point CLO XIV A1 Marble Point CLO XIVAA (sf)AAA33.94123.56129.391.05115248.472.1610/29/20
Marble Point CLO XIV A2 Marble Point CLO XIVAA (sf)AAA33.94123.56129.391.05115248.472.1610/29/20
Marble Point CLO XIV B1 Marble Point CLO XIVBBB- (sf)AA22.72123.56129.391.05115248.472.1610/29/20
Marble Point CLO XIV B2 Marble Point CLO XIVBBB- (sf)AA22.72123.56129.391.05115248.472.1610/29/20
Marble Point CLO XIV C Marble Point CLO XIVBB- (sf)A17.69117.39121.481.03110229.832.0910/29/20
Marble Point CLO XIV D Marble Point CLO XIVB (sf)BB+11.26110.31112.691.02105201.311.9210/29/20
Marble Point CLO XIV E Marble Point CLO XIVD (sf)B+5.02103.67105.281.02   10/29/20