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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
Black Diamond CLO 2013-1 BR Black Diamond CLO 2013-1AA (sf)AA+66.87113.25196.551.74115284.612.4712/31/20
Black Diamond CLO 2013-1 CR Black Diamond CLO 2013-1AA (sf)A-37.91107.77135.21.25110166.051.5112/31/20
Black Diamond CLO 2013-1 D Black Diamond CLO 2013-1B (sf)BB15.09104.49108.511.04105112.671.0712/31/20
ACIS CLO 2014-3 A2B ACIS CLO 2014-3AA (sf)AAA90.55122198.71.63120314.622.6212/31/20
ACIS CLO 2014-3 B ACIS CLO 2014-3AA (sf)AA50.99122198.71.63120314.622.6212/31/20
Black Diamond CLO 2014-1 A1R Black Diamond CLO 2014-1NRAAA 113.51154.241.36105257.642.4512/31/20
Black Diamond CLO 2014-1 A2R Black Diamond CLO 2014-1AA (sf)AAA80.7113.51154.241.36105257.642.4512/31/20
Black Diamond CLO 2014-1 B1R Black Diamond CLO 2014-1AA (sf)AA-47.11113.51154.241.36105257.642.4512/31/20
Black Diamond CLO 2014-1 B2R Black Diamond CLO 2014-1AA (sf)AA-47.11113.51154.241.36105257.642.4512/31/20
Black Diamond CLO 2014-1 CR Black Diamond CLO 2014-1BBB+ (sf)BBB+28.72107.82125.641.17102182.921.7912/31/20
Black Diamond CLO 2014-1 D Black Diamond CLO 2014-1B- (sf)BB12.99104.81108.451.03101134.821.3312/31/20
ACIS CLO 2014-4 B ACIS CLO 2014-4AA (sf)AA43.17123.2169.91.38120376.753.1412/31/20
Allegro CLO III B1R Allegro CLO IIIAA- (sf)AA31.35123.8140.641.14120459.973.8312/31/20
Allegro CLO III B2R Allegro CLO IIIAA- (sf)AA31.35123.8140.641.14120459.973.8312/31/20
Atlas Senior Loan Fund IX CLO B Atlas Senior Loan Fund IXBBB+ (sf)AA22.79119.9125.081.04115379.263.312/31/20
CFIP CLO 2017-1 B CFIP CLO 2017-1BBB- (sf)AA24.81123.3132.021.07120313.742.6112/31/20
ACIS CLO 2015-6 B1 ACIS CLO 2015-6AA (sf)AA33.79119.4145.581.22120234.651.9612/31/20
ACIS CLO 2015-6 B2 ACIS CLO 2015-6AA (sf)AA33.79119.4145.581.22120234.651.9612/31/20
Barings CLO 2019-III A1 Barings CLO 2019-IIIAA (sf)AAA42.02125.1133.741.07120308.12.5712/31/20
Barings CLO 2019-III A2 Barings CLO 2019-IIIAA- (sf)AAA35.74125.1133.741.07120308.12.5712/31/20
Barings CLO 2019-III B Barings CLO 2019-IIIBBB (sf)AA25.7125.1133.741.07120308.12.5712/31/20
Barings CLO 2019-III C Barings CLO 2019-IIIBB- (sf)A18.17114.7121.431.06115262.212.2812/31/20
Barings CLO 2019-III D Barings CLO 2019-IIIB (sf)BBB-12.4108.6113.431.04110226.742.0612/31/20
Barings CLO 2019-III E Barings CLO 2019-IIICC (sf)BB-7.95104.6107.941.03105192.021.8312/31/20
Barings CLO 2013-I AR Barings CLO 2013-IAA (sf)AAA34.06123.3131.421.07120393.143.2812/31/20
Barings CLO 2013-I BR Barings CLO 2013-IA- (sf)AA24.24123.3131.421.07120393.143.2812/31/20
Barings CLO 2013-I CR Barings CLO 2013-IBB+ (sf)A17.36114.9120.471.05110343.343.1212/31/20
Catamaran CLO 2015-1 BR Catamaran CLO 2015-1AA (sf)AA37.24125154.461.24120466.393.8912/31/20
Barings CLO 2013-I DR Barings CLO 2013-IB+ (sf)BBB-10.18107.6110.841.03105283.12.712/31/20
Barings CLO 2013-I ER Barings CLO 2013-ICCC+ (sf)BB-5.85104.7105.751.01   12/31/20
Barings CLO 2013-I FR Barings CLO 2013-ID (sf)B-4.31      12/31/20
Anchorage Capital CLO 7 BRR Anchorage Capital CLO 7BBB- (sf)AA24.32123.3130.561.06120362.953.0212/31/20
Canyon CLO 2019-2 B Canyon CLO 2019-2BBB- (sf)AA23.66121.58130.931.08120269.732.2512/31/20
Babson CLO 2014-I A1R Babson CLO 2014-IAA (sf)AAA97.47118.14169.491.43105364.283.4712/31/20
Babson CLO 2014-I A2R Babson CLO 2014-IAA (sf)AAA59.69118.14169.491.43105364.283.4712/31/20
Babson CLO 2014-I BR Babson CLO 2014-IAA (sf)AAA44.7118.14169.491.43105364.283.4712/31/20
Babson CLO 2014-I C Babson CLO 2014-IA- (sf)A25.25109.59129.31.18102225.732.2112/31/20
Arch Street CLO BR Arch Street CLOBBB- (sf)AA23.96121.6126.581.04120364.093.0312/31/20
Anchorage Capital CLO 2018-10 A1B1 Anchorage Capital CLO 2018-10AA (sf)AAA47.48128.7136.511.06120331.272.7612/31/20
Anchorage Capital CLO 2018-10 A1B2 Anchorage Capital CLO 2018-10AA (sf)AAA42.83128.7136.511.06120331.272.7612/31/20
Anchorage Capital CLO 2018-10 B Anchorage Capital CLO 2018-10BBB- (sf)AA27.28128.7136.511.06120331.272.7612/31/20
Cedar Funding II CLO BR Cedar Funding IIBBB- (sf)AA22.09120.79127.231.05120282.322.3512/31/20
Buckhorn Park CLO A1 Buckhorn Park CLOAA (sf)AAA42.21122.45132.041.08120254.42.1212/31/20
Buckhorn Park CLO A2 Buckhorn Park CLOAA- (sf)N/A34.84122.45132.041.08120254.42.1212/31/20
Buckhorn Park CLO B1 Buckhorn Park CLOBBB- (sf)AA24.31122.45132.041.08120254.42.1212/31/20
Buckhorn Park CLO B2 Buckhorn Park CLOBBB- (sf)AA24.31122.45132.041.08120254.42.1212/31/20
Buckhorn Park CLO C Buckhorn Park CLOBB- (sf)A18.55115.08122.691.07115227.351.9812/31/20
Buckhorn Park CLO D Buckhorn Park CLOB (sf)BBB-12.53108.61114.261.05110196.161.7812/31/20
Buckhorn Park CLO E Buckhorn Park CLOCCC (sf)BB-9.03105.69109.851.04105172.31.6412/31/20
Cathedral Lake III CLO BR Cathedral Lake IIIA- (sf)AA22.9122127.781.05120265.852.2212/31/20