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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
ALM 2020 CLO A1B ALM 2020A- (sf)N/A30.83113.7119.311.05110306.672.7912/31/20
ALM 2020 CLO B ALM 2020BB- (sf)A17.2113.7119.311.05110306.672.7912/31/20
Avery Point IV CLO BR Avery Point IV CLOAA (sf)AAA55.77129.1224.811.74120510.874.2612/31/20
BlueMountain CLO 2012-2 ARR BlueMountain CLO 2012-2AA (sf)AAA35.35123.24128.941.05120350.182.9212/31/20
BlueMountain CLO 2012-2 BRR BlueMountain CLO 2012-2BBB- (sf)AA23.83123.24128.941.05120350.182.9212/31/20
BlueMountain CLO 2012-2 CRR BlueMountain CLO 2012-2BB- (sf)A15.56112.49116.311.03115296.912.5812/31/20
BlueMountain CLO 2012-2 DRR BlueMountain CLO 2012-2B- (sf)BBB-10.47107.16109.71.02107.5262.52.4412/31/20
BlueMountain CLO 2012-2 ERR BlueMountain CLO 2012-2C (sf)B6.2103.5104.71.01102.5221.512.1612/31/20
Carlyle U.S. CLO 2016-4 BR Carlyle U.S. CLO 2016-4BB- (sf)A15.87113.1117.971.04115288.182.5112/31/20
Apidos CLO XXIV A1BR Apidos CLO XXIVAA- (sf)N/A33.69114.95119.341.04115279.662.4312/31/20
Apidos CLO XXIV BR Apidos CLO XXIVBB- (sf)A16.35114.95119.341.04115279.662.4312/31/20
CBAM 2017-2 CLO A CBAM 2017-2AA (sf)AAA35.07122.45129.531.06120306.862.5612/31/20
CBAM 2017-2 CLO B1 CBAM 2017-2A- (sf)AA23.4122.45129.531.06120306.862.5612/31/20
CBAM 2017-2 CLO B2 CBAM 2017-2A- (sf)AA23.4122.45129.531.06120306.862.5612/31/20
CBAM 2017-2 CLO C1 CBAM 2017-2BB- (sf)A16.81114.95119.271.04115268.072.3312/31/20
CBAM 2017-2 CLO C2 CBAM 2017-2BB- (sf)A16.81114.95119.271.04115268.072.3312/31/20
CBAM 2017-2 CLO D CBAM 2017-2B (sf)BBB-11.03108.03111.511.03110230.982.112/31/20
CBAM 2017-2 CLO E CBAM 2017-2B- (sf)BB-6.66104.7106.31.02   12/31/20
Apex Credit CLO 2018 A1B Apex Credit CLO 2018AA (sf)AAA34.22121.58127.431.05120395.623.312/31/20
Apex Credit CLO 2018 B Apex Credit CLO 2018A- (sf)AA23.09121.58127.431.05120395.623.312/31/20
B&M CLO 2014-1 A1R B&M CLO 2014-1NRAAA 112158.811.42112.5361.293.2112/31/20
B&M CLO 2014-1 A2R B&M CLO 2014-1AA (sf)AAA67.37112158.811.42112.5361.293.2112/31/20
B&M CLO 2014-1 BR B&M CLO 2014-1AA (sf)AA-39.43112158.811.42112.5361.293.2112/31/20
Anchorage Capital CLO 1-R B Anchorage Capital CLO 1-RA- (sf)AA31.28136.78143.831.05120439.533.6612/31/20
Carlyle C17 CLO A1BR Carlyle C17 CLOAA- (sf)AAA36.1116.4121.641.05115250.672.1812/31/20
Carlyle C17 CLO BR Carlyle C17 CLOBB- (sf)A18.6116.4121.641.05115250.672.1812/31/20
Benefit Street Partners CLO X A1R Benefit Street Partners CLO XAA (sf)AAA34.4115118.271.03110275.052.512/31/20
Benefit Street Partners CLO X A2R Benefit Street Partners CLO XBBB- (sf)AA22.1115118.271.03110275.052.512/31/20
Benefit Street Partners CLO X BR Benefit Street Partners CLO XBB- (sf)A15.95115118.271.03110275.052.512/31/20
Benefit Street Partners CLO X CR Benefit Street Partners CLO XB- (sf)BBB-9.8107.6110.211.02105233.992.2312/31/20
Benefit Street Partners CLO X DR Benefit Street Partners CLO XD (sf)B5.7103.7105.411.02   12/31/20
Avery Point V CLO BR Avery Point V CLOAA (sf)AAA39.48125.2163.541.31120429.373.5812/31/20
B&M CLO 2014-1 CR B&M CLO 2014-1A- (sf)BBB+23.37106.9125.541.17107.5266.432.4812/31/20
B&M CLO 2014-1 DR B&M CLO 2014-1B (sf)BB8.57102.9105.211.02102.5187.41.8312/31/20
B&M CLO 2014-1 E B&M CLO 2014-1D (sf)B0.02101.596.220.95   12/31/20
Elevation CLO 2014-2 (previously Arrowpoint CLO 2014-2) BR Elevation CLO 2014-2 (previously Arrowpoint CLO 2014-2)BBB- (sf)AA22.1121.6128.221.05120308.152.5712/31/20
Cent CLO 19 A1B Cent CLO 19AA (sf)AAA67.58113.48142.271.25110140.891.2812/31/20
Cent CLO 19 A2B Cent CLO 19AA (sf)AAA50.36113.48142.271.25110140.891.2812/31/20
Cent CLO 19 B Cent CLO 19AA (sf)AA-30.41113.48142.271.25110140.891.2812/31/20
Barings CLO 2018-I A1 Barings CLO 2018-IAA (sf)AAA33.74113.95118.671.04110328.882.9912/31/20
Barings CLO 2018-I A2 Barings CLO 2018-IBBB- (sf)AA22.53113.95118.671.04110328.882.9912/31/20
Barings CLO 2018-I B Barings CLO 2018-IBB- (sf)A16.41113.95118.671.04110328.882.9912/31/20
Barings CLO 2018-I C Barings CLO 2018-IB (sf)BBB-10.29107.64110.581.03105283.572.712/31/20
Barings CLO 2018-I D Barings CLO 2018-ICC (sf)BB-6.21103.7105.771.02   12/31/20
Benefit Street Partners CLOV-B A1A Benefit Street Partners CLOV-BAA (sf)AAA36.3114118.131.04110268.282.4412/31/20
Benefit Street Partners CLOV-B A1B Benefit Street Partners CLOV-BAA- (sf)AAA34.25114118.131.04110268.282.4412/31/20
Benefit Street Partners CLOV-B A2 Benefit Street Partners CLOV-BBBB+ (sf)AA23.98114118.131.04110268.282.4412/31/20
Benefit Street Partners CLOV-B B Benefit Street Partners CLOV-BBB- (sf)A15.76114118.131.04110268.282.4412/31/20
Benefit Street Partners CLOV-B C Benefit Street Partners CLOV-BB- (sf)BBB-9.59107.4110.081.02105232.882.2212/31/20
Benefit Street Partners CLOV-B D Benefit Street Partners CLOV-BC (sf)BB-6104.3105.871.02   12/31/20