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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 2016-1 BR Black Diamond CLO 2016-1B+ (sf)A14.41113.5115.391.02110265.312.4110/29/20
Black Diamond CLO 2016-1 CR Black Diamond CLO 2016-1B- (sf)BBB-9.53108109.161.01102239.012.3410/29/20
Black Diamond CLO 2016-1 DR Black Diamond CLO 2016-1D (sf)B+4.85103.7103.791101204.122.0210/29/20
Auburn CLO D Auburn CLOCCC (sf)BB-5.66104.7105.221   10/29/20
Auburn CLO E Auburn CLOD (sf)B-4.63      10/29/20
Barings CLO 2013-I AR Barings CLO 2013-IAA (sf)AAA33.66123.3130.921.06120404.183.3710/29/20
Barings CLO 2013-I BR Barings CLO 2013-IA- (sf)AA23.91123.3130.921.06120404.183.3710/29/20
Barings CLO 2013-I CR Barings CLO 2013-IBB- (sf)A17.08114.9120.131.05110354.243.2210/29/20
Barings CLO 2013-I DR Barings CLO 2013-IB (sf)BBB-9.95107.6110.611.03105293.932.810/29/20
Barings CLO 2013-I ER Barings CLO 2013-ICCC (sf)BB-5.65104.7105.581.01   10/29/20
Barings CLO 2013-I FR Barings CLO 2013-ID (sf)B-4.12      10/29/20
Arch Street CLO BR Arch Street CLOBBB- (sf)AA23.67121.6125.791.03120364.883.0410/29/20
Canyon CLO 2019-2 B Canyon CLO 2019-2BBB- (sf)AA23.7121.58130.651.07120298.122.4810/29/20
Cedar Funding II CLO BR Cedar Funding IIBBB- (sf)AA22.09120.79127.231.05120282.322.3510/29/20
Avery Point IV CLO BR Avery Point IV CLOAA (sf)AAA48.69129.1194.061.5120441.953.6810/29/20
BlueMountain CLO XXVI A1 BlueMountain CLO XXVIAA (sf)AAA38.08121.58131.731.08120291.772.4310/29/20
BlueMountain CLO XXVI A2 BlueMountain CLO XXVIA- (sf)AAA35.09121.58131.731.08120291.772.4310/29/20
BlueMountain CLO XXVI B BlueMountain CLO XXVIBBB- (sf)AA24.1121.58131.731.08120291.772.4310/29/20
BlueMountain CLO XXVI C BlueMountain CLO XXVIBB- (sf)A18.11113.95122.091.07115254.472.2110/29/20
BlueMountain CLO XXVI D1 BlueMountain CLO XXVIB- (sf)BBB-12.12107.64113.771.06110211.611.9210/29/20
BlueMountain CLO XXVI D2 BlueMountain CLO XXVIB- (sf)BBB-12.12107.64113.771.06110211.611.9210/29/20
BlueMountain CLO XXVI E BlueMountain CLO XXVICC (sf)BB-8.62104.29109.411.05105183.081.7410/29/20
Carlyle Global Market Strategies CLO 2013-2 ER Carlyle Global Market Strategies CLO 2013-2C (sf)B-5.21102.8103.931.01   10/29/20
B&M CLO 2014-1 A1R B&M CLO 2014-1NRAAA 112146.761.31112.5313.852.7910/29/20
B&M CLO 2014-1 A2R B&M CLO 2014-1AA (sf)AAA67.98112146.761.31112.5313.852.7910/29/20
B&M CLO 2014-1 BR B&M CLO 2014-1AA (sf)AA-40.58112146.761.31112.5313.852.7910/29/20
B&M CLO 2014-1 CR B&M CLO 2014-1BBB (sf)BBB+24.83106.9121.491.14107.5241.382.2510/29/20
B&M CLO 2014-1 DR B&M CLO 2014-1B- (sf)BB10.3102.9104.841.02102.5176.361.7210/29/20
B&M CLO 2014-1 E B&M CLO 2014-1D (sf)B1.92101.597.160.96   10/29/20
AMMC CLO 20 B AMMC CLO 20BBB- (sf)AA23.04121.71129.21.06120277.652.3110/29/20
AMMC CLO XIII B1LR AMMC CLO XIIIB+ (sf)BBB-11.42      10/29/20
AMMC CLO XIII B2L1R AMMC CLO XIIICCC (sf)BB-5.94      10/29/20
AMMC CLO XIII B2L2R AMMC CLO XIIICCC (sf)BB-5.94      10/29/20
AMMC CLO XIII B3LR AMMC CLO XIIID (sf)B-3.21      10/29/20
Ballyrock CLO 2018-1 A1 Ballyrock CLO 2018-1AA (sf)AAA34.38115.6121.31.05115339.592.9510/29/20
Ballyrock CLO 2018-1 A2 Ballyrock CLO 2018-1A- (sf)AA22.69115.6121.31.05115339.592.9510/29/20
Ballyrock CLO 2018-1 B Ballyrock CLO 2018-1BB- (sf)A17.7115.6121.31.05115339.592.9510/29/20
Ballyrock CLO 2018-1 C Ballyrock CLO 2018-1B+ (sf)BBB-10.89108.2112.021.04110282.812.5710/29/20
Ballyrock CLO 2018-1 D Ballyrock CLO 2018-1B- (sf)BB-6.41104.7106.661.02105236.72.2510/29/20
Ballyrock CLO 2018-1 E Ballyrock CLO 2018-1D (sf)B-4.37      10/29/20
BNPP IP CLO 2014-II AR BNPP IP CLO 2014-IIAA (sf)AAA61.6123.08146.651.19120397.533.3110/29/20
BNPP IP CLO 2014-II BR BNPP IP CLO 2014-IIAA (sf)AA+37.68123.08146.651.19120397.533.3110/29/20
BNPP IP CLO 2014-II CR BNPP IP CLO 2014-IIBBB- (sf)A23.01113.53118.71.05115290.922.5310/29/20
BNPP IP CLO 2014-II DR BNPP IP CLO 2014-IIB- (sf)BB+12.3108.29104.030.96110227.172.0710/29/20
BNPP IP CLO 2014-II E BNPP IP CLO 2014-IID (sf)CCC+2.61104.4493.40.89105175.921.6810/29/20
Cedar Funding IV CLO BR Cedar Funding IV CLOBBB- (sf)AA21.94119127.061.07120296.492.4710/29/20
BlueMountain Fuji U.S. CLO I A1 BlueMountain Fuji U.S. CLO IAA (sf)AAA37.37123.69130.171.05120334.472.7910/29/20
BlueMountain Fuji U.S. CLO I A2 BlueMountain Fuji U.S. CLO IA- (sf)AAA32.32123.69130.171.05120334.472.7910/29/20
BlueMountain Fuji U.S. CLO I B BlueMountain Fuji U.S. CLO IBBB- (sf)AA24.44123.69130.171.05120334.472.7910/29/20
BlueMountain Fuji U.S. CLO I C BlueMountain Fuji U.S. CLO IBB- (sf)A17.17113.95118.741.04115286.772.4910/29/20