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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
CarVal CLO III B1 CarVal CLO IIIBBB- (sf)AA25.42124.77134.041.07120276.282.310/29/20
CarVal CLO III B2 CarVal CLO IIIBBB- (sf)AA25.42124.77134.041.07120276.282.310/29/20
Carlyle U.S. CLO 2018-2 B Carlyle U.S. CLO 2018-2BB- (sf)A17.26113.95119.761.05115292.152.5410/29/20
Anchorage Credit Funding 9 CLO BA Anchorage Credit Funding 9A (sf)AA-39.75151.4164.61.09110204.391.8610/29/20
Anchorage Credit Funding 9 CLO BB Anchorage Credit Funding 9A (sf)N/A39.75151.4164.61.09110204.391.8610/29/20
Bain Capital Credit CLO 2019-4 A1 Bain Capital Credit CLO 2019-4AA (sf)AAA39.75121.58130.71.08120283.052.3610/29/20
Bain Capital Credit CLO 2018-1 A1 Bain Capital Credit CLO 2018-1AA (sf)AAA41.72120.5126.691.05120373.693.1110/29/20
Bain Capital Credit CLO 2018-1 A2 Bain Capital Credit CLO 2018-1AA- (sf)N/A34.44120.5126.691.05120373.693.1110/29/20
Bain Capital Credit CLO 2018-1 B Bain Capital Credit CLO 2018-1BBB- (sf)AA21.54120.5126.691.05120373.693.1110/29/20
Bain Capital Credit CLO 2018-1 C Bain Capital Credit CLO 2018-1B+ (sf)A15.7113.5117.911.04115335.362.9210/29/20
Bain Capital Credit CLO 2018-1 D Bain Capital Credit CLO 2018-1B- (sf)BBB-9.86107.6110.271.02110291.312.6510/29/20
Bain Capital Credit CLO 2018-1 E Bain Capital Credit CLO 2018-1C (sf)B+5.76104.7105.481.01105247.972.3610/29/20
Cathedral Lake CLO 2013 BR Cathedral Lake CLO 2013BB- (sf)A15.82112118.091.05112.5258.832.310/29/20
Canyon CLO 2018-1 B Canyon CLO 2018-1BBB- (sf)AA23.35122.45130.21.06120340.292.8410/29/20
Allegro CLO X B Allegro CLO XBBB- (sf)AA24.12123.69131.751.07120311.352.5910/29/20
Catskill Park CLO A1B Catskill Park CLOAA- (sf)AAA32.96114.82119.711.04115260.142.2610/29/20
Bain Capital Credit CLO 2019-4 A2 Bain Capital Credit CLO 2019-4A (sf)AAA34.73121.58130.71.08120283.052.3610/29/20
Bain Capital Credit CLO 2019-4 B Bain Capital Credit CLO 2019-4BBB- (sf)AA23.68121.58130.71.08120283.052.3610/29/20
Madison Park Funding XLIV (Atrium XV) CLO B Madison Park Funding XLIV (Atrium XV)BBB- (sf)AA24.46122.081301.06120306.62.5610/29/20
ALM XVII CLO A1BR ALM XVIIAA- (sf)AAA36.44117.21122.461.04115325.862.8310/29/20
ALM XVII CLO BR ALM XVIIBB- (sf)A19.97117.21122.461.04115325.862.8310/29/20
Ares XLIII CLO B Ares XLIII CLOBB- (sf)AA22.29121.58127.841.05120306.052.5510/29/20
Avery Point VI CLO BR Avery Point VI CLOBBB+ (sf)AA+25.52129.1133.921.04120375.043.1310/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) ER Barings CLO 2015-II (previously Babson CLO 2015-II)C (sf)BB-5.76104.7105.051101197.361.9510/29/20
Bain Capital Credit CLO 2019-4 C Bain Capital Credit CLO 2019-4BB- (sf)A18.16114.7121.881.06115250.232.1810/29/20
522 Funding CLO 2017-1(A) (previously Assurant CLO I) B 522 Funding CLO 2017-1(A) (previously Assurant CLO I)BBB (sf)AA23.06121.6128.371.06120323.732.710/29/20
Carlyle U.S. CLO 2017-4 B Carlyle U.S. CLO 2017-4BB- (sf)A17.14115.23119.441.04110297.562.7110/29/20
AMMC CLO 18 BR AMMC CLO 18A- (sf)AA22.93122.55128.331.05120333.732.7810/29/20
Greywolf CLO II BR Greywolf CLO IIBB- (sf)A18.02115.03119.461.04115285.952.4910/29/20
Battery Park CLO X Battery Park CLOAA (sf)AAA 113.7120.571.06110232.372.1110/29/20
Battery Park CLO AL Battery Park CLOA- (sf)N/A24.88113.7120.571.06110232.372.1110/29/20
Battery Park CLO B1 Battery Park CLOBB- (sf)A17.37113.7120.571.06110232.372.1110/29/20
Battery Park CLO B2 Battery Park CLOBB- (sf)A17.37113.7120.571.06110232.372.1110/29/20
Battery Park CLO C Battery Park CLOB- (sf)BBB-12.37108.3113.681.05105206.061.9610/29/20
Battery Park CLO D Battery Park CLOCC (sf)BB-8.61105.1109.011.04   10/29/20
CBAM 2018-5 CLO X CBAM 2018-5NRN/A 121.6129.021.06120352.712.9410/29/20
CBAM 2018-5 CLO A CBAM 2018-5AA (sf)AAA35.15121.6129.021.06120352.712.9410/29/20
CBAM 2018-5 CLO B1 CBAM 2018-5A- (sf)AA22.99121.6129.021.06120352.712.9410/29/20
CBAM 2018-5 CLO B2 CBAM 2018-5A- (sf)AA22.99121.6129.021.06120352.712.9410/29/20
Bain Capital Credit CLO 2019-4 D Bain Capital Credit CLO 2019-4B (sf)BBB-12.63108.94114.171.05110214.681.9510/29/20
Bain Capital Credit CLO 2019-4 E Bain Capital Credit CLO 2019-4C (sf)BB-7.61104.2107.971.04   10/29/20
Anchorage Credit Opportunities CLO 1 B1 Anchorage Credit Opportunities CLO 1A- (sf)N/A35.84140.85149.841.06120302.232.5210/29/20
Anchorage Credit Opportunities CLO 1 B2 Anchorage Credit Opportunities CLO 1A- (sf)N/A35.84140.85149.841.06120302.232.5210/29/20
Ballyrock CLO 2019-2 A1A Ballyrock CLO 2019-2AA (sf)AAA39.95114121.741.07115271.652.3610/29/20
Ballyrock CLO 2019-2 A1B Ballyrock CLO 2019-2AA (sf)N/A34.95114121.741.07115271.652.3610/29/20
Ballyrock CLO 2019-2 A2 Ballyrock CLO 2019-2A- (sf)AA23.94114121.741.07115271.652.3610/29/20
Ballyrock CLO 2019-2 B Ballyrock CLO 2019-2BB (sf)A17.93114121.741.07115271.652.3610/29/20
Ballyrock CLO 2019-2 C Ballyrock CLO 2019-2B+ (sf)BBB-12.43108.3114.091.05110232.692.1210/29/20
Ballyrock CLO 2019-2 D Ballyrock CLO 2019-2B- (sf)BB-7.93104.7108.511.04   10/29/20
Apidos CLO XXVII B Apidos CLO XXVIIBB- (sf)A17.36116.08120.921.04115268.622.3410/29/20