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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
Barings CLO 2018-I A2 Barings CLO 2018-IBBB- (sf)AA22.48113.95118.331.04110338.333.0810/29/20
Barings CLO 2018-I B Barings CLO 2018-IBB- (sf)A16.36113.95118.331.04110338.333.0810/29/20
Barings CLO 2018-I C Barings CLO 2018-IB (sf)BBB-10.24107.64110.261.02105292.342.7810/29/20
Barings CLO 2018-I D Barings CLO 2018-ICC (sf)BB-6.16103.7105.471.02   10/29/20
Apidos CLO XV BRR Apidos CLO XVBBB- (sf)AA22.53121.58128.851.06120344.092.8710/29/20
ACIS CLO 2014-3 A2B ACIS CLO 2014-3AA (sf)AAA90.55122198.71.63120314.622.6210/29/20
ACIS CLO 2014-3 B ACIS CLO 2014-3AA (sf)AA50.99122198.71.63120314.622.6210/29/20
Catamaran CLO 2014-2 BR Catamaran CLO 2014-2A- (sf)A27.8112.7128.11.14115219.451.9110/29/20
Atlas Senior Loan Fund IX CLO B Atlas Senior Loan Fund IXBBB (sf)AA22.79119.9125.081.04115379.263.310/29/20
Adams Mill CLO B2R Adams Mill CLOAA (sf)AA+29.86121.4138.771.14120291.282.4310/29/20
Anchorage Capital CLO 8 BR Anchorage Capital CLO 8BBB- (sf)AA25.53126.1132.981.05120417.83.4810/29/20
Carlyle U.S. CLO 2018-1 B Carlyle U.S. CLO 2018-1BB- (sf)A18.36116.4121.261.04115321.692.810/29/20
Anchorage Credit Funding 8 CLO B Anchorage Credit Funding 8A- (sf)AA-38.83151.2161.841.07110198.221.810/29/20
Canyon CLO 2016-1 BR Canyon CLO 2016-1BBB- (sf)AA23.97123.5130.991.06120275.722.310/29/20
Benefit Street Partners CLO XVII A1 Benefit Street Partners CLO XVIIAA (sf)AAA37.82124.8134.371.08120278.22.3210/29/20
Benefit Street Partners CLO XVII A2 Benefit Street Partners CLO XVIIAA- (sf)AAA35.82124.8134.371.08120278.22.3210/29/20
Benefit Street Partners CLO XVII B Benefit Street Partners CLO XVIIBBB (sf)AA25.59124.8134.371.08120278.22.3210/29/20
Ares XLVI CLO B2 Ares XLVI CLOBBB- (sf)AA24.39124.2131.111.06120343.372.8610/29/20
Black Diamond CLO 2017-1 X Black Diamond CLO 2017-1NRAAA 115.07119.41.04115237.62.0710/29/20
Black Diamond CLO 2017-1 A1A Black Diamond CLO 2017-1AA (sf)AAA37.09115.07119.41.04115237.62.0710/29/20
Black Diamond CLO 2017-1 A1B Black Diamond CLO 2017-1AA (sf)AAA37.09115.07119.41.04115237.62.0710/29/20
Black Diamond CLO 2017-1 A2A Black Diamond CLO 2017-1BBB- (sf)AA23.46115.07119.41.04115237.62.0710/29/20
Black Diamond CLO 2017-1 A2B Black Diamond CLO 2017-1BBB- (sf)AA23.46115.07119.41.04115237.62.0710/29/20
Black Diamond CLO 2017-1 B1 Black Diamond CLO 2017-1BB- (sf)A-17.35115.07119.41.04115237.62.0710/29/20
Black Diamond CLO 2017-1 B2 Black Diamond CLO 2017-1BB- (sf)A-17.35115.07119.41.04115237.62.0710/29/20
Black Diamond CLO 2017-1 C Black Diamond CLO 2017-1B- (sf)BB+10.99107.78110.871.03110204.681.8610/29/20
Black Diamond CLO 2017-1 D Black Diamond CLO 2017-1D (sf)B+6.42104.19105.451.01   10/29/20
Ares L CLO B Ares L CLOBB+ (sf)AA23.79123.3130.341.06120336.912.8110/29/20
Apidos CLO XVIII-R B Apidos CLO XVIII-RBBB- (sf)AA23.09122.01129.391.06120312.392.610/29/20
CBAM 2017-3 CLO X CBAM 2017-3NRAAA 121.6129.351.06120305.282.5410/29/20
CBAM 2017-3 CLO A CBAM 2017-3AA (sf)AAA35.2121.6129.351.06120305.282.5410/29/20
Carlyle Global Market Strategies CLO 2015-4 X Carlyle Global Market Strategies CLO 2015-4AA (sf)AAA 117.3121.351.031152582.2410/29/20
AIMCO CLO Series 2017-A B AIMCO CLO Series 2017-ABBB+ (sf)AA24.42122.5132.061.08120300.172.510/29/20
AGL CLO I B AGL CLO IBBB+ (sf)AA25.14122.98133.591.09120291.162.4310/29/20
Cathedral Lake V CLO B Cathedral Lake VBBB- (sf)AA22.57121.58128.881.06120273.182.2810/29/20
Battalion CLO X A1R Battalion CLO XAA (sf)AAA35.87116.92125.131.07115300.192.6110/29/20
Battalion CLO X A2R Battalion CLO XA- (sf)AA+26.44116.92125.131.07115300.192.6110/29/20
Battalion CLO X BR Battalion CLO XBBB- (sf)A21.02116.92125.131.07115300.192.6110/29/20
Battalion CLO X CR Battalion CLO XBB- (sf)BBB-14.6109.54115.731.06110254.162.3110/29/20
Battalion CLO X DR Battalion CLO XB- (sf)BB-9.18104.64108.821.04105204.721.9510/29/20
Ares LV CLO B Ares LV CLOBBB+ (sf)AA27.14127.55137.161.08120226.361.8910/29/20
Anchorage Credit Funding 9 CLO CB Anchorage Credit Funding 9BBB- (sf)N/A34.29144.2150.941.05105181.51.7310/29/20
Anchorage Credit Funding 9 CLO EB Anchorage Credit Funding 9B+ (sf)N/A24.37127.9131.141.03   10/29/20
BlueMountain CLO XXII A1 BlueMountain CLO XXIIAA (sf)AAA37.08127.79135.21.06120356.342.9710/29/20
BlueMountain CLO XXII A2 BlueMountain CLO XXIIA- (sf)N/A34.57127.79135.21.06120356.342.9710/29/20
BlueMountain CLO XXII B BlueMountain CLO XXIIBBB- (sf)AA26.94127.79135.21.06120356.342.9710/29/20
BlueMountain CLO XXII C BlueMountain CLO XXIIBB- (sf)A16.94113.19118.921.05115293.022.5510/29/20
BlueMountain CLO XXII D BlueMountain CLO XXIIB- (sf)BBB-11.9108.27112.121.04110260.332.3710/29/20
BlueMountain CLO XXII E BlueMountain CLO XXIIC (sf)BB-7.62103.98106.931.03105224.112.1310/29/20
ALM VII(R) CLO BR ALM VII(R)BB- (sf)A17.81116120.931.04110244.152.2210/29/20