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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
Anchorage Capital CLO 6 B1R Anchorage Capital CLO 6BBB- (sf)AA24.87125.07131.841.05120333.222.7810/29/20
Anchorage Capital CLO 6 B2R Anchorage Capital CLO 6BBB- (sf)AA24.87125.07131.841.05120333.222.7810/29/20
Ares XLIV CLO B2 Ares XLIV CLOB+ (sf)A17.35115.5120.051.04115285.262.4810/29/20
Deer Creek CLO 2017-1 B Deer Creek CLO 2017-1BBB- (sf)AA23.72122.28130.341.07120250.822.0910/29/20
Benefit Street Partners CLO XII A1 Benefit Street Partners CLO XIIAA (sf)AAA34.06115.7119.431.031102672.4310/29/20
Benefit Street Partners CLO XII A2 Benefit Street Partners CLO XIIBBB- (sf)AA22.31115.7119.431.031102672.4310/29/20
Benefit Street Partners CLO XII B Benefit Street Partners CLO XIIBB- (sf)A16.68115.7119.431.031102672.4310/29/20
Benefit Street Partners CLO XII C Benefit Street Partners CLO XIIB (sf)BBB-10.55108.29111.241.03105232.252.2110/29/20
Barings CLO 2019-I D Barings CLO 2019-IB (sf)BBB-11.92108.61113.481.04110188.071.7110/29/20
Barings CLO 2019-I E Barings CLO 2019-ICCC (sf)BB-7.52104.67108.091.03105163.81.5610/29/20
Carlyle U.S. CLO 2018-4 A1B Carlyle U.S. CLO 2018-4AA- (sf)AAA34.88115.2122.811.07115287.582.510/29/20
Carlyle U.S. CLO 2018-4 B Carlyle U.S. CLO 2018-4BB- (sf)A18.69115.2122.811.07115287.582.510/29/20
Carlyle Global Market Strategies CLO 2013-1 A1R Carlyle Global Market Strategies CLO 2013-1AA (sf)AAA35.45115.2119.721.04115295.742.5710/29/20
Carlyle Global Market Strategies CLO 2013-1 A2R Carlyle Global Market Strategies CLO 2013-1BBB- (sf)AA23.28115.2119.721.04115295.742.5710/29/20
Carlyle Global Market Strategies CLO 2013-1 BR Carlyle Global Market Strategies CLO 2013-1BB- (sf)A17.11115.2119.721.04115295.742.5710/29/20
Carlyle Global Market Strategies CLO 2013-1 CR Carlyle Global Market Strategies CLO 2013-1B (sf)BB+10.6108.31111.021102522.2910/29/20
Carlyle Global Market Strategies CLO 2016-1 DR Carlyle Global Market Strategies CLO 2016-1CCC- (sf)B+6.27104.7105.291.01105235.72.2410/29/20
CIFC Funding 2018-II CLO B CIFC Funding 2018-IIBB- (sf)A18.61115.7122.821.06110312.452.8410/29/20
Apidos CLO XXVIII A1B Apidos CLO XXVIIIAA (sf)AAA34.06115.21211.05115306.152.6610/29/20
Apidos CLO XXVIII B Apidos CLO XXVIIIBB- (sf)A17.63115.21211.05115306.152.6610/29/20
Anchorage Credit Funding 6 CLO B Anchorage Credit Funding 6A- (sf)AA-38.02152.6159.521.05110180.511.6410/29/20
Carlyle Global Market Strategies CLO 2013-1 DR Carlyle Global Market Strategies CLO 2013-1C (sf)B+5.97104.7105.531.01105210.692.0110/29/20
Flagship CLO VIII BRR Flagship CLO VIIIAA (sf)AA38.07123146.691.19120391.083.2610/29/20
Ares LIII CLO B Ares LIII CLOBBB- (sf)AA24.89124.21133.021.07120269.712.2510/29/20
AIG CLO 2018-1 A2B AIG CLO 2018-1AA- (sf)N/A36.02121.6130.51.07120266.162.2210/29/20
AIG CLO 2018-1 B AIG CLO 2018-1BBB- (sf)AA23.42121.6130.51.07120266.162.2210/29/20
Cutwater 2014-I CLO A1BR Cutwater 2014-IAA (sf)AAA60115.65123.11.06110336.43.0610/29/20
Cutwater 2014-I CLO BR Cutwater 2014-IBBB- (sf)AA-27.68115.65123.11.06110336.43.0610/29/20
Bain Capital Credit CLO 2019-1 A1A Bain Capital Credit CLO 2019-1AA (sf)AAA41.03122.45130.581.07120259.452.1610/29/20
Anchorage Capital CLO 2013-1 BR Anchorage Capital CLO 2013-1BB- (sf)A21.5120.78126.251.05110326.662.9710/29/20
Avery Point VII CLO BR Avery Point VII CLOBBB- (sf)AA23.52124.36130.161.05120325.712.7110/29/20
CIFC Funding 2019-V CLO B CIFC Funding 2019-VBB- (sf)A19.21115.46123.781.07115265.292.3110/29/20
FDF V CLO B FDF VAA- (sf)AA-39.83150.8164.651.09110199.241.8110/29/20
Eaton Vance CLO 2019-1 B Eaton Vance CLO 2019-1A- (sf)AA24121.6131.541.08120278.092.3210/29/20
Battalion CLO XIV A1 Battalion CLO XIVAA (sf)AAA39.03127135.411.07120279.652.3310/29/20
Battalion CLO XIV A2 Battalion CLO XIVAA (sf)N/A35.53127135.411.07120279.652.3310/29/20
Battalion CLO XIV B1 Battalion CLO XIVA- (sf)AA27.04127135.411.07120279.652.3310/29/20
Battalion CLO XIV B2 Battalion CLO XIVA- (sf)AA27.04127135.411.07120279.652.3310/29/20
Battalion CLO XIV C1 Battalion CLO XIVBB (sf)A21.99120.1126.651.05112.5248.652.2110/29/20
Battalion CLO XIV C2 Battalion CLO XIVBB (sf)A21.99120.1126.651.05112.5248.652.2110/29/20
Battalion CLO XIV D Battalion CLO XIVB+ (sf)BBB-15.9112.8117.471.04107.5215.41210/29/20
Battalion CLO XIV E Battalion CLO XIVB- (sf)BB-10106109.771.04   10/29/20
Halcyon Loan Advisors Funding 2014-2 CLO A1BR Halcyon Loan Advisors Funding 2014-2NRAAA 114130.841.15115264.712.310/29/20
Halcyon Loan Advisors Funding 2014-2 CLO BR Halcyon Loan Advisors Funding 2014-2AA (sf)AA+29.38114130.841.15115264.712.310/29/20
Benefit Street Partners CLO XIV A1 Benefit Street Partners CLO XIVAA (sf)AAA38.03123.8130.891.06120356.822.9710/29/20
Benefit Street Partners CLO XIV A2 Benefit Street Partners CLO XIVA+ (sf)AAA31.93123.8130.891.06120356.822.9710/29/20
Benefit Street Partners CLO XIV B Benefit Street Partners CLO XIVBBB- (sf)AA24.06123.8130.891.06120356.822.9710/29/20
Benefit Street Partners CLO XIV C Benefit Street Partners CLO XIVBB- (sf)A16.69114.5119.321.04115310.992.710/29/20
Benefit Street Partners CLO XIV D Benefit Street Partners CLO XIVB (sf)BBB-10.59107.6111.181.03110270.192.4610/29/20
Benefit Street Partners CLO XIV E Benefit Street Partners CLO XIVCC (sf)BB-6.73103.9106.581.03105232.392.2110/29/20