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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-II D Barings CLO 2018-IIBB- (sf)BB-7.22104.7107.671.03105217.312.0705/09/21
Crown Point CLO 7 B Crown Point CLO 7AA+ (sf)AA22.11121.6127.661.05120294.962.4605/09/21
Anchorage Capital CLO 13 B Anchorage Capital CLO 13AA+ (sf)N/A26.34127.4135.761.07120319.342.6605/09/21
BlueMountain CLO 2015-4 X BlueMountain CLO 2015-4NRN/A 123.33129.591.05120342.372.8505/09/21
BlueMountain CLO 2015-4 A1R BlueMountain CLO 2015-4AA+ (sf)AAA39.01123.33129.591.05120342.372.8505/09/21
BlueMountain CLO 2015-4 A2R BlueMountain CLO 2015-4AA+ (sf)AAA34.92123.33129.591.05120342.372.8505/09/21
BlueMountain CLO 2015-4 BR BlueMountain CLO 2015-4AA+ (sf)N/A23.68123.33129.591.05120342.372.8505/09/21
BlueMountain CLO 2015-4 CR BlueMountain CLO 2015-4BBB+ (sf)N/A16.52113.95118.481.04115297.952.5905/09/21
BlueMountain CLO 2015-4 DR BlueMountain CLO 2015-4BB+ (sf)N/A10.39107.64110.371.03110255.492.3205/09/21
BlueMountain CLO 2015-4 ER BlueMountain CLO 2015-4BB- (sf)N/A6.3104.7105.561.01105215.642.0505/09/21
BlueMountain CLO 2015-4 FR BlueMountain CLO 2015-4CCC- (sf)N/A4.26      05/09/21
CIFC Funding 2017-II CLO B CIFC Funding 2017-IIAA+ (sf)AA23.9123.3131.131.06120289.732.4105/09/21
Barings CLO 2016-I (previously Babson CLO 2016-I) XR Barings CLO 2016-I (previously Babson CLO 2016-I)NRN/A 125.6132.121.05120309.962.5805/09/21
Barings CLO 2016-I (previously Babson CLO 2016-I) A1R Barings CLO 2016-I (previously Babson CLO 2016-I)AA+ (sf)AAA38.8125.6132.121.05120309.962.5805/09/21
Barings CLO 2016-I (previously Babson CLO 2016-I) A2R Barings CLO 2016-I (previously Babson CLO 2016-I)AA+ (sf)AAA33.64125.6132.121.05120309.962.5805/09/21
Barings CLO 2016-I (previously Babson CLO 2016-I) B1R Barings CLO 2016-I (previously Babson CLO 2016-I)AA+ (sf)AA24.61125.6132.121.05120309.962.5805/09/21
Barings CLO 2016-I (previously Babson CLO 2016-I) B2R Barings CLO 2016-I (previously Babson CLO 2016-I)AA+ (sf)AA24.61125.6132.121.05120309.962.5805/09/21
Barings CLO 2016-I (previously Babson CLO 2016-I) CR Barings CLO 2016-I (previously Babson CLO 2016-I)A (sf)A17.38116.8120.571.03115271.732.3605/09/21
Barings CLO 2016-I (previously Babson CLO 2016-I) DR Barings CLO 2016-I (previously Babson CLO 2016-I)BB+ (sf)BBB-11.45109.6112.491.03110237.762.1605/09/21
Barings CLO 2016-I (previously Babson CLO 2016-I) ER Barings CLO 2016-I (previously Babson CLO 2016-I)B+ (sf)BB-5.77104.7105.721.01105193.691.8405/09/21
Apidos CLO XXVI A1B Apidos CLO XXVIAA+ (sf)AAA34.97114119.981.05115265.032.305/09/21
Apidos CLO XXVI B Apidos CLO XXVIA+ (sf)A16.68114119.981.05115265.032.305/09/21
CarVal CLO II B CarVal CLO IIAA+ (sf)N/A25.73125.11134.581.08120235.531.9605/09/21
Atrium XIII CLO B Atrium XIIIAA+ (sf)AA24.08121.6130.251.07120352.132.9305/09/21
Ballyrock CLO 2019-2 A1AR Ballyrock CLO 2019-2AA+ (sf)N/A39.88114121.711.07115270.882.3605/09/21
Ballyrock CLO 2019-2 A1BR Ballyrock CLO 2019-2AA+ (sf)N/A34.87114121.711.07115270.882.3605/09/21
Ballyrock CLO 2019-2 A2R Ballyrock CLO 2019-2AA+ (sf)N/A23.85114121.711.07115270.882.3605/09/21
Ballyrock CLO 2019-2 BR Ballyrock CLO 2019-2AA- (sf)N/A17.84114121.711.07115270.882.3605/09/21
Ballyrock CLO 2019-2 CR Ballyrock CLO 2019-2BBB+ (sf)N/A12.33108.3114.061.05110231.692.1105/09/21
Ballyrock CLO 2019-2 DR Ballyrock CLO 2019-2BB (sf)N/A7.82104.7108.481.04   05/09/21
BlueMountain Fuji U.S. CLO II A1A BlueMountain Fuji U.S. CLO IIAA+ (sf)AAA38.78113.4118.421.04115265.12.3105/09/21
BlueMountain Fuji U.S. CLO II A1B BlueMountain Fuji U.S. CLO IIAA+ (sf)AAA32.6113.4118.421.04115265.12.3105/09/21
BlueMountain Fuji U.S. CLO II A2 BlueMountain Fuji U.S. CLO IIAA+ (sf)N/A23.09113.4118.421.04115265.12.3105/09/21
BlueMountain Fuji U.S. CLO II B BlueMountain Fuji U.S. CLO IIBBB+ (sf)N/A16.62113.4118.421.04115265.12.3105/09/21
BlueMountain Fuji U.S. CLO II C BlueMountain Fuji U.S. CLO IIBB+ (sf)N/A10.54107.1110.391.03110230.322.0905/09/21
BlueMountain Fuji U.S. CLO II D BlueMountain Fuji U.S. CLO IIB+ (sf)N/A6.9104.7106.071.01105199.31.905/09/21
CIFC Funding 2019-II CLO B CIFC Funding 2019-IIAA+ (sf)N/A23.35121.6130.451.07120296.962.4705/09/21
BlueMountain CLO XXIV A1 BlueMountain CLO XXIVAA+ (sf)AAA40.96126.52136.391.08120298.562.4905/09/21
BlueMountain CLO XXIV A2 BlueMountain CLO XXIVAA+ (sf)N/A35.96126.52136.391.08120298.562.4905/09/21
BlueMountain CLO XXIV B BlueMountain CLO XXIVAA+ (sf)AA26.71126.52136.391.08120298.562.4905/09/21
BlueMountain CLO XXIV C BlueMountain CLO XXIVBBB+ (sf)A18.5114.77122.661.07115248.632.1605/09/21
BlueMountain CLO XXIV D BlueMountain CLO XXIVBB+ (sf)BBB-12.6108.48114.381.05110212.561.9305/09/21
BlueMountain CLO XXIV E BlueMountain CLO XXIVBB- (sf)BB-9105.95109.851.04105184.851.7605/09/21
Benefit Street Partners CLO III X Benefit Street Partners CLO IIINRN/A 113.8118.21.04115250.692.1805/09/21
Benefit Street Partners CLO III A1R2 Benefit Street Partners CLO IIIAA+ (sf)N/A37.12113.8118.21.04115250.692.1805/09/21
Benefit Street Partners CLO III A2R2 Benefit Street Partners CLO IIIAA+ (sf)N/A22.67113.8118.21.04115250.692.1805/09/21
Benefit Street Partners CLO III BR2 Benefit Street Partners CLO IIIBBB+ (sf)N/A15.39113.8118.21.04115250.692.1805/09/21
Benefit Street Partners CLO III CR Benefit Street Partners CLO IIIBB+ (sf)N/A9.4107.8110.391.02110213.681.9405/09/21
Benefit Street Partners CLO III DR Benefit Street Partners CLO IIIB+ (sf)N/A4.65103.46104.891.011051791.705/09/21
Benefit Street Partners CLO XVII A1 Benefit Street Partners CLO XVIIAA+ (sf)AAA37.84124.8134.271.08120285.272.3805/09/21