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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 2019-II C Barings CLO 2019-IIBB+ (sf)N/A11.87108.61113.471.04110214.51.9505/09/21
Barings CLO 2019-II D Barings CLO 2019-IIBB- (sf)N/A7.83105.09108.491.03105184.091.7505/09/21
AMMC CLO 22 B AMMC CLO 22AA+ (sf)N/A23.74121.6130.371.07120340.952.8405/09/21
AMMC CLO 22 E1B AMMC CLO 22BB (sf)N/A8.35104.5108.481.04105226.382.1605/09/21
AMMC CLO 18 BR AMMC CLO 18AA+ (sf)AA22.86122.55129.171.05120314.142.6205/09/21
BlueMountain CLO 2014-2 X BlueMountain CLO 2014-2NRAAA 121.5126.981.05120308.582.5705/09/21
BlueMountain CLO 2014-2 A1R2 BlueMountain CLO 2014-2AA+ (sf)AAA37.48121.5126.981.05120308.582.5705/09/21
BlueMountain CLO 2014-2 A2R2 BlueMountain CLO 2014-2AA+ (sf)N/A33.66121.5126.981.05120308.582.5705/09/21
BlueMountain CLO 2014-2 BR2 BlueMountain CLO 2014-2AA+ (sf)AA21.81121.5126.981.05120308.582.5705/09/21
BlueMountain CLO 2014-2 CR2 BlueMountain CLO 2014-2BBB+ (sf)A15.6113.9117.631.03115272.662.3705/09/21
BlueMountain CLO 2014-2 DR2 BlueMountain CLO 2014-2BB (sf)BBB-9.49107.7109.691.02110235.622.1405/09/21
BlueMountain CLO 2014-2 ER2 BlueMountain CLO 2014-2B+ (sf)B+5.57105105.141105202.611.9305/09/21
BlueMountain CLO 2014-2 FR2 BlueMountain CLO 2014-2CC (sf)CCC+3.83      05/09/21
Gallatin CLO VIII 2017-1 B Gallatin CLO VIII 2017-1AA+ (sf)AA+24.56120.7132.561.1120310.62.5905/09/21
Ares XXVII CLO BR Ares XXVII CLOAA+ (sf)AA24.4124.74132.281.06120335.142.7905/09/21
CIFC Funding 2017-V CLO B CIFC Funding 2017-VBBB+ (sf)A17.56114.7121.231.06115284.12.4705/09/21
Ares XLV CLO B Ares XLV CLOA+ (sf)AA23.46122.89130.571.06120329.922.7505/09/21
Brigade Debt Funding 1 CLO A Brigade Debt Funding 1AA+ (sf)AAA52.19150.8164.141.09110555.685.0505/09/21
Brigade Debt Funding 1 CLO B Brigade Debt Funding 1NRN/A 150.8164.141.09110555.685.0505/09/21
Brigade Debt Funding 1 CLO C Brigade Debt Funding 1NRN/A 145.5151.71.04105518.384.9405/09/21
Brigade Debt Funding 1 CLO D Brigade Debt Funding 1NRN/A 134.5138.11.03   05/09/21
CIFC Funding 2019-VI CLO B CIFC Funding 2019-VIAA+ (sf)AA24.07121.58131.71.08120306.992.5605/09/21
Apidos CLO XXXII B1 Apidos CLO XXXIIAA+ (sf)AA23.95121.58131.491.08120279.122.3305/09/21
Apidos CLO XXXII B2 Apidos CLO XXXIIAA+ (sf)AA23.95121.58131.491.08120279.122.3305/09/21
CIFC Funding 2017-I CLO B CIFC Funding 2017-IAA+ (sf)AA+24.7125.3132.81.06120353.592.9505/09/21
Dryden 38 Senior Loan Fund CLO BR Dryden 38 Senior Loan FundAA+ (sf)AA22.32120.89128.351.06120300.812.5105/09/21
Canyon Capital CLO 2014-2 BR Canyon Capital CLO 2014-2AA+ (sf)N/A23.48122.33130.091.06120311.612.605/09/21
Atlas Senior Loan Fund XV CLO B1 Atlas Senior Loan Fund XVAA+ (sf)AA23.45121.58130.521.07120257.332.1405/09/21
Atlas Senior Loan Fund XV CLO B2 Atlas Senior Loan Fund XVAA+ (sf)AA23.45121.58130.521.07120257.332.1405/09/21
Apex Credit CLO 2018 A1B Apex Credit CLO 2018AA+ (sf)AAA34.55121.58130.661.07120396.63.3105/09/21
Apex Credit CLO 2018 B Apex Credit CLO 2018AA+ (sf)AA23.47121.58130.661.07120396.63.3105/09/21
Dryden XXV Senior Loan Fund CLO BRR Dryden XXV Senior Loan FundAA+ (sf)N/A27.1121.8133.51.1120366.283.0505/09/21
Ares XXIX CLO BR Ares XXIX CLOAA+ (sf)AAA57.02115.8229.291.98115325.472.8305/09/21
AGL Core CLO 2 B AGL Core CLO 2AA+ (sf)AA+33.78143151.021.06120339.62.8305/09/21
GoldenTree Loan Management US CLO 2 B GoldenTree Loan Management US CLO 2AA+ (sf)AA26.17127.3135.451.06120387.453.2305/09/21
Fort Washington CLO 2019-1 B Fort Washington CLO 2019-1AA+ (sf)AA24122.45131.571.07120253.662.1105/09/21
Barings CLO 2018-I A1 Barings CLO 2018-IAA+ (sf)AAA33.78113.95119.471.05110321.312.9205/09/21
Barings CLO 2018-I A2 Barings CLO 2018-IAA+ (sf)AA22.57113.95119.471.05110321.312.9205/09/21
Barings CLO 2018-I B Barings CLO 2018-IA- (sf)A16.46113.95119.471.05110321.312.9205/09/21
Barings CLO 2018-I C Barings CLO 2018-IBB+ (sf)BBB-10.35107.64111.321.03105277.112.6405/09/21
Barings CLO 2018-I D Barings CLO 2018-IBB- (sf)BB-6.27103.7106.481.03   05/09/21
Golub Capital Partners CLO 39(B) A1 Golub Capital Partners CLO 39(B)AA+ (sf)AAA40.16122.5131.991.08120320.082.6705/09/21
Golub Capital Partners CLO 39(B) A2 Golub Capital Partners CLO 39(B)AA+ (sf)AAA36.4122.5131.991.08120320.082.6705/09/21
Golub Capital Partners CLO 39(B) B Golub Capital Partners CLO 39(B)AA+ (sf)N/A26.2122.5131.991.08120320.082.6705/09/21
Golub Capital Partners CLO 39(B) C Golub Capital Partners CLO 39(B)A+ (sf)N/A19.49114.3121.771.07110280.542.5505/09/21
Golub Capital Partners CLO 39(B) D Golub Capital Partners CLO 39(B)BB+ (sf)N/A13.59108.6114.011.05105242.732.3105/09/21
Golub Capital Partners CLO 39(B) E Golub Capital Partners CLO 39(B)BB (sf)N/A10.21105.6109.991.04   05/09/21
522 Funding CLO 2019-4 (A) (previously Assurant CLO IV) BR 522 Funding CLO 2019-4 (A) (previously Assurant CLO IV)AA+ (sf)N/A23.25121.58129.431.06120281.332.3405/09/21
Cedar Funding X CLO B Cedar Funding X CLOAA+ (sf)N/A23.83121.6131.281.08120267.72.2305/09/21
Gallatin CLO IX 2018-1 B1 Gallatin CLO IX 2018-1AA+ (sf)AA+26.51120.72134.111.11120352.262.9405/09/21