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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
BlueMountain CLO XXV B BlueMountain CLO XXVAA+ (sf)N/A25.3123.51133.881.08120285.12.3805/09/21
BlueMountain CLO XXV C BlueMountain CLO XXVBBB+ (sf)N/A18.22113.95122.291.07115247.242.1505/09/21
BlueMountain CLO XXV D BlueMountain CLO XXVBB+ (sf)N/A12.99108.61114.931.06110217.21.9705/09/21
BlueMountain CLO XXV E BlueMountain CLO XXVBB- (sf)N/A8.9104.97109.771.05105185.051.7605/09/21
Barings CLO 2018-III X Barings CLO 2018-IIINRN/A 122127.581.05120347.362.8905/09/21
Barings CLO 2018-III A1 Barings CLO 2018-IIIAA+ (sf)AAA38.32122127.581.05120347.362.8905/09/21
Barings CLO 2018-III A2 Barings CLO 2018-IIIAA+ (sf)AAA33.18122127.581.05120347.362.8905/09/21
Barings CLO 2018-III B1 Barings CLO 2018-IIIAA+ (sf)N/A22.13122127.581.05120347.362.8905/09/21
Barings CLO 2018-III B2R Barings CLO 2018-IIIAA+ (sf)N/A22.13122127.581.05120347.362.8905/09/21
Barings CLO 2018-III C Barings CLO 2018-IIIBBB+ (sf)N/A15.96114.8118.221.03110307.172.7905/09/21
Barings CLO 2018-III D Barings CLO 2018-IIIBB+ (sf)N/A9.53108.1109.821.02105260.912.4805/09/21
Barings CLO 2018-III E Barings CLO 2018-IIIB+ (sf)N/A5.68104.5105.331.01   05/09/21
Barings CLO 2018-III F Barings CLO 2018-IIICC (sf)N/A3.88      05/09/21
CIFC Funding 2017-III CLO B CIFC Funding 2017-IIIBBB+ (sf)A17.14114.5120.481.05115256.642.2305/09/21
Madison Park Funding XLIV (Atrium XV) CLO B Madison Park Funding XLIV (Atrium XV)AA+ (sf)AA24.55122.08131.481.08120340.342.8405/09/21
Crown Point CLO III A1BR Crown Point CLO IIIAA+ (sf)N/A56.43114.55130.551.14115331.492.8805/09/21
Crown Point CLO III BR Crown Point CLO IIIAA+ (sf)N/A25.22114.55130.551.14115331.492.8805/09/21
CIFC Funding 2015-II CLO BR2 CIFC Funding 2015-IIAA+ (sf)AA23.83121.58131.181.08120360.11305/09/21
Benefit Street Partners CLO XVIII A Benefit Street Partners CLO XVIIIAA+ (sf)AAA37.02122.45132.491.08120278.852.3205/09/21
Benefit Street Partners CLO XVIII B Benefit Street Partners CLO XVIIIAA+ (sf)AA24.52122.45132.491.08120278.852.3205/09/21
Benefit Street Partners CLO XVIII C Benefit Street Partners CLO XVIIIBBB+ (sf)A18.52114.7122.741.07110244.82.2305/09/21
Benefit Street Partners CLO XVIII D Benefit Street Partners CLO XVIIIBB+ (sf)BBB-12.53108.29114.321.06105208.871.9905/09/21
Benefit Street Partners CLO XVIII E Benefit Street Partners CLO XVIIIBB- (sf)BB-8.63104.41109.441.05   05/09/21
Battalion CLO XVI A Battalion CLO XVIAA+ (sf)AAA37.06121.6131.681.08120282.122.3505/09/21
Battalion CLO XVI AF Battalion CLO XVIAA+ (sf)AAA37.06121.6131.681.08120282.122.3505/09/21
Battalion CLO XVI B Battalion CLO XVIAA+ (sf)N/A24.07121.6131.681.08120282.122.3505/09/21
Battalion CLO XVI C Battalion CLO XVIAA+ (sf)N/A19.07115.5123.551.071152422.105/09/21
Battalion CLO XVI D Battalion CLO XVIBBB+ (sf)N/A13.08108.9115.031.06110206.161.8705/09/21
Battalion CLO XVI E Battalion CLO XVIBB+ (sf)N/A9.08105.9109.981.04   05/09/21
Cedar Funding VI CLO BR Cedar Funding VI CLOAA (sf)N/A21.63119.89126.841.06120326.782.7205/09/21
BlueMountain CLO 2016-2 X BlueMountain CLO 2016-2AA+ (sf)AAA 114119.151.05115240.212.0905/09/21
BlueMountain CLO 2016-2 A1R BlueMountain CLO 2016-2AA+ (sf)AAA35.25114119.151.05115240.212.0905/09/21
BlueMountain CLO 2016-2 A2R BlueMountain CLO 2016-2AA+ (sf)AA23.11114119.151.05115240.212.0905/09/21
BlueMountain CLO 2016-2 BR BlueMountain CLO 2016-2BBB+ (sf)A17.03114119.151.05115240.212.0905/09/21
BlueMountain CLO 2016-2 C1R BlueMountain CLO 2016-2BB+ (sf)BBB+13.49107.6111.031.03110204.941.8605/09/21
BlueMountain CLO 2016-2 C2R BlueMountain CLO 2016-2BB (sf)BBB-10.96107.6111.031.03110204.941.8605/09/21
BlueMountain CLO 2016-2 DR BlueMountain CLO 2016-2B+ (sf)B+6.92103.7106.21.02105173.821.6605/09/21
Benefit Street Partners CLO IV A1RR Benefit Street Partners CLO IVAA+ (sf)N/A37.19113.7118.131.04115250.692.1805/09/21
Benefit Street Partners CLO IV A2RR Benefit Street Partners CLO IVAA+ (sf)N/A23.8113.7118.131.04115250.692.1805/09/21
Benefit Street Partners CLO IV BRR Benefit Street Partners CLO IVBBB+ (sf)N/A15.36113.7118.131.04115250.692.1805/09/21
Benefit Street Partners CLO IV CRR Benefit Street Partners CLO IVBB (sf)N/A9.8108.2110.851.02110216.781.9705/09/21
Benefit Street Partners CLO IV DR Benefit Street Partners CLO IVB+ (sf)N/A5.11104.5105.381.01105178.881.705/09/21
CIFC Funding 2019-III CLO A1B CIFC Funding 2019-IIIAA+ (sf)N/A34.91116.4124.191.07115266.042.3105/09/21
CIFC Funding 2019-III CLO B CIFC Funding 2019-IIIA+ (sf)A19.49116.4124.191.07115266.042.3105/09/21
Black Diamond CLO 2019-2 A1A Black Diamond CLO 2019-2AA+ (sf)AAA37.36114.5121.351.06110259.112.3605/09/21
Black Diamond CLO 2019-2 A1B Black Diamond CLO 2019-2AA+ (sf)AAA34.33114.5121.351.06110259.112.3605/09/21
Black Diamond CLO 2019-2 A2 Black Diamond CLO 2019-2AA+ (sf)N/A23.98114.5121.351.06110259.112.3605/09/21
Black Diamond CLO 2019-2 B Black Diamond CLO 2019-2A- (sf)N/A17.66114.5121.351.06110259.112.3605/09/21
Black Diamond CLO 2019-2 C Black Diamond CLO 2019-2BB+ (sf)N/A12.11108.5113.681.05105224.952.1405/09/21
Black Diamond CLO 2019-2 D Black Diamond CLO 2019-2BB- (sf)N/A7.56104.8108.091.03105190.191.8105/09/21