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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
Benefit Street Partners CLO XVIII A Benefit Street Partners CLO XVIIIAA (sf)AAA37.02122.45132.491.08120278.852.3201/27/21
Benefit Street Partners CLO XVIII B Benefit Street Partners CLO XVIIIA- (sf)AA24.52122.45132.491.08120278.852.3201/27/21
Benefit Street Partners CLO XVIII C Benefit Street Partners CLO XVIIIBB- (sf)A18.52114.7122.741.07110244.82.2301/27/21
Benefit Street Partners CLO XVIII D Benefit Street Partners CLO XVIIIB (sf)BBB-12.53108.29114.321.06105208.871.9901/27/21
Benefit Street Partners CLO XVIII E Benefit Street Partners CLO XVIIIB- (sf)BB-8.63104.41109.441.05   01/27/21
Barings CLO 2018-III X Barings CLO 2018-IIINRN/A 122127.031.04120351.522.9301/27/21
Barings CLO 2018-III A1 Barings CLO 2018-IIIAA (sf)AAA38.26122127.031.04120351.522.9301/27/21
Barings CLO 2018-III A2 Barings CLO 2018-IIIAA- (sf)AAA33.12122127.031.04120351.522.9301/27/21
Barings CLO 2018-III B1 Barings CLO 2018-IIIBBB- (sf)AA22.06122127.031.04120351.522.9301/27/21
Barings CLO 2018-III B2R Barings CLO 2018-IIIBBB- (sf)N/A22.06122127.031.04120351.522.9301/27/21
Barings CLO 2018-III C Barings CLO 2018-IIIBB- (sf)A15.89114.8117.71.03110312.372.8401/27/21
Barings CLO 2018-III D Barings CLO 2018-IIIB- (sf)BBB-9.45108.1109.341.01105267.112.5401/27/21
Barings CLO 2018-III E Barings CLO 2018-IIIC (sf)B+5.6104.5104.871   01/27/21
Barings CLO 2018-III F Barings CLO 2018-IIID (sf)CCC+3.8      01/27/21
Canyon CLO 2017-1 B Canyon CLO 2017-1BBB- (sf)AA23.23122.32130.141.06120289.972.4201/27/21
1828 CLO A2RB1R 1828 CLOA- (sf)AA-22.78116.1120.431.04110236.842.1501/27/21
1828 CLO A2RB2R 1828 CLOA- (sf)AA-22.78116.1120.431.04110236.842.1501/27/21
1828 CLO A2RB3R 1828 CLOA- (sf)AA-22.78116.1120.431.04110236.842.1501/27/21
1828 CLO A2RB4R 1828 CLOA- (sf)AA-22.78116.1120.431.04110236.842.1501/27/21
1828 CLO BRAR 1828 CLONRA- 116.1120.431.04110236.842.1501/27/21
1828 CLO BRB3R 1828 CLOBB- (sf)A-17.48116.1120.431.04110236.842.1501/27/21
1828 CLO BRB4R 1828 CLOBB- (sf)A-17.48116.1120.431.04110236.842.1501/27/21
Apidos CLO XXVI A1B Apidos CLO XXVIAA (sf)AAA34.87114119.441.05115270.992.3601/27/21
Apidos CLO XXVI B Apidos CLO XXVIBB- (sf)A16.56114119.441.05115270.992.3601/27/21
ALM XVI CLO A1BRR ALM XVIAA (sf)N/A42.78116.57128.91.11115361.243.1401/27/21
BlueMountain CLO 2015-4 X BlueMountain CLO 2015-4NRN/A 123.33129.21.05120346.872.8901/27/21
BlueMountain CLO 2015-4 A1R BlueMountain CLO 2015-4AA (sf)AAA39.05123.33129.21.05120346.872.8901/27/21
BlueMountain CLO 2015-4 A2R BlueMountain CLO 2015-4AA- (sf)AAA34.97123.33129.21.05120346.872.8901/27/21
BlueMountain CLO 2015-4 BR BlueMountain CLO 2015-4BBB- (sf)AA23.73123.33129.21.05120346.872.8901/27/21
BlueMountain CLO 2015-4 CR BlueMountain CLO 2015-4BB- (sf)A16.58113.95118.131.04115302.372.6301/27/21
BlueMountain CLO 2015-4 DR BlueMountain CLO 2015-4B (sf)BBB-10.45107.64110.041.02110259.962.3601/27/21
BlueMountain CLO 2015-4 ER BlueMountain CLO 2015-4CC (sf)B+6.36104.7105.241.01105220.22.101/27/21
BlueMountain CLO 2015-4 FR BlueMountain CLO 2015-4D (sf)CCC+4.32      01/27/21
Cedar Funding VI CLO BR Cedar Funding VI CLOBBB- (sf)AA21.63119.89126.841.06120326.782.7201/27/21
Madison Park Funding XLIII (formerly Atrium XIV) CLO A2BR Madison Park Funding XLIII (formerly Atrium XIV)AA- (sf)N/A36.2122.7130.21.06120326.42.7201/27/21
Madison Park Funding XLIII (formerly Atrium XIV) CLO B Madison Park Funding XLIII (formerly Atrium XIV)BBB- (sf)AA24.31122.7130.21.06120326.42.7201/27/21
ALM XVI CLO BRR ALM XVIBBB- (sf)A+23.18116.57128.91.11115361.243.1401/27/21
Avery Point VI CLO BR Avery Point VI CLOBBB- (sf)AA+25.52129.1133.921.04120375.043.1301/27/21
Black Diamond CLO 2019-2 A1A Black Diamond CLO 2019-2AA (sf)AAA36.65114.5119.241.04110261.332.3801/27/21
Black Diamond CLO 2019-2 A1B Black Diamond CLO 2019-2A- (sf)AAA33.59114.5119.241.04110261.332.3801/27/21
Black Diamond CLO 2019-2 A2 Black Diamond CLO 2019-2BBB- (sf)AA23.12114.5119.241.04110261.332.3801/27/21
Black Diamond CLO 2019-2 B Black Diamond CLO 2019-2B+ (sf)A16.73114.5119.241.04110261.332.3801/27/21
Black Diamond CLO 2019-2 C Black Diamond CLO 2019-2B- (sf)BBB-11.11108.5111.711.03105227.22.1601/27/21
Black Diamond CLO 2019-2 D Black Diamond CLO 2019-2D (sf)BB-6.51104.8106.211.01105192.481.8301/27/21
Bristol Park CLO AR Bristol Park CLOAA (sf)AAA34.22121.58129.971.07120362.033.0201/27/21
Bristol Park CLO BR Bristol Park CLOBBB+ (sf)AA23.09121.58129.971.07120362.033.0201/27/21
Bristol Park CLO CR Bristol Park CLOBB- (sf)A17.02113.95120.461.06110319.42.901/27/21
Bristol Park CLO DR Bristol Park CLOB (sf)BBB-11.22107.64112.61.05105274.442.6101/27/21
Bristol Park CLO ER Bristol Park CLOCCC+ (sf)BB-6.65103.4107.071.04   01/27/21
Bain Capital Credit CLO 2018-1 A1 Bain Capital Credit CLO 2018-1AA (sf)AAA41.86120.5127.041.05120380.523.1701/27/21