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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 Fuji U.S. CLO III A2 BlueMountain Fuji U.S. CLO IIIAA- (sf)AAA32.62123.33130.521.06120359.372.9901/27/21
BlueMountain Fuji U.S. CLO III B BlueMountain Fuji U.S. CLO IIIBBB- (sf)AA24.57123.33130.521.06120359.372.9901/27/21
BlueMountain Fuji U.S. CLO III C BlueMountain Fuji U.S. CLO IIIBB- (sf)A17.03113.21118.661.05115314.192.7301/27/21
BlueMountain Fuji U.S. CLO III D BlueMountain Fuji U.S. CLO IIIB (sf)BBB-11.5107.64111.241.03110279.152.5401/27/21
BlueMountain Fuji U.S. CLO III E BlueMountain Fuji U.S. CLO IIIB- (sf)BB-7.48104.7106.41.02105239.162.2801/27/21
AMMC CLO 22 B AMMC CLO 22A- (sf)AA23.9121.6131.031.08120354.742.9601/27/21
AMMC CLO 22 E1B AMMC CLO 22B- (sf)BB8.54104.5109.031.04105235.432.2401/27/21
CIFC Funding 2015-II CLO BR2 CIFC Funding 2015-IIBBB+ (sf)AA23.42121.58129.81.07120341.532.8501/27/21
CIFC Funding 2018-I CLO B CIFC Funding 2018-IBBB- (sf)AA23.39121.6130.311.07120364.033.0301/27/21
Benefit Street Partners CLO XIX A Benefit Street Partners CLO XIXAA (sf)AAA36.11121.58131.811.08120275.852.301/27/21
Benefit Street Partners CLO XIX B Benefit Street Partners CLO XIXBBB (sf)AA24.13121.58131.811.08120275.852.301/27/21
Benefit Street Partners CLO XIX C Benefit Street Partners CLO XIXBB- (sf)A18.14113.95122.161.07115243.572.1201/27/21
Benefit Street Partners CLO XIX D Benefit Street Partners CLO XIXB (sf)BBB-12.15106.64113.831.07110208.791.901/27/21
Benefit Street Partners CLO XIX E Benefit Street Partners CLO XIXCCC- (sf)BB-8.16103.7108.881.05   01/27/21
Bain Capital Credit CLO 2018-2 A1 Bain Capital Credit CLO 2018-2AA (sf)AAA39.75121.6128.641.06120341.222.8401/27/21
Bain Capital Credit CLO 2018-2 A2 Bain Capital Credit CLO 2018-2AA- (sf)N/A34.13121.6128.641.06120341.222.8401/27/21
Bain Capital Credit CLO 2018-2 B Bain Capital Credit CLO 2018-2BBB- (sf)AA22.39121.6128.641.06120341.222.8401/27/21
Bain Capital Credit CLO 2018-2 C Bain Capital Credit CLO 2018-2BB- (sf)A15.75113.2118.511.05115302.382.6301/27/21
Bain Capital Credit CLO 2018-2 D Bain Capital Credit CLO 2018-2B- (sf)BBB-10.39108111.421.03110267.092.4301/27/21
Bain Capital Credit CLO 2018-2 E Bain Capital Credit CLO 2018-2C (sf)BB-6.05104.4106.271.02105225.922.1501/27/21
Bain Capital Credit CLO 2018-2 F Bain Capital Credit CLO 2018-2D (sf)B-4.52      01/27/21
Anchorage Credit Funding 5 CLO BR Anchorage Credit Funding 5A- (sf)N/A40.9149.6166.971.12110245.942.2401/27/21
Carlyle Global Market Strategies CLO 2015-5 A1R Carlyle Global Market Strategies CLO 2015-5AA (sf)AAA36.41117.7122.381.04115259.342.2601/27/21
Carlyle Global Market Strategies CLO 2015-5 A2R Carlyle Global Market Strategies CLO 2015-5BBB- (sf)AA23.14117.7122.381.04115259.342.2601/27/21
Carlyle Global Market Strategies CLO 2015-5 BR Carlyle Global Market Strategies CLO 2015-5BB- (sf)A18.42117.7122.381.04115259.342.2601/27/21
Carlyle Global Market Strategies CLO 2015-5 CR Carlyle Global Market Strategies CLO 2015-5B (sf)BBB-12.23110.8113.741.03110220.922.0101/27/21
Carlyle Global Market Strategies CLO 2015-5 DR Carlyle Global Market Strategies CLO 2015-5CC (sf)BB-6.13105.3106.361.01105176.371.6801/27/21
BlueMountain CLO XXIII A1 BlueMountain CLO XXIIIAA (sf)AAA41.77121.6130.241.07120323.062.6901/27/21
BlueMountain CLO XXIII A2 BlueMountain CLO XXIIIAA- (sf)AAA35.97121.6130.241.07120323.062.6901/27/21
BlueMountain CLO XXIII B BlueMountain CLO XXIIIBBB- (sf)AA23.96121.6130.241.07120323.062.6901/27/21
BlueMountain CLO XXIII C BlueMountain CLO XXIIIBB- (sf)A18.21114.3121.081.06115288.542.5101/27/21
BlueMountain CLO XXIII D BlueMountain CLO XXIIIB (sf)BBB-12.01107.7112.541.04110250.712.2801/27/21
BlueMountain CLO XXIII E BlueMountain CLO XXIIICCC+ (sf)BB-8.61105.5108.351.03   01/27/21
Canyon CLO 2019-1 B Canyon CLO 2019-1BBB- (sf)AA23.15121.58129.961.07120280.582.3401/27/21
Barings CLO 2016-I (previously Babson CLO 2016-I) XR Barings CLO 2016-I (previously Babson CLO 2016-I)NRAAA 125.6131.451.05120295.152.4601/27/21
Barings CLO 2016-I (previously Babson CLO 2016-I) A1R Barings CLO 2016-I (previously Babson CLO 2016-I)AA (sf)AAA38.75125.6131.451.05120295.152.4601/27/21
Barings CLO 2016-I (previously Babson CLO 2016-I) A2R Barings CLO 2016-I (previously Babson CLO 2016-I)AA- (sf)AAA33.59125.6131.451.05120295.152.4601/27/21
Barings CLO 2016-I (previously Babson CLO 2016-I) B1R Barings CLO 2016-I (previously Babson CLO 2016-I)BBB (sf)AA24.56125.6131.451.05120295.152.4601/27/21
Barings CLO 2016-I (previously Babson CLO 2016-I) B2R Barings CLO 2016-I (previously Babson CLO 2016-I)BBB (sf)AA24.56125.6131.451.05120295.152.4601/27/21
Barings CLO 2016-I (previously Babson CLO 2016-I) CR Barings CLO 2016-I (previously Babson CLO 2016-I)BB- (sf)A17.33116.8119.961.03115258.312.2501/27/21
Barings CLO 2016-I (previously Babson CLO 2016-I) DR Barings CLO 2016-I (previously Babson CLO 2016-I)B (sf)BBB-11.39109.6111.921.02110225.672.0501/27/21
Barings CLO 2016-I (previously Babson CLO 2016-I) ER Barings CLO 2016-I (previously Babson CLO 2016-I)C (sf)BB-5.71104.7105.181105183.421.7501/27/21
Anchorage Capital CLO 5-R B Anchorage Capital CLO 5-RA- (sf)AA28.82131.91138.861.05120427.643.5601/27/21
522 Funding CLO 2018-2(A) (previously Assurant CLO II) B1 522 Funding CLO 2018-2(A) (previously Assurant CLO II)A- (sf)AA23.69122.4129.591.06120361.723.0101/27/21
522 Funding CLO 2018-2(A) (previously Assurant CLO II) B2 522 Funding CLO 2018-2(A) (previously Assurant CLO II)A- (sf)AA23.69122.4129.591.06120361.723.0101/27/21
Canyon Capital CLO 2014-1 A1BR Canyon Capital CLO 2014-1AA- (sf)AAA32.18114118.551.04115283.752.4701/27/21
Canyon Capital CLO 2014-1 BR Canyon Capital CLO 2014-1BB- (sf)A15.73114118.551.04115283.752.4701/27/21
Bean Creek CLO XR Bean Creek CLOAA (sf)AAA 121.6129.231.06120279.192.3301/27/21
Bean Creek CLO AR Bean Creek CLOAA (sf)AAA33.4121.6129.231.06120279.192.3301/27/21
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A1R Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AAA77.71112.6135.241.2115184.981.6101/27/21