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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
Bain Capital Credit CLO 2019-2 A Bain Capital Credit CLO 2019-2AA (sf)AAA35.72121.6130.521.07120303.092.5312/31/20
Bain Capital Credit CLO 2019-2 B Bain Capital Credit CLO 2019-2BBB- (sf)AA23.66121.6130.521.07120303.092.5312/31/20
Bain Capital Credit CLO 2019-2 C Bain Capital Credit CLO 2019-2BB- (sf)A17.64114120.971.06115264.912.312/31/20
Bain Capital Credit CLO 2019-2 D Bain Capital Credit CLO 2019-2B (sf)BBB-12.11107.8113.371.05110228.332.0812/31/20
Bain Capital Credit CLO 2019-2 E Bain Capital Credit CLO 2019-2C (sf)BB-7.59103.7107.821.04   12/31/20
Apidos CLO XV BRR Apidos CLO XVBBB- (sf)AA22.56121.58128.831.06120344.152.8712/31/20
Carlyle U.S. CLO 2019-4 B Carlyle U.S. CLO 2019-4BB- (sf)A17.96113.95121.891.07115251.222.1812/31/20
Anchorage Capital CLO 8 BR Anchorage Capital CLO 8A- (sf)AA27.5126.1135.961.08120412.423.4412/31/20
Atlas Senior Loan Fund XIV CLO B1 Atlas Senior Loan Fund XIVBBB- (sf)AA22.08121.58128.231.05120251.192.0912/31/20
AMMC CLO XIII B1LR AMMC CLO XIIIB+ (sf)BBB-11.33      12/31/20
AMMC CLO XIII B2L1R AMMC CLO XIIIB- (sf)BB-5.85      12/31/20
AMMC CLO XIII B2L2R AMMC CLO XIIIB- (sf)BB-5.85      12/31/20
AMMC CLO XIII B3LR AMMC CLO XIIID (sf)B-3.11      12/31/20
Carlyle U.S. CLO 2018-1 B Carlyle U.S. CLO 2018-1BB- (sf)A18.36116.4121.261.04115321.692.812/31/20
Chenango Park CLO A1B Chenango Park CLOAA- (sf)N/A33.97113.88119.811.05115308.492.6812/31/20
Chenango Park CLO B Chenango Park CLOBB- (sf)A16.65113.88119.811.05115308.492.6812/31/20
Barings CLO 2015-I (previously Babson CLO 2015-I) XR Barings CLO 2015-I (previously Babson CLO 2015-I)AA (sf)AAA 125.51130.041.04110369.033.3512/31/20
Barings CLO 2015-I (previously Babson CLO 2015-I) AR Barings CLO 2015-I (previously Babson CLO 2015-I)AA (sf)AAA33.96125.51130.041.04110369.033.3512/31/20
Barings CLO 2015-I (previously Babson CLO 2015-I) BR Barings CLO 2015-I (previously Babson CLO 2015-I)BBB (sf)AA23.31125.51130.041.04110369.033.3512/31/20
Barings CLO 2015-I (previously Babson CLO 2015-I) CR Barings CLO 2015-I (previously Babson CLO 2015-I)BB- (sf)A17.47118.92120.841.02105329.953.1412/31/20
Barings CLO 2015-I (previously Babson CLO 2015-I) DR Barings CLO 2015-I (previously Babson CLO 2015-I)B (sf)BBB-10.27109.82111.141.01102277.982.7312/31/20
Barings CLO 2015-I (previously Babson CLO 2015-I) ER Barings CLO 2015-I (previously Babson CLO 2015-I)C (sf)BB-4.18103.45104.081.01101218.822.1712/31/20
Barings CLO 2015-I (previously Babson CLO 2015-I) FR Barings CLO 2015-I (previously Babson CLO 2015-I)D (sf)B-2.71      12/31/20
Atlas Senior Loan Fund XIV CLO B2 Atlas Senior Loan Fund XIVBBB- (sf)AA22.08121.58128.231.05120251.192.0912/31/20
Benefit Street Partners CLO XVII A1 Benefit Street Partners CLO XVIIAA (sf)AAA37.84124.8134.271.08120285.272.3812/31/20
Benefit Street Partners CLO XVII A2 Benefit Street Partners CLO XVIIAA- (sf)AAA35.84124.8134.271.08120285.272.3812/31/20
Benefit Street Partners CLO XVII B Benefit Street Partners CLO XVIIA- (sf)AA25.61124.8134.271.08120285.272.3812/31/20
Benefit Street Partners CLO XVII C Benefit Street Partners CLO XVIIBB- (sf)A17.79114121.51.07110244.362.2212/31/20
Benefit Street Partners CLO XVII D Benefit Street Partners CLO XVIIB (sf)BBB-11.78107.6113.211.05105211.112.0112/31/20
Benefit Street Partners CLO XVII E Benefit Street Partners CLO XVIICCC (sf)BB-8.52104.6109.181.04   12/31/20
Barings CLO 2019-IV A1 Barings CLO 2019-IVAA (sf)AAA36.2121.93132.331.09120273.062.2812/31/20
Barings CLO 2019-IV A2 Barings CLO 2019-IVAA (sf)AAA36.2121.93132.331.09120273.062.2812/31/20
Barings CLO 2019-IV B1 Barings CLO 2019-IVBBB- (sf)AA24.43121.93132.331.09120273.062.2812/31/20
Barings CLO 2019-IV B2 Barings CLO 2019-IVBBB- (sf)AA24.43121.93132.331.09120273.062.2812/31/20
Barings CLO 2019-IV C Barings CLO 2019-IVBB- (sf)A18.45114.25122.631.07115241.032.112/31/20
Barings CLO 2019-IV D Barings CLO 2019-IVB (sf)BBB-12.47107.9114.251.06110204.431.8612/31/20
Barings CLO 2019-IV E Barings CLO 2019-IVCC (sf)BB-8.28104.2109.031.051051741.6612/31/20
Anchorage Credit Funding 2 CLO BR Anchorage Credit Funding 2A- (sf)AA-40.11150165.331.1110222.122.0212/31/20
Allegro CLO IV BR Allegro CLO IVBBB- (sf)AA21.73122.3127.71.04120307.552.5612/31/20
Bowman Park CLO AR Bowman Park CLOAA (sf)AAA71.85124.19175.241.41120338.992.8212/31/20
Bowman Park CLO B1R Bowman Park CLOAA (sf)AA+44.54124.19175.241.41120338.992.8212/31/20
Bowman Park CLO B2R Bowman Park CLOAA (sf)AA+44.54124.19175.241.41120338.992.8212/31/20
Bowman Park CLO CR Bowman Park CLOAA- (sf)A+31.89115.73142.691.23110261.42.3812/31/20
Bowman Park CLO D1R Bowman Park CLOBB- (sf)BBB-18.71108.44119.561.1105194.651.8512/31/20
Bowman Park CLO D2R Bowman Park CLOBB- (sf)BBB-18.71108.44119.561.1105194.651.8512/31/20
Bowman Park CLO E Bowman Park CLOB- (sf)BB-10.52105.34108.621.03102.5155.831.5212/31/20
Bowman Park CLO F Bowman Park CLOD (sf)B7.14103.62104.671.01   12/31/20
BlueMountain CLO 2015-3 XR BlueMountain CLO 2015-3NRN/A 113.95117.381.03115317.692.7612/31/20
BlueMountain CLO 2015-3 A1R BlueMountain CLO 2015-3AA (sf)AAA36.21113.95117.381.03115317.692.7612/31/20
BlueMountain CLO 2015-3 A2R BlueMountain CLO 2015-3BBB- (sf)AA22.83113.95117.381.03115317.692.7612/31/20