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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 2015-3 BR BlueMountain CLO 2015-3BB- (sf)A15.63113.95117.381.03115317.692.7612/31/20
BlueMountain CLO 2015-3 CR BlueMountain CLO 2015-3B- (sf)BBB-9.45107.64109.371.02110275.92.5112/31/20
BlueMountain CLO 2015-3 DR BlueMountain CLO 2015-3C (sf)B5.34103.7104.621.01105234.852.2412/31/20
BlueMountain CLO 2015-3 ER BlueMountain CLO 2015-3D (sf)CCC+3.28      12/31/20
AIMCO CLO Series 2015-A BR AIMCO CLO Series 2015-AA- (sf)AA+23.86114.8122.621.07112.5349.553.1112/31/20
Cathedral Lake IV CLO BR Cathedral Lake IVBBB- (sf)AA22.27122.01128.251.05120265.452.2112/31/20
Burnham Park CLO AR Burnham Park CLOAA (sf)AAA35.03122.5129.831.06120320.132.6712/31/20
Burnham Park CLO BR Burnham Park CLOBBB- (sf)AA23.36122.5129.831.06120320.132.6712/31/20
Burnham Park CLO CR Burnham Park CLOBB- (sf)A16.15113.6118.671.04110277.312.5212/31/20
Burnham Park CLO DR Burnham Park CLOB- (sf)BBB-10.57107.5111.261.03105244.642.3312/31/20
Burnham Park CLO ER Burnham Park CLOC (sf)BB-6.61103.7106.541.03   12/31/20
BlueMountain CLO 2013-1 A1R2 BlueMountain CLO 2013-1AA (sf)AAA36.05113.7115.091.01115251.22.1812/31/20
BlueMountain CLO 2013-1 A2R2 BlueMountain CLO 2013-1BBB- (sf)AA23.07113.7115.091.01115251.22.1812/31/20
BlueMountain CLO 2013-1 BR BlueMountain CLO 2013-1B+ (sf)A14.9113.7115.091.01115251.22.1812/31/20
BlueMountain CLO 2013-1 CR BlueMountain CLO 2013-1B- (sf)BB+9.46108.4108.171110215.651.9612/31/20
BlueMountain CLO 2013-1 DR BlueMountain CLO 2013-1D (sf)CCC+4.51104.6102.330.98105174.471.6612/31/20
Anchorage Credit Funding 8 CLO B Anchorage Credit Funding 8A- (sf)AA-39.88151.2164.51.09110186.671.712/31/20
Brigade Debt Funding 2 CLO A Brigade Debt Funding 2AA (sf)AAA53.51155.1167.161.08110181.11.6512/31/20
Brigade Debt Funding 2 CLO B Brigade Debt Funding 2NRAA- 155.1167.161.08110181.11.6512/31/20
Brigade Debt Funding 2 CLO C Brigade Debt Funding 2NRA- 149.2154.171.03105169.411.6112/31/20
Brigade Debt Funding 2 CLO D Brigade Debt Funding 2AA (sf)BBB-48.03139.6142.031.02   12/31/20
Ares XLI CLO B Ares XLI CLOBB (sf)AA22.45121.58128.251.05120347.522.912/31/20
BlueMountain Fuji U.S. CLO I A1 BlueMountain Fuji U.S. CLO IAA (sf)AAA37.37123.69130.171.05120334.472.7912/31/20
BlueMountain Fuji U.S. CLO I A2 BlueMountain Fuji U.S. CLO IA- (sf)AAA32.32123.69130.171.05120334.472.7912/31/20
BlueMountain Fuji U.S. CLO I B BlueMountain Fuji U.S. CLO IBBB- (sf)AA24.44123.69130.171.05120334.472.7912/31/20
BlueMountain Fuji U.S. CLO I C BlueMountain Fuji U.S. CLO IBB- (sf)A17.17113.95118.741.04115286.772.4912/31/20
BlueMountain Fuji U.S. CLO I D BlueMountain Fuji U.S. CLO IB (sf)BBB11.71108.42111.411.03110248.12.2612/31/20
BlueMountain Fuji U.S. CLO I E BlueMountain Fuji U.S. CLO ICCC- (sf)BB-7.07104.7105.831.01105208.741.9912/31/20
Atrium XIII CLO B Atrium XIIIBBB- (sf)AA24.34121.6128.621.06120346.482.8912/31/20
Ares L CLO B Ares L CLOBBB- (sf)AA23.79123.3130.341.06120336.912.8112/31/20
Ares XXXIR CLO B Ares XXXIR CLOBBB- (sf)AA21.85121.58127.611.05120330.592.7512/31/20
Ares XLVI CLO B1 Ares XLVI CLOBBB- (sf)AA24.39124.2131.111.06120343.372.8612/31/20
Ares XLVI CLO B2 Ares XLVI CLOBBB- (sf)AA24.39124.2131.111.06120343.372.8612/31/20
Apex Credit CLO 2018-II B Apex Credit CLO 2018-IIBBB (sf)AA22.92120.72127.941.06120295.612.4612/31/20
Battalion CLO XVI A Battalion CLO XVIAA (sf)AAA36.96121.6131.51.08120296.332.4712/31/20
Battalion CLO XVI AF Battalion CLO XVIAA (sf)AAA36.96121.6131.51.08120296.332.4712/31/20
Battalion CLO XVI B Battalion CLO XVIA- (sf)AA23.95121.6131.51.08120296.332.4712/31/20
Battalion CLO XVI C Battalion CLO XVIBBB- (sf)A18.95115.5123.381.071152552.2212/31/20
Battalion CLO XVI D Battalion CLO XVIB+ (sf)BBB-12.95108.9114.871.05110217.531.9812/31/20
Battalion CLO XVI E Battalion CLO XVIB- (sf)BB-8.94105.9109.821.04   12/31/20
Bain Capital Credit CLO 2017-1 X Bain Capital Credit CLO 2017-1NRN/A 120.5127.71.06120309.082.5812/31/20
Bain Capital Credit CLO 2017-1 A1 Bain Capital Credit CLO 2017-1AA (sf)AAA39.41120.5127.71.06120309.082.5812/31/20
Bain Capital Credit CLO 2017-1 A2 Bain Capital Credit CLO 2017-1AA- (sf)N/A35.44120.5127.71.06120309.082.5812/31/20
Bain Capital Credit CLO 2017-1 B Bain Capital Credit CLO 2017-1BBB- (sf)AA22.12120.5127.71.06120309.082.5812/31/20
Bain Capital Credit CLO 2017-1 C1 Bain Capital Credit CLO 2017-1BB- (sf)A16.39113.6118.941.05115274.082.3812/31/20
Bain Capital Credit CLO 2017-1 C2 Bain Capital Credit CLO 2017-1BB- (sf)A16.39113.6118.941.05115274.082.3812/31/20
Bain Capital Credit CLO 2017-1 D Bain Capital Credit CLO 2017-1B (sf)BBB-10.7107.8111.361.03110235.862.1412/31/20
Bain Capital Credit CLO 2017-1 E Bain Capital Credit CLO 2017-1C (sf)B+6.51104.7106.371.02105200.581.9112/31/20
Bain Capital Credit CLO 2017-1 F Bain Capital Credit CLO 2017-1D (sf)B-5.08      12/31/20
Apidos CLO XVIII-R B Apidos CLO XVIII-RBBB- (sf)AA23.09122.01129.391.06120312.392.612/31/20