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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 2019-1 D Bain Capital Credit CLO 2019-1B- (sf)BBB-11.66108.55112.931.04105200.651.9112/31/20
Bain Capital Credit CLO 2019-1 E Bain Capital Credit CLO 2019-1D (sf)BB-6.91104.2107.161.03   12/31/20
Denali Capital CLO X B1LR Denali Capital CLO XB- (sf)BBB-10.16      12/31/20
Denali Capital CLO X B2LR Denali Capital CLO XD (sf)BB-6.17      12/31/20
Denali Capital CLO X B3LR Denali Capital CLO XD (sf)B-4.84      12/31/20
Allegro CLO II-S B Allegro CLO II-SBB- (sf)A18.01116.7121.511.04112.5352.453.1312/31/20
Anchorage Credit Funding 10 CLO B Anchorage Credit Funding 10A- (sf)AA-39.28148.4162.681.1110207.281.8812/31/20
Carlyle Global Market Strategies CLO 2013-1 A1R Carlyle Global Market Strategies CLO 2013-1AA (sf)AAA35.45115.2119.721.04115295.742.5712/31/20
Carlyle Global Market Strategies CLO 2013-1 A2R Carlyle Global Market Strategies CLO 2013-1BBB- (sf)AA23.28115.2119.721.04115295.742.5712/31/20
Carlyle Global Market Strategies CLO 2013-1 BR Carlyle Global Market Strategies CLO 2013-1BB- (sf)A17.11115.2119.721.04115295.742.5712/31/20
Carlyle Global Market Strategies CLO 2013-1 CR Carlyle Global Market Strategies CLO 2013-1B (sf)BB+10.6108.31111.021102522.2912/31/20
Carlyle Global Market Strategies CLO 2013-1 DR Carlyle Global Market Strategies CLO 2013-1CC (sf)B+5.97104.7105.531.01105210.692.0112/31/20
Dryden 64 CLO B Dryden 64 CLOBBB (sf)AA23.51122130.381.07120358.542.9912/31/20
Carlyle U.S. CLO 2018-4 A1B Carlyle U.S. CLO 2018-4AA- (sf)AAA34.88115.2122.811.07115287.582.512/31/20
Carlyle U.S. CLO 2018-4 B Carlyle U.S. CLO 2018-4BB- (sf)A18.69115.2122.811.07115287.582.512/31/20
Atlas Senior Loan Fund VIII CLO B Atlas Senior Loan Fund VIIIBBB (sf)AA22.88123.42129.361.05120269.572.2512/31/20
Ares XXVII CLO BR Ares XXVII CLOBBB- (sf)AA24.14124.74131.821.06120349.972.9212/31/20
Benefit Street Partners CLO II A1R Benefit Street Partners CLO IIAA (sf)AAA35.88114.1116.951.02115249.442.1712/31/20
Benefit Street Partners CLO II X Benefit Street Partners CLO IIAA (sf)AAA 114.1116.951.02115249.442.1712/31/20
Benefit Street Partners CLO II A2R Benefit Street Partners CLO IIBBB- (sf)AA22.96114.1116.951.02115249.442.1712/31/20
Benefit Street Partners CLO II BR Benefit Street Partners CLO IIBB- (sf)A14.62114.1116.951.02115249.442.1712/31/20
Benefit Street Partners CLO II CR Benefit Street Partners CLO IIB- (sf)BB+8.76108.3109.431.01110215.031.9512/31/20
Benefit Street Partners CLO II DR Benefit Street Partners CLO IID (sf)B-4.06103.5104.081.01105180.641.7212/31/20
Apidos CLO XXVIII A1B Apidos CLO XXVIIIAA- (sf)AAA33.83115.2120.81.05115299.172.612/31/20
Apidos CLO XXVIII B Apidos CLO XXVIIIBB- (sf)A17.34115.2120.81.05115299.172.612/31/20
Barings CLO 2019-II A1A Barings CLO 2019-IIAA (sf)AAA39.57114.7120.791.05115254.152.2112/31/20
Barings CLO 2019-II A1B Barings CLO 2019-IIAA- (sf)AAA34.51114.7120.791.05115254.152.2112/31/20
Barings CLO 2019-II A2 Barings CLO 2019-IIBBB (sf)AA24.4114.7120.791.05115254.152.2112/31/20
Barings CLO 2019-II B Barings CLO 2019-IIBB- (sf)A17.57114.7120.791.05115254.152.2112/31/20
Barings CLO 2019-II C Barings CLO 2019-IIB (sf)BBB-11.76108.61112.831.04110218.481.9912/31/20
Barings CLO 2019-II D Barings CLO 2019-IICCC (sf)BB-7.71105.09107.881.03105187.451.7912/31/20
Anchorage Capital CLO 13 B Anchorage Capital CLO 13BBB- (sf)AA26.45127.4135.311.06120296.922.4712/31/20
Allegro CLO VIII B1 Allegro CLO VIIIBBB- (sf)AA23.74122.98130.761.06120335.382.7912/31/20
Allegro CLO VIII B2 Allegro CLO VIIIBBB- (sf)AA23.74122.98130.761.06120335.382.7912/31/20
Barings CLO 2017-I A1 Barings CLO 2017-IAA (sf)AAA39.61126.1134.631.07120314.32.6212/31/20
Barings CLO 2017-I A2 Barings CLO 2017-IAA- (sf)AAA33.57126.1134.631.07120314.32.6212/31/20
Barings CLO 2017-I B1 Barings CLO 2017-IA- (sf)AA+26.03126.1134.631.07120314.32.6212/31/20
Wind River 2015-2 CLO (formerly THL Credit Wind River 2015-2 CLO) BR Wind River 2015-2 CLO (formerly THL Credit Wind River 2015-2 CLO)AA (sf)AA29.31121.8139.371.14115404.873.5212/31/20
Wellfleet CLO 2018-1 B Wellfleet CLO 2018-1BBB- (sf)AA24.47122.5131.611.07120291.392.4312/31/20
York CLO-3 BR York CLO-3BBB (sf)AA23.92119.4130.081.09120337.192.8112/31/20
TICP CLO X B TICP CLO XBBB- (sf)AA24.38122.45131.521.07120357.652.9812/31/20
York CLO-7 B1 York CLO-7BBB- (sf)AA24.77122.45132.81.08120394.563.2912/31/20
York CLO-7 B2 York CLO-7BBB- (sf)AA24.77122.45132.81.08120394.563.2912/31/20
Wind River 2017-4 CLO (formerly THL Credit Wind River 2017-4 CLO) B Wind River 2017-4 CLO (formerly THL Credit Wind River 2017-4 CLO)BBB+ (sf)AA24.76123.3132.251.07120334.12.7812/31/20
Webster Park CLO A1AR Webster Park CLOAA (sf)AAA39.47114.1120.521.06115304.182.6512/31/20
Webster Park CLO A1BR Webster Park CLOAA (sf)N/A35.43114.1120.521.06115304.182.6512/31/20
Webster Park CLO A2R Webster Park CLOBBB- (sf)AA22.82114.1120.521.06115304.182.6512/31/20
Webster Park CLO BR Webster Park CLOBB- (sf)A17.37114.1120.521.06115304.182.6512/31/20
Webster Park CLO CR Webster Park CLOB (sf)BBB-11.42107.9112.421.04110261.972.3812/31/20
Webster Park CLO DR Webster Park CLOB- (sf)BB-7.48104.6107.641.03105224.262.1412/31/20