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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 2016-2 DR BlueMountain CLO 2016-2D (sf)B+7103.7105.661.02105174.861.6710/29/20
Bain Capital Credit CLO 2018-2 F Bain Capital Credit CLO 2018-2D (sf)B-4.52      10/29/20
Canyon Capital CLO 2014-2 BR Canyon Capital CLO 2014-2BBB- (sf)AA23.41122.33129.851.06120320.862.6710/29/20
MidOcean Credit CLO X B MidOcean Credit CLO XBB+ (sf)AA23.93121.58131.31.08120272.792.2710/29/20
MidOcean Credit CLO I BRR MidOcean Credit CLO IA- (sf)A25.75111.8125.171.12115287.252.510/29/20
LCM XVIII CLO BR LCM XVIIIBBB+ (sf)AA21.91121.57127.941.05120321.822.6810/29/20
Gallatin CLO VIII 2017-1 B Gallatin CLO VIII 2017-1BBB- (sf)AA23.53120.7129.451.07120322.882.6910/29/20
ICG US CLO 2017-1 B ICG US CLO 2017-1BBB- (sf)AA+23.7122.5129.441.06120345.542.8810/29/20
Carlyle U.S. CLO 2017-3 A1B Carlyle U.S. CLO 2017-3A+ (sf)AAA33.14114.2118.111.03115269.892.3510/29/20
Covenant Credit Partners CLO III B Covenant Credit Partners CLO IIIBBB- (sf)AA22.36123.1128.71.05120291.932.4310/29/20
Battalion CLO XII A1 Battalion CLO XIIAA (sf)AAA35.85123.8131.851.07120363.893.0310/29/20
Battalion CLO XII A2R Battalion CLO XIIAA (sf)N/A35.85123.8131.851.07120363.893.0310/29/20
Battalion CLO XII B1 Battalion CLO XIIA- (sf)AA25.08123.8131.851.07120363.893.0310/29/20
Battalion CLO XII B2R Battalion CLO XIIA- (sf)N/A25.08123.8131.851.07120363.893.0310/29/20
Battalion CLO XII C1 Battalion CLO XIIBB- (sf)A20.03117.3123.521.05112.5331.142.9410/29/20
Battalion CLO XII C2R Battalion CLO XIIBB- (sf)N/A20.03117.3123.521.05112.5331.142.9410/29/20
Battalion CLO XII D Battalion CLO XIIB+ (sf)BBB-13.76110.2114.551.04107.5283.332.6410/29/20
Battalion CLO XII E Battalion CLO XIIB- (sf)BB-7.79103.7107.131.03   10/29/20
Apex Credit CLO 2017-II B Apex Credit CLO 2017-IIA- (sf)AA24.26122.45127.721.04120332.822.7710/29/20
Dryden XXV Senior Loan Fund CLO BRR Dryden XXV Senior Loan FundA- (sf)AA24.87121.8129.471.06120391.453.2610/29/20
Carlyle U.S. CLO 2017-3 B Carlyle U.S. CLO 2017-3BB- (sf)A16.01114.2118.111.03115269.892.3510/29/20
Apidos CLO XXXI B Apidos CLO XXXIBBB- (sf)AA23.74122.9130.961.07120289.162.4110/29/20
CIFC Funding 2019-III CLO A1B CIFC Funding 2019-IIIA (sf)N/A34.86116.4124.11.07115255.372.2210/29/20
CIFC Funding 2019-III CLO B CIFC Funding 2019-IIIBB- (sf)A19.42116.4124.11.07115255.372.2210/29/20
CIFC Funding 2015-IV CLO BR CIFC Funding 2015-IVBB- (sf)A17.61115121.291.05115277.942.4210/29/20
Anchorage Credit Funding 10 CLO B Anchorage Credit Funding 10AA- (sf)AA-42.25148.4171.751.161103453.1410/29/20
Crestline Denali CLO XV B Crestline Denali CLO XVBB (sf)AA21.89121.57127.051.05120300.932.5110/29/20
Barings CLO 2019-I B Barings CLO 2019-IA- (sf)AA25.19124.95133.621.07120243.082.0310/29/20
Cumberland Park CLO AR Cumberland Park CLOAA (sf)AAA41.53128.6135.641.05120427.13.5610/29/20
Galaxy XIX CLO BR Galaxy XIX CLOBB- (sf)A16.51113.8118.111.04115214.611.8710/29/20
Eaton Vance CLO 2014-1R B Eaton Vance CLO 2014-1RBBB (sf)AA22.78122.5129.41.06120310.432.5910/29/20
Ares XLIX CLO B Ares XLIX CLOBBB- (sf)AA23.1121.57129.61.07120329.872.7510/29/20
LCM 30 CLO B LCM 30BBB (sf)AA24.99124.4133.171.07120298.682.4910/29/20
Magnetite XXIII CLO B Magnetite XXIIIBBB- (sf)AA24.08121.56131.651.08120286.072.3810/29/20
Cumberland Park CLO BR Cumberland Park CLOA- (sf)AAA28.74128.6135.641.05120427.13.5610/29/20
Cumberland Park CLO CR Cumberland Park CLOBB- (sf)A+18.71114.9120.131.05110346.473.1510/29/20
Cumberland Park CLO DR Cumberland Park CLOB (sf)BBB12.66109112.371.03105297.82.8410/29/20
Cumberland Park CLO ER Cumberland Park CLOCCC (sf)BB-6.92104.4105.891.01102.5235.352.310/29/20
Cumberland Park CLO FR Cumberland Park CLOD (sf)CCC+5.02      10/29/20
BlueMountain CLO 2015-2 A1R BlueMountain CLO 2015-2AA (sf)AAA37.86125.82129.521.03120383.323.1910/29/20
BlueMountain CLO 2015-2 BR BlueMountain CLO 2015-2BBB (sf)AA25.66125.82129.521.03120383.323.1910/29/20
BlueMountain CLO 2015-2 CR BlueMountain CLO 2015-2BB- (sf)A16.06113.44115.41.02115314.132.7310/29/20
BlueMountain CLO 2015-2 DR BlueMountain CLO 2015-2B- (sf)BBB-11.06107.98109.191.01107.5279.872.610/29/20
BlueMountain CLO 2015-2 ER BlueMountain CLO 2015-2D (sf)B5.9103103.451102.5232.482.2710/29/20
BlueMountain CLO 2015-2 F BlueMountain CLO 2015-2D (sf)CCC+3.75101.68101.231   10/29/20
Allegro CLO VIII B1 Allegro CLO VIIIBBB- (sf)AA23.71122.98130.481.06120337.562.8110/29/20
Allegro CLO VIII B2 Allegro CLO VIIIBBB- (sf)AA23.71122.98130.481.06120337.562.8110/29/20
Benefit Street Partners CLO VIII A1AR Benefit Street Partners CLO VIIIAA (sf)AAA36.18114.5117.911.03115288.442.5110/29/20
Benefit Street Partners CLO VIII A1BR Benefit Street Partners CLO VIIIA (sf)AAA31.18114.5117.911.03115288.442.5110/29/20
Benefit Street Partners CLO VIII A2R Benefit Street Partners CLO VIIIBBB- (sf)AA23.45114.5117.911.03115288.442.5110/29/20