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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
Benefit Street Partners CLO VIII BR Benefit Street Partners CLO VIIIBB- (sf)A15.77114.5117.911.03115288.442.5110/29/20
Benefit Street Partners CLO VIII CR Benefit Street Partners CLO VIIIB- (sf)BBB-9.66107.7109.931.02110251.22.2810/29/20
Benefit Street Partners CLO VIII DR Benefit Street Partners CLO VIIIC (sf)B+5.48104.2105.081.01105214.442.0410/29/20
Anchorage Capital CLO 13 B Anchorage Capital CLO 13BBB- (sf)AA26.38127.4135.041.06120306.322.5510/29/20
Benefit Street Partners CLO II DR Benefit Street Partners CLO IID (sf)B-4.16103.5104.191.01105174.581.6610/29/20
Flatiron CLO 2015-1 BR Flatiron CLO 2015-1AA (sf)AA+33.02122.5145.381.19120415.883.4710/29/20
Ballyrock CLO 2016-1 DR Ballyrock CLO 2016-1B+ (sf)BBB-12.35108.9113.981.05107.5216.432.0110/29/20
Ballyrock CLO 2016-1 ER Ballyrock CLO 2016-1B- (sf)BB-6.76103.9107.151.03102.5174.341.710/29/20
BlueMountain CLO XXV X BlueMountain CLO XXVAA (sf)AAA 123.51133.441.08120288.832.4110/29/20
BlueMountain CLO XXV A1 BlueMountain CLO XXVAA (sf)AAA39.99123.51133.441.08120288.832.4110/29/20
BlueMountain CLO XXV A2 BlueMountain CLO XXVAA- (sf)AAA36.74123.51133.441.08120288.832.4110/29/20
BlueMountain CLO XXV B BlueMountain CLO XXVBBB- (sf)AA25.09123.51133.441.08120288.832.4110/29/20
BlueMountain CLO XXV C BlueMountain CLO XXVBB- (sf)A17.99113.95121.891.07115250.732.1810/29/20
BlueMountain CLO XXV D BlueMountain CLO XXVB (sf)BBB-12.74108.61114.551.05110220.54210/29/20
BlueMountain CLO XXV E BlueMountain CLO XXVCC (sf)BB-8.64104.97109.411.04105188.251.7910/29/20
Fortress Credit BSL IV CLO A Fortress Credit BSL IVAA (sf)AAA40.65123.3132.391.07120357.152.9810/29/20
Fortress Credit BSL IV CLO B1 Fortress Credit BSL IVA- (sf)AA25.06123.3132.391.07120357.152.9810/29/20
Fortress Credit BSL IV CLO B2 Fortress Credit BSL IVA- (sf)AA25.06123.3132.391.07120357.152.9810/29/20
Fortress Credit BSL IV CLO C Fortress Credit BSL IVBB- (sf)A18.67114.9121.981.06115313.582.7310/29/20
Fortress Credit BSL IV CLO D Fortress Credit BSL IVB+ (sf)BBB13.07108.9114.131.05110274.362.4910/29/20
Fortress Credit BSL IV CLO E Fortress Credit BSL IVB- (sf)BB-9.08105.9109.111.03105235.672.2410/29/20
Barings CLO 2017-I A1 Barings CLO 2017-IAA (sf)AAA39.59126.1134.211.06120326.892.7210/29/20
Barings CLO 2017-I A2 Barings CLO 2017-IAA- (sf)AAA33.55126.1134.211.06120326.892.7210/29/20
Barings CLO 2017-I B1 Barings CLO 2017-IA- (sf)AA+26126.1134.211.06120326.892.7210/29/20
Barings CLO 2017-I B2 Barings CLO 2017-IA- (sf)AA+26126.1134.211.06120326.892.7210/29/20
Barings CLO 2017-I C Barings CLO 2017-IBB- (sf)A18.45116121.781.05115277.752.4210/29/20
Barings CLO 2017-I D Barings CLO 2017-IB (sf)BBB-12.76109.4113.841.04110238.592.1710/29/20
Barings CLO 2017-I E Barings CLO 2017-ICCC- (sf)BB-7.37104.7107.221.02105196.171.8710/29/20
Barings CLO 2017-I F Barings CLO 2017-ID (sf)B-5.36      10/29/20
Cutwater 2015-I CLO BR Cutwater 2015-IBBB- (sf)AA23.03122.45125.461.02120357.822.9810/29/20
Halcyon Loan Advisors Funding 2013-2 CLO B1 Halcyon Loan Advisors Funding 2013-2AA (sf)AAA62.87121.6243.532120414.173.4510/29/20
Halcyon Loan Advisors Funding 2013-2 CLO B2 Halcyon Loan Advisors Funding 2013-2AA (sf)AAA62.87121.6243.532120414.173.4510/29/20
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) X Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)NRAAA 126.4131.121.04120320.082.6710/29/20
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) AR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)AA (sf)AAA36.8126.4131.121.04120320.082.6710/29/20
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) BR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)BBB- (sf)AA24.47126.4131.121.04120320.082.6710/29/20
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) CR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)B+ (sf)A15.11113.8116.661.03110263.522.410/29/20
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) DR Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)B- (sf)BBB-9.65108109.611.01105230.612.210/29/20
Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III) E Bain Capital Credit CLO 2017-2 (previously Cavalry CLO III)D (sf)B+5.85104.9105.191   10/29/20
Ares XLV CLO B Ares XLV CLOBB (sf)AA23.49122.89130.611.06120324.842.7110/29/20
Golub Capital Partners CLO 48(B) B1 Golub Capital Partners CLO 48(B)BBB- (sf)AA24.44121.61132.341.09120277.62.3110/29/20
Golub Capital Partners CLO 48(B) B2 Golub Capital Partners CLO 48(B)BBB- (sf)AA24.44121.61132.341.09120277.62.3110/29/20
Golub Capital Partners CLO 48(B) C Golub Capital Partners CLO 48(B)BB- (sf)A18.22113.6122.281.08110241.482.210/29/20
Golub Capital Partners CLO 48(B) D Golub Capital Partners CLO 48(B)B (sf)BBB-12.74107.97114.61.06105209.63210/29/20
Golub Capital Partners CLO 48(B) E Golub Capital Partners CLO 48(B)CCC+ (sf)BB-8.96104.24109.841.05   10/29/20
Greywolf CLO VII B Greywolf CLO VIIBB- (sf)A18.93113.7122.131.07105280.832.6710/29/20
Apex Credit CLO 2016 (previously JFIN CLO 2016) B1R Apex Credit CLO 2016 (previously JFIN CLO 2016)BBB (sf)AA+24.37124.68127.191.021203202.6710/29/20
Apex Credit CLO 2016 (previously JFIN CLO 2016) BFRR Apex Credit CLO 2016 (previously JFIN CLO 2016)BBB (sf)AA+24.37124.68127.191.021203202.6710/29/20
Dryden XXVIII Senior Loan Fund CLO B1LR Dryden XXVIII Senior Loan FundB (sf)BBB12.41      10/29/20
Dryden XXVIII Senior Loan Fund CLO B2LR Dryden XXVIII Senior Loan FundCCC (sf)BB-7.66      10/29/20
Dryden 64 CLO B Dryden 64 CLOBBB (sf)AA23.51122130.381.07120358.542.9910/29/20