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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 2018-1 A2 BlueMountain CLO 2018-1A- (sf)N/A34.37121.62126.251.04120324.52.710/29/20
BlueMountain CLO 2018-1 B BlueMountain CLO 2018-1BBB- (sf)AA22.26121.62126.251.04120324.52.710/29/20
BlueMountain CLO 2018-1 C BlueMountain CLO 2018-1B+ (sf)A16.09114.02116.971.03115288.562.5110/29/20
BlueMountain CLO 2018-1 D BlueMountain CLO 2018-1B- (sf)BBB-9.81107.58108.821.01110248.462.2610/29/20
BlueMountain CLO 2018-1 E BlueMountain CLO 2018-1D (sf)B+5.78104.75104.160.99105221.762.1110/29/20
BlueMountain CLO 2018-1 F BlueMountain CLO 2018-1D (sf)CCC+3.65      10/29/20
Halcyon Loan Advisors Funding 2015-2 CLO BR Halcyon Loan Advisors Funding 2015-2AA- (sf)AAA28.14124.2135.081.09120369.263.0810/29/20
Denali Capital CLO XI BRR Denali Capital CLO XIB+ (sf)A16.11115.45119.051.03115307.112.6710/29/20
Golub Capital Partners CLO 22(B) AR Golub Capital Partners CLO 22(B)AA (sf)AAA35.95124.4131.571.06120358.912.9910/29/20
Golub Capital Partners CLO 22(B) BR Golub Capital Partners CLO 22(B)BBB- (sf)AA25.55124.4131.571.06120358.912.9910/29/20
Golub Capital Partners CLO 22(B) CR Golub Capital Partners CLO 22(B)BB- (sf)A18.84115.8120.71.04110318.272.8910/29/20
Golub Capital Partners CLO 22(B) DR Golub Capital Partners CLO 22(B)B (sf)BBB-12.44108.3111.871.03105276.42.6310/29/20
Golub Capital Partners CLO 22(B) ER Golub Capital Partners CLO 22(B)B- (sf)BB-7.93      10/29/20
Mountain View CLO 2013-1 BR Mountain View CLO 2013-1BBB (sf)AA21.93121.6125.691.03120274.562.2910/29/20
Halcyon Loan Advisors Funding 2017-2 CLO B Halcyon Loan Advisors Funding 2017-2BB- (sf)A16.51113.95119.341.05115276.832.4110/29/20
KKR CLO 26 B1 KKR CLO 26BBB- (sf)AA25.36124.05132.381.07120285.232.3810/29/20
KKR CLO 26 B2 KKR CLO 26BBB- (sf)AA25.36124.05132.381.07120285.232.3810/29/20
Fortress Credit BSL VI (formerly Hildene CLO IV) CR Fortress Credit BSL VI (formerly Hildene CLO IV)BB- (sf)A20.81117.3125.191.07115352.433.0610/29/20
Fortress Credit BSL VI (formerly Hildene CLO IV) DR Fortress Credit BSL VI (formerly Hildene CLO IV)B+ (sf)BBB-14.52109.7115.981.06110298.142.7110/29/20
Fortress Credit BSL VI (formerly Hildene CLO IV) ER Fortress Credit BSL VI (formerly Hildene CLO IV)B- (sf)BB-9.25104.5109.241.05105241.682.310/29/20
Jamestown CLO XII B Jamestown CLO XIIBB- (sf)A19.18117.2122.811.05115234.752.0410/29/20
Limerock CLO III BR Limerock CLO IIIAA (sf)AAA32.94118.4143.891.22115319.322.7810/29/20
610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1) A2AR 610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1)BBB- (sf)AA21.08115.46119.581.04115205.851.7910/29/20
610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1) A2BR 610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1)BBB- (sf)AA21.08115.46119.581.04115205.851.7910/29/20
610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1) BR 610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1)BB- (sf)A16.98115.46119.581.04115205.851.7910/29/20
610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1) CR 610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1)B (sf)BBB-11.14109.34111.711.02110183.281.6710/29/20
610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1) DR 610 Funding CLO 2 (formerly Garrison BSL CLO 2016-1)C (sf)BB-5.7104.19105.271.01   10/29/20
Benefit Street Partners CLO XV A2A Benefit Street Partners CLO XVBBB- (sf)AA24.38117.84122.661.04110288.252.6210/29/20
Benefit Street Partners CLO XV A2B Benefit Street Partners CLO XVBBB- (sf)AA24.38117.84122.661.04110288.252.6210/29/20
Benefit Street Partners CLO XV B Benefit Street Partners CLO XVBB- (sf)A18.48117.84122.661.04110288.252.6210/29/20
Benefit Street Partners CLO XV C Benefit Street Partners CLO XVB (sf)BBB-12.48110.28114.241.04105250.432.3910/29/20
Benefit Street Partners CLO XV D Benefit Street Partners CLO XVCCC- (sf)BB-6.88104.29107.371.03102202.911.9910/29/20
Benefit Street Partners CLO XV E Benefit Street Partners CLO XVD (sf)CCC+5.35      10/29/20
Columbia Cent CLO 28 X Columbia Cent CLO 28AA (sf)AAA 114117.11.03115248.952.1610/29/20
Columbia Cent CLO 28 A1 Columbia Cent CLO 28AA (sf)AAA36.89114117.11.03115248.952.1610/29/20
Columbia Cent CLO 28 A1J Columbia Cent CLO 28AA- (sf)N/A33.88114117.11.03115248.952.1610/29/20
Columbia Cent CLO 28 A2 Columbia Cent CLO 28BBB- (sf)AA21.48114117.11.03115248.952.1610/29/20
Columbia Cent CLO 28 B Columbia Cent CLO 28BB- (sf)A15.28114117.11.03115248.952.1610/29/20
Columbia Cent CLO 28 C Columbia Cent CLO 28B- (sf)BBB-9.08107.6109.121.01110214.551.9510/29/20
Columbia Cent CLO 28 D Columbia Cent CLO 28D (sf)B5.04103.8104.471.01105185.821.7710/29/20
Ares XLVII CLO B Ares XLVII CLOBBB- (sf)AA23.35122.5129.551.06120376.863.1410/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) A1R Blue Ridge CLO I (formerly CVP Cascade CLO-1)NRAAA 112.61391.23115241.972.110/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) A2R Blue Ridge CLO I (formerly CVP Cascade CLO-1)AA (sf)AAA69.9112.61391.23115241.972.110/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) BR Blue Ridge CLO I (formerly CVP Cascade CLO-1)AA (sf)A+38.86112.61391.23115241.972.110/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) C Blue Ridge CLO I (formerly CVP Cascade CLO-1)BB- (sf)BBB19.97106.9113.281.06110172.911.5710/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) D Blue Ridge CLO I (formerly CVP Cascade CLO-1)D (sf)B-3.55102.897.580.95105130.921.2510/29/20
GoldenTree Loan Opportunities XII CLO B1R GoldenTree Loan Opportunities XIIA- (sf)AA25.96127.1135.061.06120327.572.7310/29/20
GoldenTree Loan Opportunities XII CLO B2R GoldenTree Loan Opportunities XIIA- (sf)AA25.96127.1135.061.06120327.572.7310/29/20
HPS Loan Management 9-2016 CLO A1BR HPS Loan Management 9-2016AA (sf)AAA34.46113.95118.521.04115288.822.5110/29/20
HPS Loan Management 9-2016 CLO BR HPS Loan Management 9-2016BB- (sf)A16.02113.95118.521.04115288.822.5110/29/20