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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
Carlyle Global Market Strategies CLO 2014-4-R E Carlyle Global Market Strategies CLO 2014-4-RD (sf)CCC+3.74      10/29/20
Ares XLII CLO B1 Ares XLII CLOBB- (sf)AA21.45120.51125.941.05120301.922.5210/29/20
Ares XLII CLO B2 Ares XLII CLOBB- (sf)AA21.45120.51125.941.05120301.922.5210/29/20
Marble Point CLO XII A Marble Point CLO XIIAA (sf)AAA32.79122.49128.131.05115370.833.2210/29/20
Marble Point CLO XII B Marble Point CLO XIIBBB- (sf)AA21.95122.49128.131.05115370.833.2210/29/20
Marble Point CLO XII C Marble Point CLO XIIBB- (sf)A16.6115.98119.91.03110335.213.0510/29/20
Marble Point CLO XII D Marble Point CLO XIIB (sf)BBB-9.88108.73110.961.02105282.672.6910/29/20
Marble Point CLO XII E Marble Point CLO XIICC (sf)BB-4.87103.7105.121.01   10/29/20
HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014) CLO X HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014)NRN/A 114117.51.03115259.42.2610/29/20
Bardot CLO B Bardot CLOBBB- (sf)AA23.43120.7130.571.08120286.432.3910/29/20
Benefit Street Partners CLO XII D Benefit Street Partners CLO XIID (sf)BB-5.95103.7105.81.02   10/29/20
Benefit Street Partners CLO II CR Benefit Street Partners CLO IIB- (sf)BB+8.85108.3109.551.01110207.331.8810/29/20
Fort Washington CLO 2019-1 B Fort Washington CLO 2019-1BBB (sf)AA24.25122.45132.021.08120273.592.2810/29/20
CBAM 2018-5 CLO E CBAM 2018-5B- (sf)BB-6.78103.7106.581.03   10/29/20
CBAM 2017-1 CLO A1 CBAM 2017-1AA (sf)AAA39.3121.6129.491.06120292.472.4410/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) E Blue Ridge CLO I (formerly CVP Cascade CLO-1)D (sf)CCC-6.57101.189.510.89   10/29/20
Carlyle Global Market Strategies CLO 2013-3 A1AR Carlyle Global Market Strategies CLO 2013-3AA (sf)AAA39.31113.3117.521.04115297.342.5910/29/20
HPS Loan Management 6-2015 (previously Highbridge Loan Management 6-2015) CLO A1R HPS Loan Management 6-2015 (previously Highbridge Loan Management 6-2015)AA (sf)AAA40.28122.5127.341.04120355.272.9610/29/20
Golub Capital Partners CLO 48(B) A2 Golub Capital Partners CLO 48(B)AA- (sf)N/A35.87121.61132.341.09120277.62.3110/29/20
HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014) CLO A1R HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014)AA (sf)AAA36.13114117.51.03115259.42.2610/29/20
HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014) CLO A2R HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014)BBB- (sf)AA22.11114117.51.03115259.42.2610/29/20
HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014) CLO BR HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014)BB- (sf)A15.52114117.51.03115259.42.2610/29/20
HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014) CLO CR HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014)B- (sf)BBB9.34107.6109.51.02110221.052.0110/29/20
HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014) CLO DR HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014)D (sf)B+5.22104.7104.71105188.551.810/29/20
HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014) CLO ER HPS Loan Management 3-2014 (previous Highbridge Loan Management 3-2014)D (sf)B-3.98      10/29/20
Apex Credit CLO 2015-II (previously JFIN CLO 2015-II) BR Apex Credit CLO 2015-II (previously JFIN CLO 2015-II)A- (sf)AA+27.98122.6128.551.05120456.043.810/29/20
BlueMountain CLO 2013-1 A1R2 BlueMountain CLO 2013-1AA (sf)AAA36.05113.7115.091.01115251.22.1810/29/20
BlueMountain CLO 2013-1 A2R2 BlueMountain CLO 2013-1BBB- (sf)AA23.07113.7115.091.01115251.22.1810/29/20
BlueMountain CLO 2013-1 BR BlueMountain CLO 2013-1B+ (sf)A14.9113.7115.091.01115251.22.1810/29/20
BlueMountain CLO 2013-1 CR BlueMountain CLO 2013-1B- (sf)BB+9.46108.4108.171110215.651.9610/29/20
BlueMountain CLO 2013-1 DR BlueMountain CLO 2013-1D (sf)CCC+4.51104.6102.330.98105174.471.6610/29/20
Apex Credit CLO 2018-II B Apex Credit CLO 2018-IIBBB- (sf)AA22.73120.72127.341.05120306.772.5610/29/20
Atrium XIII CLO B Atrium XIIIBBB- (sf)AA24.34121.6128.621.06120346.482.8910/29/20
Ares XXXIR CLO B Ares XXXIR CLOBBB- (sf)AA21.85121.58127.611.05120330.592.7510/29/20
Ares XLI CLO B Ares XLI CLOBB- (sf)AA22.46121.58127.851.05120308.692.5710/29/20
Catamaran CLO 2018-1 B Catamaran CLO 2018-1BBB+ (sf)AA23.3121.6129.831.07120301.122.5110/29/20
Ballyrock CLO 2019-1 A1 Ballyrock CLO 2019-1AA (sf)AAA35.91115.46123.181.07115258.842.2510/29/20
Ballyrock CLO 2019-1 A2 Ballyrock CLO 2019-1A- (sf)AA24.4115.46123.181.07115258.842.2510/29/20
Ballyrock CLO 2019-1 B Ballyrock CLO 2019-1BB (sf)A18.89115.46123.181.07115258.842.2510/29/20
Ballyrock CLO 2019-1 C Ballyrock CLO 2019-1B+ (sf)BBB-12.88108.94114.681.05110222.192.0210/29/20
Ballyrock CLO 2019-1 D Ballyrock CLO 2019-1B- (sf)BB-8.13104.99108.751.04   10/29/20
Carlyle Global Market Strategies CLO 2013-3 A1BR Carlyle Global Market Strategies CLO 2013-3AA- (sf)AAA34.89113.3117.521.04115297.342.5910/29/20
Carlyle Global Market Strategies CLO 2013-3 A2R Carlyle Global Market Strategies CLO 2013-3BBB- (sf)AA22.06113.3117.521.04115297.342.5910/29/20
Carlyle Global Market Strategies CLO 2013-3 BR Carlyle Global Market Strategies CLO 2013-3BB- (sf)A15.9113.3117.521.04115297.342.5910/29/20
Carlyle Global Market Strategies CLO 2013-3 CR Carlyle Global Market Strategies CLO 2013-3B (sf)BBB-9.75107.1109.51.02110261.752.3810/29/20
Carlyle Global Market Strategies CLO 2013-3 DR Carlyle Global Market Strategies CLO 2013-3CC (sf)B+5.95104.5105.081.01105226.342.1610/29/20
Carlyle Global Market Strategies CLO 2013-3 ER Carlyle Global Market Strategies CLO 2013-3D (sf)CCC+4.1      10/29/20
Allegro CLO I BR Allegro CLO IAA (sf)AA44.16113.03171.11.51105310.312.9610/29/20
Carlyle Global Market Strategies CLO 2012-3 A1AR2 Carlyle Global Market Strategies CLO 2012-3AA (sf)AAA36.78113.8117.761.03115238.032.0710/29/20
Carlyle Global Market Strategies CLO 2012-3 A1BR2 Carlyle Global Market Strategies CLO 2012-3A- (sf)AAA33.67113.8117.761.03115238.032.0710/29/20