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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
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
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