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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
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
Anchorage Credit Funding 7 CLO B Anchorage Credit Funding 7A- (sf)AA-39.95153.3165.141.08110170.61.5510/29/20
Barings CLO 2019-II A1A Barings CLO 2019-IIAA (sf)AAA39.54114.7120.461.05115259.892.2610/29/20
Barings CLO 2019-II A1B Barings CLO 2019-IIAA- (sf)AAA34.48114.7120.461.05115259.892.2610/29/20
Barings CLO 2019-II A2 Barings CLO 2019-IIBBB- (sf)AA24.37114.7120.461.05115259.892.2610/29/20
Barings CLO 2019-II B Barings CLO 2019-IIBB- (sf)A17.54114.7120.461.05115259.892.2610/29/20
Barings CLO 2019-II C Barings CLO 2019-IIB (sf)BBB-11.72108.61112.531.04110223.782.0310/29/20
Barings CLO 2019-II D Barings CLO 2019-IICCC- (sf)BB-7.67105.09107.591.02105192.391.8310/29/20
BlueMountain CLO 2016-3 X BlueMountain CLO 2016-3AA (sf)AAA 123.33128.641.04120314.762.6210/29/20
BlueMountain CLO 2016-3 A1R BlueMountain CLO 2016-3AA (sf)AAA40.04123.33128.641.04120314.762.6210/29/20
BlueMountain CLO 2016-3 A2R BlueMountain CLO 2016-3AA- (sf)AAA35.92123.33128.641.04120314.762.6210/29/20
BlueMountain CLO 2016-3 BR BlueMountain CLO 2016-3BBB- (sf)AA23.57123.33128.641.04120314.762.6210/29/20
BlueMountain CLO 2016-3 CR BlueMountain CLO 2016-3B+ (sf)A15.6112.85116.491.03115269.362.3410/29/20
BlueMountain CLO 2016-3 DR BlueMountain CLO 2016-3B- (sf)BBB-10.2107.64109.481.02110237.692.1610/29/20
BlueMountain CLO 2016-3 ER BlueMountain CLO 2016-3D (sf)B+6.08104.7104.681105204.021.9410/29/20
610 Funding CLO 3 (formerly Garrison BSL CLO 2018-1) X 610 Funding CLO 3 (formerly Garrison BSL CLO 2018-1)NRN/A 121.6128.621.06120289.512.4110/29/20
610 Funding CLO 3 (formerly Garrison BSL CLO 2018-1) A1 610 Funding CLO 3 (formerly Garrison BSL CLO 2018-1)AA (sf)AAA34.31121.6128.621.06120289.512.4110/29/20
610 Funding CLO 3 (formerly Garrison BSL CLO 2018-1) A2 610 Funding CLO 3 (formerly Garrison BSL CLO 2018-1)AA (sf)AAA34.31121.6128.621.06120289.512.4110/29/20
Golub Capital Partners CLO 37(B) A1 Golub Capital Partners CLO 37(B)AA (sf)AAA41.96129.6137.81.06120338.572.8210/29/20