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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
Buttermilk Park CLO B1 Buttermilk Park CLOBBB (sf)AA24.64124.23132.041.06120328.242.7410/29/20
Buttermilk Park CLO B2R Buttermilk Park CLOBBB (sf)N/A24.64124.23132.041.06120328.242.7410/29/20
Buttermilk Park CLO C Buttermilk Park CLOBB- (sf)A17.16114.1120.111.05110284.672.5910/29/20
Buttermilk Park CLO D Buttermilk Park CLOB (sf)BBB-11.09107.77111.911.04105246.92.3510/29/20
Buttermilk Park CLO E Buttermilk Park CLOCCC- (sf)BB-7.44104.29107.511.03   10/29/20
ACIS CLO 2015-6 B1 ACIS CLO 2015-6AA (sf)AA33.79119.4145.581.22120234.651.9610/29/20
Brigade Debt Funding 1 CLO A Brigade Debt Funding 1AA (sf)AAA52.94150.8164.241.09110202.51.8410/29/20
Benefit Street Partners CLO XVII C Benefit Street Partners CLO XVIIBB- (sf)A17.76114121.591.07110238.592.1710/29/20
CBAM 2017-3 CLO B1 CBAM 2017-3A- (sf)AA23.05121.6129.351.06120305.282.5410/29/20
BlueMountain Fuji U.S. CLO II A1B BlueMountain Fuji U.S. CLO IIA- (sf)AAA32.75113.4118.211.04115283.622.4710/29/20
Atlas Senior Loan Fund X CLO B Atlas Senior Loan Fund XBBB (sf)AA22.86123.53128.281.04120328.42.7410/29/20
Carlyle Global Market Strategies CLO 2013-4 A1RR Carlyle Global Market Strategies CLO 2013-4AA (sf)AAA40.41120.3125.871.05120347.632.910/29/20
Carlyle Global Market Strategies CLO 2013-4 A2RR Carlyle Global Market Strategies CLO 2013-4AA- (sf)AAA36.14120.3125.871.05120347.632.910/29/20
Apidos CLO XXI BR Apidos CLO XXIBB- (sf)A18.38116.82121.561.04105348.943.3210/29/20
Apex Credit CLO 2019-II B Apex Credit CLO 2019-IIA- (sf)AA23.51120.72130.551.08120302.632.5210/29/20
Brigade Debt Funding 1 CLO B Brigade Debt Funding 1AA (sf)AA-40.19150.8164.241.09110202.51.8410/29/20
Brigade Debt Funding 1 CLO C Brigade Debt Funding 1A- (sf)A-35.29145.5151.81.04105184.221.7510/29/20
Brigade Debt Funding 1 CLO D Brigade Debt Funding 1BBB- (sf)BBB-28.91134.5138.191.03   10/29/20
Apex Credit CLO 2018 A1B Apex Credit CLO 2018AA (sf)AAA34.22121.58127.431.05120395.623.310/29/20
Apex Credit CLO 2018 B Apex Credit CLO 2018A- (sf)AA23.09121.58127.431.05120395.623.310/29/20
Carlyle U.S. CLO 2016-4 BR Carlyle U.S. CLO 2016-4BB- (sf)A15.7113.1117.531.041152922.5410/29/20
Bain Capital Credit CLO 2019-2 A Bain Capital Credit CLO 2019-2AA (sf)AAA35.65121.6130.631.07120294.812.4610/29/20
Bain Capital Credit CLO 2019-2 B Bain Capital Credit CLO 2019-2BBB- (sf)AA23.58121.6130.631.07120294.812.4610/29/20
Bain Capital Credit CLO 2019-2 C Bain Capital Credit CLO 2019-2BB- (sf)A17.55114121.071.06115258.152.2410/29/20
Bain Capital Credit CLO 2019-2 D Bain Capital Credit CLO 2019-2B- (sf)BBB-12.02107.8113.461.05110223.062.0310/29/20
Bain Capital Credit CLO 2019-2 E Bain Capital Credit CLO 2019-2C (sf)BB-7.49103.7107.911.04   10/29/20
Carlyle Global Market Strategies CLO 2013-2 YR Carlyle Global Market Strategies CLO 2013-2NRAAA 120.3126.211.05120401.863.3510/29/20
Carlyle Global Market Strategies CLO 2013-2 AR Carlyle Global Market Strategies CLO 2013-2AA (sf)AAA35.87120.3126.211.05120401.863.3510/29/20
Carlyle Global Market Strategies CLO 2013-2 BR Carlyle Global Market Strategies CLO 2013-2BBB- (sf)AA21.95120.3126.211.05120401.863.3510/29/20
Carlyle Global Market Strategies CLO 2013-2 CR Carlyle Global Market Strategies CLO 2013-2BB- (sf)A15.76112.7116.941.04110357.733.2510/29/20
Carlyle Global Market Strategies CLO 2013-2 DR Carlyle Global Market Strategies CLO 2013-2B (sf)BB+10.14107.2109.621.02105314.132.9910/29/20
Anchorage Capital CLO 7 BRR Anchorage Capital CLO 7BBB- (sf)AA24.19123.3130.121.06120371.893.110/29/20
Black Diamond CLO 2013-1 A1R Black Diamond CLO 2013-1NRN/A 113.25196.551.74115284.612.4710/29/20
Black Diamond CLO 2013-1 A2R Black Diamond CLO 2013-1NRAAA 113.25196.551.74115284.612.4710/29/20
Black Diamond CLO 2013-1 BR Black Diamond CLO 2013-1AA (sf)AA+66.87113.25196.551.74115284.612.4710/29/20
Black Diamond CLO 2013-1 CR Black Diamond CLO 2013-1AA (sf)A-37.91107.77135.21.25110166.051.5110/29/20
Black Diamond CLO 2013-1 D Black Diamond CLO 2013-1B (sf)BB15.09104.49108.511.04105112.671.0710/29/20
Black Diamond CLO 2014-1 A1R Black Diamond CLO 2014-1NRAAA 113.51154.241.36105257.642.4510/29/20
Black Diamond CLO 2014-1 A2R Black Diamond CLO 2014-1AA (sf)AAA80.7113.51154.241.36105257.642.4510/29/20
Black Diamond CLO 2014-1 B1R Black Diamond CLO 2014-1AA (sf)AA-47.11113.51154.241.36105257.642.4510/29/20
Black Diamond CLO 2014-1 B2R Black Diamond CLO 2014-1AA (sf)AA-47.11113.51154.241.36105257.642.4510/29/20
Black Diamond CLO 2014-1 CR Black Diamond CLO 2014-1BBB- (sf)BBB+28.72107.82125.641.17102182.921.7910/29/20
Black Diamond CLO 2014-1 D Black Diamond CLO 2014-1B- (sf)BB12.99104.81108.451.03101134.821.3310/29/20
ACIS CLO 2014-4 B ACIS CLO 2014-4AA (sf)AA43.17123.2169.91.38120376.753.1410/29/20
Allegro CLO III B1R Allegro CLO IIIAA- (sf)AA31.35123.8140.641.14120459.973.8310/29/20
Allegro CLO III B2R Allegro CLO IIIAA- (sf)AA31.35123.8140.641.14120459.973.8310/29/20
Benefit Street Partners CLO XVII D Benefit Street Partners CLO XVIIB (sf)BBB-11.75107.6113.31.05105206.441.9710/29/20
Benefit Street Partners CLO XVII E Benefit Street Partners CLO XVIICC (sf)BB-8.49104.6109.261.04   10/29/20
Atlas Senior Loan Fund XIV CLO B1 Atlas Senior Loan Fund XIVBBB- (sf)AA22.08121.58128.231.05120251.192.0910/29/20
Atlas Senior Loan Fund XIV CLO B2 Atlas Senior Loan Fund XIVBBB- (sf)AA22.08121.58128.231.05120251.192.0910/29/20