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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
Brigade Debt Funding 1 CLO A Brigade Debt Funding 1AA (sf)AAA53.03150.8165.991.1110208.011.8912/31/20
Brigade Debt Funding 1 CLO B Brigade Debt Funding 1NRAA- 150.8165.991.1110208.011.8912/31/20
Brigade Debt Funding 1 CLO C Brigade Debt Funding 1NRA- 145.5153.421.05105194.041.8512/31/20
Brigade Debt Funding 1 CLO D Brigade Debt Funding 1NRBBB- 134.5139.661.04   12/31/20
Neuberger Berman Loan Advisers CLO 29 A1 Neuberger Berman Loan Advisers CLO 29AA (sf)AAA39.02123.3131.651.07120321.012.6810/29/20
Neuberger Berman Loan Advisers CLO 29 A2 Neuberger Berman Loan Advisers CLO 29A (sf)AAA35.02123.3131.651.07120321.012.6810/29/20
Neuberger Berman Loan Advisers CLO 29 B1 Neuberger Berman Loan Advisers CLO 29BBB- (sf)AA25.02123.3131.651.07120321.012.6810/29/20
Neuberger Berman Loan Advisers CLO 29 B2 Neuberger Berman Loan Advisers CLO 29BBB- (sf)AA25.02123.3131.651.07120321.012.6810/29/20
Neuberger Berman Loan Advisers CLO 29 C Neuberger Berman Loan Advisers CLO 29BB- (sf)A17.02112.5118.961.06110274.552.510/29/20
Neuberger Berman Loan Advisers CLO 29 D Neuberger Berman Loan Advisers CLO 29B- (sf)BBB-12.02107.6112.21.04105243.842.3210/29/20
Neuberger Berman Loan Advisers CLO 29 E Neuberger Berman Loan Advisers CLO 29C (sf)BB-8.02104.2107.321.03   10/29/20
HPS Loan Management 14-2019 CLO B HPS Loan Management 14-2019BBB- (sf)AA23.26121.6130.181.07120314.492.6210/29/20
LCM XX CLO BR LCM XXBBB+ (sf)AA22.67123.33129.261.05120330.032.7510/29/20
Neuberger Berman CLO XXIII ER Neuberger Berman CLO XXIIIC (sf)BB-7.51104.7107.251.02105212.832.0310/29/20
Ocean Trails CLO VII B Ocean Trails CLO VIIBBB- (sf)AA22.87121.6127.421.05120266.832.2210/29/20
Bain Capital Credit CLO 2019-1 A2L Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1610/29/20
Bain Capital Credit CLO 2019-1 A2F Bain Capital Credit CLO 2019-1A (sf)AAA34.23122.45130.581.07120259.452.1610/29/20
Bain Capital Credit CLO 2019-1 B Bain Capital Credit CLO 2019-1BBB- (sf)AA23.6122.45130.581.07120259.452.1610/29/20
Bain Capital Credit CLO 2019-1 C Bain Capital Credit CLO 2019-1BB- (sf)A17.53114.7120.961.05110230.342.0910/29/20
Bain Capital Credit CLO 2019-1 D Bain Capital Credit CLO 2019-1B- (sf)BBB-11.66108.55112.931.04105200.651.9110/29/20
Bain Capital Credit CLO 2019-1 E Bain Capital Credit CLO 2019-1D (sf)BB-6.91104.2107.161.03   10/29/20
ARES XXXVR CLO B ARES XXXVR CLOBBB- (sf)AA23.98124.2130.771.05120341.662.8510/29/20
Ballyrock CLO 2016-1 AR Ballyrock CLO 2016-1AA (sf)AAA35122.5132.031.08117.5282.512.410/29/20
Ballyrock CLO 2016-1 B1R Ballyrock CLO 2016-1A- (sf)AA24.33122.5132.031.08117.5282.512.410/29/20
Ballyrock CLO 2016-1 B2 Ballyrock CLO 2016-1A- (sf)AA24.33122.5132.031.08117.5282.512.410/29/20
Ballyrock CLO 2016-1 CR Ballyrock CLO 2016-1BBB- (sf)A18.75115.7122.961.06112.5252.992.2510/29/20
Ares XXVII CLO BR Ares XXVII CLOBBB- (sf)AA24.07124.74131.341.05120315.012.6310/29/20
FDF IV CLO B FDF IVA- (sf)AA-39.54150.8164.361.09110200.361.8210/29/20
Benefit Street Partners CLO II A1R Benefit Street Partners CLO IIAA (sf)AAA35.94114.1117.081.03115240.082.0910/29/20
Benefit Street Partners CLO II X Benefit Street Partners CLO IIAA (sf)AAA 114.1117.081.03115240.082.0910/29/20
Benefit Street Partners CLO II A2R Benefit Street Partners CLO IIBBB- (sf)AA23.04114.1117.081.03115240.082.0910/29/20
Benefit Street Partners CLO II BR Benefit Street Partners CLO IIBB- (sf)A14.71114.1117.081.03115240.082.0910/29/20
ALM XVIII CLO BR ALM XVIIIBB- (sf)A16.15114.55117.41.02115284.142.4710/29/20
ALM VII(R)-2 CLO A1B2 ALM VII(R)-2AA- (sf)AAA34.78113.13117.051.03115288.672.5110/29/20
ALM VII(R)-2 CLO BR2 ALM VII(R)-2BB- (sf)A15.42113.13117.051.03115288.672.5110/29/20
Barings CLO 2018-IV A1 Barings CLO 2018-IVAA (sf)AAA38.37122.9131.221.07120324.062.710/29/20
Barings CLO 2018-IV A2 Barings CLO 2018-IVAA- (sf)N/A34.33122.9131.221.07120324.062.710/29/20
Barings CLO 2018-IV B Barings CLO 2018-IVBBB- (sf)AA23.97122.9131.221.07120324.062.710/29/20
Barings CLO 2018-IV C Barings CLO 2018-IVBB- (sf)A18.92116.6123.041.06115291.772.5410/29/20
Barings CLO 2018-IV D Barings CLO 2018-IVB (sf)BBB-12.6109.6114.151.04110252.262.2910/29/20
Barings CLO 2018-IV E Barings CLO 2018-IVCCC- (sf)BB-7.05104.45107.331.03105205.291.9610/29/20
Bain Capital Credit CLO 2018-2 A1 Bain Capital Credit CLO 2018-2AA (sf)AAA39.75121.6128.641.06120341.222.8410/29/20
Bain Capital Credit CLO 2018-2 A2 Bain Capital Credit CLO 2018-2AA- (sf)N/A34.13121.6128.641.06120341.222.8410/29/20
Bain Capital Credit CLO 2018-2 B Bain Capital Credit CLO 2018-2BBB- (sf)AA22.39121.6128.641.06120341.222.8410/29/20
Bain Capital Credit CLO 2018-2 C Bain Capital Credit CLO 2018-2BB- (sf)A15.75113.2118.511.05115302.382.6310/29/20
Bain Capital Credit CLO 2018-2 D Bain Capital Credit CLO 2018-2B- (sf)BBB-10.39108111.421.03110267.092.4310/29/20
Bain Capital Credit CLO 2018-2 E Bain Capital Credit CLO 2018-2C (sf)BB-6.05104.4106.271.02105225.922.1510/29/20
Ares LII CLO B Ares LII CLOBBB- (sf)AA23.57122.52130.321.06120297.792.4810/29/20
Bardot CLO A1 Bardot CLOAA (sf)AAA37.94120.7130.571.08120286.432.3910/29/20
Bardot CLO A2 Bardot CLOA+ (sf)N/A35.44120.7130.571.08120286.432.3910/29/20