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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
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
Golub Capital Partners CLO 37(B) A2 Golub Capital Partners CLO 37(B)AA- (sf)AAA36.22129.6137.81.06120338.572.8210/29/20
Golub Capital Partners CLO 37(B) B1 Golub Capital Partners CLO 37(B)A- (sf)AA28.73129.6137.81.06120338.572.8210/29/20
Golub Capital Partners CLO 37(B) B2R Golub Capital Partners CLO 37(B)A- (sf)N/A28.73129.6137.81.06120338.572.8210/29/20
Golub Capital Partners CLO 37(B) C Golub Capital Partners CLO 37(B)BB- (sf)A20.89118.2124.151.05115283.422.4610/29/20
Golub Capital Partners CLO 37(B) D Golub Capital Partners CLO 37(B)B+ (sf)BBB-14.46110.3114.811.04110239.742.1810/29/20
Golub Capital Partners CLO 37(B) E Golub Capital Partners CLO 37(B)B- (sf)BB-10.83107.5110.131.02105209.121.9910/29/20
Evans Grove CLO B Evans Grove CLOBBB- (sf)AA23.53123.39127.391.03120345.22.8810/29/20
CIFC Funding 2017-II CLO B CIFC Funding 2017-IIBBB- (sf)AA23.82123.3130.761.06120303.332.5310/29/20
Crestline Denali CLO XVI B Crestline Denali CLO XVIBB (sf)AA21.88121.58127.431.05120332.12.7710/29/20
CIFC Funding 2018-III CLO B CIFC Funding 2018-IIIBBB- (sf)AA24.28122.9132.051.07120336.452.810/29/20
Carlyle U.S. CLO 2019-1 A1B Carlyle U.S. CLO 2019-1A- (sf)AAA34.7116.4123.471.06115264.652.310/29/20
Carlyle U.S. CLO 2019-1 B Carlyle U.S. CLO 2019-1BB- (sf)A19.22116.4123.471.06115264.652.310/29/20
Anchorage Credit Funding 11 CLO B Anchorage Credit Funding 11AA- (sf)AA-42.83148.4173.321.17110356.813.2410/29/20
Flatiron CLO 17 B Flatiron CLO 17BBB (sf)AA24.33122.5132.041.08120313.412.6110/29/20
Carlyle Global Market Strategies CLO 2014-2-R X Carlyle Global Market Strategies CLO 2014-2-RAA (sf)AAA 114.97118.151.03110286.022.610/29/20
Carlyle Global Market Strategies CLO 2014-2-R A1 Carlyle Global Market Strategies CLO 2014-2-RAA (sf)AAA36.5114.97118.151.03110286.022.610/29/20
Fortress Credit BSL V CLO A Fortress Credit BSL VAA (sf)AAA38.05121.6129.081.06120340.372.8410/29/20
Fortress Credit BSL V CLO B1 Fortress Credit BSL VBBB (sf)AA24.06121.6129.081.06120340.372.8410/29/20
Fortress Credit BSL V CLO B2R Fortress Credit BSL VBBB (sf)N/A24.06121.6129.081.06120340.372.8410/29/20
Fortress Credit BSL V CLO C Fortress Credit BSL VBB- (sf)A18.07114119.641.05115300.542.6110/29/20
Fortress Credit BSL V CLO D Fortress Credit BSL VB (sf)BBB12.24107.9111.691.04110262.042.3810/29/20
Fortress Credit BSL V CLO E Fortress Credit BSL VB- (sf)BB-8.91104.7107.611.03105233.672.2310/29/20
Carlyle Global Market Strategies CLO 2014-2-R A2 Carlyle Global Market Strategies CLO 2014-2-RA+ (sf)N/A33.05114.97118.151.03110286.022.610/29/20
Carlyle Global Market Strategies CLO 2014-2-R A3 Carlyle Global Market Strategies CLO 2014-2-RBBB- (sf)AA22.72114.97118.151.03110286.022.610/29/20
Carlyle Global Market Strategies CLO 2014-2-R B Carlyle Global Market Strategies CLO 2014-2-RBB- (sf)A16.17114.97118.151.03110286.022.610/29/20
Hull Street CLO BR Hull Street CLOAA (sf)AAA44.64123150.191.22120337.662.8110/29/20
Dryden 43 Senior Loan Fund CLO BR Dryden 43 Senior Loan FundBBB- (sf)AA22.93121.6129.521.07120266.472.2210/29/20
Apidos CLO XXXII B1 Apidos CLO XXXIIBBB- (sf)AA23.97121.58131.481.08120300.092.510/29/20
Apidos CLO XXXII B2 Apidos CLO XXXIIBBB- (sf)AA23.97121.58131.481.08120300.092.510/29/20
522 Funding CLO 2019-4 (A) (previously Assurant CLO IV) B 522 Funding CLO 2019-4 (A) (previously Assurant CLO IV)BBB- (sf)AA23.26121.58129.111.06120295.892.4710/29/20
CBAM 2019-9 CLO A CBAM 2019-9AA (sf)AAA35.41123.33131.861.07120298.812.4910/29/20
CBAM 2019-9 CLO B1 CBAM 2019-9A- (sf)AA24.31123.33131.861.07120298.812.4910/29/20
CBAM 2017-1 CLO A2R CBAM 2017-1AA (sf)AAA32.22121.6129.491.06120292.472.4410/29/20
CBAM 2017-1 CLO B CBAM 2017-1BBB (sf)AA23.12121.6129.491.06120292.472.4410/29/20
CBAM 2017-1 CLO C CBAM 2017-1BB- (sf)A17.35114.4120.461.05115259.892.2610/29/20