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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
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
Benefit Street Partners CLO X A1R Benefit Street Partners CLO XAA (sf)AAA34.48115118.31.03110267.052.4310/29/20
Benefit Street Partners CLO X A2R Benefit Street Partners CLO XBBB- (sf)AA22.2115118.31.03110267.052.4310/29/20
Benefit Street Partners CLO X BR Benefit Street Partners CLO XBB- (sf)A16.05115118.31.03110267.052.4310/29/20
Benefit Street Partners CLO X CR Benefit Street Partners CLO XB- (sf)BBB-9.91107.6110.231.02105227.662.1710/29/20
Benefit Street Partners CLO X DR Benefit Street Partners CLO XD (sf)B5.82103.7105.441.02   10/29/20
BlueMountain CLO 2015-3 XR BlueMountain CLO 2015-3NRN/A 113.95117.451.03115312.32.7210/29/20
Allegro CLO IV BR Allegro CLO IVBBB- (sf)AA21.75122.3127.081.04120325.82.7210/29/20
Benefit Street Partners CLOV-B A1A Benefit Street Partners CLOV-BAA (sf)AAA36.3114118.131.04110268.282.4410/29/20
Benefit Street Partners CLOV-B A1B Benefit Street Partners CLOV-BAA- (sf)AAA34.25114118.131.04110268.282.4410/29/20
Benefit Street Partners CLOV-B A2 Benefit Street Partners CLOV-BBBB (sf)AA23.98114118.131.04110268.282.4410/29/20
Benefit Street Partners CLOV-B B Benefit Street Partners CLOV-BBB- (sf)A15.76114118.131.04110268.282.4410/29/20
Benefit Street Partners CLOV-B C Benefit Street Partners CLOV-BB- (sf)BBB-9.59107.4110.081.02105232.882.2210/29/20
Benefit Street Partners CLOV-B D Benefit Street Partners CLOV-BC (sf)BB-6104.3105.871.02   10/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) XR Barings CLO 2015-I (previously Babson CLO 2015-I)AA (sf)AAA 125.51129.681.03110374.013.410/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) AR Barings CLO 2015-I (previously Babson CLO 2015-I)AA (sf)AAA34.07125.51129.681.03110374.013.410/29/20
BlueMountain Fuji U.S. CLO II A2 BlueMountain Fuji U.S. CLO IIBBB- (sf)AA23.26113.4118.211.04115283.622.4710/29/20
BlueMountain Fuji U.S. CLO II B BlueMountain Fuji U.S. CLO IIB+ (sf)A16.79113.4118.211.04115283.622.4710/29/20
BlueMountain Fuji U.S. CLO II C BlueMountain Fuji U.S. CLO IIB- (sf)BBB-10.74107.1110.191.03110246.912.2410/29/20
BlueMountain Fuji U.S. CLO II D BlueMountain Fuji U.S. CLO IIC (sf)BB-7.1104.7105.881.01105214.252.0410/29/20
Benefit Street Partners CLO VI X Benefit Street Partners CLO VINRAAA 113117.231.04110254.122.3110/29/20
Benefit Street Partners CLO VI A1R Benefit Street Partners CLO VIAA (sf)AAA34.97113117.231.04110254.122.3110/29/20
Benefit Street Partners CLO VI A2R Benefit Street Partners CLO VIBBB- (sf)AA21.68113117.231.04110254.122.3110/29/20
Benefit Street Partners CLO VI BR Benefit Street Partners CLO VIB+ (sf)A15.08113117.231.04110254.122.3110/29/20
Benefit Street Partners CLO VI CR Benefit Street Partners CLO VIB- (sf)BBB-10.23107.9110.91.03105225.572.1510/29/20
Benefit Street Partners CLO VI DR Benefit Street Partners CLO VID (sf)B5.13103.8104.941.01102.5185.511.8110/29/20
Cent CLO 24 B1R Cent CLO 24BB- (sf)A16.17113.4117.911.04115221.741.9310/29/20
Cent CLO 24 B2R Cent CLO 24BB- (sf)A16.17113.4117.911.04115221.741.9310/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) XR Barings CLO 2015-II (previously Babson CLO 2015-II)NRN/A 123.451281.04120311.582.610/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) AR Barings CLO 2015-II (previously Babson CLO 2015-II)AA (sf)AAA34.44123.451281.04120311.582.610/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) B1R Barings CLO 2015-II (previously Babson CLO 2015-II)BBB- (sf)AA22.66123.451281.04120311.582.610/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) B2R Barings CLO 2015-II (previously Babson CLO 2015-II)BBB- (sf)AA22.66123.451281.04120311.582.610/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) C1R Barings CLO 2015-II (previously Babson CLO 2015-II)BB- (sf)A17.54117.22120.051.02110284.132.5810/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) C2R Barings CLO 2015-II (previously Babson CLO 2015-II)BB- (sf)A17.54117.22120.051.02110284.132.5810/29/20
Barings CLO 2015-II (previously Babson CLO 2015-II) DR Barings CLO 2015-II (previously Babson CLO 2015-II)B (sf)BBB-11.14109.27111.41.021052452.3310/29/20
Carlyle U.S. CLO 2019-4 B Carlyle U.S. CLO 2019-4BB- (sf)A18113.95121.951.07115294.262.5610/29/20