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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
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A2AR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AA47.54112.6135.241.2115184.981.6101/27/21
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A2BR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AA47.54112.6135.241.2115184.981.6101/27/21
Blue Ridge CLO II (formerly CVP Cascade CLO-2) BR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)A28.15112.6135.241.2115184.981.6101/27/21
Blue Ridge CLO II (formerly CVP Cascade CLO-2) C Blue Ridge CLO II (formerly CVP Cascade CLO-2)BB- (sf)BBB15.44107.3114.911.07110140.261.2801/27/21
Blue Ridge CLO II (formerly CVP Cascade CLO-2) D Blue Ridge CLO II (formerly CVP Cascade CLO-2)D (sf)B-3.11102.8100.290.98105108.491.0301/27/21
Blue Ridge CLO II (formerly CVP Cascade CLO-2) E Blue Ridge CLO II (formerly CVP Cascade CLO-2)D (sf)CCC--3.57101.493.510.92   01/27/21
BlueMountain CLO 2014-2 X BlueMountain CLO 2014-2NRAAA 121.5127.061.05120319.082.6601/27/21
BlueMountain CLO 2014-2 A1R2 BlueMountain CLO 2014-2AA (sf)AAA37.4121.5127.061.05120319.082.6601/27/21
BlueMountain CLO 2014-2 A2R2 BlueMountain CLO 2014-2A+ (sf)N/A33.58121.5127.061.05120319.082.6601/27/21
BlueMountain CLO 2014-2 BR2 BlueMountain CLO 2014-2BBB- (sf)AA21.72121.5127.061.05120319.082.6601/27/21
BlueMountain CLO 2014-2 CR2 BlueMountain CLO 2014-2B+ (sf)A15.5113.9117.711.03115282.352.4601/27/21
BlueMountain CLO 2014-2 DR2 BlueMountain CLO 2014-2B- (sf)BBB-9.38107.7109.761.02110244.542.2201/27/21
BlueMountain CLO 2014-2 ER2 BlueMountain CLO 2014-2D (sf)B+5.46105105.211105210.892.0101/27/21
BlueMountain CLO 2014-2 FR2 BlueMountain CLO 2014-2D (sf)CCC+3.72      01/27/21
ALM XVIII CLO BR ALM XVIIIBB- (sf)A17.24114.55120.051.05115303.842.6401/27/21
Bean Creek CLO BR Bean Creek CLOBBB- (sf)AA22.72121.6129.231.06120279.192.3301/27/21
Bean Creek CLO CR Bean Creek CLOBB- (sf)A16.62114119.781.05115253.122.201/27/21
Bean Creek CLO DR Bean Creek CLOB (sf)BBB-10.78108111.931.04110224.912.0401/27/21
Bean Creek CLO ER Bean Creek CLOCCC (sf)BB-6.46104.2106.761.02105192.961.8401/27/21
CIFC Funding 2014-III CLO BR2 CIFC Funding 2014-IIIBBB- (sf)AA22.91121.5129.121.06120294.42.4501/27/21
Ares XLIV CLO B1 Ares XLIV CLOBB- (sf)A17.21115.5120.361.04115320.412.7901/27/21
Ares XLIV CLO B2 Ares XLIV CLOBB- (sf)A17.21115.5120.361.04115320.412.7901/27/21
CIFC Funding 2019-II CLO B CIFC Funding 2019-IIBBB- (sf)AA23.21121.6130.231.07120292.342.4401/27/21
Carlyle U.S. CLO 2018-3 A1B Carlyle U.S. CLO 2018-3AA- (sf)AAA33.84116.3122.841.06115293.562.5501/27/21
Carlyle U.S. CLO 2018-3 B Carlyle U.S. CLO 2018-3BB- (sf)A18.74116.3122.841.06115293.562.5501/27/21
Allegro CLO VII B Allegro CLO VIIBBB- (sf)AA22.89122.6129.551.06120344.212.8701/27/21
Bardot CLO A1 Bardot CLOAA (sf)AAA38.03120.7130.651.08120297.692.4801/27/21
Bardot CLO A2 Bardot CLOA+ (sf)N/A35.53120.7130.651.08120297.692.4801/27/21
Bardot CLO B Bardot CLOBBB- (sf)AA23.53120.7130.651.08120297.692.4801/27/21
Bardot CLO C Bardot CLOBB- (sf)A18.93115.3123.241.07115268.582.3401/27/21
Bardot CLO D Bardot CLOB (sf)BBB-13.04108.9114.891.06110229.62.0901/27/21
Bardot CLO E Bardot CLOCCC+ (sf)BB-8.44105.2109.121.04105191.031.8201/27/21
Atlas Senior Loan Fund XI CLO B Atlas Senior Loan Fund XIBBB (sf)AA23.51124.05130.091.05120292.172.4301/27/21
Cedar Funding IX CLO B Cedar Funding IX CLOBBB- (sf)AA23.22121.49129.341.06120356.042.9701/27/21
BlueMountain CLO 2015-1 A1R BlueMountain CLO 2015-1AA (sf)AAA68.92      01/27/21
BlueMountain CLO 2015-1 A2R BlueMountain CLO 2015-1AA (sf)AA+40.7      01/27/21
BlueMountain CLO 2015-1 BR BlueMountain CLO 2015-1AA- (sf)A+28.64      01/27/21
BlueMountain CLO 2015-1 C BlueMountain CLO 2015-1BB- (sf)BBB18.38      01/27/21
BlueMountain CLO 2015-1 D BlueMountain CLO 2015-1B- (sf)BB9.75      01/27/21
BlueMountain CLO 2015-1 E BlueMountain CLO 2015-1D (sf)B5.94      01/27/21
Anchorage Capital CLO 11 B Anchorage Capital CLO 11BBB- (sf)AA25.54126.1134.021.06120307.362.5601/27/21
Crown Point CLO 5 B Crown Point CLO 5A- (sf)AA23.48121.58128.411.06120368.763.0701/27/21
Carlyle Global Market Strategies CLO 2014-1 XR Carlyle Global Market Strategies CLO 2014-1NRAAA 122.5128.761.05120355.972.9701/27/21
CBAM 2017-4 CLO X CBAM 2017-4NRN/A 122.5129.51.06120330.412.7501/27/21
CBAM 2017-4 CLO A CBAM 2017-4AA (sf)AAA34.87122.5129.51.06120330.412.7501/27/21
CBAM 2017-4 CLO B1 CBAM 2017-4A- (sf)AA23.16122.5129.51.06120330.412.7501/27/21
CBAM 2017-4 CLO B2 CBAM 2017-4A- (sf)AA23.16122.5129.51.06120330.412.7501/27/21
CBAM 2017-4 CLO C CBAM 2017-4BB- (sf)A17.57115.5120.711.05115300.892.6201/27/21
CBAM 2017-4 CLO D CBAM 2017-4B+ (sf)BBB-10.95108.3111.741.03110261.462.3801/27/21
CBAM 2017-4 CLO E CBAM 2017-4B- (sf)BB-6.37103.7106.271.02   01/27/21