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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
Bean Creek CLO XR Bean Creek CLOAA (sf)AAA 121.6129.21.06120278.562.3212/31/20
Bean Creek CLO AR Bean Creek CLOAA (sf)AAA33.45121.6129.21.06120278.562.3212/31/20
Bean Creek CLO BR Bean Creek CLOBBB- (sf)AA22.79121.6129.21.06120278.562.3212/31/20
Bean Creek CLO CR Bean Creek CLOBB- (sf)A16.69114119.751.05115252.552.212/31/20
Bean Creek CLO DR Bean Creek CLOB (sf)BBB-10.85108111.91.04110224.412.0412/31/20
Bean Creek CLO ER Bean Creek CLOCCC- (sf)BB-6.53104.2106.731.02105192.531.8312/31/20
Carlyle Global Market Strategies CLO 2012-4 XRR Carlyle Global Market Strategies CLO 2012-4AA (sf)AAA 121.58128.311.06120274.832.2912/31/20
Carlyle Global Market Strategies CLO 2012-4 A1RR Carlyle Global Market Strategies CLO 2012-4AA (sf)AAA37.14121.58128.311.06120274.832.2912/31/20
Carlyle Global Market Strategies CLO 2012-4 A2RR Carlyle Global Market Strategies CLO 2012-4AA- (sf)AAA35.1121.58128.311.06120274.832.2912/31/20
CIFC Funding 2018-I CLO B CIFC Funding 2018-IBBB- (sf)AA23.36121.6130.391.07120362.713.0212/31/20
Carlyle U.S. CLO 2018-3 A1B Carlyle U.S. CLO 2018-3A+ (sf)AAA33.84116.3122.841.06115293.562.5512/31/20
Carlyle U.S. CLO 2018-3 B Carlyle U.S. CLO 2018-3BB- (sf)A18.74116.3122.841.06115293.562.5512/31/20
BlueMountain CLO 2015-1 A1R BlueMountain CLO 2015-1AA (sf)AAA68.92      12/31/20
BlueMountain CLO 2015-1 A2R BlueMountain CLO 2015-1AA (sf)AA+40.7      12/31/20
BlueMountain CLO 2015-1 BR BlueMountain CLO 2015-1AA- (sf)A+28.64      12/31/20
BlueMountain CLO 2015-1 C BlueMountain CLO 2015-1BB- (sf)BBB18.38      12/31/20
BlueMountain CLO 2015-1 D BlueMountain CLO 2015-1B- (sf)BB9.75      12/31/20
BlueMountain CLO 2015-1 E BlueMountain CLO 2015-1D (sf)B5.94      12/31/20
Bardot CLO A1 Bardot CLOAA (sf)AAA38.01120.7130.621.08120293.752.4512/31/20
Bardot CLO A2 Bardot CLOA+ (sf)N/A35.51120.7130.621.08120293.752.4512/31/20
Bardot CLO B Bardot CLOBBB- (sf)AA23.51120.7130.621.08120293.752.4512/31/20
Bardot CLO C Bardot CLOBB- (sf)A18.91115.3123.211.07115265.032.312/31/20
Bardot CLO D Bardot CLOB (sf)BBB-13.01108.9114.861.05110226.562.0612/31/20
Bardot CLO E Bardot CLOCCC (sf)BB-8.42105.2109.091.04105188.51.812/31/20
ALM XVIII CLO BR ALM XVIIIBB- (sf)A16.54114.55118.861.04115303.592.6412/31/20
Cedar Funding IX CLO B Cedar Funding IX CLOBBB- (sf)AA23.22121.49129.341.06120356.042.9712/31/20
CIFC Funding 2014-III CLO BR2 CIFC Funding 2014-IIIBBB- (sf)AA22.87121.5128.851.06120289.072.4112/31/20
Allegro CLO VII B Allegro CLO VIIBBB- (sf)AA22.89122.6129.551.06120344.212.8712/31/20
BlueMountain CLO 2016-2 X BlueMountain CLO 2016-2AA (sf)AAA 114118.541.04115240.842.0912/31/20
BlueMountain CLO 2016-2 A1R BlueMountain CLO 2016-2AA (sf)AAA35.31114118.541.04115240.842.0912/31/20
Carlyle Global Market Strategies CLO 2012-4 BRR Carlyle Global Market Strategies CLO 2012-4BBB- (sf)AA22.84121.58128.311.06120274.832.2912/31/20
Carlyle Global Market Strategies CLO 2012-4 CRR Carlyle Global Market Strategies CLO 2012-4BB- (sf)A16.2113.21118.151.04115236.832.0612/31/20
Carlyle Global Market Strategies CLO 2012-4 DRR Carlyle Global Market Strategies CLO 2012-4B (sf)BBB-11.1108.29111.361.03110207.651.8912/31/20
Carlyle Global Market Strategies CLO 2012-4 ERR Carlyle Global Market Strategies CLO 2012-4C (sf)B+6.5104.7105.891.01105172.731.6512/31/20
Crown Point CLO 5 B Crown Point CLO 5A- (sf)AA23.48121.58128.411.06120368.763.0712/31/20
BlueMountain CLO 2016-2 A2R BlueMountain CLO 2016-2BBB- (sf)AA23.18114118.541.04115240.842.0912/31/20
BlueMountain CLO 2016-2 BR BlueMountain CLO 2016-2BB- (sf)A17.11114118.541.04115240.842.0912/31/20
BlueMountain CLO 2016-2 C1R BlueMountain CLO 2016-2B (sf)BBB+13.57107.6110.461.03110205.791.8712/31/20
BlueMountain CLO 2016-2 C2R BlueMountain CLO 2016-2B- (sf)BBB-11.04107.6110.461.03110205.791.8712/31/20
BlueMountain CLO 2016-2 DR BlueMountain CLO 2016-2D (sf)B+7103.7105.661.02105174.861.6712/31/20
Madison Park Funding XL (formerly Atrium IX) CLO BR Madison Park Funding XL (formerly Atrium IX)BBB- (sf)AA24.27123129.471.05120317.612.6512/31/20
Benefit Street Partners CLO XII A1 Benefit Street Partners CLO XIIAA (sf)AAA33.97115.7119.351.03110271.152.4612/31/20
Benefit Street Partners CLO XII A2 Benefit Street Partners CLO XIIBBB- (sf)AA22.2115.7119.351.03110271.152.4612/31/20
Benefit Street Partners CLO XII B Benefit Street Partners CLO XIIBB- (sf)A16.57115.7119.351.03110271.152.4612/31/20
Carlyle Global Market Strategies CLO 2014-1 XR Carlyle Global Market Strategies CLO 2014-1NRAAA 122.5128.761.05120355.972.9712/31/20
Carlyle Global Market Strategies CLO 2014-1 A1R2 Carlyle Global Market Strategies CLO 2014-1AA (sf)AAA37.71122.5128.761.05120355.972.9712/31/20
Carlyle Global Market Strategies CLO 2014-1 A2R2 Carlyle Global Market Strategies CLO 2014-1AA- (sf)N/A33.61122.5128.761.05120355.972.9712/31/20
Carlyle Global Market Strategies CLO 2014-1 BR2 Carlyle Global Market Strategies CLO 2014-1BBB- (sf)AA22.86122.5128.761.05120355.972.9712/31/20
Carlyle Global Market Strategies CLO 2014-1 CR2 Carlyle Global Market Strategies CLO 2014-1BB- (sf)A15.47112.9117.51.04110308.52.812/31/20
Carlyle Global Market Strategies CLO 2014-1 DR Carlyle Global Market Strategies CLO 2014-1B (sf)BBB-10.49108.2110.971.03105274.142.6112/31/20