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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
CBAM 2017-4 CLO A CBAM 2017-4AA (sf)AAA35122.5129.331.06120331.972.7710/29/20
CBAM 2017-4 CLO B1 CBAM 2017-4BBB+ (sf)AA23.32122.5129.331.06120331.972.7710/29/20
CBAM 2017-4 CLO B2 CBAM 2017-4BBB+ (sf)AA23.32122.5129.331.06120331.972.7710/29/20
CBAM 2017-4 CLO C CBAM 2017-4BB- (sf)A17.73115.5120.551.04115302.482.6310/29/20
CBAM 2017-4 CLO D CBAM 2017-4B (sf)BBB-11.13108.3111.591.03110263.242.3910/29/20
CBAM 2017-4 CLO E CBAM 2017-4CCC (sf)BB-6.56103.7106.131.02   10/29/20
Benefit Street Partners CLO VII A1AR Benefit Street Partners CLO VIIAA (sf)AAA54.71113.65124.621.1105361.473.4410/29/20
Benefit Street Partners CLO VII A1BR Benefit Street Partners CLO VIIAA (sf)AAA54.71113.65124.621.1105361.473.4410/29/20
Benefit Street Partners CLO VII A2R Benefit Street Partners CLO VIIAA (sf)AA35.33113.65124.621.1105361.473.4410/29/20
Benefit Street Partners CLO VII BR Benefit Street Partners CLO VIIBBB (sf)A23.87113.65124.621.1105361.473.4410/29/20
Benefit Street Partners CLO VII CR Benefit Street Partners CLO VIIBB- (sf)BBB15.7108.5114.171.051023022.9610/29/20
Benefit Street Partners CLO VII D Benefit Street Partners CLO VIIB- (sf)BB-8.28104.7106.111.01101229.852.2810/29/20
AMMC CLO XV BRR AMMC CLO XVBBB- (sf)AA22.65121.6128.021.05120279.022.3310/29/20
Carlyle Global Market Strategies CLO 2013-4 BRR Carlyle Global Market Strategies CLO 2013-4BBB- (sf)AA21.54120.3125.871.05120347.632.910/29/20
Carlyle Global Market Strategies CLO 2013-4 CRR Carlyle Global Market Strategies CLO 2013-4BB- (sf)A15.73113.4117.181.03115313.112.7210/29/20
Carlyle Global Market Strategies CLO 2013-4 DRR Carlyle Global Market Strategies CLO 2013-4B- (sf)BB+9.52107.2109.151.02110271.562.4710/29/20
Carlyle Global Market Strategies CLO 2013-4 ERR Carlyle Global Market Strategies CLO 2013-4C (sf)B+5.78104.2104.811.01   10/29/20
Carlyle U.S. CLO 2018-3 A1B Carlyle U.S. CLO 2018-3A- (sf)AAA33.91116.3121.971.05115294.372.5610/29/20
Carlyle U.S. CLO 2018-3 B Carlyle U.S. CLO 2018-3BB- (sf)A18.83116.3121.971.05115294.372.5610/29/20
MP CLO VIII (Previously ACAS CLO 2015-2) BR MP CLO VIII (Previously ACAS CLO 2015-2)A- (sf)AA+25.32126.8133.681.05120409.233.4110/29/20
Anchorage Credit Funding 4 CLO B Anchorage Credit Funding 4AA- (sf)AA39.19149.6162.551.09110239.032.1710/29/20
Brookside Mill CLO XR Brookside Mill CLONRN/A 122.58128.141.05120379.683.1610/29/20
Brookside Mill CLO AR Brookside Mill CLOAA (sf)AAA37.03122.58128.141.05120379.683.1610/29/20
Brookside Mill CLO BR Brookside Mill CLOA- (sf)AA23.67122.58128.141.05120379.683.1610/29/20
Brookside Mill CLO CR Brookside Mill CLOBB- (sf)A18.21116.92120.051.03115339.532.9510/29/20
Brookside Mill CLO DR Brookside Mill CLOB (sf)BBB-10.88108.94110.691.02110282.972.5710/29/20
Brookside Mill CLO ER Brookside Mill CLOC (sf)B+4.49103.61103.641   10/29/20
Brookside Mill CLO F Brookside Mill CLOD (sf)CCC+3.62      10/29/20
Benefit Street Partners CLO XIX A Benefit Street Partners CLO XIXAA (sf)AAA36.1121.58131.771.08120273.972.2810/29/20
Benefit Street Partners CLO XIX B Benefit Street Partners CLO XIXBBB- (sf)AA24.12121.58131.771.08120273.972.2810/29/20
BlueMountain Fuji U.S. CLO III E BlueMountain Fuji U.S. CLO IIICCC+ (sf)BB-7.68104.7106.421.02105236.212.2510/29/20
Carlyle Global Market Strategies CLO 2012-4 XRR Carlyle Global Market Strategies CLO 2012-4AA (sf)AAA 121.58128.111.05120273.452.2810/29/20
Carlyle Global Market Strategies CLO 2012-4 A1RR Carlyle Global Market Strategies CLO 2012-4AA (sf)AAA37.14121.58128.111.05120273.452.2810/29/20
Bardot CLO C Bardot CLOBB- (sf)A18.82115.3123.161.07115258.72.2510/29/20
Bardot CLO D Bardot CLOB (sf)BBB-12.91108.9114.811.05110221.592.0110/29/20
Bardot CLO E Bardot CLOCCC- (sf)BB-8.31105.2109.041.04105184.871.7610/29/20
CIFC Funding 2019-II CLO B CIFC Funding 2019-IIBBB- (sf)AA23.19121.6130.21.07120292.632.4410/29/20
Crown Point CLO 5 B Crown Point CLO 5BBB+ (sf)AA23.69121.58125.211.03120342.832.8610/29/20
BlueMountain CLO 2015-1 A1R BlueMountain CLO 2015-1AA (sf)AAA68.88      10/29/20
BlueMountain CLO 2015-1 A2R BlueMountain CLO 2015-1AA (sf)AA+40.62      10/29/20
BlueMountain CLO 2015-1 BR BlueMountain CLO 2015-1A- (sf)A+28.54      10/29/20
BlueMountain CLO 2015-1 C BlueMountain CLO 2015-1BB- (sf)BBB18.27      10/29/20
BlueMountain CLO 2015-1 D BlueMountain CLO 2015-1CCC (sf)BB9.63      10/29/20
BlueMountain CLO 2015-1 E BlueMountain CLO 2015-1D (sf)B5.81      10/29/20
BlueMountain CLO 2016-2 X BlueMountain CLO 2016-2AA (sf)AAA 114118.541.04115240.842.0910/29/20
BlueMountain CLO 2016-2 A1R BlueMountain CLO 2016-2AA (sf)AAA35.31114118.541.04115240.842.0910/29/20
BlueMountain CLO 2016-2 A2R BlueMountain CLO 2016-2BBB- (sf)AA23.18114118.541.04115240.842.0910/29/20
BlueMountain CLO 2016-2 BR BlueMountain CLO 2016-2B+ (sf)A17.11114118.541.04115240.842.0910/29/20
BlueMountain CLO 2016-2 C1R BlueMountain CLO 2016-2B (sf)BBB+13.57107.6110.461.03110205.791.8710/29/20
BlueMountain CLO 2016-2 C2R BlueMountain CLO 2016-2B- (sf)BBB-11.04107.6110.461.03110205.791.8710/29/20