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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
Carlyle Global Market Strategies CLO 2012-3 A2AR2 Carlyle Global Market Strategies CLO 2012-3BBB- (sf)AA22.4113.8117.761.03115238.032.0710/29/20
Carlyle Global Market Strategies CLO 2012-3 A2BR2 Carlyle Global Market Strategies CLO 2012-3BBB- (sf)AA22.4113.8117.761.03115238.032.0710/29/20
Elevation CLO 2016-5 ( previously Arrowpoint CLO 2016-5) BR Elevation CLO 2016-5 ( previously Arrowpoint CLO 2016-5)BBB+ (sf)AA23122.3129.311.06120320.942.6710/29/20
ALM XVI CLO A1BRR ALM XVIAA (sf)N/A42.62116.57125.461.08115351.443.0610/29/20
ALM XVI CLO BRR ALM XVIBB (sf)A+22.95116.57125.461.08115351.443.0610/29/20
BlueMountain CLO 2015-4 X BlueMountain CLO 2015-4NRN/A 123.33129.21.05120346.872.8910/29/20
BlueMountain CLO 2015-4 A1R BlueMountain CLO 2015-4AA (sf)AAA39.05123.33129.21.05120346.872.8910/29/20
BlueMountain CLO 2015-4 A2R BlueMountain CLO 2015-4AA- (sf)AAA34.97123.33129.21.05120346.872.8910/29/20
BlueMountain CLO 2015-4 BR BlueMountain CLO 2015-4BBB- (sf)AA23.73123.33129.21.05120346.872.8910/29/20
BlueMountain CLO 2015-4 CR BlueMountain CLO 2015-4BB- (sf)A16.58113.95118.131.04115302.372.6310/29/20
BlueMountain CLO 2015-4 DR BlueMountain CLO 2015-4B- (sf)BBB-10.45107.64110.041.02110259.962.3610/29/20
BlueMountain CLO 2015-4 ER BlueMountain CLO 2015-4C (sf)B+6.36104.7105.241.01105220.22.110/29/20
BlueMountain CLO 2015-4 FR BlueMountain CLO 2015-4D (sf)CCC+4.32      10/29/20
Madison Park Funding XLIII (formerly Atrium XIV) CLO A2BR Madison Park Funding XLIII (formerly Atrium XIV)AA- (sf)N/A36.38122.7129.451.06120339.272.8310/29/20
Madison Park Funding XLIII (formerly Atrium XIV) CLO B Madison Park Funding XLIII (formerly Atrium XIV)BBB- (sf)AA24.53122.7129.451.06120339.272.8310/29/20
AIMCO CLO Series 2018-A B AIMCO CLO Series 2018-ABBB (sf)AA+24.17122.5131.441.07120335.852.810/29/20
Bristol Park CLO AR Bristol Park CLOAA (sf)AAA34.23121.58129.831.07120371.653.110/29/20
Bristol Park CLO BR Bristol Park CLOBBB- (sf)AA23.1121.58129.831.07120371.653.110/29/20
Atlas Senior Loan Fund III CLO BR Atlas Senior Loan Fund IIIBBB+ (sf)AA23121.8127.591.05120415.453.4610/29/20
Bristol Park CLO CR Bristol Park CLOBB- (sf)A17.03113.95120.331.06110328.342.9810/29/20
Bristol Park CLO DR Bristol Park CLOB (sf)BBB-11.24107.64112.481.04105282.752.6910/29/20
Bristol Park CLO ER Bristol Park CLOCC (sf)BB-6.66103.4106.961.03   10/29/20
Benefit Street Partners CLO XI A1R Benefit Street Partners CLO XIAA (sf)AAA34.24114.85119.631.04115300.242.6110/29/20
Benefit Street Partners CLO XI A2R Benefit Street Partners CLO XIBBB- (sf)AA+23.53114.85119.631.04115300.242.6110/29/20
Benefit Street Partners CLO XI B Benefit Street Partners CLO XIBB- (sf)A17.01114.85119.631.04115300.242.6110/29/20
Benefit Street Partners CLO XI C Benefit Street Partners CLO XIB (sf)BBB-10.48107.9110.911.03110246.922.2410/29/20
Benefit Street Partners CLO XI D Benefit Street Partners CLO XID (sf)BB-6.2103.7105.841.02105205.681.9610/29/20
Benefit Street Partners CLO XI E Benefit Street Partners CLO XID (sf)B-4.57      10/29/20
Carlyle U.S. CLO 2017-2 A1B Carlyle U.S. CLO 2017-2AA (sf)AAA33.47114.4119.141.04115262.062.2810/29/20
Carlyle U.S. CLO 2017-2 A2B Carlyle U.S. CLO 2017-2BBB- (sf)AA21.87114.4119.141.04115262.062.2810/29/20
Allegro CLO VI B Allegro CLO VIBBB- (sf)AA23.01121.8129.291.06120353.732.9510/29/20
CBAM 2017-4 CLO X CBAM 2017-4NRN/A 122.5129.331.06120331.972.7710/29/20
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