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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
Benefit Street Partners CLO XIX D Benefit Street Partners CLO XIXB (sf)BBB-12.13106.64113.81.07110207.931.8910/29/20
Benefit Street Partners CLO XIX E Benefit Street Partners CLO XIXCC (sf)BB-8.14103.7108.851.05   10/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A1R Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AAA77.71112.6127.651.13115218.361.910/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A2AR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AA47.53112.6127.651.13115218.361.910/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) A2BR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA (sf)AA47.53112.6127.651.13115218.361.910/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) BR Blue Ridge CLO II (formerly CVP Cascade CLO-2)AA- (sf)A28.14112.6127.651.13115218.361.910/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) C Blue Ridge CLO II (formerly CVP Cascade CLO-2)BB- (sf)BBB15.43107.3111.621.04110171.221.5610/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) D Blue Ridge CLO II (formerly CVP Cascade CLO-2)D (sf)B-3.1102.899.510.97105135.811.2910/29/20
Blue Ridge CLO II (formerly CVP Cascade CLO-2) E Blue Ridge CLO II (formerly CVP Cascade CLO-2)D (sf)CCC--3.58101.493.790.92   10/29/20
Bean Creek CLO CR Bean Creek CLOBB- (sf)A16.74114119.721.05115245.662.1410/29/20
Bean Creek CLO DR Bean Creek CLOB (sf)BBB-10.9108111.871.04110218.631.9910/29/20
CBAM 2019-11 CLO A1 CBAM 2019-11AA (sf)AAA35.92122.51321.08120273.192.2810/29/20
CBAM 2019-11 CLO A2 CBAM 2019-11AA (sf)AAA35.92122.51321.08120273.192.2810/29/20
CBAM 2019-11 CLO B1 CBAM 2019-11A- (sf)AA24.4122.51321.08120273.192.2810/29/20
CBAM 2019-11 CLO B2 CBAM 2019-11A- (sf)AA24.4122.51321.08120273.192.2810/29/20
CBAM 2019-11 CLO C CBAM 2019-11BB (sf)A19.8116.8124.421.07115248.482.1610/29/20
CBAM 2019-11 CLO D CBAM 2019-11B+ (sf)BBB-13.39109.6115.211.05110211.181.9210/29/20
CBAM 2019-11 CLO E CBAM 2019-11B- (sf)BB-7.88104.2108.331.04   10/29/20
Allegro CLO XI A1B Allegro CLO XIAA (sf)AAA38.93121.6131.431.08120292.442.4410/29/20
Allegro CLO XI A2B Allegro CLO XIAA- (sf)N/A35.43121.6131.431.08120292.442.4410/29/20
Allegro CLO XI B Allegro CLO XIBBB- (sf)AA23.92121.6131.431.08120292.442.4410/29/20
Cedar Funding IX CLO B Cedar Funding IX CLOBBB- (sf)AA23.22121.49129.341.06120356.042.9710/29/20
Carlyle Global Market Strategies CLO 2014-1 XR Carlyle Global Market Strategies CLO 2014-1NRAAA 122.5128.411.05120351.912.9310/29/20
Carlyle Global Market Strategies CLO 2014-1 A1R2 Carlyle Global Market Strategies CLO 2014-1AA (sf)AAA37.6122.5128.411.05120351.912.9310/29/20
Carlyle Global Market Strategies CLO 2014-1 A2R2 Carlyle Global Market Strategies CLO 2014-1A+ (sf)N/A33.49122.5128.411.05120351.912.9310/29/20
CIFC Funding 2017-I CLO B CIFC Funding 2017-IBBB- (sf)AA+24.4125.3131.221.05120346.112.8810/29/20
Atlas Senior Loan Fund XI CLO B Atlas Senior Loan Fund XIBBB- (sf)AA23.49124.05129.861.05120280.132.3310/29/20
AMMC CLO 16 BR AMMC CLO 16A- (sf)AA23.41124130.131.05120288.552.410/29/20
Crown Point CLO 6 B Crown Point CLO 6BBB- (sf)AA22.54123.65125.221.01120308.292.5710/29/20
BlueMountain Fuji U.S. CLO III C BlueMountain Fuji U.S. CLO IIIBB- (sf)A17.21113.21118.671.05115309.082.6910/29/20
Bean Creek CLO ER Bean Creek CLOCC (sf)BB-6.58104.2106.71.02105188.141.7910/29/20
Carlyle Global Market Strategies CLO 2014-1 BR2 Carlyle Global Market Strategies CLO 2014-1BBB- (sf)AA22.72122.5128.411.05120351.912.9310/29/20
Cirrus Funding 2018-1 CLO B Cirrus Funding 2018-1AA- (sf)AA-40.64155.4168.441.08110143.251.310/29/20
Apidos CLO XII BR Apidos CLO XIIBBB (sf)AA23.45123.05130.481.06120336.362.810/29/20
Carlyle Global Market Strategies CLO 2016-1 A1R Carlyle Global Market Strategies CLO 2016-1AA (sf)AAA37.56112.48116.831.04115315.332.7410/29/20
Carlyle Global Market Strategies CLO 2016-1 A2R Carlyle Global Market Strategies CLO 2016-1BBB- (sf)AA22.95112.48116.831.04115315.332.7410/29/20
Carlyle Global Market Strategies CLO 2016-1 BR Carlyle Global Market Strategies CLO 2016-1BB- (sf)A15.54112.48116.831.04115315.332.7410/29/20
Carlyle Global Market Strategies CLO 2016-1 CR Carlyle Global Market Strategies CLO 2016-1B (sf)BBB-11.01108.42110.891.02110282.362.5710/29/20
ALM XIX CLO A1BR2 ALM XIXA- (sf)N/A30.18112.7117.031.04110328.742.9910/29/20
ALM XIX CLO A2BR2 ALM XIXBB- (sf)AA22.91112.7117.031.04110328.742.9910/29/20
ALM XIX CLO BR2 ALM XIXB+ (sf)A15.86112.7117.031.04110328.742.9910/29/20
Barings CLO 2019-I X Barings CLO 2019-IAA (sf)AAA 124.95133.621.07120243.082.0310/29/20
Barings CLO 2019-I A1 Barings CLO 2019-IAA (sf)AAA40.64124.95133.621.07120243.082.0310/29/20
Barings CLO 2019-I A2 Barings CLO 2019-IAA- (sf)AAA35.09124.95133.621.07120243.082.0310/29/20
Apidos CLO XXII BR Apidos CLO XXIIBB- (sf)A17.44114.6120.521.05115294.42.5610/29/20
CIFC Funding 2014-III CLO BR2 CIFC Funding 2014-IIIBBB- (sf)AA22.87121.5128.841.06120310.042.5810/29/20
Carlyle Global Market Strategies CLO 2015-5 A1R Carlyle Global Market Strategies CLO 2015-5AA (sf)AAA36.41117.7122.381.04115259.342.2610/29/20
Carlyle Global Market Strategies CLO 2015-5 A2R Carlyle Global Market Strategies CLO 2015-5BBB- (sf)AA23.14117.7122.381.04115259.342.2610/29/20
Carlyle Global Market Strategies CLO 2015-5 BR Carlyle Global Market Strategies CLO 2015-5BB- (sf)A18.42117.7122.381.04115259.342.2610/29/20
Carlyle Global Market Strategies CLO 2015-5 CR Carlyle Global Market Strategies CLO 2015-5B (sf)BBB-12.23110.8113.741.03110220.922.0110/29/20