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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
Elevation CLO 2014-2 (previously Arrowpoint CLO 2014-2) BR Elevation CLO 2014-2 (previously Arrowpoint CLO 2014-2)BBB- (sf)AA22.02121.6127.881.05120300.72.5110/29/20
Avery Point V CLO BR Avery Point V CLOAA (sf)AAA39.38125.2152.891.22120378.853.1610/29/20
Carlyle C17 CLO BR Carlyle C17 CLOBB- (sf)A18.6116.4121.641.05115250.672.1810/29/20
Allegro CLO IX B1 Allegro CLO IXBBB- (sf)AA23.92123.5131.261.06120353.942.9510/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) BR Barings CLO 2015-I (previously Babson CLO 2015-I)BBB- (sf)AA23.43125.51129.681.03110374.013.410/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) CR Barings CLO 2015-I (previously Babson CLO 2015-I)BB- (sf)A17.6118.92120.51.01105334.923.1910/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) DR Barings CLO 2015-I (previously Babson CLO 2015-I)B (sf)BBB-10.41109.82110.831.01102283.092.7810/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) ER Barings CLO 2015-I (previously Babson CLO 2015-I)C (sf)BB-4.33103.45103.781101224.122.2210/29/20
Barings CLO 2015-I (previously Babson CLO 2015-I) FR Barings CLO 2015-I (previously Babson CLO 2015-I)D (sf)B-2.87      10/29/20
AIMCO CLO Series 2015-A BR AIMCO CLO Series 2015-AA- (sf)AA+23.82114.8122.151.06112.5351.233.1210/29/20
BlueMountain CLO 2015-3 A1R BlueMountain CLO 2015-3AA (sf)AAA36.26113.95117.451.03115312.32.7210/29/20
BlueMountain CLO 2015-3 A2R BlueMountain CLO 2015-3BBB- (sf)AA22.9113.95117.451.03115312.32.7210/29/20
BlueMountain CLO 2015-3 BR BlueMountain CLO 2015-3B+ (sf)A15.7113.95117.451.03115312.32.7210/29/20
BlueMountain CLO 2015-3 CR BlueMountain CLO 2015-3B- (sf)BBB-9.53107.64109.451.02110271.922.4710/29/20
BlueMountain CLO 2015-3 DR BlueMountain CLO 2015-3D (sf)B5.42103.7104.691.01105232.362.2110/29/20
BlueMountain CLO 2015-3 ER BlueMountain CLO 2015-3D (sf)CCC+3.36      10/29/20
Bowman Park CLO AR Bowman Park CLOAA (sf)AAA71.85124.19175.241.41120338.992.8210/29/20
Bowman Park CLO B1R Bowman Park CLOAA (sf)AA+44.54124.19175.241.41120338.992.8210/29/20
Bowman Park CLO B2R Bowman Park CLOAA (sf)AA+44.54124.19175.241.41120338.992.8210/29/20
Bowman Park CLO CR Bowman Park CLOAA- (sf)A+31.89115.73142.691.23110261.42.3810/29/20
Bowman Park CLO D1R Bowman Park CLOBB- (sf)BBB-18.71108.44119.561.1105194.651.8510/29/20
Bowman Park CLO D2R Bowman Park CLOBB- (sf)BBB-18.71108.44119.561.1105194.651.8510/29/20
Bowman Park CLO E Bowman Park CLOB- (sf)BB-10.52105.34108.621.03102.5155.831.5210/29/20
Bowman Park CLO F Bowman Park CLOD (sf)B7.14103.62104.671.01   10/29/20
Catamaran CLO 2016-1 B Catamaran CLO 2016-1BB- (sf)A16.7114119.671.05115224.861.9610/29/20
CBAM 2017-3 CLO B2 CBAM 2017-3A- (sf)AA23.05121.6129.351.06120305.282.5410/29/20
CBAM 2017-3 CLO C CBAM 2017-3BB- (sf)A17.49115.7120.621.04115273.62.3810/29/20
CBAM 2017-3 CLO D CBAM 2017-3B (sf)BBB-11.41108.3112.351.04110235.82.1410/29/20
CBAM 2017-3 CLO E1 CBAM 2017-3CCC (sf)BB-6.85104.7106.861.02   10/29/20
CBAM 2017-3 CLO E2 CBAM 2017-3CCC (sf)BB-6.85104.7106.861.02   10/29/20
Anchorage Capital CLO 3-R B Anchorage Capital CLO 3-RBBB+ (sf)AA27.06129.01135.441.05120422.583.5210/29/20
Carlyle U.S. CLO 2017-1 A1B Carlyle U.S. CLO 2017-1AA (sf)AAA33.8114.6118.761.04115265.632.3110/29/20
Carlyle U.S. CLO 2017-1 B Carlyle U.S. CLO 2017-1BB- (sf)A16.81114.6118.761.04115265.632.3110/29/20
Bain Capital Credit CLO 2017-1 X Bain Capital Credit CLO 2017-1NRN/A 120.5127.751.06120304.322.5410/29/20
Bain Capital Credit CLO 2017-1 A1 Bain Capital Credit CLO 2017-1AA (sf)AAA39.39120.5127.751.06120304.322.5410/29/20
Bain Capital Credit CLO 2017-1 A2 Bain Capital Credit CLO 2017-1A+ (sf)N/A35.42120.5127.751.06120304.322.5410/29/20
Bain Capital Credit CLO 2017-1 B Bain Capital Credit CLO 2017-1BBB- (sf)AA22.1120.5127.751.06120304.322.5410/29/20
Bain Capital Credit CLO 2017-1 C1 Bain Capital Credit CLO 2017-1BB- (sf)A16.36113.6118.991.05115270.282.3510/29/20
Bain Capital Credit CLO 2017-1 C2 Bain Capital Credit CLO 2017-1BB- (sf)A16.36113.6118.991.05115270.282.3510/29/20
Bain Capital Credit CLO 2017-1 D Bain Capital Credit CLO 2017-1B- (sf)BBB-10.67107.8111.41.03110233.182.1210/29/20
Bain Capital Credit CLO 2017-1 E Bain Capital Credit CLO 2017-1D (sf)B+6.48104.7106.411.02105198.931.8910/29/20
Bain Capital Credit CLO 2017-1 F Bain Capital Credit CLO 2017-1D (sf)B-5.05      10/29/20
Bain Capital Credit CLO 2019-3 A Bain Capital Credit CLO 2019-3AA (sf)AAA35.78121.6130.611.07120321.432.6810/29/20
Bain Capital Credit CLO 2019-3 B1 Bain Capital Credit CLO 2019-3BBB- (sf)AA23.74121.6130.611.07120321.432.6810/29/20
Bain Capital Credit CLO 2019-3 B2 Bain Capital Credit CLO 2019-3BBB- (sf)AA23.74121.6130.611.07120321.432.6810/29/20
Babson CLO 2014-I A2R Babson CLO 2014-IAA (sf)AAA59.69118.14169.491.43105364.283.4710/29/20
Babson CLO 2014-I BR Babson CLO 2014-IAA (sf)AAA44.7118.14169.491.43105364.283.4710/29/20
Babson CLO 2014-I C Babson CLO 2014-IBBB (sf)A25.25109.59129.31.18102225.732.2110/29/20
Babson CLO 2014-I D Babson CLO 2014-IB- (sf)B+8.09103.3106.931.04101153.931.5210/29/20
Babson CLO 2014-I E Babson CLO 2014-ID (sf)CCC-4.83103.02103.531   10/29/20