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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
Bowman Park CLO D1R Bowman Park CLOBBB+ (sf)BBB-22.98108.44127.61.18105163.371.5601/27/21
Bowman Park CLO D2R Bowman Park CLOBBB+ (sf)BBB-22.98108.44127.61.18105163.371.5601/27/21
Bowman Park CLO E Bowman Park CLOB (sf)BB-12.94105.34112.881.07102.5126.331.2301/27/21
Bowman Park CLO F Bowman Park CLOD (sf)B8.8103.62107.761.04   01/27/21
Barings CLO 2018-II X Barings CLO 2018-IINRAAA 116.3122.611.05115314.482.7301/27/21
Barings CLO 2018-II A1A Barings CLO 2018-IIAA (sf)AAA43116.3122.611.05115314.482.7301/27/21
Barings CLO 2018-II A1B Barings CLO 2018-IIAA (sf)AAA35.43116.3122.611.05115314.482.7301/27/21
Barings CLO 2018-II A2 Barings CLO 2018-IIA- (sf)AA+27.21116.3122.611.05115314.482.7301/27/21
Barings CLO 2018-II B Barings CLO 2018-IIBB- (sf)A18.83116.3122.611.05115314.482.7301/27/21
Barings CLO 2018-II C Barings CLO 2018-IIB+ (sf)BBB-12.68109.54113.971.04110270.142.4601/27/21
Barings CLO 2018-II D Barings CLO 2018-IIB- (sf)BB-7.18104.7107.221.02105216.432.0601/27/21
Benefit Street Partners CLOV-B A1A Benefit Street Partners CLOV-BAA (sf)AAA36.29114118.481.04110286.982.6101/27/21
Benefit Street Partners CLOV-B A1B Benefit Street Partners CLOV-BAA- (sf)AAA34.23114118.481.04110286.982.6101/27/21
Benefit Street Partners CLOV-B A2 Benefit Street Partners CLOV-BA- (sf)AA23.96114118.481.04110286.982.6101/27/21
Benefit Street Partners CLOV-B B Benefit Street Partners CLOV-BBB- (sf)A15.74114118.481.04110286.982.6101/27/21
Benefit Street Partners CLOV-B C Benefit Street Partners CLOV-BB- (sf)BBB-9.57107.4110.411.03105248.52.3701/27/21
Benefit Street Partners CLOV-B D Benefit Street Partners CLOV-BC (sf)BB-5.97104.3106.181.02   01/27/21
Barings CLO 2015-I (previously Babson CLO 2015-I) XR Barings CLO 2015-I (previously Babson CLO 2015-I)NRAAA 125.51130.081.04110374.53.401/27/21
Barings CLO 2015-I (previously Babson CLO 2015-I) AR Barings CLO 2015-I (previously Babson CLO 2015-I)AA (sf)AAA34.08125.51130.081.04110374.53.401/27/21
Barings CLO 2015-I (previously Babson CLO 2015-I) BR Barings CLO 2015-I (previously Babson CLO 2015-I)A- (sf)AA23.45125.51130.081.04110374.53.401/27/21
Barings CLO 2015-I (previously Babson CLO 2015-I) CR Barings CLO 2015-I (previously Babson CLO 2015-I)BB- (sf)A17.62118.92120.871.02105334.843.1901/27/21
Barings CLO 2015-I (previously Babson CLO 2015-I) DR Barings CLO 2015-I (previously Babson CLO 2015-I)B (sf)BBB-10.43109.82111.171.01102282.092.7701/27/21
Barings CLO 2015-I (previously Babson CLO 2015-I) ER Barings CLO 2015-I (previously Babson CLO 2015-I)CC (sf)BB-4.35103.45104.111.01101222.062.201/27/21
Barings CLO 2015-I (previously Babson CLO 2015-I) FR Barings CLO 2015-I (previously Babson CLO 2015-I)D (sf)B-2.89      01/27/21
Brigade Debt Funding 2 CLO A Brigade Debt Funding 2AA (sf)AAA53.51155.1167.161.08110181.11.6501/27/21
Brigade Debt Funding 2 CLO B Brigade Debt Funding 2NRAA- 155.1167.161.08110181.11.6501/27/21
Brigade Debt Funding 2 CLO C Brigade Debt Funding 2NRA- 149.2154.171.03105169.411.6101/27/21
Brigade Debt Funding 2 CLO D Brigade Debt Funding 2AA (sf)BBB-48.03139.6142.031.02   01/27/21
BlueMountain CLO 2013-1 A1R2 BlueMountain CLO 2013-1AA (sf)AAA36.05113.7115.091.01115251.22.1801/27/21
BlueMountain CLO 2013-1 A2R2 BlueMountain CLO 2013-1BBB- (sf)AA23.07113.7115.091.01115251.22.1801/27/21
BlueMountain CLO 2013-1 BR BlueMountain CLO 2013-1B+ (sf)A14.9113.7115.091.01115251.22.1801/27/21
BlueMountain CLO 2013-1 CR BlueMountain CLO 2013-1B- (sf)BB+9.46108.4108.171110215.651.9601/27/21
BlueMountain CLO 2013-1 DR BlueMountain CLO 2013-1D (sf)CCC+4.51104.6102.330.98105174.471.6601/27/21
BlueMountain CLO 2015-3 XR BlueMountain CLO 2015-3NRN/A 113.95117.381.03115317.692.7601/27/21
BlueMountain CLO 2015-3 A1R BlueMountain CLO 2015-3AA (sf)AAA36.21113.95117.381.03115317.692.7601/27/21
BlueMountain CLO 2015-3 A2R BlueMountain CLO 2015-3BBB- (sf)AA22.83113.95117.381.03115317.692.7601/27/21
BlueMountain CLO 2015-3 BR BlueMountain CLO 2015-3BB- (sf)A15.63113.95117.381.03115317.692.7601/27/21
BlueMountain CLO 2015-3 CR BlueMountain CLO 2015-3B- (sf)BBB-9.45107.64109.371.02110275.92.5101/27/21
BlueMountain CLO 2015-3 DR BlueMountain CLO 2015-3C (sf)B5.34103.7104.621.01105234.852.2401/27/21
BlueMountain CLO 2015-3 ER BlueMountain CLO 2015-3D (sf)CCC+3.28      01/27/21
Ares XLI CLO B Ares XLI CLOBBB- (sf)AA22.45121.58128.251.05120347.522.901/27/21
CBAM 2017-3 CLO X CBAM 2017-3NRAAA 121.6129.351.06120305.282.5401/27/21
CBAM 2017-3 CLO A CBAM 2017-3AA (sf)AAA35.2121.6129.351.06120305.282.5401/27/21
CBAM 2017-3 CLO B1 CBAM 2017-3A- (sf)AA23.05121.6129.351.06120305.282.5401/27/21
CBAM 2017-3 CLO B2 CBAM 2017-3A- (sf)AA23.05121.6129.351.06120305.282.5401/27/21
CBAM 2017-3 CLO C CBAM 2017-3BB- (sf)A17.49115.7120.621.04115273.62.3801/27/21
CBAM 2017-3 CLO D CBAM 2017-3B+ (sf)BBB-11.41108.3112.351.04110235.82.1401/27/21
CBAM 2017-3 CLO E1 CBAM 2017-3B- (sf)BB-6.85104.7106.861.02   01/27/21
CBAM 2017-3 CLO E2 CBAM 2017-3B- (sf)BB-6.85104.7106.861.02   01/27/21
AIMCO CLO Series 2015-A BR AIMCO CLO Series 2015-AA- (sf)AA+23.86114.8122.621.07112.5349.553.1101/27/21