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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
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
CFIP CLO 2014-1 BR CFIP CLO 2014-1BBB- (sf)AA23.31124129.851.05120279.792.3310/29/20
Apidos CLO XXIV A1BR Apidos CLO XXIVAA- (sf)N/A34.04114.95119.831.04115264.572.310/29/20
Apidos CLO XXIV BR Apidos CLO XXIVBB- (sf)A16.79114.95119.831.04115264.572.310/29/20
Cathedral Lake III CLO BR Cathedral Lake IIIBBB- (sf)AA22.52122128.341.05120281.662.3510/29/20
BlueMountain CLO 2018-2 X BlueMountain CLO 2018-2AA (sf)AAA 124.99130.991.05120348.942.9110/29/20
BlueMountain CLO 2018-2 A BlueMountain CLO 2018-2AA (sf)AAA36.11124.99130.991.05120348.942.9110/29/20
BlueMountain CLO 2018-2 B BlueMountain CLO 2018-2BBB- (sf)AA24.72124.99130.991.05120348.942.9110/29/20
BlueMountain CLO 2018-2 C BlueMountain CLO 2018-2BB- (sf)A16.59113.95118.211.04115295.42.5710/29/20
BlueMountain CLO 2018-2 D BlueMountain CLO 2018-2B (sf)BBB-10.93108.29110.711.02110257.462.3410/29/20
Battalion CLO VII XRR Battalion CLO VIIAA (sf)AAA 116.34121.641.05115319.192.7810/29/20
Battalion CLO VII A1RR Battalion CLO VIIAA (sf)AAA37.44116.34121.641.05115319.192.7810/29/20
Battalion CLO VII A2RR Battalion CLO VIIA- (sf)AA25.83116.34121.641.05115319.192.7810/29/20
Battalion CLO VII BRR Battalion CLO VIIBB (sf)A20.82116.34121.641.05115319.192.7810/29/20
Battalion CLO VII CRR Battalion CLO VIIB+ (sf)BBB-14.49109.27113.231.04110275.582.5110/29/20
Battalion CLO VII DRR Battalion CLO VIIB- (sf)BB-8.95103.7106.771.03105221.222.1110/29/20