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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
SNDPT 2018-3A CLO B SNDPT 2018-3AAA- (sf)A7.89114118.41.04115144.81.2611/04/22
DRSLF 2018-60A CLO B DRSLF 2018-60AAAA (sf)AA16.83121.6130.91.08120179.21.4911/04/22
ARES 2016-41A CLO BR ARES 2016-41AAAA (sf)N/A18.18121.6133.11.09120184.81.5411/04/22
BABSN 2017-1A CLO F BABSN 2017-1AB+ (sf)B-0.33      11/04/22
BABSN 2017-1A CLO D BABSN 2017-1AA- (sf)BBB8.18109.41151.05110137.91.2511/04/22
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAA+ (sf)AA18.641221321.08120178.51.4911/04/22
CGMS 2020-2A CLO BR CGMS 2020-2AA+ (sf)N/A11.59114122.41.07110166.11.5111/04/22
NEUB 2017-26A CLO C NEUB 2017-26AA+ (sf)N/A11.32114.1121.51.061101641.4911/04/22
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA18.92122.51331.09120175.61.4611/04/22
BABSN 2018-1A CLO D BABSN 2018-1ABB- (sf)BB--1.34103.7106.91.03   11/04/22
BOBA 2021-1A CLO E BOBA 2021-1ABB (sf)N/A0.7104.4109.71.05   11/04/22
BABSN 2018-1A CLO C BABSN 2018-1ABB+ (sf)BBB-3.07107.6111.81.04105151.91.4511/04/22
CBAM 2018-8A CLO E CBAM 2018-8ABB+ (sf)BB--1.29103.71071.03   11/04/22
CBAM 2018-8A CLO B2 CBAM 2018-8AAAA (sf)AAA20.12122.5135.31.1120179.21.4911/04/22
BSP 2018-5BA CLO C BSP 2018-5BABB+ (sf)N/A4.82107.4113.31.05105142.81.3611/04/22
BSP 2018-5BA CLO B BSP 2018-5BAAA (sf)N/A11.31114121.51.07110157.61.4311/04/22
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AA+18.06121.6131.51.08120197.31.6411/04/22
BSP 2018-5BA CLO A1B BSP 2018-5BAAAA (sf)AAA30.78114121.51.07110157.61.4311/04/22
NEUB 2018-27A CLO B NEUB 2018-27AAAA (sf)N/A19.34123.3133.11.08120186.11.5511/04/22
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AA+18.06121.6131.51.08120197.31.6411/04/22
BABSN 2018-2A CLO D BABSN 2018-2ABB (sf)BB-0.36104.7108.11.03105131.91.2611/04/22
BABSN 2018-2A CLO B BABSN 2018-2AAAA (sf)A12.87116.3123.61.061151661.4411/04/22
HAYFN 2018-9A CLO BR HAYFN 2018-9AAAA (sf)N/A19.72      11/04/22
WOODS 2019-20A CLO B2R WOODS 2019-20AA (sf)N/A17.66121.6132.81.09120177.41.4811/04/22
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA26.341141421.25105169.51.6111/04/22
HLA 2015-3A CLO BR HLA 2015-3AAAA (sf)AAA46.13117.1182.41.56115241.92.111/04/22
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA23.33122.6137.31.12120194.11.6211/04/22
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA15.56123.1130.51.06120179.11.4911/04/22
NEUB 2018-27A CLO A2 NEUB 2018-27AAAA (sf)AAA32.24123.3133.11.08120186.11.5511/04/22
HLA 2017-1A CLO BR HLA 2017-1AAA+ (sf)A9.61114118.71.04115155.91.3611/04/22
CARVL 2018-1A CLO B CARVL 2018-1AAAA (sf)AA18.05123.4132.41.07120168.21.411/04/22
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)A+10.56114119.81.05115153.31.3311/04/22
CANYC 2019-2A CLO BR CANYC 2019-2AAAA (sf)N/A17.75121.6131.61.08120175.11.4611/04/22
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A23.81122138.71.141201851.5411/04/22
BABSN 2018-3A CLO D BABSN 2018-3ABBB+ (sf)N/A5.45108.1113.21.05105140.91.3411/04/22
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A27.02122.1142.71.17120218.31.8211/04/22
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A14.82114.8124.91.09110162.61.4811/04/22
CIFC 2021-6A CLO B CIFC 2021-6AAAA (sf)N/A18.08121.6131.61.08120186.61.5511/04/22
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AA15.39122.3130.71.07120178.31.4911/04/22
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AA15.39122.3130.71.07120178.31.4911/04/22
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A23.81122138.71.141201851.5411/04/22
BABSN 2018-3A CLO A1 BABSN 2018-3AAAA (sf)AAA47.41122138.71.141201851.5411/04/22
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA31.06125.6133.91.07120183.81.5311/04/22
CBAM 2019-10A CLO CR CBAM 2019-10AAA (sf)A12.3118.8125.21.05115168.81.4711/04/22
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA28.98125.6133.91.07120183.81.5311/04/22
OAKCL 2020-1A CLO BR OAKCL 2020-1AAAA (sf)N/A18.99121.6132.41.09120180.61.511/04/22
CGMS 2021-8A CLO B CGMS 2021-8AAAA (sf)N/A18.37121.6131.41.08120185.71.5511/04/22
RRAM 2018-3A CLO BR2 RRAM 2018-3AA+ (sf)N/A9.59      11/04/22
OCTR 2014-5A CLO BRR OCTR 2014-5AAAA (sf)N/A15.71124.51291.04120178.41.4911/04/22
BABSN 2018-4A CLO C BABSN 2018-4AAA+ (sf)A12.39116.6123.91.06115143.71.2511/04/22