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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
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA17.85122.9132.21.08120155.11.2911/04/22
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA27.38152.3152.31120231.71.9311/04/22
BSP 2015-VIA CLO D BSP 2015-VIABBB (sf)N/A5.38107.6113.71.06110127.41.1611/04/22
BSP 2015-VIA CLO C2 BSP 2015-VIABBB+ (sf)N/A12.03114.2122.31.07115141.21.2311/04/22
BSP 2015-VIA CLO C1 BSP 2015-VIAAA+ (sf)N/A12.03114.2122.31.07115141.21.2311/04/22
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AA+29.02149.4153.71.03120261.72.1811/04/22
RRAM 2020-8A CLO A2B RRAM 2020-8AAAA (sf)N/A18.87114.5122.11.07110159.61.4511/04/22
RRAM 2020-8A CLO A1B RRAM 2020-8AAAA (sf)N/A30.61114.5122.11.07110159.61.4511/04/22
HLM 6A-2015 CLO BR HLM 6A-2015A+ (sf)N/A11.4122.5129.51.06120168.31.411/04/22
NEUB 2018-28A CLO A2 NEUB 2018-28AAAA (sf)AAA29.54121.6130.61.07120177.51.4811/04/22
BABSN 2019-2A CLO DR BABSN 2019-2ABB (sf)N/A0.71103.5109.61.06   11/04/22
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A16.74121.6128.91.06120173.61.4511/04/22
BABSN 2019-2A CLO BR BABSN 2019-2AAA- (sf)N/A11.26114122.61.08115161.11.411/04/22
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABB+ (sf)N/A11.26114121.21.06115146.71.2811/04/22
BABSN 2019-3A CLO DR BABSN 2019-3ABBB (sf)N/A5.63108.6114.71.06110142.51.311/04/22
BABSN 2019-3A CLO CR BABSN 2019-3AAA+ (sf)N/A11.85114.7122.81.07115156.61.3611/04/22
HLSY 2019-1A CLO B2 HLSY 2019-1AA+ (sf)N/A18.55121.6132.41.09120163.51.3611/04/22
HLSY 2019-1A CLO B1 HLSY 2019-1AAAA (sf)N/A18.55121.6132.41.09120163.51.3611/04/22
HLSY 2019-1A CLO A1B HLSY 2019-1AAAA (sf)AAA30.33121.6132.41.09120163.51.3611/04/22
OCTR 2019-7A CLO BR OCTR 2019-7AAAA (sf)N/A14.85121.6128.41.06120182.31.5211/04/22
NEUB 2018-28A CLO A1 NEUB 2018-28AAAA (sf)AAA35.5121.6130.61.07120177.51.4811/04/22
OCP 2014-5A CLO BR OCP 2014-5AA+ (sf)N/A9.1113.4119.11.05115157.61.3711/04/22
OZLM 2017-19A CLO B2R OZLM 2017-19AA (sf)A13.94117.8125.81.07110172.41.5711/04/22
BOBA 2021-2A CLO A1 BOBA 2021-2AAAA (sf)AAA33.27122.5132.41.08120204.71.7111/04/22
ICG 2018-3A CLO B2R ICG 2018-3AAA+ (sf)AA17.891231331.08120184.41.5411/04/22
ICG 2018-3A CLO B1R ICG 2018-3AAAA (sf)AA17.891231331.08120184.41.5411/04/22
OCP 2016-11A CLO BR OCP 2016-11AAA- (sf)N/A11.05114121.31.06115145.71.2711/04/22
OCP 2017-13A CLO BR OCP 2017-13AA+ (sf)N/A10.35113.2121.21.07115167.21.4511/04/22
HLM 12A-18 CLO B HLM 12A-18AA+ (sf)N/A11.51115.5121.11.05110159.21.4511/04/22
BLACK 2021-1A CLO D BLACK 2021-1ABB+ (sf)BB-9.21104.31101.05   11/04/22
CANYC 2021-1A CLO B CANYC 2021-1AAAA (sf)AA17.69121.6131.71.08120175.91.4711/04/22
OCP 2019-17A CLO BR OCP 2019-17AAAA (sf)N/A18.12121.6131.81.08120177.51.4811/04/22
OCT18 2018-18A CLO B2R OCT18 2018-18ABBB (sf)N/A9.96114119.81.051151721.511/04/22
WINDR 2016-1KRA CLO BR2 WINDR 2016-1KRAAAA (sf)AA19.44124.2134.91.09117.5187.51.611/04/22
BABSN 2019-4A CLO D BABSN 2019-4ABBB+ (sf)N/A6.53107.9114.81.06110138.81.2611/04/22
BLACK 2021-1A CLO B BLACK 2021-1AAA+ (sf)A19.62115.5124.31.08115174.21.5111/04/22
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A19.3121.91331.09120174.21.4511/04/22
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA31.86121.91331.09120174.21.4511/04/22
BABSN 2020-1A CLO BR BABSN 2020-1AAAA (sf)AA18.18121.6132.21.091201751.4611/04/22
BABSN 2020-1A CLO ER BABSN 2020-1ABB+ (sf)BB-0.96103.2109.21.06   11/04/22
BABSN 2020-1A CLO AR BABSN 2020-1AAAA (sf)AAA31.1121.6132.21.091201751.4611/04/22
CANYC 2021-2A CLO B2 CANYC 2021-2AAA+ (sf)AA17.58121.6131.61.08120180.31.511/04/22
BCC 2020-3A CLO CR BCC 2020-3AA+ (sf)N/A12.94114.2122.51.07110161.91.4711/04/22
BSP 2016-9A CLO ER BSP 2016-9ABB- (sf)N/A-0.8104.21071.03   11/04/22
OCT29 2016-1A CLO BR OCT29 2016-1AAAA (sf)N/A17.25121.6131.21.08120170.41.4211/04/22
OCT32 2017-1A CLO BRR OCT32 2017-1AAAA (sf)AA+18.12123.3131.21.06120189.71.5811/04/22
BSP 2016-9A CLO AR BSP 2016-9AAAA (sf)AAA33.16120.3127.71.06120165.61.3811/04/22
OCT33 2017-1A CLO B OCT33 2017-1AAA (sf)N/A10114.1120.51.06115165.21.4411/04/22
NEUB 2018-29A CLO C NEUB 2018-29AA+ (sf)N/A10.43112.5120.11.07110150.31.3711/04/22
NEUB 2018-29A CLO B1 NEUB 2018-29AAAA (sf)N/A19.06123.3132.91.08120170.11.4211/04/22