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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
MDPK 2019-35A CLO A2BR MDPK 2019-35AAAA (sf)AAA31.25124.2134.91.09120200.11.6711/04/22
CBCF 2021-2A CLO D CBCF 2021-2AA+ (sf)BBB-14.49127.6138.51.09   11/04/22
DRSLF 2013-28A CLO B3LR DRSLF 2013-28AB (sf)N/A-1.71      11/04/22
GLM 2018-3A CLO B2R GLM 2018-3AAAA (sf)N/A21.51127.9134.81.05120198.41.6511/04/22
CIFC 2013-1A CLO BR CIFC 2013-1AA+ (sf)N/A9.76114.1119.11.04115150.91.3111/04/22
GLM 2018-3A CLO B1 GLM 2018-3AAAA (sf)N/A21.51127.9134.81.05120198.41.6511/04/22
LCM 21A CLO BR LCM 21AAAA (sf)N/A39.83124.1168.11.35120220.91.8411/04/22
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB (sf)N/A-0.07      11/04/22
CBAM 2019-10A CLO E CBAM 2019-10ABB- (sf)BB--1.95104.6107.71.03   11/04/22
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB+ (sf)N/A5.08      11/04/22
LCM 22A CLO BR LCM 22AAA+ (sf)N/A9.24113119.11.05110150.21.3711/04/22
LCM 23A CLO BR LCM 23AA+ (sf)N/A7.33113117.21.04110152.61.3911/04/22
CBAM 2021-15A CLO C CBAM 2021-15AA (sf)A10.4115.5123.51.07110170.81.5511/04/22
NEUB 2014-18A CLO XR2 NEUB 2014-18ANRAAA 112.5119.41.06115155.21.3511/04/22
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA15.93121.6131.71.08120185.61.5511/04/22
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA30.31121.6131.71.08120185.61.5511/04/22
LCM 24A CLO BR LCM 24AAAA (sf)AA+16.3123.3129.11.05120177.51.4811/04/22
CBAM 2017-3A CLO CR CBAM 2017-3AA+ (sf)A9.95115.3122.31.06110146.81.3311/04/22
LCM 26A CLO B LCM 26AAAA (sf)N/A15.04121.6128.21.05120174.11.4511/04/22
VERDE 2019-1A CLO BR VERDE 2019-1AAAA (sf)AA16.98121.6131.31.08120188.51.5711/04/22
CBAM 2017-2A CLO ER CBAM 2017-2ABB- (sf)BB--2.09103.7107.81.04   11/04/22
CBAM 2017-2A CLO CR CBAM 2017-2AA+ (sf)A10.01115.3122.21.06110146.41.3311/04/22
KKR 18 CLO BR KKR 18AAA (sf)AA+17.9121.6130.91.08120177.71.4811/04/22
LCMLF 1A CLO B LCMLF 1AAAA (sf)AA16.18125.2132.11.06115187.91.6311/04/22
MAGNE 2017-19A CLO B1R MAGNE 2017-19AAAA (sf)N/A18.93121.6132.11.09120181.21.5111/04/22
DEN12 2016-1A CLO BR DEN12 2016-1AAA+ (sf)AA15.46121.6128.31.06120180.71.5111/04/22
THLLS 2019-1A CLO BR THLLS 2019-1ABBB+ (sf)AA29.28140.4150.81.07120228.51.911/04/22
CAVU 2019-2A CLO ANB CAVU 2019-2AAA- (sf)N/A24.82123.31331.08120161.11.3411/04/22
LSHR 2021-1A CLO B LSHR 2021-1ABB+ (sf)N/A29.88138.2148.21.07120236.81.9711/04/22
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA29.42112.8119.31.061151601.3911/04/22
MDPK 2014-14A CLO BRR MDPK 2014-14AAAA (sf)AA21.56125132.21.06120178.11.4811/04/22
CBAM 2019-11RA CLO D CBAM 2019-11RAB+ (sf)N/A-0.7115.5121.51.05   11/04/22
MDPK 2015-19A CLO B1R2 MDPK 2015-19AAAA (sf)AA-16.81115.5124.81.08115164.21.4311/04/22
MDPK 2015-19A CLO B2R2 MDPK 2015-19AAAA (sf)AA-16.81115.5124.81.08115164.21.4311/04/22
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA34.15121.6131.11.08120176.51.4711/04/22
CBAM 2018-8A CLO C CBAM 2018-8AAAA (sf)AA-13.63116.2125.31.08110163.11.4811/04/22
CBAM 2018-8A CLO D CBAM 2018-8AA+ (sf)BBB5.33109.1114.41.05105143.41.3711/04/22
CIFC 2014-2RA CLO B2 CIFC 2014-2RABB- (sf)BB-3.92      11/04/22
MDPK 2016-22A CLO BR MDPK 2016-22AAAA (sf)N/A19.14121.6130.51.07120180.71.5111/04/22
MDPK 2017-23A CLO BR MDPK 2017-23AAAA (sf)N/A20.05124.2133.51.071201931.6111/04/22
CBAM 2018-8A CLO A1 CBAM 2018-8AAAA (sf)AAA34.4122.5135.31.1120179.21.4911/04/22
MDPK 2017-25A CLO BR MDPK 2017-25AAA (sf)A13.74115.21231.07115171.11.4911/04/22
MDPK 2018-27A CLO A1B MDPK 2018-27AAAA (sf)AAA33.29113.5121.31.07110171.41.5611/04/22
MAGNE 2019-24A CLO B MAGNE 2019-24ANRN/A       11/04/22
VIBR 2018-10A CLO B2 VIBR 2018-10AA+ (sf)A9.77115.5120.91.051151511.3111/04/22
MDPK 2018-27A CLO B MDPK 2018-27AA+ (sf)N/A12.85113.5121.31.07110171.41.5611/04/22
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A9.63113.5119.51.05115160.21.3911/04/22
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB5.06107.2111.61.04   11/04/22
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA27.2113.5119.51.05115160.21.3911/04/22
MDPK 2018-30A CLO B MDPK 2018-30AAAA (sf)N/A19.66120.7130.81.08120197.21.6411/04/22