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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
ELMW4 2020-1A CLO B ELMW4 2020-1AAAA (sf)N/A24.14121.58131.591.08120315.822.6308/31/21
KKR 18 CLO B KKR 18AAA (sf)AA23.12121.6129.611.07120334.692.7908/31/21
DRSLF 2018-65A CLO B DRSLF 2018-65AAAA (sf)N/A23.54121.2129.851.07120343.342.8608/31/21
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA34.54113.4118.011.04115310.212.708/31/21
CGMS 2014-4RA CLO B CGMS 2014-4RAA+ (sf)N/A15.47113.4118.011.04115310.212.708/31/21
OCP 2016-12A CLO BR OCP 2016-12AAA+ (sf)N/A19.87114.95124.791.09115262.972.2908/31/21
ARES 2017-45A CLO B ARES 2017-45AAA+ (sf)AA23.53122.89130.641.06120369.443.0808/31/21
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A21.42120127.271.06120347.292.8908/31/21
CGMS 2019-1A CLO A1B CGMS 2019-1AAAA (sf)AAA34.64116.4123.661.06115265.432.3108/31/21
CGMS 2019-1A CLO B CGMS 2019-1AA+ (sf)A19.13116.4123.661.06115265.432.3108/31/21
BSP 2018-5BA CLO A1A BSP 2018-5BAAAA (sf)AAA36.44114118.961.04110284.042.5808/31/21
BSP 2018-5BA CLO A1B BSP 2018-5BAAAA (sf)AAA34.39114118.961.04110284.042.5808/31/21
BSP 2018-5BA CLO A2 BSP 2018-5BAAAA (sf)N/A24.14114118.961.04110284.042.5808/31/21
BSP 2018-5BA CLO B BSP 2018-5BAA+ (sf)N/A15.94114118.961.04110284.042.5808/31/21
BSP 2018-5BA CLO C BSP 2018-5BABB+ (sf)N/A9.79107.4110.851.03105245.62.3408/31/21
BSP 2018-5BA CLO D BSP 2018-5BABB- (sf)N/A6.2104.3106.611.02   08/31/21
CBAM 2019-9A CLO A CBAM 2019-9AAAA (sf)AAA35.43123.33132.161.07120305.072.5408/31/21
CBAM 2019-9A CLO B1 CBAM 2019-9AAAA (sf)AA24.34123.33132.161.07120305.072.5408/31/21
CBAM 2019-9A CLO B2 CBAM 2019-9AAAA (sf)AA24.34123.33132.161.07120305.072.5408/31/21
CBAM 2019-9A CLO C CBAM 2019-9AAA+ (sf)A19.75117.71124.611.06110273.222.4808/31/21
CBAM 2019-9A CLO D CBAM 2019-9ABBB+ (sf)BBB-13.44110.55115.531.05105228.972.1808/31/21
FCBSL 2019-1A CLO A1 FCBSL 2019-1AAAA (sf)AAA46.43127136.871.08120326.072.7208/31/21
FCBSL 2019-1A CLO A2 FCBSL 2019-1AAAA (sf)AAA37.4127136.871.08120326.072.7208/31/21
FCBSL 2019-1A CLO B FCBSL 2019-1AAAA (sf)N/A27.59127136.871.08120326.072.7208/31/21
FCBSL 2019-1A CLO C FCBSL 2019-1AA+ (sf)N/A21.58118.5126.381.07115285.062.4808/31/21
FCBSL 2019-1A CLO D FCBSL 2019-1ABBB- (sf)N/A14.97110.7116.551.05110239.542.1808/31/21
FCBSL 2019-1A CLO E FCBSL 2019-1ABB (sf)N/A11.33107.4111.771.04105208.461.9908/31/21
ATCLO 2019-15A B1 ATCLO 2019-15AAAA (sf)N/A23.37121.58130.391.07120262.382.1908/31/21
ATCLO 2019-15A B2 ATCLO 2019-15AAAA (sf)N/A23.37121.58130.391.07120262.382.1908/31/21
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A24.05123.33133.451.08115187.431.6308/31/21
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A22.57120.7128.061.06120385.443.2108/31/21
HLM 7A-2015 CLO BR HLM 7A-2015AAA (sf)N/A30.99124.06139.551.121204253.5408/31/21
ARES 2015-38A CLO BR ARES 2015-38AAA+ (sf)AA22.64121.58129.161.06120403.283.3608/31/21
HLM 10A-16 CLO BR HLM 10A-16AAA (sf)N/A17.16115.5120.721.05115237.682.0708/31/21
APID 2016-24A CLO A1BRR APID 2016-24AAAA (sf)AAA33.59114.95119.141.04115323.322.8108/31/21
APID 2016-24A CLO BRR APID 2016-24AA+ (sf)N/A16.22114.95119.141.04115323.322.8108/31/21
INGIM 2013-1A CLO A1BR INGIM 2013-1AAAA (sf)AAA31.94113.5117.91.04115267.182.3208/31/21
INGIM 2013-1A CLO BR INGIM 2013-1AA (sf)N/A15.36113.5117.91.04115267.182.3208/31/21
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA22.95121.2128.541.06120323.152.6908/31/21
NEUB 2018-27A CLO A1 NEUB 2018-27AAAA (sf)AAA39.8123.3132.251.07120362.193.0208/31/21
NEUB 2018-27A CLO A2 NEUB 2018-27AAAA (sf)AAA36.79123.3132.251.07120362.193.0208/31/21
NEUB 2018-27A CLO B NEUB 2018-27AAAA (sf)N/A24.75123.3132.251.07120362.193.0208/31/21
NEUB 2018-27A CLO C NEUB 2018-27AA+ (sf)N/A17.73114120.961.06115317.732.7608/31/21
NEUB 2018-27A CLO D NEUB 2018-27ABB+ (sf)N/A11.71107.6112.711.05110274.62.508/31/21
NEUB 2018-27A CLO E NEUB 2018-27ABB- (sf)N/A7.2103.9107.231.03105229.052.1808/31/21
OCP 2016-11A CLO A1BR OCP 2016-11ANRAAA 114121.281.06115258.812.2508/31/21
OCP 2016-11A CLO BR OCP 2016-11AA (sf)N/A17.55114121.281.06115258.812.2508/31/21
GUGG4 2016-1A CLO A2RB1R GUGG4 2016-1AAAA (sf)AA-22.79116.1120.931.04110262.132.3808/31/21
GUGG4 2016-1A CLO A2RB2R GUGG4 2016-1AAAA (sf)AA-22.79116.1120.931.04110262.132.3808/31/21
GUGG4 2016-1A CLO A2RB3R GUGG4 2016-1AAAA (sf)AA-22.79116.1120.931.04110262.132.3808/31/21