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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
HLM 9A-2016 CLO A1BR HLM 9A-2016AAA (sf)AAA34.86113.95119.821.05115297.22.5808/31/21
HLM 9A-2016 CLO BR HLM 9A-2016A+ (sf)N/A16.54113.95119.821.05115297.22.5808/31/21
GCBSL 2019-40A CLO A1 GCBSL 2019-40AAAA (sf)AAA38.79128.6139.191.08120295.212.4608/31/21
GCBSL 2019-40A CLO A2 GCBSL 2019-40AAAA (sf)AAA36.78128.6139.191.08120295.212.4608/31/21
GCBSL 2019-40A CLO B GCBSL 2019-40AAAA (sf)AA28.16128.6139.191.08120295.212.4608/31/21
GCBSL 2019-40A CLO C GCBSL 2019-40AAAA (sf)A23121.8129.871.07110261.62.3808/31/21
GCBSL 2019-40A CLO D GCBSL 2019-40AA+ (sf)BBB-16.78113.6120.161.06105219.862.0908/31/21
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB-10.46107.2111.681.04   08/31/21
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA34.56123.07129.511.05120331.382.7608/31/21
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA23.16123.07129.511.05120331.382.7608/31/21
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA23.16123.07129.511.05120331.382.7608/31/21
CBAM 2018-7A CLO C CBAM 2018-7AAA (sf)A17.89116.53121.21.04115299.882.6108/31/21
CBAM 2018-7A CLO D CBAM 2018-7ABBB (sf)BBB-11.04108.94111.871.03110254.82.3208/31/21
CBAM 2018-7A CLO E CBAM 2018-7ABB (sf)BB-5.93103.7105.791.02   08/31/21
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A22.55121.6129.021.06120351.72.9308/31/21
ANCHC 2015-7A CLO BRR ANCHC 2015-7AAAA (sf)N/A24.36123.3131.951.07120392.893.2708/31/21
CBAM 2017-2A CLO X CBAM 2017-2AAAA (sf)AAA 121.58131.481.08120320.72.6708/31/21
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA35.99121.58131.481.08120320.72.6708/31/21
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA23.98121.58131.481.08120320.72.6708/31/21
CBAM 2017-2A CLO CR CBAM 2017-2AAA+ (sf)A18.89115.31123.221.07110287.812.6208/31/21
CBAM 2017-2A CLO DR CBAM 2017-2ABBB+ (sf)BBB-12.88108.82114.731.05105245.42.3408/31/21
CBAM 2017-2A CLO ER CBAM 2017-2ABB (sf)BB-7.98103.7108.621.05   08/31/21
CBAM 2018-5A CLO X CBAM 2018-5ANRN/A 121.6129.581.07120374.323.1208/31/21
CBAM 2018-5A CLO A CBAM 2018-5AAAA (sf)AAA35.24121.6129.581.07120374.323.1208/31/21
CBAM 2018-5A CLO B1 CBAM 2018-5AAAA (sf)AA23.09121.6129.581.07120374.323.1208/31/21
CBAM 2018-5A CLO B2 CBAM 2018-5AAAA (sf)AA23.09121.6129.581.07120374.323.1208/31/21
CBAM 2018-5A CLO C CBAM 2018-5AAA- (sf)A17.78115.1121.211.05115338.072.9408/31/21
CBAM 2018-5A CLO D CBAM 2018-5ABBB+ (sf)BBB-11.46108.3112.551.04110291.152.6508/31/21
CBAM 2018-5A CLO E CBAM 2018-5ABB (sf)BB-6.9103.7107.041.03   08/31/21
CANYC 2017-1A CLO BR CANYC 2017-1AAAA (sf)AA+23.42122.32130.581.07120301.082.5108/31/21
BCC 2019-2A CLO A BCC 2019-2AAAA (sf)AAA35.79121.6130.781.08120306.522.5508/31/21
BCC 2019-2A CLO B BCC 2019-2AAAA (sf)N/A23.75121.6130.781.08120306.522.5508/31/21
BCC 2019-2A CLO C BCC 2019-2AA (sf)N/A17.73114121.221.06115267.082.3208/31/21
BCC 2019-2A CLO D BCC 2019-2ABB+ (sf)N/A12.21107.8113.61.05110229.262.0808/31/21
BCC 2019-2A CLO E BCC 2019-2ABB- (sf)N/A7.7103.7108.041.04   08/31/21
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA25.7124.07134.591.08120352.32.9408/31/21
ANCHC 2016-8A CLO BR ANCHC 2016-8AAAA (sf)AAA30.73126.1144.361.14120413.513.4508/31/21
BKPRK 2019-1A CLO A1 BKPRK 2019-1AAAA (sf)N/A42.25122.45132.211.08120256.432.1408/31/21
BKPRK 2019-1A CLO A2 BKPRK 2019-1AAAA (sf)N/A34.88122.45132.211.08120256.432.1408/31/21
BKPRK 2019-1A CLO B1 BKPRK 2019-1AAAA (sf)N/A24.36122.45132.211.08120256.432.1408/31/21
BKPRK 2019-1A CLO B2 BKPRK 2019-1AAAA (sf)N/A24.36122.45132.211.08120256.432.1408/31/21
BKPRK 2019-1A CLO C BKPRK 2019-1AA (sf)N/A18.6115.08122.861.07115229.11.9908/31/21
BKPRK 2019-1A CLO D BKPRK 2019-1ABB+ (sf)N/A12.59108.61114.411.05110197.521.808/31/21
BKPRK 2019-1A CLO E BKPRK 2019-1ABB- (sf)N/A9.09105.69109.991.04105173.321.6508/31/21
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA42.17125.1134.961.08120375.813.1308/31/21
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA35.92125.1134.961.08120375.813.1308/31/21
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A25.9125.1134.961.08120375.813.1308/31/21
BABSN 2019-3A CLO CR BABSN 2019-3AA+ (sf)N/A18.39114.7122.541.07115324.212.8208/31/21
BABSN 2019-3A CLO DR BABSN 2019-3ABB+ (sf)N/A12.63108.6114.461.05110281.472.5608/31/21
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-8.19104.6108.921.04105227.552.1708/31/21