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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
CBAM 2019-9A CLO A CBAM 2019-9AAA+ (sf)AAA35.44123.33132.171.07120291.092.4308/11/21
CBAM 2019-9A CLO B1 CBAM 2019-9AAA+ (sf)AA24.34123.33132.171.07120291.092.4308/11/21
CBAM 2019-9A CLO B2 CBAM 2019-9AAA+ (sf)AA24.34123.33132.171.07120291.092.4308/11/21
CBAM 2019-9A CLO C CBAM 2019-9AAA (sf)A19.75117.71124.611.06110261.192.3708/11/21
CBAM 2019-9A CLO D CBAM 2019-9ABBB+ (sf)BBB-13.45110.55115.541.05105219.642.0908/11/21
CBAM 2019-9A CLO E CBAM 2019-9ABB- (sf)BB-7.34103.87107.931.04   08/11/21
CBAM 2018-6A CLO A1R CBAM 2018-6AAA+ (sf)AAA35.29121.15129.351.07120271.092.2608/11/21
CBAM 2018-6A CLO A2R CBAM 2018-6AAA+ (sf)AAA35.29121.15129.351.07120271.092.2608/11/21
CBAM 2018-6A CLO B1R CBAM 2018-6AAA+ (sf)AA22.9121.15129.351.07120271.092.2608/11/21
CBAM 2018-6A CLO B2R CBAM 2018-6AAA+ (sf)AA22.9121.15129.351.07120271.092.2608/11/21
CBAM 2018-6A CLO CR CBAM 2018-6AA+ (sf)A18.35115.84122.141.05115246.412.1408/11/21
CBAM 2018-6A CLO DR CBAM 2018-6ABB+ (sf)BBB-12.18109.14113.561.04110210.211.9108/11/21
CBAM 2018-6A CLO ER CBAM 2018-6ABB- (sf)BB-6.97104.2107.211.03   08/11/21
DRSLF 2013-26A CLO BR DRSLF 2013-26AAA+ (sf)N/A22.7120.7128.421.06120380.543.1708/11/21
ATCLO 2019-15A B1 ATCLO 2019-15AAA+ (sf)AA23.36121.58130.371.07120257.012.1408/11/21
ATCLO 2019-15A B2 ATCLO 2019-15AAA+ (sf)AA23.36121.58130.371.07120257.012.1408/11/21
ARES 2018-49A CLO B ARES 2018-49AAA+ (sf)AA23.03121.57129.921.07120369.423.0808/11/21
ARES 2017-45A CLO B ARES 2017-45AAA+ (sf)AA23.52122.89130.621.06120345.352.8808/11/21
AIGIM 2019-1A CLO B AIGIM 2019-1AAA+ (sf)N/A24.83124.2133.021.07120283.522.3608/11/21
FCBSL 2019-1A CLO A1 FCBSL 2019-1AAA+ (sf)AAA46.43127136.721.08120335.192.7908/11/21
FCBSL 2019-1A CLO A2 FCBSL 2019-1AAA+ (sf)N/A37.39127136.721.08120335.192.7908/11/21
FCBSL 2019-1A CLO B FCBSL 2019-1AAA+ (sf)AA27.58127136.721.08120335.192.7908/11/21
FCBSL 2019-1A CLO C FCBSL 2019-1AA+ (sf)A21.57118.5126.251.07115293.332.5508/11/21
FCBSL 2019-1A CLO D FCBSL 2019-1ABBB (sf)BBB-14.95110.7116.431.05110246.912.2408/11/21
FCBSL 2019-1A CLO E FCBSL 2019-1ABB+ (sf)BB-11.32107.4111.661.04105215.22.0508/11/21
BTNY2 2018-1A CLO X BTNY2 2018-1ANRN/A 116.5122.151.05115313.422.7308/11/21
BTNY2 2018-1A CLO A1 BTNY2 2018-1AAA+ (sf)N/A34.37116.5122.151.05115313.422.7308/11/21
BTNY2 2018-1A CLO A2 BTNY2 2018-1AAA+ (sf)N/A23.26116.5122.151.05115313.422.7308/11/21
BTNY2 2018-1A CLO B BTNY2 2018-1AA+ (sf)N/A18.21116.5122.151.05115313.422.7308/11/21
BTNY2 2018-1A CLO C BTNY2 2018-1ABB+ (sf)N/A12.15108.9113.731.04110268.982.4508/11/21
BTNY2 2018-1A CLO D BTNY2 2018-1ABB- (sf)BB-7.1104.7107.551.03   08/11/21
GUGG4 2016-1A CLO A2RB1R GUGG4 2016-1AAA+ (sf)N/A22.77116.1120.891.04110255.042.3208/11/21
GUGG4 2016-1A CLO A2RB2R GUGG4 2016-1AAA+ (sf)AA-22.77116.1120.891.04110255.042.3208/11/21
GUGG4 2016-1A CLO A2RB3R GUGG4 2016-1AAA+ (sf)AA-22.77116.1120.891.04110255.042.3208/11/21
GUGG4 2016-1A CLO A2RB4R GUGG4 2016-1AAA+ (sf)AA-22.77116.1120.891.04110255.042.3208/11/21
GUGG4 2016-1A CLO BRAR GUGG4 2016-1ANRA- 116.1120.891.04110255.042.3208/11/21
GUGG4 2016-1A CLO BRB3R GUGG4 2016-1AA+ (sf)A-17.47116.1120.891.04110255.042.3208/11/21
GUGG4 2016-1A CLO BRB4R GUGG4 2016-1AA+ (sf)A-17.47116.1120.891.04110255.042.3208/11/21
GOCAP 2017-35A CLO BR GOCAP 2017-35AAA+ (sf)AA25.25124.07133.731.08120324.462.708/11/21
CHPRK 2018-1A CLO A1B CHPRK 2018-1AAA+ (sf)N/A34.21113.88120.411.06115306.272.6608/11/21
CHPRK 2018-1A CLO B CHPRK 2018-1AA- (sf)A16.95113.88120.411.06115306.272.6608/11/21
BSP 2019-19A CLO A BSP 2019-19AAA+ (sf)AAA36.21121.58131.871.08120276.32.308/11/21
BSP 2019-19A CLO B BSP 2019-19AAA+ (sf)N/A24.24121.58131.871.08120276.32.308/11/21
BSP 2019-19A CLO C BSP 2019-19AA+ (sf)N/A18.26113.95122.221.07115243.592.1208/11/21
BSP 2019-19A CLO D BSP 2019-19ABB+ (sf)N/A12.28106.64113.891.07110208.31.8908/11/21
BSP 2019-19A CLO E BSP 2019-19ABB- (sf)N/A8.29103.7108.941.05   08/11/21
GLM 2019-4A CLO A1B GLM 2019-4ANRN/A 126.58134.961.07120428.043.5708/11/21
CGMS 2013-4A CLO BRR CGMS 2013-4AAA+ (sf)N/A21.36120.3126.831.05120364.43.0408/11/21
GLM 2019-4A CLO BR GLM 2019-4AAA+ (sf)N/A25.92126.58134.961.07120428.043.5708/11/21
CGMS 2018-2A CLO B CGMS 2018-2AA+ (sf)N/A17113.95120.271.06115303.582.6408/11/21