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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 2017-1 CLO E CBAM 2017-1BB- (sf)BB-7.22104.7107.781.03   05/07/21
Southwick Park CLO B1 Southwick Park CLOAA+ (sf)N/A24.03122.01131.621.08120289.482.4105/07/21
Southwick Park CLO B2 Southwick Park CLOAA+ (sf)N/A24.03122.01131.621.08120289.482.4105/07/21
Cirrus Funding 2018-1 CLO B Cirrus Funding 2018-1NRN/A 155.4168.691.09110164.961.505/07/21
Bristol Park CLO AR Bristol Park CLOAA+ (sf)AAA34.17121.58129.921.07120338.332.8205/07/21
Bristol Park CLO BR Bristol Park CLOAA+ (sf)AA23.03121.58129.921.07120338.332.8205/07/21
Bristol Park CLO CR Bristol Park CLOA (sf)A16.96113.95120.421.06110298.532.7105/07/21
Bristol Park CLO DR Bristol Park CLOBB+ (sf)BBB-11.15107.64112.561.05105256.582.4405/07/21
Bristol Park CLO ER Bristol Park CLOBB- (sf)BB-6.57103.4107.041.04   05/07/21
CBAM 2017-3 CLO X CBAM 2017-3NRN/A 121.6129.441.06120304.462.5405/07/21
CBAM 2017-3 CLO A CBAM 2017-3AA+ (sf)AAA35.06121.6129.441.06120304.462.5405/07/21
CBAM 2017-3 CLO B1 CBAM 2017-3AA+ (sf)AA22.88121.6129.441.06120304.462.5405/07/21
CBAM 2017-3 CLO B2 CBAM 2017-3AA+ (sf)AA22.88121.6129.441.06120304.462.5405/07/21
CBAM 2017-3 CLO C CBAM 2017-3A+ (sf)A17.3115.7120.71.04115272.532.3705/07/21
CBAM 2017-3 CLO D CBAM 2017-3BB+ (sf)BBB-11.21108.3112.431.04110234.332.1305/07/21
CBAM 2017-3 CLO E1 CBAM 2017-3BB- (sf)BB-6.64104.7106.931.02   05/07/21
CBAM 2017-3 CLO E2 CBAM 2017-3BB- (sf)BB-6.64104.7106.931.02   05/07/21
Thayer Park CLO B Thayer Park CLONRN/A 113.95122.111.07115597.725.205/07/21
Zais CLO 13 A1B Zais CLO 13AA+ (sf)AAA38.96122.45130.021.06120251.622.105/07/21
Zais CLO 13 A2B Zais CLO 13AA+ (sf)AAA32.85122.45130.021.06120251.622.105/07/21
Zais CLO 13 B1 Zais CLO 13AA+ (sf)AA23.19122.45130.021.06120251.622.105/07/21
Zais CLO 13 B2 Zais CLO 13AA+ (sf)AA23.19122.45130.021.06120251.622.105/07/21
Fillmore Park CLO B1A Fillmore Park CLOAA+ (sf)N/A25.79125134.751.08120348.942.9105/07/21
Fillmore Park CLO B1B1 Fillmore Park CLOAA+ (sf)N/A25.79125134.751.08120348.942.9105/07/21
Fillmore Park CLO B1B2 Fillmore Park CLOAA+ (sf)N/A25.79125134.751.08120348.942.9105/07/21
Fillmore Park CLO B2A Fillmore Park CLONRN/A 125134.751.08120348.942.9105/07/21
Fillmore Park CLO B2B2 Fillmore Park CLOAA+ (sf)N/A25.79125134.751.08120348.942.9105/07/21
Fillmore Park CLO CB1 Fillmore Park CLOA (sf)N/A18.34114.8122.451.07115302.662.6305/07/21
Fillmore Park CLO CB3 Fillmore Park CLOA (sf)N/A18.34114.8122.451.07115302.662.6305/07/21
Fillmore Park CLO FB3 Fillmore Park CLOB+ (sf)N/A7.91      05/07/21
Long Point Park CLO A1B Long Point Park CLOAA+ (sf)AAA33.67114.08120.481.06115290.652.5305/07/21
Long Point Park CLO B Long Point Park CLOA+ (sf)A17.05114.08120.481.06115290.652.5305/07/21
CBAM 2019-11 CLO A1 CBAM 2019-11AA+ (sf)AAA35.96122.5132.361.08120269.232.2405/07/21
CBAM 2019-11 CLO A2 CBAM 2019-11AA+ (sf)AAA35.96122.5132.361.08120269.232.2405/07/21
CBAM 2019-11 CLO B1 CBAM 2019-11AA+ (sf)AA24.45122.5132.361.08120269.232.2405/07/21
CBAM 2019-11 CLO B2 CBAM 2019-11AA+ (sf)AA24.45122.5132.361.08120269.232.2405/07/21
CBAM 2019-11 CLO C CBAM 2019-11A+ (sf)A19.85116.8124.761.07115244.782.1305/07/21
CBAM 2019-11 CLO D CBAM 2019-11BBB (sf)BBB-13.44109.6115.531.05110207.771.8905/07/21
CBAM 2019-11 CLO E CBAM 2019-11BB- (sf)BB-7.94104.2108.631.04   05/07/21
Dewolf Park CLO B Dewolf Park CLOAA+ (sf)AA24.58123.3132.531.07115297.782.5905/07/21
CBAM 2018-8 CLO A1 CBAM 2018-8AA+ (sf)AAA34.28122.5129.471.06120312.672.6105/07/21
CBAM 2018-8 CLO A2 CBAM 2018-8AA+ (sf)AAA34.28122.5129.471.06120312.672.6105/07/21
CBAM 2018-8 CLO B1 CBAM 2018-8AA+ (sf)AA23.07122.5129.471.06120312.672.6105/07/21
CBAM 2018-8 CLO B2 CBAM 2018-8AA+ (sf)AA23.07122.5129.471.06120312.672.6105/07/21
CBAM 2018-8 CLO C CBAM 2018-8A+ (sf)A17.97116.2121.431.05110283.942.5805/07/21
CBAM 2018-8 CLO D CBAM 2018-8BB+ (sf)BBB-11.45109.1112.491.03105243.582.3205/07/21
CBAM 2018-8 CLO E CBAM 2018-8BB- (sf)BB-6.26103.7106.251.02   05/07/21
Webster Park CLO A1AR Webster Park CLOAA+ (sf)AAA39.49114.1120.931.06115288.842.5105/07/21
Webster Park CLO A1BR Webster Park CLOAA+ (sf)N/A35.45114.1120.931.06115288.842.5105/07/21
Webster Park CLO A2R Webster Park CLOAA+ (sf)AA22.85114.1120.931.06115288.842.5105/07/21