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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
Webster Park CLO BR Webster Park CLOA (sf)A17.4114.1120.931.06115288.842.5105/07/21
Webster Park CLO CR Webster Park CLOBB+ (sf)BBB-11.45107.9112.811.05110248.842.2605/07/21
Webster Park CLO DR Webster Park CLOBB- (sf)BB-7.52104.6108.011.03105213.12.0305/07/21
Webster Park CLO ER Webster Park CLOB+ (sf)B-6.51      05/07/21
CBAM 2018-6 CLO A1R CBAM 2018-6AA+ (sf)AAA35.19121.15128.971.06120277.362.3105/07/21
CBAM 2018-6 CLO A2R CBAM 2018-6AA+ (sf)AAA35.19121.15128.971.06120277.362.3105/07/21
CBAM 2018-6 CLO B1R CBAM 2018-6AA+ (sf)AA22.78121.15128.971.06120277.362.3105/07/21
CBAM 2018-6 CLO B2R CBAM 2018-6AA+ (sf)AA22.78121.15128.971.06120277.362.3105/07/21
CBAM 2018-6 CLO CR CBAM 2018-6A+ (sf)A18.22115.84121.781.05115252.362.1905/07/21
CBAM 2018-6 CLO DR CBAM 2018-6BB+ (sf)BBB-12.04109.14113.221.04110215.771.9605/07/21
CBAM 2018-6 CLO ER CBAM 2018-6BB- (sf)BB-6.83104.2106.891.03   05/07/21
CBAM 2019-9 CLO A CBAM 2019-9AA+ (sf)AAA35.38123.33131.911.07120274.262.2905/07/21
CBAM 2019-9 CLO B1 CBAM 2019-9AA+ (sf)AA24.27123.33131.911.07120274.262.2905/07/21
CBAM 2019-9 CLO B2 CBAM 2019-9AA+ (sf)AA24.27123.33131.911.07120274.262.2905/07/21
CBAM 2019-9 CLO C CBAM 2019-9AA+ (sf)A19.68117.71124.361.06110246.512.2405/07/21
CBAM 2019-9 CLO D CBAM 2019-9BBB+ (sf)BBB-13.36110.55115.31.04105207.951.9805/07/21
CBAM 2019-9 CLO E CBAM 2019-9BB- (sf)BB-7.26103.87107.711.04   05/07/21
CBAM 2017-4 CLO X CBAM 2017-4NRN/A 122.5129.51.06120330.412.7505/07/21
CBAM 2017-4 CLO A CBAM 2017-4AA+ (sf)AAA34.87122.5129.51.06120330.412.7505/07/21
CBAM 2017-4 CLO B1 CBAM 2017-4AA+ (sf)AA23.16122.5129.51.06120330.412.7505/07/21
CBAM 2017-4 CLO B2 CBAM 2017-4AA+ (sf)AA23.16122.5129.51.06120330.412.7505/07/21
CBAM 2017-4 CLO C CBAM 2017-4A (sf)A17.57115.5120.711.05115300.892.6205/07/21
CBAM 2017-4 CLO D CBAM 2017-4BB+ (sf)BBB-10.95108.3111.741.03110261.462.3805/07/21
CBAM 2017-4 CLO E CBAM 2017-4BB- (sf)BB-6.37103.7106.271.02   05/07/21
CBAM 2018-7 CLO A CBAM 2018-7AA+ (sf)AAA34.54123.07129.671.05120337.832.8205/07/21
CBAM 2018-7 CLO B1 CBAM 2018-7AA+ (sf)AA23.14123.07129.671.05120337.832.8205/07/21
CBAM 2018-7 CLO B2 CBAM 2018-7AA+ (sf)AA23.14123.07129.671.05120337.832.8205/07/21
CBAM 2018-7 CLO C CBAM 2018-7A+ (sf)A17.87116.53121.351.04115305.972.6605/07/21
CBAM 2018-7 CLO D CBAM 2018-7BB+ (sf)BBB-11.02108.94112.011.03110260.482.3705/07/21
CBAM 2018-7 CLO E CBAM 2018-7BB- (sf)BB-5.9103.7105.921.02   05/07/21
CBAM 2018-5 CLO X CBAM 2018-5NRN/A 121.6129.341.06120346.452.8905/07/21
CBAM 2018-5 CLO A CBAM 2018-5AA+ (sf)AAA35.18121.6129.341.06120346.452.8905/07/21
CBAM 2018-5 CLO B1 CBAM 2018-5AA+ (sf)AA23.03121.6129.341.06120346.452.8905/07/21
CBAM 2018-5 CLO B2 CBAM 2018-5AA+ (sf)AA23.03121.6129.341.06120346.452.8905/07/21
CBAM 2018-5 CLO C CBAM 2018-5A+ (sf)A17.71115.1120.981.05115313.652.7305/07/21
CBAM 2018-5 CLO D CBAM 2018-5BBB- (sf)BBB-11.38108.3112.341.04110271.422.4705/07/21
CBAM 2018-5 CLO E CBAM 2018-5BB (sf)BB-6.82103.7106.851.03   05/07/21
Newfleet CLO 2016-1 BR Newfleet CLO 2016-1A- (sf)AA24.81121.6128.161.05120288.912.4101/27/21
Signal Peak CLO 5 (formerly Mariner CLO 5) B Signal Peak CLO 5 (formerly Mariner CLO 5)A- (sf)N/A26.15126.72135.21.07115341.422.9701/27/21
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO A1R HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)AA (sf)AAA41.98115.5120.631.04115287.972.501/27/21
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO A2R HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)A- (sf)AA22.95115.5120.631.04115287.972.501/27/21
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO BR HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)BB- (sf)A17.29115.5120.631.04115287.972.501/27/21
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO CR HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)B (sf)BBB-10.86108.6111.931.03110249.942.2701/27/21
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO DR HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)B- (sf)BB-7.25106.2107.581.01105216.582.0601/27/21
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO ER HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)D (sf)B-5.45      01/27/21
OCP CLO 2017-14 A1B OCP CLO 2017-14AA (sf)AAA34.68114.9122.171.06115275.322.3901/27/21
OCP CLO 2017-14 B OCP CLO 2017-14BB- (sf)A18.2114.9122.171.06115275.322.3901/27/21
MidOcean Credit CLO IX B MidOcean Credit CLO IXA- (sf)AA27.2128.9137.371.07120320.12.6701/27/21
HPS Loan Management 15-2019 CLO B HPS Loan Management 15-2019A- (sf)AA24.42124.33132.311.06120275.382.2901/27/21
ICG US CLO 2015-1 BR ICG US CLO 2015-1BB- (sf)A18.03116.2120.371.04115309.842.6901/27/21