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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
CHPRK 2018-1A CLO A1B CHPRK 2018-1AAAA (sf)AAA46.9113.91241.09115160.21.3911/11/24
CHPRK 2018-1A CLO A2 CHPRK 2018-1AAAA (sf)N/A31.86113.91241.09115160.21.3911/11/24
CHPRK 2018-1A CLO B CHPRK 2018-1AAAA (sf)N/A19.32113.91241.09115160.21.3911/11/24
CHPRK 2018-1A CLO C CHPRK 2018-1ABBB (sf)N/A9.46107.4111.61.04110140.61.2811/11/24
CHPRK 2018-1A CLO D CHPRK 2018-1ABB- (sf)N/A3.39104.3105.21.01105127.81.2211/11/24
CHPRK 2018-1A CLO E CHPRK 2018-1AC (sf)N/A0.96      11/11/24
CIFC 2013-1A CLO A1RR CIFC 2013-1AAAA (sf)AAA47.65114.1123.91.09115151.81.3211/11/24
CIFC 2013-1A CLO A2R CIFC 2013-1AAAA (sf)N/A30.16114.1123.91.09115151.81.3211/11/24
CIFC 2013-1A CLO BR CIFC 2013-1AAAA (sf)N/A18.31114.1123.91.09115151.81.3211/11/24
CIFC 2013-1A CLO CR CIFC 2013-1AA (sf)N/A10.86108.21141.05110136.31.2411/11/24
CIFC 2013-1A CLO DR CIFC 2013-1ABB- (sf)N/A3.83103.2106.11.03   11/11/24
CIFC 2015-4A CLO X CIFC 2015-4AAAA (sf)N/A 114.7121.91.06110155.71.4211/11/24
CIFC 2015-4A CLO A1A2 CIFC 2015-4AAAA (sf)AAA37.63114.7121.91.06110155.71.4211/11/24
CIFC 2015-4A CLO A1B2 CIFC 2015-4AAAA (sf)AAA35.56114.7121.91.06110155.71.4211/11/24
CIFC 2015-4A CLO A2R2 CIFC 2015-4AAAA (sf)N/A21114.7121.91.06110155.71.4211/11/24
CIFC 2015-4A CLO BR2 CIFC 2015-4AA+ (sf)N/A15.29114.7121.91.06110155.71.4211/11/24
CIFC 2015-4A CLO CR2 CIFC 2015-4ABB+ (sf)N/A9.05108.3113.61.05105142.41.3611/11/24
CIFC 2015-4A CLO DR2 CIFC 2015-4ABB- (sf)N/A5.41104.4109.21.05   11/11/24
CIFC 2017-1A CLO XRR CIFC 2017-1AAAA (sf)N/A 121.6131.61.08   11/11/24
CIFC 2017-1A CLO ARR CIFC 2017-1AAAA (sf)N/A35.31121.6131.61.08   11/11/24
CIFC 2017-1A CLO BRR CIFC 2017-1AAAA (sf)N/A21.96121.6131.61.08   11/11/24
CIFC 2017-1A CLO CRR CIFC 2017-1AA- (sf)N/A15.8114121.91.07   11/11/24
CIFC 2017-1A CLO DRR CIFC 2017-1ABB+ (sf)N/A9.64107.6113.61.06   11/11/24
CIFC 2017-1A CLO ERR CIFC 2017-1AB+ (sf)N/A5.54103.2108.71.05   11/11/24
CIFC 2017-2A CLO AR CIFC 2017-2AAAA (sf)AAA46.17123.3142.21.151201881.5711/11/24
CIFC 2017-2A CLO BR CIFC 2017-2AAAA (sf)AAA28.65123.3142.21.151201881.5711/11/24
CIFC 2017-2A CLO CR CIFC 2017-2AAAA (sf)A+18.81114.8125.41.09110163.61.4911/11/24
CIFC 2017-2A CLO DR CIFC 2017-2AA+ (sf)BBB-10.44108.31141.05105144.91.3811/11/24
CIFC 2017-2A CLO E CIFC 2017-2ABB (sf)BB-3.84103.7106.31.03   11/11/24
CIFC 2017-3A CLO XR CIFC 2017-3AAAA (sf)AAA 121.6130.91.08120152.61.2711/11/24
CIFC 2017-3A CLO AR CIFC 2017-3AAAA (sf)AAA33.57121.6130.91.08120152.61.2711/11/24
CIFC 2017-3A CLO BR CIFC 2017-3AAAA (sf)AA21.12121.6130.91.08120152.61.2711/11/24
CIFC 2017-3A CLO CR CIFC 2017-3AA- (sf)A15.15114.3121.71.06115141.21.2311/11/24
CIFC 2017-3A CLO D1R CIFC 2017-3ABB+ (sf)BBB9.7107.6113.11.05110129.11.1711/11/24
CIFC 2017-3A CLO D2R CIFC 2017-3AB+ (sf)BBB-8.66107.6113.11.05110129.11.1711/11/24
CIFC 2017-3A CLO ER CIFC 2017-3AB+ (sf)BB-5.29104.1109.11.05   11/11/24
CIFC 2017-4A CLO A1R CIFC 2017-4AAAA (sf)AAA49.12114.61301.13115167.31.4511/11/24
CIFC 2017-4A CLO A2R CIFC 2017-4AAAA (sf)AA+31.24114.61301.13115167.31.4511/11/24
CIFC 2017-4A CLO BR CIFC 2017-4AAAA (sf)A22.19114.61301.13115167.31.4511/11/24
CIFC 2017-4A CLO CR CIFC 2017-4AAA (sf)BBB-12.2108115.81.07110144.51.3111/11/24
CIFC 2017-4A CLO D CIFC 2017-4ABB+ (sf)BB-5.23104.2107.61.03   11/11/24
CIFC 2017-5A CLO XR CIFC 2017-5AAAA (sf)AAA 121.6131.51.08120152.71.2711/11/24
CIFC 2017-5A CLO AR CIFC 2017-5AAAA (sf)AAA34.45121.6131.51.08120152.71.2711/11/24
CIFC 2017-5A CLO BR CIFC 2017-5AAAA (sf)AA22.16121.6131.51.08120152.71.2711/11/24
CIFC 2017-5A CLO CR CIFC 2017-5AA+ (sf)A16.01114121.91.07115140.51.2211/11/24
CIFC 2017-5A CLO DR CIFC 2017-5ABB+ (sf)BBB-9.87107.6113.61.06110128.91.1711/11/24
CIFC 2017-5A CLO ER CIFC 2017-5ABB- (sf)BB-5.88103.3108.81.05   11/11/24
CIFC 2018-1A CLO A CIFC 2018-1AAAA (sf)AAA42.39121.6138.21.14120175.21.4611/11/24
CIFC 2018-1A CLO B CIFC 2018-1AAAA (sf)AA+26.87121.6138.21.14120175.21.4611/11/24
CIFC 2018-1A CLO C CIFC 2018-1AAAA (sf)A+19.11114.7125.71.1115157.91.3711/11/24