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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
GLM 2019-5A CLO A1B GLM 2019-5ANRN/A 126.1135.351.07120386.373.2212/07/21
GLM 2019-5A CLO BR GLM 2019-5AAAA (sf)N/A26.12126.1135.351.07120386.373.2212/07/21
LCM 16A CLO A1BRR LCM 16AAAA (sf)N/A35.81121.2128.251.06120302.422.5212/07/21
LCM 16A CLO BRR LCM 16AAAA (sf)N/A22.03121.2128.251.06120302.422.5212/07/21
GALXY 2018-25A CLO B GALXY 2018-25AAAA (sf)AA23.66122.3130.991.07120285.382.3812/07/21
VIBR 2016-4A CLO A1RR VIBR 2016-4AAAA (sf)N/A36.91121.66127.31.05120316.542.6412/07/21
CIFC 2015-2A CLO BR2 CIFC 2015-2AAAA (sf)AA23.74121.58130.831.08120376.993.1412/07/21
KKR 9 CLO BR2 KKR 9AAA (sf)AA+24.29123.9132.051.07120383.343.1912/07/21
LCM 28A CLO B LCM 28AAAA (sf)N/A23.48122.45130.691.07120323.562.712/07/21
DRSLF 2015-40A CLO BR DRSLF 2015-40AAAA (sf)AA23.12121.6129.411.06120332.262.7712/07/21
OCTR 2019-7A CLO BR OCTR 2019-7AAAA (sf)N/A22.59121.6128.71.06120358.62.9912/07/21
FCBSL 2015-1A CLO AR FCBSL 2015-1AAAA (sf)AAA40.3122.5133.151.09120398.613.3212/07/21
FCBSL 2015-1A CLO B1R FCBSL 2015-1AAAA (sf)N/A25.15122.5133.151.09120398.613.3212/07/21
FCBSL 2015-1A CLO B2R2 FCBSL 2015-1AAAA (sf)N/A25.15122.5133.151.09120398.613.3212/07/21
FCBSL 2015-1A CLO CR FCBSL 2015-1AA+ (sf)N/A19.2114.8123.341.07115349.953.0412/07/21
FCBSL 2015-1A CLO DR FCBSL 2015-1ABBB+ (sf)N/A13.97109.3115.841.06110303.322.7612/07/21
FCBSL 2015-1A CLO ER FCBSL 2015-1ABB+ (sf)N/A9.91105.1110.631.05105255.322.4312/07/21
GALL 2017-1A CLO B GALL 2017-1AAAA (sf)AA+28.04120.7138.971.15120313.172.6112/07/21
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA24.51123.3132.471.07120306.892.5612/07/21
JMP 2017-1A CLO B JMP 2017-1AAAA (sf)AA22.56122.45129.091.05120291.192.4312/07/21
WINDR 2016-1KRA CLO BR2 WINDR 2016-1KRAAAA (sf)N/A25.75124.25134.681.08117.5416.673.5512/07/21
MCLO 2013-5A BR MCLO 2013-5AAAA (sf)N/A32.53114.23136.21.19115392.113.4112/07/21
HLDN 2015-4A CLO B1R HLDN 2015-4AAAA (sf)N/A27.08126.5136.481.08120354.042.9512/07/21
HLDN 2015-4A CLO B2R2 HLDN 2015-4AAAA (sf)N/A27.08126.5136.481.08120354.042.9512/07/21
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA40.57121.6131.711.08120316.732.6412/07/21
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA37.25121.6131.711.08120316.732.6412/07/21
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AA+24.3121.6131.711.08120316.732.6412/07/21
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AA+24.3121.6131.711.08120316.732.6412/07/21
CBAM 2019-11A CLO A1 CBAM 2019-11AAAA (sf)AAA35.97122.5132.41.08120282.342.3512/07/21
CBAM 2019-11A CLO A2 CBAM 2019-11AAAA (sf)AAA35.97122.5132.41.08120282.342.3512/07/21
CBAM 2019-11A CLO B1 CBAM 2019-11AAAA (sf)AA24.47122.5132.41.08120282.342.3512/07/21
CBAM 2019-11A CLO B2 CBAM 2019-11AAAA (sf)AA24.47122.5132.41.08120282.342.3512/07/21
CBAM 2019-11A CLO C CBAM 2019-11AAA+ (sf)A19.87116.8124.791.07115256.252.2312/07/21
CBAM 2019-11A CLO D CBAM 2019-11ABBB+ (sf)BBB-13.47109.6115.561.05110216.621.9712/07/21
CBAM 2019-11A CLO E CBAM 2019-11ABB (sf)BB-7.96104.2108.651.04   12/07/21
CIFC 2012-2RA CLO B CIFC 2012-2RAAAA (sf)A+18.49112.5122.671.09115331.992.8912/07/21
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A24.01121.6131.61.08120288.952.4112/07/21
ALLEG 2017-2A CLO B ALLEG 2017-2AAAA (sf)AA22.99121.8129.691.061203432.8612/07/21
MDPK 2014-14A CLO BRR MDPK 2014-14AAAA (sf)AA24.77125132.121.06120344.682.8712/07/21
KKR 12 CLO AR2B KKR 12AAA (sf)AAA35.62123131.91.07120314.742.6212/07/21
KKR 12 CLO BR2 KKR 12AAA (sf)AA24.36123131.91.07120314.742.6212/07/21
BABSN 2018-2A CLO C BABSN 2018-2ABBB+ (sf)BBB-12.93109.54114.851.05110276.572.5112/07/21
BABSN 2018-2A CLO D BABSN 2018-2ABB (sf)BB-7.45104.7108.051.03105218.872.0812/07/21
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA (sf)N/A18.3113.95120.821.06115228.711.9912/07/21
GWOLF 2019-1A CLO B2R GWOLF 2019-1AA (sf)N/A18.3113.95120.821.06115228.711.9912/07/21
CPARK 2015-2A CLO BR CPARK 2015-2AAAA (sf)AAA39.78128.6165.431.29120445.893.7212/07/21
GALL 2018-1A CLO B1 GALL 2018-1AAAA (sf)AAA28.6120.72140.051.16120348.432.912/07/21
GALL 2018-1A CLO B2 GALL 2018-1AAAA (sf)AAA28.6120.72140.051.16120348.432.912/07/21
GALL 2018-1A CLO B3 GALL 2018-1AAAA (sf)AAA28.6120.72140.051.16120348.432.912/07/21
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)N/A24.02121.58131.611.08120303.352.5312/07/21