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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
FCBSL 2015-1A CLO ER FCBSL 2015-1ABB (sf)N/A9.62105.1109.321.04105256.492.4410/01/21
CGMS C17A CLO A1BR CGMS C17AAAA (sf)AAA35.81116.4121.711.05115245.322.1310/01/21
CGMS C17A CLO BR CGMS C17AA+ (sf)A18.24116.4121.711.05115245.322.1310/01/21
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A22.99120.9129.851.07120339.772.8310/01/21
GALXY 2018-26A CLO B GALXY 2018-26AAAA (sf)AA24.07122.4131.71.08120264.142.210/01/21
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA38.45126.52137.531.09120285.442.3810/01/21
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA27.29126.52137.531.09120285.442.3810/01/21
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA27.29126.52137.531.09120285.442.3810/01/21
CGMS 2018-2A CLO B CGMS 2018-2AA+ (sf)N/A17.03113.95120.31.06115300.062.6110/01/21
DRSLF 2018-60A CLO B DRSLF 2018-60AAAA (sf)AA23.66121.6130.581.071203683.0710/01/21
DEN12 2016-1A CLO BR DEN12 2016-1AAA- (sf)AA22.04121.58128.081.05120336.432.810/01/21
CIFC 2017-5A CLO B CIFC 2017-5AA+ (sf)A17.76114.7121.581.06115291.22.5310/01/21
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A22.32119.8128.741.07110253.882.3110/01/21
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-16.12112.34119.221.06105213.392.0310/01/21
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-10.06106.38111.191.05   10/01/21
APEXC 2015-2A CLO BR APEXC 2015-2AAAA (sf)AAA40.66122.6163.841.34120523.144.3610/01/21
AWPT 2017-7A CLO B AWPT 2017-7AAAA (sf)AA22.8121.9129.361.06120328.382.7410/01/21
BSP 2018-15A CLO A1 BSP 2018-15AAAA (sf)AAA35.12117.84123.151.05110307.222.7910/01/21
BSP 2018-15A CLO A2A BSP 2018-15AAAA (sf)AA24.68117.84123.151.05110307.222.7910/01/21
BSP 2018-15A CLO A2B BSP 2018-15AAAA (sf)AA24.68117.84123.151.05110307.222.7910/01/21
BSP 2018-15A CLO B BSP 2018-15AAA- (sf)A18.8117.84123.151.05110307.222.7910/01/21
BSP 2018-15A CLO C BSP 2018-15ABBB+ (sf)BBB-12.82110.28114.71.04105265.162.5310/01/21
BSP 2018-15A CLO D BSP 2018-15ABB (sf)BB-7.24104.29107.811.03102212.22.0810/01/21
BSP 2018-15A CLO E BSP 2018-15ACCC+ (sf)CCC+5.72      10/01/21
GLM 2019-5A CLO B GLM 2019-5AAAA (sf)N/A26.12126.1135.361.07120343.712.8610/01/21
GCBSL 2018-39A CLO A1 GCBSL 2018-39AAAA (sf)AAA41.61122.5137.221.12120322.432.6910/01/21
GCBSL 2018-39A CLO A2 GCBSL 2018-39AAAA (sf)AAA37.71122.5137.221.12120322.432.6910/01/21
GCBSL 2018-39A CLO B GCBSL 2018-39AAAA (sf)N/A27.12122.5137.221.12120322.432.6910/01/21
GCBSL 2018-39A CLO C GCBSL 2018-39AAA+ (sf)N/A20.16114.3125.241.1110277.082.5210/01/21
GCBSL 2018-39A CLO D GCBSL 2018-39ABBB+ (sf)N/A14.03108.6116.311.07105234.912.2410/01/21
GCBSL 2018-39A CLO E GCBSL 2018-39ABB+ (sf)N/A10.51105.6111.751.06   10/01/21
GALL 2017-1A CLO B GALL 2017-1AAAA (sf)AA+28.04120.7138.971.15120313.172.6110/01/21
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA23.51122.82130.731.06115397.13.4510/01/21
FWIA 2019-1A CLO B FWIA 2019-1AAAA (sf)N/A24.05122.45131.671.08120272.482.2710/01/21
HLM 13A-18 CLO B HLM 13A-18AAA (sf)N/A23.95125.5131.491.05120333.392.7810/01/21
GOCAP 2015-22A CLO BR GOCAP 2015-22AAAA (sf)AA25.25124.4133.781.08120351.382.9310/01/21
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A23.03121.58128.731.06120359.32.9910/01/21
CFIP 2013-1A CLO BR CFIP 2013-1AAAA (sf)N/A24.87123.6133.111.08120251.292.0910/01/21
CBAM 2017-4A CLO X CBAM 2017-4ANRN/A 122.5130.521.07120344.352.8710/01/21
CBAM 2017-4A CLO A CBAM 2017-4AAAA (sf)AAA35.05122.5130.521.07120344.352.8710/01/21
CBAM 2017-4A CLO B1 CBAM 2017-4AAAA (sf)AA23.39122.5130.521.07120344.352.8710/01/21
CBAM 2017-4A CLO B2 CBAM 2017-4AAAA (sf)AA23.39122.5130.521.07120344.352.8710/01/21
CBAM 2017-4A CLO C CBAM 2017-4AAA (sf)A17.8115.5121.661.05115312.992.7210/01/21
CBAM 2017-4A CLO D CBAM 2017-4ABBB (sf)BBB-11.21108.3112.621.04110270.672.4610/01/21
CBAM 2017-4A CLO E CBAM 2017-4ABB (sf)BB-6.64103.7107.111.03   10/01/21
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AA22.55120.79128.51.06120347.352.8910/01/21
ARES 2019-51A CLO BR ARES 2019-51AAA+ (sf)N/A23.2121.58130.11.07120485.364.0410/01/21
HLM 2013-2A CLO A1BR HLM 2013-2AAAA (sf)AAA41.47114.55119.691.04115285.922.4910/01/21
HLM 2013-2A CLO BR HLM 2013-2AA+ (sf)N/A16.54114.55119.691.04115285.922.4910/01/21
CIFC 2014-2RA CLO B1 CIFC 2014-2RABB+ (sf)BBB-12.46      10/01/21