By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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
CIFC 2014-2RA CLO B2 CIFC 2014-2RAB+ (sf)BB-6.31      10/01/21
CIFC LOF-1A CLO B CIFC LOF-1ABBB+ (sf)N/A16.24115.38119.161.03115226.731.9710/01/21
GALL 2018-1A CLO B1 GALL 2018-1AAAA (sf)AAA28.6120.72140.051.16120348.432.910/01/21
GALL 2018-1A CLO B2 GALL 2018-1AAAA (sf)AAA28.6120.72140.051.16120348.432.910/01/21
GALL 2018-1A CLO B3 GALL 2018-1AAAA (sf)AAA28.6120.72140.051.16120348.432.910/01/21
CGMS 2012-4A CLO BRR CGMS 2012-4AAAA (sf)N/A22.72121.58129.191.06120292.362.4410/01/21
GLM 2017-2A CLO B GLM 2017-2AAAA (sf)AA26.37127.3135.821.07120367.233.0610/01/21
CPARK 2015-2A CLO BR CPARK 2015-2AAAA (sf)AAA39.78128.6165.431.29120445.893.7210/01/21
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA24.54123.3132.521.07120290.32.4210/01/21
FCBSL 2017-1A CLO A FCBSL 2017-1AAAA (sf)AAA40.69123.3132.41.07120327.132.7310/01/21
FCBSL 2017-1A CLO B1 FCBSL 2017-1AAAA (sf)N/A25.11123.3132.41.07120327.132.7310/01/21
FCBSL 2017-1A CLO B2 FCBSL 2017-1AAAA (sf)N/A25.11123.3132.41.07120327.132.7310/01/21
FCBSL 2017-1A CLO C FCBSL 2017-1AAA+ (sf)N/A18.72114.9121.991.06115286.262.4910/01/21
FCBSL 2017-1A CLO D FCBSL 2017-1ABBB+ (sf)N/A13.13108.9114.141.05110249.342.2710/01/21
FCBSL 2017-1A CLO E FCBSL 2017-1ABB+ (sf)N/A9.14105.9109.121.03105212.762.0310/01/21
CGMS 2015-5A CLO BR CGMS 2015-5AA+ (sf)A18.12117.7122.131.04115268.522.3310/01/21
HLA 2017-2A CLO B HLA 2017-2AA+ (sf)A16.86113.95120.221.06115314.822.7410/01/21
DRSLF 2019-68A CLO BR DRSLF 2019-68AAAA (sf)N/A23.96121.58131.051.08120321.652.6810/01/21
JMP 2017-1A CLO B JMP 2017-1AAAA (sf)AA22.56122.45129.091.05120291.192.4310/01/21
FILPK 2018-1A CLO B1A FILPK 2018-1AAAA (sf)N/A25.85125134.851.08120396.773.3110/01/21
FILPK 2018-1A CLO B1B1 FILPK 2018-1AAAA (sf)N/A25.85125134.851.08120396.773.3110/01/21
FILPK 2018-1A CLO B1B2 FILPK 2018-1AAAA (sf)N/A25.85125134.851.08120396.773.3110/01/21
FILPK 2018-1A CLO B2A FILPK 2018-1ANRN/A 125134.851.08120396.773.3110/01/21
FILPK 2018-1A CLO B2B2 FILPK 2018-1AAAA (sf)N/A25.85125134.851.08120396.773.3110/01/21
FILPK 2018-1A CLO CB1 FILPK 2018-1AA+ (sf)N/A18.4114.8122.541.07115342.812.9810/01/21
FILPK 2018-1A CLO CB3 FILPK 2018-1AA+ (sf)N/A18.4114.8122.541.07115342.812.9810/01/21
FILPK 2018-1A CLO FB3 FILPK 2018-1AB+ (sf)N/A7.98      10/01/21
DRSLF 2017-50A CLO B DRSLF 2017-50AAAA (sf)AA23.37121.58129.921.07120374.863.1210/01/21
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA38.41121.61132.51.09120310.542.5910/01/21
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)N/A16.1114.97119.041.04110323.382.9410/01/21
ICG 2016-1A CLO BRR ICG 2016-1AA+ (sf)N/A17.83114120.731.06110325.162.9610/01/21
GOCAP 2015-23A CLO BR GOCAP 2015-23AAAA (sf)AA24.37123.2132.231.07120339.222.8310/01/21
CGMS 2017-4A CLO B CGMS 2017-4AA+ (sf)A16.94115.23120.41.04110308.482.810/01/21
ICG 2018-2A CLO B ICG 2018-2AAAA (sf)AA23.45121.06129.541.07120350.122.9210/01/21
GWOLF 2019-1A CLO B1R GWOLF 2019-1ABBB+ (sf)N/A18.3113.95120.821.06115228.711.9910/01/21
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB+ (sf)N/A18.3113.95120.821.06115228.711.9910/01/21
CIFC 2017-2A CLO BR CIFC 2017-2AAAA (sf)AA24.04123.3131.641.07120374.123.1210/01/21
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA35.94121.61132.51.09120310.542.5910/01/21
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAA+ (sf)N/A24.53121.61132.51.09120310.542.5910/01/21
GCBSL 2020-48A CLO B2 GCBSL 2020-48AAA+ (sf)N/A24.53121.61132.51.09120310.542.5910/01/21
GCBSL 2020-48A CLO C GCBSL 2020-48ABBB+ (sf)N/A18.31113.6122.421.08110268.842.4410/01/21
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A12.84107.97114.731.06105232.052.2110/01/21
GCBSL 2020-48A CLO E GCBSL 2020-48AB+ (sf)N/A9.07104.24109.971.05   10/01/21
KVK 2016-1A CLO BR KVK 2016-1AAAA (sf)AA+28.3121.5139.321.15117.5355.263.0210/01/21
ICG 2014-2A CLO BRR ICG 2014-2AAAA (sf)AA24.16123.33131.661.07120373.83.1210/01/21
GLD10 2015-10A CLO BR GLD10 2015-10AAAA (sf)N/A26.03127135.191.06120345.722.8810/01/21
KKR 10 CLO BR KKR 10AAA (sf)N/A23.03121.6129.591.07120330.082.7510/01/21
GSM 2020-IA CLO B GSM 2020-IAAAA (sf)N/A24.02121.6131.621.08115294.222.5610/01/21
JFIN 2013-1A CLO BR JFIN 2013-1AAA+ (sf)N/A19.97116.98124.61.07115249.572.1710/01/21
GCBSL 2019-40A CLO A1 GCBSL 2019-40AAAA (sf)AAA38.81128.6139.221.08120302.442.5210/01/21