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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
GCBSL 2019-40A CLO A2 GCBSL 2019-40AAAA (sf)AAA36.79128.6139.221.08120302.442.5210/01/21
GCBSL 2019-40A CLO B GCBSL 2019-40AAAA (sf)AA28.17128.6139.221.08120302.442.5210/01/21
GCBSL 2019-40A CLO C GCBSL 2019-40AAA+ (sf)A23.01121.8129.891.071102682.4410/01/21
GCBSL 2019-40A CLO D GCBSL 2019-40ABBB+ (sf)BBB-16.79113.6120.181.06105225.242.1510/01/21
EATON 2019-1A CLO BR EATON 2019-1AAAA (sf)AA+24.37121.7132.191.09120335.362.7910/01/21
GLM 2019-6A CLO B1 GLM 2019-6AAAA (sf)N/A24.02121.58131.611.08120298.412.4910/01/21
GLM 2019-6A CLO B2 GLM 2019-6AAAA (sf)N/A24.02121.58131.611.08120298.412.4910/01/21
LCM 21A CLO BR LCM 21AAAA (sf)N/A33.03124.1149.291.2120431.223.5910/01/21
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AA23.38122.28130.441.07120262.292.1910/01/21
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AA31.25137.3145.451.06115386.043.3610/01/21
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB-10.48107.2111.711.04   10/01/21
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA34.42123.07129.851.06120330.062.7510/01/21
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA22.99123.07129.851.06120330.062.7510/01/21
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA22.99123.07129.851.06120330.062.7510/01/21
CBAM 2018-7A CLO C CBAM 2018-7AAA+ (sf)A17.71116.53121.521.04115298.282.5910/01/21
CBAM 2018-7A CLO D CBAM 2018-7ABBB+ (sf)BBB-10.85108.94112.171.03110252.632.310/01/21
CBAM 2018-7A CLO E CBAM 2018-7ABB (sf)BB-5.72103.7106.071.02   10/01/21
CAVY 2013-3A CLO BR CAVY 2013-3AAAA (sf)N/A24.91126.4133.081.05120316.972.6410/01/21
GLM 2018-3A CLO B1 GLM 2018-3AAAA (sf)N/A25.87127.93134.911.05120398.423.3210/01/21
GLM 2018-3A CLO B2R GLM 2018-3AAAA (sf)N/A25.87127.93134.911.05120398.423.3210/01/21
DEN16 2018-1A CLO B DEN16 2018-1AAA+ (sf)AA22.06121.58128.31.06120382.673.1910/01/21
APID 2019-32A CLO B1 APID 2019-32AAAA (sf)AAA24.06121.58131.671.08120282.862.3610/01/21
APID 2019-32A CLO B2 APID 2019-32AAAA (sf)N/A24.06121.58131.671.08120282.862.3610/01/21
FLAT 2017-1A CLO BR FLAT 2017-1AAAA (sf)AA24.45122.5132.371.08120376.263.1410/01/21
KKR 15 CLO BR KKR 15AAA (sf)AA23.87123.1130.371.06120353.82.9510/01/21
HLM 9A-2016 CLO A1BR HLM 9A-2016AAA (sf)AAA34.86113.95119.821.05115297.22.5810/01/21
HLM 9A-2016 CLO BR HLM 9A-2016A+ (sf)N/A16.54113.95119.821.05115297.22.5810/01/21
ELMW2 2019-2A CLO BR ELMW2 2019-2AAAA (sf)N/A24.12121.58131.461.08120328.012.7310/01/21
GLD11 2015-11A CLO BR2 GLD11 2015-11AAAA (sf)AA26.06      10/01/21
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A22.55121.6129.021.06120351.72.9310/01/21
CIFC 2018-1A CLO B CIFC 2018-1AAAA (sf)AA23.56121.6130.81.08120364.063.0310/01/21
FCBSL 2017-2A CLO A FCBSL 2017-2AAAA (sf)AAA38.3121.6131.561.08120372.653.1110/01/21
FCBSL 2017-2A CLO B1 FCBSL 2017-2AAAA (sf)N/A24.36121.6131.561.08120372.653.1110/01/21
FCBSL 2017-2A CLO B2R FCBSL 2017-2AAAA (sf)N/A24.36121.6131.561.08120372.653.1110/01/21
FCBSL 2017-2A CLO C FCBSL 2017-2AA+ (sf)N/A18.39114121.941.07115325.112.8310/01/21
FCBSL 2017-2A CLO D FCBSL 2017-2ABB+ (sf)N/A12.59107.9113.841.06110279.772.5410/01/21
FCBSL 2017-2A CLO E FCBSL 2017-2ABB (sf)N/A9.27104.7109.681.05105246.642.3510/01/21
GWOLF 2015-1A CLO BR GWOLF 2015-1AA+ (sf)N/A18.61113.6120.861.06115284.872.4810/01/21
LCM 13A CLO BRR LCM 13AAAA (sf)N/A22.92123.3129.731.05120306.952.5610/01/21
APID 2018-29A CLO A1B APID 2018-29AAAA (sf)AAA34.11113.48118.581.04115328.172.8510/01/21
APID 2018-29A CLO B APID 2018-29AA (sf)N/A15.86113.48118.581.04115328.172.8510/01/21
CIFC 2019-2A CLO BL CIFC 2019-2AAAA (sf)N/A24.17121.6131.881.08120365.633.0510/01/21
CIFC 2019-2A CLO BR CIFC 2019-2AAAA (sf)N/A24.17121.6131.881.08120365.633.0510/01/21
CIFC 2019-2A CLO BN CIFC 2019-2ANRN/A 121.6131.881.08120365.633.0510/01/21
CIFC 2015-2A CLO BR2 CIFC 2015-2AAAA (sf)AA23.74121.58130.831.08120376.993.1410/01/21
GALXY 2013-15A CLO BRR GALXY 2013-15AAAA (sf)N/A23.89123.6131.361.06120280.342.3410/01/21
HLA 2018-1A CLO B HLA 2018-1AA+ (sf)A16.89114.3120.271.05115338.592.9410/01/21
ECP 2014-6A CLO BR ECP 2014-6AAA+ (sf)A16.25114119.041.04115237.12.0610/01/21
CGMS 2019-3A CLO A1B CGMS 2019-3AAAA (sf)N/A36.04114121.681.07115259.42.2610/01/21
CGMS 2019-3A CLO B CGMS 2019-3AA+ (sf)N/A18.05114121.681.07115259.42.2610/01/21