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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 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-16.12112.34119.221.06105213.392.0308/31/21
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-10.06106.38111.191.05   08/31/21
APEXC 2015-2A CLO BR APEXC 2015-2AAAA (sf)AAA40.66122.6163.841.34120523.144.3608/31/21
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)N/A16.1114.97119.041.04110323.382.9408/31/21
CFIP 2013-1A CLO BR CFIP 2013-1AAAA (sf)N/A24.87123.6133.111.08120251.292.0908/31/21
FILPK 2018-1A CLO B1A FILPK 2018-1AAAA (sf)N/A25.85125134.851.08120396.773.3108/31/21
FILPK 2018-1A CLO B1B1 FILPK 2018-1AAAA (sf)N/A25.85125134.851.08120396.773.3108/31/21
FILPK 2018-1A CLO B1B2 FILPK 2018-1AAAA (sf)N/A25.85125134.851.08120396.773.3108/31/21
FILPK 2018-1A CLO B2A FILPK 2018-1ANRN/A 125134.851.08120396.773.3108/31/21
FILPK 2018-1A CLO B2B2 FILPK 2018-1AAAA (sf)N/A25.85125134.851.08120396.773.3108/31/21
FILPK 2018-1A CLO CB1 FILPK 2018-1AA+ (sf)N/A18.4114.8122.541.07115342.812.9808/31/21
FILPK 2018-1A CLO CB3 FILPK 2018-1AA+ (sf)N/A18.4114.8122.541.07115342.812.9808/31/21
FILPK 2018-1A CLO FB3 FILPK 2018-1AB+ (sf)N/A7.98      08/31/21
GLD10 2015-10A CLO BR GLD10 2015-10AAAA (sf)N/A26.03127135.191.06120345.722.8808/31/21
GOCAP 2015-23A CLO BR GOCAP 2015-23AAAA (sf)AA24.37123.2132.231.07120339.222.8308/31/21
GLM 2018-3A CLO B1 GLM 2018-3AAAA (sf)N/A25.87127.93134.911.05120398.423.3208/31/21
GLM 2018-3A CLO B2R GLM 2018-3AAAA (sf)N/A25.87127.93134.911.05120398.423.3208/31/21
GWOLF 2015-1A CLO BR GWOLF 2015-1AA- (sf)N/A18.61113.6120.861.06115284.872.4808/31/21
MDPK 2018-28A CLO B MDPK 2018-28AAAA (sf)N/A25.06124.3132.71.07120370.113.0808/31/21
OCT44 2019-1A CLO B OCT44 2019-1AAAA (sf)N/A25.05122.98133.251.08120324.712.7108/31/21
TCW 2018-1A CLO A2BR TCW 2018-1AAAA (sf)AAA35.21121.57130.051.07120296.982.4708/31/21
TCW 2018-1A CLO B1 TCW 2018-1AAAA (sf)N/A23.66121.57130.051.07120296.982.4708/31/21
TCW 2018-1A CLO B2R1 TCW 2018-1AAAA (sf)N/A23.66121.57130.051.07120296.982.4708/31/21
TCW 2018-1A CLO B2R2 TCW 2018-1AAAA (sf)N/A23.66121.57130.051.07120296.982.4708/31/21
OCT29 2016-1A CLO BR OCT29 2016-1AAAA (sf)N/A24.3121.6131.321.08120316.732.6408/31/21
REG10 2017-3A CLO B REG10 2017-3AAAA (sf)AA24.1122.45131.471.07120367.553.0608/31/21
STCR 2017-1A CLO B STCR 2017-1AAAA (sf)AA22.88122.5129.661.06120313.052.6108/31/21
NEUB 2018-29A CLO A1 NEUB 2018-29AAAA (sf)AAA38.7123.3131.511.07120328.642.7408/31/21
NEUB 2018-29A CLO A2 NEUB 2018-29AAAA (sf)N/A34.68123.3131.511.07120328.642.7408/31/21
NEUB 2018-29A CLO B1 NEUB 2018-29AAAA (sf)N/A24.63123.3131.511.07120328.642.7408/31/21
NEUB 2018-29A CLO B2 NEUB 2018-29AAAA (sf)N/A24.63123.3131.511.07120328.642.7408/31/21
NEUB 2018-29A CLO C NEUB 2018-29ABBB+ (sf)N/A16.59112.5118.841.06110279.632.5408/31/21
NEUB 2018-29A CLO D NEUB 2018-29ABB+ (sf)N/A11.56107.6112.081.04105247.022.3508/31/21
NEUB 2018-29A CLO E NEUB 2018-29AB+ (sf)N/A7.54104.2107.211.03   08/31/21
OCP 2019-17A CLO BR OCP 2019-17AAAA (sf)N/A24121.57131.581.08120292.452.4408/31/21
TCW 2018-1A CLO A1BR1 TCW 2018-1AAAA (sf)AAA39.73121.57130.051.07120296.982.4708/31/21
KKR 13 CLO B1R KKR 13AAA (sf)AA+30.77122142.951.17120479.58408/31/21
KAYNE 2018-2A CLO BR KAYNE 2018-2AAAA (sf)AA+24.91123.78133.181.08120370.213.0908/31/21
KKR 9 CLO BR2 KKR 9AAA (sf)AA+24.21123.9131.221.06120431.923.608/31/21
LCM 28A CLO B LCM 28AAAA (sf)N/A23.4122.45130.571.07120306.592.5508/31/21
HLM 5A-2015 CLO B1RR HLM 5A-2015AAA (sf)N/A22.91122.89129.621.05120228.381.908/31/21
HLM 5A-2015 CLO B2RR HLM 5A-2015AAA (sf)N/A22.91122.89129.621.05120228.381.908/31/21
MIDO 2019-10A CLO B MIDO 2019-10AAAA (sf)N/A24.21121.58131.951.09120262.662.1908/31/21
MDPK 2019-37A CLO BR MDPK 2019-37AAAA (sf)N/A25.53124.2133.61.08120344.562.8708/31/21
NEUB 2020-37A CLO AR NEUB 2020-37AAAA (sf)N/A36.03121.58131.641.08120390.83.2608/31/21
NEUB 2020-37A CLO BR NEUB 2020-37AAAA (sf)N/A24.04121.58131.641.08120390.83.2608/31/21
NEUB 2020-37A CLO CR NEUB 2020-37AA (sf)N/A18.04113.95122.011.07115346.033.0108/31/21
NEUB 2020-37A CLO DR NEUB 2020-37ABB+ (sf)N/A12.04107.64113.691.06110294.052.6708/31/21
NEUB 2020-37A CLO ER NEUB 2020-37ABB- (sf)N/A8.04103.7108.751.05   08/31/21
NCC 2019-IA CLO ANB NCC 2019-IAAAA (sf)AA22.48121.58128.981.06120287.152.3908/31/21