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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
BSP 2018-15A CLO E BSP 2018-15ACCC- (sf)CCC+5.5      08/11/21
CIFC 2017-5A CLO B CIFC 2017-5AA (sf)A17.73114.7121.541.06115286.152.4908/11/21
GLM 2017-1A CLO B1L GLM 2017-1AAA+ (sf)N/A23.09119.91301.08120315.432.6308/11/21
GLM 2017-1A CLO B1R2 GLM 2017-1AAA+ (sf)N/A23.09119.91301.08120315.432.6308/11/21
CCITY 2020-1A CLO BR CCITY 2020-1AAA+ (sf)N/A18.81114122.111.07115174.391.5208/11/21
AWPT 2017-7A CLO B AWPT 2017-7AAA+ (sf)AA22.78121.9129.291.06120314.12.6208/11/21
FCBSL 2015-1A CLO AR FCBSL 2015-1AAA+ (sf)AAA40.15122.5132.321.08120395.813.308/11/21
FCBSL 2015-1A CLO B1R FCBSL 2015-1AAA+ (sf)AA24.96122.5132.321.08120395.813.308/11/21
FCBSL 2015-1A CLO B2R2 FCBSL 2015-1AAA+ (sf)N/A24.96122.5132.321.08120395.813.308/11/21
FCBSL 2015-1A CLO CR FCBSL 2015-1AA+ (sf)A18.99114.8122.581.07115348.273.0308/11/21
FCBSL 2015-1A CLO DR FCBSL 2015-1ABBB+ (sf)BBB13.75109.3115.121.05110302.842.7508/11/21
FCBSL 2015-1A CLO ER FCBSL 2015-1ABB+ (sf)BB-9.68105.1109.941.05105256.112.4408/11/21
GLM 2019-5A CLO B GLM 2019-5AAA+ (sf)AA26.09126.1135.31.07120315.372.6308/11/21
DRSLF 2015-37A CLO BR DRSLF 2015-37AAA+ (sf)AA22.62120.79128.831.07120327.312.7308/11/21
GCBSL 2019-43A CLO A GCBSL 2019-43AAA+ (sf)AAA38.44126.52137.51.09120287.182.3908/11/21
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAA+ (sf)AA27.27126.52137.51.09120287.182.3908/11/21
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAA+ (sf)AA27.27126.52137.51.09120287.182.3908/11/21
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A22.31119.8128.711.07110255.812.3308/11/21
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-16.1112.34119.191.06105215.592.0508/11/21
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-10.05106.38111.171.05   08/11/21
CGMS 2017-4A CLO B CGMS 2017-4AA+ (sf)A16.89115.23120.331.04110310.532.8208/11/21
CGMS 2015-5A CLO BR CGMS 2015-5AA+ (sf)A18.09117.7122.081.04115263.432.2908/11/21
CFIP 2013-1A CLO BR CFIP 2013-1AAA+ (sf)N/A24.87123.6129.871.05120246.772.0608/11/21
DRSLF 2016-42A CLO BR DRSLF 2016-42AAA+ (sf)N/A23.08121.58129.131.06120330.742.7608/11/21
FWIA 2019-1A CLO B FWIA 2019-1AAA+ (sf)AA24.04122.45131.651.08120272.592.2708/11/21
CIFC 2014-2RA CLO B1 CIFC 2014-2RABB+ (sf)BBB-12.57      08/11/21
CIFC 2014-2RA CLO B2 CIFC 2014-2RAB+ (sf)BB-6.43      08/11/21
CBAM 2017-4A CLO X CBAM 2017-4ANRN/A 122.5130.321.06120325.342.7108/11/21
CBAM 2017-4A CLO A CBAM 2017-4AAA+ (sf)AAA35.21122.5130.321.06120325.342.7108/11/21
CBAM 2017-4A CLO B1 CBAM 2017-4AAA+ (sf)AA23.57122.5130.321.06120325.342.7108/11/21
CBAM 2017-4A CLO B2 CBAM 2017-4AAA+ (sf)AA23.57122.5130.321.06120325.342.7108/11/21
CBAM 2017-4A CLO C CBAM 2017-4AA+ (sf)A18115.5121.471.05115296.022.5708/11/21
CBAM 2017-4A CLO D CBAM 2017-4ABB+ (sf)BBB-11.42108.3112.451.04110256.662.3308/11/21
CBAM 2017-4A CLO E CBAM 2017-4ABB- (sf)BB-6.86103.7106.951.03   08/11/21
HLM 13A-18 CLO B HLM 13A-18AA+ (sf)AA23.71125.5131.081.04120324.992.7108/11/21
GALXY 2018-29A CLO B GALXY 2018-29AAA+ (sf)AAA34.71121.73153.111.26120310.662.5908/11/21
CIFC LOF-1A CLO B CIFC LOF-1ABB+ (sf)N/A16.24115.38119.161.03115226.731.9708/11/21
ARES 2019-51A CLO B ARES 2019-51AAA+ (sf)N/A24.82124.32132.891.07120330.912.7608/11/21
HLM 2013-2A CLO A1BR HLM 2013-2AAA+ (sf)AAA41.46114.55119.681.04115273.12.3708/11/21
HAYFN 2018-8A CLO B HAYFN 2018-8AAA+ (sf)AA23.39122.82130.521.06115367.413.1908/11/21
GCBSL 2018-39A CLO A1 GCBSL 2018-39AAA+ (sf)AAA41.61122.5135.141.1120328.412.7408/11/21
GCBSL 2018-39A CLO A2 GCBSL 2018-39AAA+ (sf)AAA37.71122.5135.141.1120328.412.7408/11/21
GCBSL 2018-39A CLO B GCBSL 2018-39AAA+ (sf)N/A27.12122.5135.141.1120328.412.7408/11/21
GCBSL 2018-39A CLO C GCBSL 2018-39AAA+ (sf)N/A20.15114.3123.881.08110284.672.5908/11/21
GCBSL 2018-39A CLO D GCBSL 2018-39ABBB+ (sf)N/A14.02108.6115.411.06105243.582.3208/11/21
GCBSL 2018-39A CLO E GCBSL 2018-39ABB (sf)N/A10.51105.6111.071.05   08/11/21
DRSLF 2019-68A CLO BR DRSLF 2019-68AAA+ (sf)N/A24.04121.6131.171.08120310.312.5908/11/21
HLM 2013-2A CLO BR HLM 2013-2AA+ (sf)N/A16.53114.55119.681.04115273.12.3708/11/21
GRIPP 2017-1A CLO B GRIPP 2017-1AAA+ (sf)AA24.54123.3132.521.07120290.32.4208/11/21
DRSLF 2017-50A CLO B DRSLF 2017-50AAA+ (sf)AA23.44121.58130.241.07120378.933.1608/11/21