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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 2017-1A CLO A FCBSL 2017-1AAA+ (sf)AAA40.71123.3132.911.08120352.852.9408/11/21
FCBSL 2017-1A CLO B1 FCBSL 2017-1AAA+ (sf)N/A25.14123.3132.911.08120352.852.9408/11/21
FCBSL 2017-1A CLO B2 FCBSL 2017-1AAA+ (sf)N/A25.14123.3132.911.08120352.852.9408/11/21
FCBSL 2017-1A CLO C FCBSL 2017-1AAA+ (sf)N/A18.75114.9122.461.07115309.242.6908/11/21
FCBSL 2017-1A CLO D FCBSL 2017-1ABBB+ (sf)N/A13.16108.9114.581.05110269.912.4508/11/21
FCBSL 2017-1A CLO E FCBSL 2017-1ABB+ (sf)N/A9.17105.9109.551.031052312.208/11/21
GALL 2017-1A CLO B GALL 2017-1AAA+ (sf)AA+28.03120.7134.831.12120313.392.6108/11/21
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)A16.05114.97118.971.03110318.652.908/11/21
GWOLF 2019-1A CLO B1R GWOLF 2019-1ABBB+ (sf)N/A18.29113.95120.81.06115241.422.108/11/21
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB+ (sf)N/A18.29113.95120.81.06115241.422.108/11/21
GOCAP 2015-22A CLO BR GOCAP 2015-22AAA+ (sf)AA25.24124.4133.771.08120351.572.9308/11/21
FILPK 2018-1A CLO B1A FILPK 2018-1AAA+ (sf)N/A25.84125134.841.08120342.742.8608/11/21
FILPK 2018-1A CLO B1B1 FILPK 2018-1AAA+ (sf)N/A25.84125134.841.08120342.742.8608/11/21
FILPK 2018-1A CLO B1B2 FILPK 2018-1AAA+ (sf)N/A25.84125134.841.08120342.742.8608/11/21
FILPK 2018-1A CLO B2A FILPK 2018-1ANRN/A 125134.841.08120342.742.8608/11/21
FILPK 2018-1A CLO B2B2 FILPK 2018-1AAA+ (sf)N/A25.84125134.841.08120342.742.8608/11/21
FILPK 2018-1A CLO CB1 FILPK 2018-1AA+ (sf)N/A18.39114.8122.531.07115296.732.5808/11/21
FILPK 2018-1A CLO CB3 FILPK 2018-1AA+ (sf)N/A18.39114.8122.531.07115296.732.5808/11/21
FILPK 2018-1A CLO FB3 FILPK 2018-1AB+ (sf)N/A7.97      08/11/21
ICG 2018-2A CLO B ICG 2018-2AAA+ (sf)AA23.45121.06129.541.07120350.122.9208/11/21
ICG 2016-1A CLO BRR ICG 2016-1AA (sf)N/A18.03115.1121.81.06115306.752.6708/11/21
GLM 2017-2A CLO B GLM 2017-2AAA+ (sf)AA26.31127.3135.71.07120362.253.0208/11/21
EATON 2019-1A CLO BR EATON 2019-1AAA+ (sf)N/A24.34121.7132.161.09120342.312.8508/11/21
GLM 2019-6A CLO B1 GLM 2019-6AAA+ (sf)N/A23.97121.58131.531.08120285.342.3808/11/21
GLM 2019-6A CLO B2 GLM 2019-6AAA+ (sf)N/A23.97121.58131.531.08120285.342.3808/11/21
APID 2019-32A CLO B1 APID 2019-32AAA+ (sf)AA23.97121.58131.351.08120289.82.4208/11/21
APID 2019-32A CLO B2 APID 2019-32AAA+ (sf)AA23.97121.58131.351.08120289.82.4208/11/21
KVK 2016-1A CLO BR KVK 2016-1AAA+ (sf)N/A28.39121.5135.061.11117.5340.462.908/11/21
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAA+ (sf)AAA38.4121.61132.481.09120294.212.4508/11/21
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAA+ (sf)N/A35.93121.61132.481.09120294.212.4508/11/21
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAA+ (sf)AA24.51121.61132.481.09120294.212.4508/11/21
GCBSL 2020-48A CLO B2 GCBSL 2020-48AAA+ (sf)AA24.51121.61132.481.09120294.212.4508/11/21
GCBSL 2020-48A CLO C GCBSL 2020-48ABBB+ (sf)A18.3113.6122.41.08110255.242.3208/11/21
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)BBB-12.83107.97114.711.06105220.852.108/11/21
GCBSL 2020-48A CLO E GCBSL 2020-48AB+ (sf)BB-9.05104.24109.951.05   08/11/21
ICG 2014-2A CLO BRR ICG 2014-2AAA+ (sf)AA24.15123.33131.581.07120369.433.0808/11/21
GSM 2020-IA CLO B GSM 2020-IAAA+ (sf)AA24121.6131.581.08115273.292.3808/11/21
JFIN 2013-1A CLO BR JFIN 2013-1AAA+ (sf)A19.97116.98124.61.07115249.572.1708/11/21
CPARK 2015-2A CLO BR CPARK 2015-2AAA+ (sf)AAA39.8128.6158.091.23120452.243.7708/11/21
JMP 2017-1A CLO B JMP 2017-1AAA+ (sf)AA22.56122.45128.991.05120285.412.3808/11/21
DCRK 2017-1A CLO B DCRK 2017-1AAA+ (sf)AA23.39122.28130.521.07120256.442.1408/11/21
KKR 10 CLO BR KKR 10AA+ (sf)N/A23121.6129.581.07120328.272.7408/11/21
GALL 2018-1A CLO B1 GALL 2018-1AAA+ (sf)AA+28.59120.72136.151.13120341.92.8508/11/21
GALL 2018-1A CLO B2 GALL 2018-1AAA+ (sf)AA+28.59120.72136.151.13120341.92.8508/11/21
GALL 2018-1A CLO B3 GALL 2018-1AAA+ (sf)AA+28.59120.72136.151.13120341.92.8508/11/21
GTLNF 2013-1A CLO BR GTLNF 2013-1AAA+ (sf)AA31.22137.3145.381.06115390.753.408/11/21
CAVY 2013-3A CLO BR CAVY 2013-3AAA+ (sf)N/A24.91126.4133.081.05120316.972.6408/11/21
APID 2018-29A CLO A1B APID 2018-29AAA+ (sf)N/A33.96113.48118.021.04115309.812.6908/11/21
APID 2018-29A CLO B APID 2018-29ABBB+ (sf)A15.68113.48118.021.04115309.812.6908/11/21
HLA 2017-2A CLO B HLA 2017-2AA+ (sf)A16.83113.95120.181.05115277.172.4108/11/21