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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 A1 GCBSL 2019-40AAA+ (sf)AAA38.83128.6138.981.08120301.052.5108/11/21
GCBSL 2019-40A CLO A2 GCBSL 2019-40AAA+ (sf)N/A36.81128.6138.981.08120301.052.5108/11/21
GCBSL 2019-40A CLO B GCBSL 2019-40AAA+ (sf)AA28.2128.6138.981.08120301.052.5108/11/21
GCBSL 2019-40A CLO C GCBSL 2019-40AAA+ (sf)A23.04121.8129.671.06110267.192.4308/11/21
GCBSL 2019-40A CLO D GCBSL 2019-40ABBB+ (sf)BBB-16.82113.6119.971.06105225.152.1408/11/21
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB-10.51107.2111.511.04   08/11/21
GOCAP 2015-23A CLO BR GOCAP 2015-23AAA+ (sf)AA24.39123.2132.041.07120334.182.7808/11/21
CGMS 2018-3A CLO A1B CGMS 2018-3AAA+ (sf)AAA33.78116.3122.871.06115293.542.5508/11/21
CGMS 2018-3A CLO B CGMS 2018-3AA+ (sf)A18.66116.3122.871.06115293.542.5508/11/21
CGMS 2019-3A CLO A1B CGMS 2019-3AAA+ (sf)N/A36.01114121.631.07115255.292.2208/11/21
CGMS 2019-3A CLO B CGMS 2019-3AA+ (sf)N/A18.01114121.631.07115255.292.2208/11/21
DEN16 2018-1A CLO B DEN16 2018-1AAA (sf)AA21.98121.58128.171.05120361.133.0108/11/21
KKR 15 CLO BR KKR 15AA+ (sf)AA23.83123.1130.331.06120332.542.7708/11/21
APCF 4A CLO A1BR APCF 4AAA+ (sf)N/A34.87114.48121.41.06115339.612.9508/11/21
APCF 4A CLO BR APCF 4AA+ (sf)A17.63114.48121.41.06115339.612.9508/11/21
GLD10 2015-10A CLO BR GLD10 2015-10AAA+ (sf)AA26.03127135.191.06120345.722.8808/11/21
ELMW2 2019-2A CLO BR ELMW2 2019-2AAA+ (sf)N/A24.1121.58131.411.08120328.12.7308/11/21
HLM 9A-2016 CLO A1BR HLM 9A-2016AA+ (sf)AAA34.85113.95119.811.05115285.72.4808/11/21
HLM 9A-2016 CLO BR HLM 9A-2016A+ (sf)N/A16.53113.95119.811.05115285.72.4808/11/21
GWOLF 2015-1A CLO BR GWOLF 2015-1AA- (sf)N/A18.78113.6122.161.08115279.482.4308/11/21
EATON 2014-1RA CLO B EATON 2014-1RAAA+ (sf)AA23.07122.5129.951.06120325.272.7108/11/21
LCM 13A CLO BRR LCM 13AAA+ (sf)AA22.9123.3129.691.05120308.172.5708/11/21
LCM 21A CLO BR LCM 21AAA+ (sf)AA33.01124.1142.131.15120396.043.308/11/21
CIFC 2015-2A CLO BR2 CIFC 2015-2AAA+ (sf)AA23.68121.58130.721.08120360.813.0108/11/21
HLM 8A-2016 CLO BR HLM 8A-2016AA+ (sf)AA22.54121.6129.011.06120341.912.8508/11/21
FLAT 2017-1A CLO BR FLAT 2017-1AAA+ (sf)N/A24.45122.5132.371.08120362.133.0208/11/21
GALXY 2013-15A CLO BRR GALXY 2013-15AAA+ (sf)N/A23.84123.6131.261.06120260.552.1708/11/21
GLM 2018-3A CLO B1 GLM 2018-3AAA+ (sf)AA25.82127.93134.81.05120376.563.1408/11/21
GLM 2018-3A CLO B2R GLM 2018-3AAA+ (sf)N/A25.82127.93134.81.05120376.563.1408/11/21
CBAM 2018-7A CLO A CBAM 2018-7AAA+ (sf)AAA34.56123.07129.511.05120331.382.7608/11/21
CBAM 2018-7A CLO B1 CBAM 2018-7AAA+ (sf)AA23.16123.07129.511.05120331.382.7608/11/21
CBAM 2018-7A CLO B2 CBAM 2018-7AAA+ (sf)AA23.16123.07129.511.05120331.382.7608/11/21
CBAM 2018-7A CLO C CBAM 2018-7AA+ (sf)A17.89116.53121.21.04115299.882.6108/11/21
CBAM 2018-7A CLO D CBAM 2018-7ABBB- (sf)BBB-11.04108.94111.871.03110254.82.3208/11/21
CBAM 2018-7A CLO E CBAM 2018-7ABB- (sf)BB-5.93103.7105.791.02   08/11/21
ECP 2014-6A CLO BR ECP 2014-6AAA+ (sf)A16.29114118.951.04115243.752.1208/11/21
CIFC 2017-2A CLO BR CIFC 2017-2AAA+ (sf)N/A24.03123.3131.631.07120554.924.6208/11/21
CIFC 2018-1A CLO B CIFC 2018-1AAA+ (sf)AA23.56121.6130.81.08120364.063.0308/11/21
KKR 27A CLO B1 KKR 27AAA+ (sf)AA24.6122.45132.141.08120310.822.5908/11/21
KKR 27A CLO B2 KKR 27AAA+ (sf)AA24.6122.45132.141.08120310.822.5908/11/21
CIFC 2019-2A CLO BL CIFC 2019-2AAA+ (sf)N/A24.16121.6131.861.08120381.733.1808/11/21
CIFC 2019-2A CLO BR CIFC 2019-2AAA+ (sf)N/A24.16121.6131.861.08120381.733.1808/11/21
CIFC 2019-2A CLO BN CIFC 2019-2ANRN/A 121.6131.861.08120381.733.1808/11/21
HAYFN 2018-9A CLO BR HAYFN 2018-9AAA+ (sf)N/A25.47      08/11/21
DRSLF 2018-61A CLO BR DRSLF 2018-61AAA+ (sf)N/A23.92121.6131.391.08120364.043.0308/11/21
KKR 19 CLO B1 KKR 19A- (sf)A17.99115.08121.621.06115316.722.7508/11/21
KKR 19 CLO B2 KKR 19A- (sf)A17.99115.08121.621.06115316.722.7508/11/21
HLA 2015-3A CLO BR HLA 2015-3AAA+ (sf)AA+32.76117.1135.611.16115343.792.9908/11/21
KKR 23 CLO B KKR 23AA+ (sf)AA24.91124.14132.711.07120361.873.0208/11/21
GLM 2020-7A CLO A1B GLM 2020-7ANRN/A 119.94130.151.09120321.242.6808/11/21