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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 2019-2A CLO A1F FCBSL 2019-2AAA+ (sf)AAA46.44125.14135.861.09120310.662.5907/09/21
FCBSL 2019-2A CLO A2 FCBSL 2019-2AAA+ (sf)N/A38.5125.14135.861.09120310.662.5907/09/21
FCBSL 2019-2A CLO B FCBSL 2019-2AAA+ (sf)AA26.6125.14135.861.09120310.662.5907/09/21
FCBSL 2019-2A CLO C FCBSL 2019-2AA+ (sf)A20.65117125.671.07115271.592.3607/09/21
FCBSL 2019-2A CLO D FCBSL 2019-2ABB+ (sf)BBB-14.7110.28116.91.06110232.432.1107/09/21
FCBSL 2019-2A CLO E FCBSL 2019-2ABB- (sf)BB-9.74105.39110.481.05105195.221.8607/09/21
GUGG 2020-1A CLO BR GUGG 2020-1AAA+ (sf)N/A24.11121.5131.771.08120395.613.307/09/21
GALXY 2015-21A CLO BR GALXY 2015-21AAA+ (sf)AA23.32121.1130.411.08120301.012.5107/09/21
CIFC 2018-5A CLO B CIFC 2018-5AA+ (sf)A19.76116.85124.631.07115279.332.4307/09/21
GWOLF 2018-3RA CLO BR GWOLF 2018-3RABBB+ (sf)N/A18.79113.95123.011.08115186.711.6207/09/21
HLM 10A-16 CLO BR HLM 10A-16AA+ (sf)A17.16115.5120.721.05115237.682.0707/09/21
CCITY 2020-1A CLO B CCITY 2020-1AA+ (sf)A18.08114122.061.07115174.51.5207/09/21
HLM 7A-2015 CLO BR HLM 7A-2015AA+ (sf)N/A28.33124.06139.311.121204243.5307/09/21
CGMS 2012-4A CLO BRR CGMS 2012-4AAA+ (sf)N/A22.83121.58129.41.06120272.692.2707/09/21
FCBSL 2015-1A CLO AR FCBSL 2015-1AAA+ (sf)AAA40.29122.5133.361.09120385.763.2107/09/21
FCBSL 2015-1A CLO B1R FCBSL 2015-1AAA+ (sf)AA25.14122.5133.361.09120385.763.2107/09/21
FCBSL 2015-1A CLO B2R2 FCBSL 2015-1AAA+ (sf)N/A25.14122.5133.361.09120385.763.2107/09/21
FCBSL 2015-1A CLO CR FCBSL 2015-1AA+ (sf)A19.19114.8123.531.08115339.432.9507/09/21
FCBSL 2015-1A CLO DR FCBSL 2015-1ABBB+ (sf)BBB13.96109.3116.021.06110295.152.6807/09/21
FCBSL 2015-1A CLO ER FCBSL 2015-1ABB+ (sf)BB-9.9105.1110.81.05105249.612.3807/09/21
CIFC 2017-1A CLO B CIFC 2017-1AAA+ (sf)AA+24.6125.3132.611.06120337.072.8107/09/21
CIFC 2017-5A CLO B CIFC 2017-5AA- (sf)A17.71114.7121.511.06115284.272.4707/09/21
GLM 2017-1A CLO B1L GLM 2017-1AAA+ (sf)N/A23.08119.9129.981.08120256.142.1307/09/21
GLM 2017-1A CLO B1R2 GLM 2017-1AAA+ (sf)N/A23.08119.9129.981.08120256.142.1307/09/21
ARES 2015-38A CLO BR ARES 2015-38AAA (sf)AA22.68121.58129.331.06120395.013.2907/09/21
CEDF 2016-6A CLO BRR CEDF 2016-6AAA+ (sf)N/A24.2121.59131.931.09120334.862.7907/09/21
GOCAP 2015-26A CLO BR GOCAP 2015-26AAA+ (sf)AA25.49      07/09/21
DRSLF 2018-60A CLO B DRSLF 2018-60AAA+ (sf)AA23.71121.6130.871.08120333.082.7807/09/21
GARR 2016-1A CLO A2R2B GARR 2016-1AAA+ (sf)N/A24.46113.72123.061.08110289.832.6307/09/21
GARR 2016-1A CLO BR2 GARR 2016-1AA (sf)N/A18.75113.72123.061.08110289.832.6307/09/21
MKS 2017-2A CLO B MKS 2017-2AAA+ (sf)AA22.88120.9129.671.07120301.322.5107/09/21
GALXY 2018-26A CLO B GALXY 2018-26AAA+ (sf)AA24.03122.4131.641.08120248.852.0707/09/21
CGMS 2015-5A CLO BR CGMS 2015-5AA+ (sf)A18.15117.7122.171.04115255.642.2207/09/21
GCBSL 2019-43A CLO A GCBSL 2019-43AAA+ (sf)AAA38.44126.52137.451.09120283.052.3607/09/21
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAA+ (sf)AA27.27126.52137.451.09120283.052.3607/09/21
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAA+ (sf)AA27.27126.52137.451.09120283.052.3607/09/21
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A22.31119.8128.671.07110252.132.2907/09/21
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-16.1112.34119.151.06105212.492.0207/09/21
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-10.04106.38111.131.04   07/09/21
AWPT 2017-7A CLO B AWPT 2017-7AAA+ (sf)AA22.79121.9129.451.06120314.862.6207/09/21
CGMS 2017-4A CLO B CGMS 2017-4AA+ (sf)A16.95115.23120.411.04110306.182.7807/09/21
BSP 2018-15A CLO A1 BSP 2018-15AAA+ (sf)AAA34.94117.84122.811.04110296.572.707/09/21
BSP 2018-15A CLO A2A BSP 2018-15AAA+ (sf)AA24.47117.84122.811.04110296.572.707/09/21
BSP 2018-15A CLO A2B BSP 2018-15AAA+ (sf)AA24.47117.84122.811.04110296.572.707/09/21
BSP 2018-15A CLO B BSP 2018-15AA+ (sf)A18.58117.84122.811.04110296.572.707/09/21
BSP 2018-15A CLO C BSP 2018-15ABBB- (sf)BBB-12.58110.28114.391.04105256.692.4407/09/21
BSP 2018-15A CLO D BSP 2018-15ABB- (sf)BB-6.99104.29107.511.03102206.52.0207/09/21
BSP 2018-15A CLO E BSP 2018-15ACCC (sf)CCC+5.46      07/09/21
GCBSL 2018-37A CLO A1 GCBSL 2018-37AAA+ (sf)AAA41.76129.6139.81.08120347.112.8907/09/21
GCBSL 2018-37A CLO A2 GCBSL 2018-37AAA+ (sf)AAA36129.6139.81.08120347.112.8907/09/21