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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
CBAM 2017-4A CLO X CBAM 2017-4ANRN/A 122.5130.621.07120329.882.7507/09/21
CBAM 2017-4A CLO A CBAM 2017-4AAA+ (sf)AAA35.24122.5130.621.07120329.882.7507/09/21
CBAM 2017-4A CLO B1 CBAM 2017-4AAA+ (sf)AA23.61122.5130.621.07120329.882.7507/09/21
CBAM 2017-4A CLO B2 CBAM 2017-4AAA+ (sf)AA23.61122.5130.621.07120329.882.7507/09/21
CBAM 2017-4A CLO C CBAM 2017-4AA+ (sf)A18.04115.5121.751.05115300.142.6107/09/21
CBAM 2017-4A CLO D CBAM 2017-4ABBB- (sf)BBB-11.47108.3112.711.04110260.232.3707/09/21
CBAM 2017-4A CLO E CBAM 2017-4ABB (sf)BB-6.91103.7107.21.03   07/09/21
GWOLF 2019-1A CLO B1R GWOLF 2019-1ABBB+ (sf)N/A18.46113.95122.641.08115258.682.2507/09/21
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB+ (sf)N/A18.46113.95122.641.08115258.682.2507/09/21
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)A16.15114.97119.271.04110314.542.8607/09/21
GALL 2017-1A CLO B GALL 2017-1AAA+ (sf)AA+25.83120.7134.821.12120300.322.507/09/21
DRSLF 2017-50A CLO B DRSLF 2017-50AAA+ (sf)AA23.39121.58130.231.07120372.143.107/09/21
ICG 2018-2A CLO B ICG 2018-2AAA+ (sf)AA23.44121.06129.751.07120355.582.9607/09/21
GLM 2017-2A CLO B GLM 2017-2AAA+ (sf)AA26.31127.3135.71.07120373.483.1107/09/21
CFIP 2013-1A CLO BR CFIP 2013-1AAA+ (sf)N/A23123.6129.861.05120244.512.0407/09/21
GOCAP 2015-22A CLO BR GOCAP 2015-22AAA+ (sf)AA25.32124.4133.831.08120343.722.8607/09/21
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAA+ (sf)AAA38.4121.61132.471.09120297.822.4807/09/21
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAA+ (sf)N/A35.93121.61132.471.09120297.822.4807/09/21
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAA+ (sf)AA24.51121.61132.471.09120297.822.4807/09/21
GCBSL 2020-48A CLO B2 GCBSL 2020-48AAA+ (sf)AA24.51121.61132.471.09120297.822.4807/09/21
GCBSL 2020-48A CLO C GCBSL 2020-48ABBB+ (sf)A18.3113.6122.41.08110258.372.3507/09/21
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)BBB-12.83107.97114.711.06105223.562.1307/09/21
GCBSL 2020-48A CLO E GCBSL 2020-48AB+ (sf)BB-9.05104.24109.951.05   07/09/21
CPARK 2015-2A CLO BR CPARK 2015-2AAA+ (sf)AAA36.89128.6157.821.23120446.943.7207/09/21
ICG 2016-1A CLO BRR ICG 2016-1AA+ (sf)N/A18.03115.1121.81.06115306.752.6707/09/21
APID 2019-32A CLO B1 APID 2019-32AAA+ (sf)AA24.03121.58131.621.08120289.022.4107/09/21
APID 2019-32A CLO B2 APID 2019-32AAA+ (sf)AA24.03121.58131.621.08120289.022.4107/09/21
EATON 2019-1A CLO BR EATON 2019-1AAA+ (sf)N/A24.31121.7132.111.09120343.382.8607/09/21
GSM 2020-IA CLO B GSM 2020-IAAA+ (sf)AA23.98121.6131.551.08115272.212.3707/09/21
ICG 2014-2A CLO BRR ICG 2014-2AAA+ (sf)AA23.68123.33131.021.06120373.423.1107/09/21
GLM 2019-6A CLO B1 GLM 2019-6AAA+ (sf)N/A23.95121.58131.491.08120291.482.4307/09/21
GLM 2019-6A CLO B2 GLM 2019-6AAA+ (sf)N/A23.95121.58131.491.08120291.482.4307/09/21
GALL 2018-1A CLO B1 GALL 2018-1AAA+ (sf)AA+26.55120.72136.151.13120332.752.7707/09/21
GALL 2018-1A CLO B2 GALL 2018-1AAA+ (sf)AA+26.55120.72136.151.13120332.752.7707/09/21
GALL 2018-1A CLO B3 GALL 2018-1AAA+ (sf)AA+26.55120.72136.151.13120332.752.7707/09/21
KKR 10 CLO BR KKR 10AA+ (sf)N/A22.98121.6129.481.06120313.012.6107/09/21
CGMS 2018-3A CLO A1B CGMS 2018-3AAA+ (sf)AAA33.84116.3123.051.06115291.392.5307/09/21
CGMS 2018-3A CLO B CGMS 2018-3AA+ (sf)A18.73116.3123.051.06115291.392.5307/09/21
JMP 2017-1A CLO B JMP 2017-1AAA+ (sf)AA22.48122.45128.911.05120289.72.4107/09/21
CGMS 2019-3A CLO A1B CGMS 2019-3AAA+ (sf)N/A36.08114121.921.07115247.722.1507/09/21
CGMS 2019-3A CLO B CGMS 2019-3AA+ (sf)N/A18.1114121.921.07115247.722.1507/09/21
KVK 2016-1A CLO BR KVK 2016-1AAA+ (sf)N/A26.18121.5134.381.11117.5333.632.8407/09/21
GTLNF 2013-1A CLO BR GTLNF 2013-1AAA+ (sf)AA31.2137.3145.351.06115384.443.3407/09/21
APID 2018-29A CLO A1B APID 2018-29AAA+ (sf)N/A34.08113.48118.791.05115311.612.7107/09/21
APID 2018-29A CLO B APID 2018-29ABBB+ (sf)A15.83113.48118.791.05115311.612.7107/09/21
DCRK 2017-1A CLO B DCRK 2017-1AAA+ (sf)AA23.43122.28130.591.07120256.272.1407/09/21
APCF 4A CLO A1BR APCF 4AAA+ (sf)N/A34.85114.48121.361.06115315.272.7407/09/21
APCF 4A CLO BR APCF 4AAA- (sf)A17.6114.48121.361.06115315.272.7407/09/21
KKR 15 CLO BR KKR 15AA+ (sf)AA23.8123.1130.121.06120329.522.7507/09/21
HLA 2017-2A CLO B HLA 2017-2AA+ (sf)A16.79113.95120.121.05115277.182.4107/09/21