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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
CIFC 2018-1A CLO B CIFC 2018-1AAA+ (sf)AA23.54121.6130.781.08120351.282.9307/09/21
HAYFN 2018-9A CLO BR HAYFN 2018-9AAA+ (sf)N/A25.46      07/09/21
CIFC 2017-2A CLO BR CIFC 2017-2AAA+ (sf)N/A23.94123.3131.471.07120298.562.4907/09/21
HLM 9A-2016 CLO A1BR HLM 9A-2016AA+ (sf)AAA34.66113.95119.451.05115275.162.3907/09/21
HLM 9A-2016 CLO BR HLM 9A-2016A+ (sf)N/A16.28113.95119.451.05115275.162.3907/09/21
GWOLF 2015-1A CLO BR GWOLF 2015-1ABBB+ (sf)N/A18.78113.6122.161.08115279.482.4307/09/21
FLAT 2017-1A CLO BR FLAT 2017-1AAA+ (sf)N/A24.45122.5132.361.08120363.13.0307/09/21
CIFC 2019-2A CLO BL CIFC 2019-2AAA+ (sf)N/A24.14121.6131.821.08120369.633.0807/09/21
CIFC 2019-2A CLO BR CIFC 2019-2AAA+ (sf)N/A24.14121.6131.821.08120369.633.0807/09/21
CIFC 2019-2A CLO BN CIFC 2019-2ANRN/A 121.6131.821.08120369.633.0807/09/21
GOCAP 2015-23A CLO BR GOCAP 2015-23AAA+ (sf)AA24.39123.2132.041.07120334.312.7907/09/21
JFIN 2013-1A CLO BR JFIN 2013-1AAA+ (sf)A19.98116.98124.61.07115242.552.1107/09/21
GLM 2018-3A CLO B1 GLM 2018-3AAA+ (sf)AA25.81127.93134.781.05120386.263.2207/09/21
GLM 2018-3A CLO B2R GLM 2018-3AAA+ (sf)N/A25.81127.93134.781.05120386.263.2207/09/21
GCBSL 2019-40A CLO A1 GCBSL 2019-40AAA+ (sf)AAA38.83128.6138.751.08120294.432.4507/09/21
GCBSL 2019-40A CLO A2 GCBSL 2019-40AAA+ (sf)N/A36.82128.6138.751.08120294.432.4507/09/21
GCBSL 2019-40A CLO B GCBSL 2019-40AAA+ (sf)AA28.2128.6138.751.08120294.432.4507/09/21
GCBSL 2019-40A CLO C GCBSL 2019-40AAA+ (sf)A23.05121.8129.451.06110261.312.3807/09/21
GCBSL 2019-40A CLO D GCBSL 2019-40ABBB+ (sf)BBB-16.83113.6119.771.05105220.22.107/09/21
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB-10.52107.2111.331.04   07/09/21
LCM 21A CLO BR LCM 21AAA+ (sf)AA29.65124.1142.141.15120397.133.3107/09/21
GLD10 2015-10A CLO BR GLD10 2015-10AAA+ (sf)AA26.03127135.191.06120345.722.8807/09/21
CIFC 2015-2A CLO BR2 CIFC 2015-2AAA+ (sf)AA23.77121.58131.091.08120353.332.9407/09/21
ELMW2 2019-2A CLO BR ELMW2 2019-2AAA+ (sf)N/A24.17121.58131.871.08120323.422.707/09/21
EATON 2014-1RA CLO B EATON 2014-1RAAA+ (sf)AA22.95122.5129.761.06120325.732.7107/09/21
CBAM 2018-7A CLO A CBAM 2018-7AAA+ (sf)AAA34.58123.07129.871.06120312.262.607/09/21
CBAM 2018-7A CLO B1 CBAM 2018-7AAA+ (sf)AA23.19123.07129.871.06120312.262.607/09/21
CBAM 2018-7A CLO B2 CBAM 2018-7AAA+ (sf)AA23.19123.07129.871.06120312.262.607/09/21
CBAM 2018-7A CLO C CBAM 2018-7AA+ (sf)A17.92116.53121.541.04115282.582.4607/09/21
CBAM 2018-7A CLO D CBAM 2018-7ABBB- (sf)BBB-11.07108.94112.181.03110240.092.1807/09/21
CBAM 2018-7A CLO E CBAM 2018-7ABB- (sf)BB-5.96103.7106.081.02   07/09/21
FCBSL 2017-2A CLO A FCBSL 2017-2AAA+ (sf)AAA38.36121.6132.271.09120360.73.0107/09/21
FCBSL 2017-2A CLO B1 FCBSL 2017-2AAA+ (sf)N/A24.44121.6132.271.09120360.73.0107/09/21
FCBSL 2017-2A CLO B2R FCBSL 2017-2AAA+ (sf)N/A24.44121.6132.271.09120360.73.0107/09/21
FCBSL 2017-2A CLO C FCBSL 2017-2AA+ (sf)N/A18.48114122.591.08115315.422.7407/09/21
FCBSL 2017-2A CLO D FCBSL 2017-2ABB+ (sf)N/A12.68107.9114.451.06110272.242.4707/09/21
FCBSL 2017-2A CLO E FCBSL 2017-2ABB (sf)N/A9.37104.7110.271.05105240.742.2907/09/21
GALXY 2013-15A CLO BRR GALXY 2013-15AAA+ (sf)N/A23.83123.6131.221.06120269.952.2507/09/21
HLM 8A-2016 CLO BR HLM 8A-2016AA+ (sf)AA22.29121.6128.61.06120332.982.7707/09/21
ECP 2014-6A CLO BR ECP 2014-6AAA+ (sf)A16.14114119.251.05115241.342.107/09/21
DEN16 2018-1A CLO B DEN16 2018-1AAA+ (sf)AA21.99121.58128.181.05120345.362.8807/09/21
HLA 2015-3A CLO BR HLA 2015-3AAA+ (sf)AA+27.78117.1135.721.16115359.993.1307/09/21
CAVY 2013-3A CLO BR CAVY 2013-3AAA+ (sf)N/A24.91126.4133.081.05120316.972.6407/09/21
GLM 2020-7A CLO A1B GLM 2020-7ANRN/A 119.94130.11.08120326.822.7207/09/21
GLM 2020-7A CLO BR GLM 2020-7AAA+ (sf)N/A23.08119.94130.11.08120326.822.7207/09/21
DRSLF 2018-61A CLO BR DRSLF 2018-61AAA+ (sf)N/A23.91121.6131.371.08120354.742.9607/09/21
KKR 27A CLO B1 KKR 27AAA+ (sf)AA24.59122.45132.11.08120300.42.507/09/21
KKR 27A CLO B2 KKR 27AAA+ (sf)AA24.59122.45132.11.08120300.42.507/09/21
ICG 2017-1A CLO BRR ICG 2017-1AAA+ (sf)N/A23.8122.5132.131.08120321.072.6807/09/21
LCM 13A CLO BRR LCM 13AAA+ (sf)AA22.88123.3129.671.05120302.862.5207/09/21