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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
BCC 2020-3A CLO DR BCC 2020-3ABB+ (sf)N/A6.74108114.31.06105146.51.411/04/22
BCC 2020-3A CLO A1R BCC 2020-3AAAA (sf)AAA34.07121.5131.91.09120177.11.4811/04/22
BABSN 2020-2A CLO BR BABSN 2020-2AAAA (sf)AA18.65121.61321.09120184.81.5411/04/22
MCLO 2017-9A B MCLO 2017-9AAAA (sf)N/A14.77115124.71.08115171.41.4911/04/22
MCLO 2017-9A A1B MCLO 2017-9AAAA (sf)AAA44.11115124.71.08115171.41.4911/04/22
CGMS 2020-1A CLO BR CGMS 2020-1AA+ (sf)A12.24103.7109.41.05   11/04/22
BCC 2018-1A CLO A1 BCC 2018-1AAAA (sf)AAA39.36120.5127.61.06120175.81.4711/04/22
GLM 2019-5A CLO BR GLM 2019-5AAAA (sf)N/A20.36126.1134.81.07120196.81.6411/04/22
BABSN 2020-3A CLO C BABSN 2020-3ABBB+ (sf)N/A2.88151.5160.41.06   11/04/22
BALLY 2020-2A CLO DR BALLY 2020-2ABB+ (sf)N/A3.09104.9110.21.05   11/04/22
BALLY 2020-2A CLO BR BALLY 2020-2AAAA (sf)N/A12.67114122.31.07115241.12.111/04/22
CGMS 2020-1A CLO A1BBR CGMS 2020-1AAAA (sf)AAA31.51103.7109.41.05   11/04/22
GLM 2019-6A CLO BR GLM 2019-6AAAA (sf)N/A18.72121.6131.51.08120189.21.5811/04/22
BABSN 2017-1A CLO E BABSN 2017-1ABB (sf)BB-2.46104.7108.31.03105122.31.1611/04/22
BABSN 2017-1A CLO C BABSN 2017-1AAAA (sf)A+14.211161231.06115152.91.3311/04/22
BABSN 2017-1A CLO A1 BABSN 2017-1AAAA (sf)AAA36.63126.1135.61.08120173.11.4411/04/22
GLM 2020-7A CLO BR GLM 2020-7AAAA (sf)N/A17.92119.9129.91.08120183.21.5311/04/22
GOCAP 2017-19RA CLO B2R2 GOCAP 2017-19RAAA- (sf)N/A19.48115.1122.61.071151671.4511/04/22
BALLY 2020-14A CLO D BALLY 2020-14ABB+ (sf)N/A3.31104.9110.41.05   11/04/22
BALLY 2020-14A CLO B BALLY 2020-14AAAA (sf)N/A12.87114122.51.07115153.71.3411/04/22
BALLY 2020-14A CLO A1 BALLY 2020-14AAAA (sf)N/A34.12114122.51.07115153.71.3411/04/22
GOCAP 2015-23A CLO BR GOCAP 2015-23AAAA (sf)AA19.54123.2131.91.07120175.81.4711/04/22
GOCAP 2017-35A CLO BR GOCAP 2017-35AAAA (sf)AA+22.39124.1135.51.09120168.71.4111/04/22
EATON 2019-1A CLO BR EATON 2019-1AAAA (sf)AA+19.2121.7132.11.09120182.61.5211/04/22
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A35.81121.6131.51.081201741.4511/04/22
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A19.53121.6131.51.081201741.4511/04/22
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A7.35108.3114.21.05105143.21.3611/04/22
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA37.43126.5137.31.091201741.4511/04/22
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA34.6121.6132.51.09120173.41.4511/04/22
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA31.98121.6132.51.09120173.41.4511/04/22
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A19.85121.6132.51.09120173.41.4511/04/22
GCBSL 2020-48A CLO B2 GCBSL 2020-48AA+ (sf)N/A19.85121.6132.51.09120173.41.4511/04/22
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A11.251141221.07115147.61.2811/04/22
CGMS 2021-7A CLO B CGMS 2021-7AA+ (sf)N/A11.98114122.31.07110170.51.5511/04/22
MDPK 2016-24A CLO BR MDPK 2016-24AAAA (sf)N/A18.95122130.21.07120176.21.4711/04/22
KKR 11 CLO BR KKR 11AAA (sf)AA18.8123.5131.51.06120181.31.5111/04/22
SYMP 2016-17A CLO BR SYMP 2016-17AAAA (sf)AAA34.82124.5157.51.27115222.31.9311/04/22
GWOLF 2015-1A CLO BR GWOLF 2015-1AA+ (sf)N/A10.56113.6120.31.06115151.61.3211/04/22
GWOLF 2018-1A CLO B GWOLF 2018-1AAA- (sf)N/A11.86116.2122.61.06105161.11.5311/04/22
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)N/A9.75115119.71.04110166.81.5211/04/22
BCC 2021-3A CLO D BCC 2021-3ABB+ (sf)N/A5.89107.6113.41.05110145.81.3311/04/22
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A12.42115121.11.05110168.51.5311/04/22
BATLN 2018-12A CLO A2R BATLN 2018-12AAAA (sf)AAA29.88123.8133.51.08120197.31.6411/04/22
ZCCP 2015-1A CLO BR ZCCP 2015-1ANRN/A       11/04/22
MCLO 2019-2A BB MCLO 2019-2AA+ (sf)N/A10.35114.7120.81.05115160.51.411/04/22
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA18.641221321.08120178.51.4911/04/22
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA18.22122.8131.21.07115186.51.6211/04/22
BALLY 2021-1A CLO A2 BALLY 2021-1AAAA (sf)N/A19.15114122.31.07115168.81.4711/04/22
CBAM 2017-3A CLO BR CBAM 2017-3AAAA (sf)AA15.61121.6130.51.07120158.81.3211/04/22
SYMP 2016-18A CLO BR SYMP 2016-18AAAA (sf)AA18.4123.3132.21.07115176.51.5311/04/22