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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 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A8.47108.3114.41.06105147.11.405/10/23
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB (sf)N/A4.81104.91101.05   05/10/23
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA35.06126.5137.21.08120170.61.4205/10/23
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA23.28126.5137.21.08120170.61.4205/10/23
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA23.28126.5137.21.08120170.61.4205/10/23
GCBSL 2019-43A CLO C GCBSL 2019-43AAAA (sf)A18.04119.8128.51.07110157.11.4305/10/23
GCBSL 2019-43A CLO D GCBSL 2019-43AA- (sf)BBB-11.5112.31191.061051411.3405/10/23
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-5.11106.41111.04   05/10/23
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA35.78121.6132.61.09120165.81.3805/10/23
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA33.2121.6132.61.09120165.81.3805/10/23
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A21.29121.6132.61.09120165.81.3805/10/23
GCBSL 2020-48A CLO B2 GCBSL 2020-48AAA- (sf)N/A21.29121.6132.61.09120165.81.3805/10/23
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A14.82113.6122.51.08110150.41.3705/10/23
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A9.11108114.91.06105137.71.3105/10/23
GCBSL 2020-48A CLO E GCBSL 2020-48ABB (sf)N/A5.17104.2110.11.06   05/10/23
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AA+ (sf)N/A19.13114120.21.05115163.81.4205/10/23
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A12.74114120.21.05115163.81.4205/10/23
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB+ (sf)N/A12.74114120.21.05115163.81.4205/10/23
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A13.17114120.81.061151501.305/10/23
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A12.65114120.31.06115150.31.3105/10/23
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB (sf)N/A12.65114120.31.06115150.31.3105/10/23
GWOLF 2015-1A CLO BR GWOLF 2015-1AA+ (sf)N/A12.07113.6118.71.04115151.31.3205/10/23
GWOLF 2018-1A CLO B GWOLF 2018-1AAA+ (sf)N/A13.72116.2121.31.04105155.41.4805/10/23
GWOLF 2018-2A CLO B GWOLF 2018-2AA+ (sf)N/A12.61113.7120.21.06105149.91.4305/10/23
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA+23.88123.3134.11.09120170.41.4205/10/23
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AA28.38137.3144.51.05115197.41.7205/10/23
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A13.28115120.81.05110159.41.4505/10/23
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A20.82121.5132.11.09120185.81.5505/10/23
GSM 2020-IA CLO B GSM 2020-IAAAA (sf)N/A19.89121.6130.51.07115167.81.4605/10/23
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA19.781221311.07120182.41.5205/10/23
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAA+ (sf)AA19.781221311.07120182.41.5205/10/23
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA19.69122.5131.11.07120170.41.4205/10/23
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA+19.11122.8130.81.07115180.41.5705/10/23
HAYFN 2018-9A CLO BR HAYFN 2018-9AAAA (sf)N/A20.86      05/10/23
HLA 2015-3A CLO BR HLA 2015-3AAAA (sf)AAA52.8117.1201.21.72115262.12.2805/10/23
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA35.86114119.61.05115159.11.3805/10/23
HLA 2017-1A CLO BR HLA 2017-1AAAA (sf)A+11.82114119.61.05115159.11.3805/10/23
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)AA13.73114121.31.06115165.21.4405/10/23
HLA 2018-1A CLO B HLA 2018-1AAA+ (sf)A10.48114.3119.81.05115162.21.4105/10/23
HRPK 2020-1A CLO B1R HRPK 2020-1AAAA (sf)N/A20.5122.5132.81.08120174.61.4505/10/23
HRPK 2020-1A CLO B2R HRPK 2020-1AA+ (sf)N/A20.5122.5132.81.08120174.61.4505/10/23
HLM 2013-2A CLO A1BR HLM 2013-2AAAA (sf)AAA42.15114.5119.21.04115150.81.3105/10/23
HLM 2013-2A CLO BR HLM 2013-2AAA- (sf)N/A12.74114.5119.21.04115150.81.3105/10/23
HLM 4A-2014 CLO BR HLM 4A-2014AA+ (sf)N/A13.19115.5120.21.04115162.11.4105/10/23
HLM 5A-2015 CLO B1RR HLM 5A-2015AAA (sf)N/A17.87122.9128.81.05120171.71.4305/10/23
HLM 5A-2015 CLO B2RR HLM 5A-2015AAA (sf)N/A17.87122.9128.81.05120171.71.4305/10/23
HLM 6A-2015 CLO BR HLM 6A-2015AA+ (sf)N/A11.24122.5129.31.061201741.4505/10/23
HLM 7A-2015 CLO BR HLM 7A-2015AAA (sf)N/A53.77124.1220.21.77120237.31.9805/10/23
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A17.84121.61291.06120169.31.4105/10/23
HLDN 2015-4A CLO B1R HLDN 2015-4AAAA (sf)N/A21.7126.51351.07120208.11.7305/10/23