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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 2019-40A CLO CR GCBSL 2019-40AAAA (sf)N/A18.35121.8129.71.06110173.51.5811/30/22
GCBSL 2019-40A CLO DR GCBSL 2019-40AA (sf)N/A11.75113.61201.06105154.81.4711/30/22
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB5.06107.2111.61.04   11/30/22
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A35.85121.6131.61.08120160.11.3311/30/22
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A19.58121.6131.61.08120160.11.3311/30/22
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A19.58121.6131.61.08120160.11.3311/30/22
GCBSL 2019-41A CLO CR GCBSL 2019-41AA+ (sf)N/A13.76114.7122.81.07110147.11.3411/30/22
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A7.41108.3114.31.06105133.31.2711/30/22
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB (sf)N/A3.71104.9109.91.05   11/30/22
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA37.43126.5137.31.091201741.4511/30/22
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA26.08126.5137.31.091201741.4511/30/22
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA26.08126.5137.31.091201741.4511/30/22
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A21.03119.8128.61.07110159.11.4511/30/22
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-14.73112.3119.11.061051411.3411/30/22
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-8.57106.41111.04   11/30/22
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA35121.6132.61.091201291.0711/30/22
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA32.39121.6132.61.091201291.0711/30/22
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A20.35121.6132.61.091201291.0711/30/22
GCBSL 2020-48A CLO B2 GCBSL 2020-48AA+ (sf)N/A20.35121.6132.61.091201291.0711/30/22
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A13.79113.6122.51.08110116.71.0611/30/22
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A8.01108114.81.06105106.61.0211/30/22
GCBSL 2020-48A CLO E GCBSL 2020-48ABB (sf)N/A4.03104.21101.06   11/30/22
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AA+ (sf)N/A17.741141211.06115145.91.2711/30/22
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A11.251141211.06115145.91.2711/30/22
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB+ (sf)N/A11.251141211.06115145.91.2711/30/22
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A11.251141221.07115147.61.2811/30/22
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A11.18114121.21.061151361.1811/30/22
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB (sf)N/A11.18114121.21.061151361.1811/30/22
GWOLF 2015-1A CLO BR GWOLF 2015-1AA+ (sf)N/A10.56113.6120.31.06115151.61.3211/30/22
GWOLF 2018-1A CLO B GWOLF 2018-1AAA+ (sf)N/A11.86116.2122.61.06105161.11.5311/30/22
GWOLF 2018-2A CLO B GWOLF 2018-2AA+ (sf)N/A11.12113.7121.41.07105136.81.311/30/22
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA+19.88123.3133.11.08120152.51.2711/30/22
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AA26.94137.3145.41.06115189.41.6511/30/22
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A12.43115121.21.05110147.41.3411/30/22
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A19.93121.5131.71.08120201.21.6811/30/22
GSM 2020-IA CLO B GSM 2020-IAAAA (sf)N/A18.87121.61311.08115151.91.3211/30/22
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA18.641221321.08120178.51.4911/30/22
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAA+ (sf)AA18.641221321.08120178.51.4911/30/22
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA18.92122.51331.09120175.61.4611/30/22
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA18.22122.8131.21.07115186.51.6211/30/22
HAYFN 2018-9A CLO BR HAYFN 2018-9AAAA (sf)N/A19.72      11/30/22
HLA 2015-3A CLO BR HLA 2015-3AAAA (sf)AAA44.88117.1193.71.65115226.11.9711/30/22
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA29.64114118.71.04115155.91.3611/30/22
HLA 2017-1A CLO BR HLA 2017-1AAA+ (sf)A9.61114118.71.04115155.91.3611/30/22
HLA 2018-1A CLO B HLA 2018-1AAA (sf)A9.49114.3120.41.05115147.21.2811/30/22
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)A+10.72114120.21.05115143.71.2511/30/22
HRPK 2020-1A CLO B1R HRPK 2020-1AAAA (sf)N/A18.92122.5133.21.09120150.81.2611/30/22
HRPK 2020-1A CLO B2R HRPK 2020-1AA+ (sf)N/A18.92122.5133.21.09120150.81.2611/30/22
HLM 2013-2A CLO A1BR HLM 2013-2AAAA (sf)AAA37.24114.5119.41.041151411.2311/30/22
HLM 2013-2A CLO BR HLM 2013-2AA+ (sf)N/A10.51114.5119.41.041151411.2311/30/22