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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
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AAA42.35137.3160.31.17115203.91.7709/12/24
GCBSL 2022-64A CLO A GCBSL 2022-64AAAA (sf)AAA37.51126.3137.21.09120151.91.2709/12/24
GCBSL 2022-64A CLO B GCBSL 2022-64AAAA (sf)AA26.07126.3137.21.09120151.91.2709/12/24
GCBSL 2022-64A CLO C GCBSL 2022-64AA+ (sf)A19.97117.9126.71.07110137.61.2509/12/24
GCBSL 2022-64A CLO D GCBSL 2022-64ABB+ (sf)BBB-13.52110.5117.31.06105123.81.1809/12/24
GCBSL 2022-64A CLO E GCBSL 2022-64ABB- (sf)BB-9.79106.7112.41.05   09/12/24
GCBSL 2023-68A CLO A GCBSL 2023-68AAAA (sf)AAA36.78122.5132.61.081201521.2709/12/24
GCBSL 2023-68A CLO B GCBSL 2023-68AAAA (sf)AA24.23122.5132.61.081201521.2709/12/24
GCBSL 2023-68A CLO C GCBSL 2023-68ABBB+ (sf)A18.71115.5123.61.07110139.91.2709/12/24
GCBSL 2023-68A CLO D GCBSL 2023-68ABB+ (sf)BBB-12.69108.9115.11.06105126.41.209/12/24
GCBSL 2023-68A CLO E GCBSL 2023-68AB+ (sf)BB9.18105.5110.61.05   09/12/24
GWOLF 2018-2A CLO B GWOLF 2018-2AAAA (sf)N/A16.11113.7120.31.06105135.21.2909/12/24
GUGG 2022-2A CLO B GUGG 2022-2AAAA (sf)AA22.14125.1131.71.05120140.31.1709/12/24
GSM 2020-IA CLO BR GSM 2020-IAA+ (sf)N/A16.8114.5121.51.06   09/12/24
GSM 2021-IIIA CLO BR GSM 2021-IIIAAA+ (sf)N/A17.45114.3119.11.04115144.41.2609/12/24
GSM 2021-4A CLO B GSM 2021-4AA+ (sf)N/A14.75114118.61.04110133.11.2109/12/24
GSM 2021-5A CLO B GSM 2021-5AA+ (sf)N/A14.42114118.21.04110135.31.2309/12/24
GSM 2021-6A CLO B GSM 2021-6AA+ (sf)N/A14.45114118.31.04110134.61.2209/12/24
GSM 2022-7A CLO B GSM 2022-7AA+ (sf)N/A14.81114118.81.04110141.31.2809/12/24
HAYFN 2019-1A CLO B1R HAYFN 2019-1ANRAAA       09/12/24
HAYFN 2019-1A CLO B2R HAYFN 2019-1ANRAAA       09/12/24
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA21.74122.5129.71.06120154.61.2909/12/24
HAYFN 2018-8A CLO B HAYFN 2018-8ANRAA+       09/12/24
HAYFN 2018-9A CLO BR HAYFN 2018-9ANRN/A       09/12/24
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA71.92114140.21.23115186.91.6309/12/24
HLA 2017-1A CLO BR HLA 2017-1AAAA (sf)A+26.61114140.21.23115186.91.6309/12/24
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)AA33.311141551.36115192.61.6709/12/24
HLA 2018-1A CLO B HLA 2018-1AAAA (sf)A+15.85114.3124.81.09115163.81.4209/12/24
GLM 2019-5A CLO BR GLM 2019-5ANRN/A       09/12/24
HRPK 2020-1A CLO B1R HRPK 2020-1AAAA (sf)N/A21.63122.5132.51.081201691.4109/12/24
HRPK 2020-1A CLO B2R HRPK 2020-1AAA- (sf)N/A21.63122.5132.51.081201691.4109/12/24
HLM 2013-2A CLO A1BR HLM 2013-2AAAA (sf)AAA75.91114.5135.61.181151711.4909/12/24
HLM 2013-2A CLO BR HLM 2013-2AAAA (sf)N/A24.24114.5135.61.181151711.4909/12/24
HLM 4A-2014 CLO BR HLM 4A-2014AAA (sf)N/A25.05115.5130.31.13115170.51.4809/12/24
HLM 5A-2015 CLO B1RR HLM 5A-2015AAA (sf)N/A21.84122.91331.08120161.81.3509/12/24
HLM 5A-2015 CLO B2RR HLM 5A-2015AAA (sf)N/A21.84122.91331.08120161.81.3509/12/24
HLM 6A-2015 CLO BR HLM 6A-2015AAA (sf)N/A23.18122.5145.41.19120194.41.6209/12/24
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A25.78121.6138.21.14120174.21.4509/12/24
HLDN 2015-4A CLO B1R HLDN 2015-4AAAA (sf)N/A32.59126.51511.19120231.81.9309/12/24
HLDN 2015-4A CLO B2R2 HLDN 2015-4AAAA (sf)N/A32.59126.51511.19120231.81.9309/12/24
HLSY 2019-1A CLO A1B HLSY 2019-1AAAA (sf)AAA31.96121.6130.11.07120165.71.3809/12/24
HLSY 2019-1A CLO A2B HLSY 2019-1AAAA (sf)AAA31.96121.6130.11.07120165.71.3809/12/24
HLSY 2019-1A CLO B1 HLSY 2019-1AAAA (sf)N/A20.44121.6130.11.07120165.71.3809/12/24
HLSY 2019-1A CLO B2 HLSY 2019-1AA+ (sf)N/A20.44121.6130.11.07120165.71.3809/12/24
HLSY 2020-3A CLO A1B HLSY 2020-3AAAA (sf)AAA37.12121.6131.31.08120166.91.3909/12/24
HLSY 2020-3A CLO B1 HLSY 2020-3AAAA (sf)N/A21.66121.6131.31.08120166.91.3909/12/24
HLSY 2020-3A CLO B2 HLSY 2020-3AA+ (sf)N/A21.66121.6131.31.08120166.91.3909/12/24
HLSY 2021-4A CLO B HLSY 2021-4AAAA (sf)N/A20.87121.6131.11.08120159.31.3309/12/24
HLSY 2021-5A CLO A1B HLSY 2021-5AAAA (sf)AAA35.46121.6130.31.07120163.31.3609/12/24
HLSY 2021-5A CLO B HLSY 2021-5AAAA (sf)AA20.89121.6130.31.07120163.31.3609/12/24