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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 2018-37A CLO A1 GCBSL 2018-37AAAA (sf)AAA38.11129.6139.71.08120242.72.0208/08/22
GCBSL 2018-37A CLO A2 GCBSL 2018-37AAAA (sf)AAA32129.6139.71.08120242.72.0208/08/22
GCBSL 2018-37A CLO B1 GCBSL 2018-37AAAA (sf)N/A24.02129.6139.71.08120242.72.0208/08/22
GCBSL 2018-37A CLO B2R GCBSL 2018-37AAA+ (sf)N/A24.02129.6139.71.08120242.72.0208/08/22
GCBSL 2018-37A CLO C GCBSL 2018-37AAA+ (sf)N/A15.66118.2125.91.07115208.91.8208/08/22
GCBSL 2018-37A CLO D GCBSL 2018-37ABBB+ (sf)N/A8.79110.3116.41.06110182.31.6608/08/22
GCBSL 2018-37A CLO E GCBSL 2018-37ABB+ (sf)N/A4.93107.5111.71.04105163.91.5608/08/22
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)AAA32.26128.6139.41.08120236.71.9708/08/22
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A23.02128.6139.41.08120236.71.9708/08/22
GCBSL 2019-40A CLO CR GCBSL 2019-40AAA+ (sf)N/A17.49121.8130.11.071102151.9508/08/22
GCBSL 2019-40A CLO DR GCBSL 2019-40AA- (sf)N/A10.83113.6120.31.06105187.51.7908/08/22
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB4.06107.2111.91.04   08/08/22
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A35.1121.6131.91.08120210.41.7508/08/22
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A18.64121.6131.91.08120210.41.7508/08/22
GCBSL 2019-41A CLO B2R GCBSL 2019-41AAA (sf)N/A18.64121.6131.91.08120210.41.7508/08/22
GCBSL 2019-41A CLO CR GCBSL 2019-41AA+ (sf)N/A12.75114.71231.071101911.7408/08/22
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A6.32108.3114.51.06105168.61.6108/08/22
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB (sf)N/A2.58104.9110.11.05   08/08/22
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA37.58126.5137.61.09120211.21.7608/08/22
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA26.25126.5137.61.09120211.21.7608/08/22
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA26.25126.5137.61.09120211.21.7608/08/22
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A21.22119.8128.81.08110190.91.7408/08/22
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-14.93112.3119.31.06105165.41.5808/08/22
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-8.79106.4111.31.05   08/08/22
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA34.51121.6132.61.09120204.71.7108/08/22
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA31.87121.6132.61.09120204.71.7108/08/22
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A19.74121.6132.61.09120204.71.7108/08/22
GCBSL 2020-48A CLO B2 GCBSL 2020-48AAAA (sf)N/A19.74121.6132.61.09120204.71.7108/08/22
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A13.13113.6122.51.08110181.21.6508/08/22
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A7.31108114.81.06105160.81.5308/08/22
GCBSL 2020-48A CLO E GCBSL 2020-48ABB (sf)N/A3.3104.2110.11.06   08/08/22
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A9.47114120.11.05115207.11.808/08/22
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB+ (sf)N/A9.47114120.11.05115207.11.808/08/22
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A11.03114122.51.07115189.11.6408/08/22
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A9.88114120.71.06115188.51.6408/08/22
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB+ (sf)N/A9.88114120.71.06115188.51.6408/08/22
GWOLF 2015-1A CLO BR GWOLF 2015-1AA+ (sf)N/A10.29113.6120.31.06115190.91.6608/08/22
GWOLF 2018-1A CLO B GWOLF 2018-1AAA (sf)N/A11.76116.2123.11.06105205.61.9608/08/22
GWOLF 2018-2A CLO B GWOLF 2018-2AA+ (sf)N/A10.67113.7121.91.071052001.908/08/22
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA18.3123.3132.51.07120230.71.9208/08/22
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AA26.25137.3145.31.06115243.12.1108/08/22
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A11.47115120.91.05110222.72.0208/08/22
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A19.09121.5131.61.081202682.2308/08/22
GSM 2020-IA CLO B GSM 2020-IAAAA (sf)N/A18.79121.6131.51.08115210.81.8308/08/22
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA18.321221321.08120222.91.8608/08/22
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAAA (sf)AA18.321221321.08120222.91.8608/08/22
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA18.14122.5132.81.08120239.21.9908/08/22
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA17.63122.8131.11.07115259.52.2608/08/22
HAYFN 2018-9A CLO BR HAYFN 2018-9AAAA (sf)N/A19.52      08/08/22
HLA 2015-3A CLO BR HLA 2015-3AAAA (sf)AAA41.01117.1176.81.51115276.22.408/08/22