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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/A9.24108.3114.51.06105166.51.5907/15/22
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB (sf)N/A5.61104.9110.11.05   07/15/22
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA37.65126.5137.61.091202091.7407/15/22
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA26.34126.5137.61.091202091.7407/15/22
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA26.34126.5137.61.091202091.7407/15/22
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A21.31119.8128.81.08110188.91.7207/15/22
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-15.02112.3119.31.06105163.61.5607/15/22
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-8.89106.4111.31.05   07/15/22
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA36.25121.6132.61.09120210.51.7507/15/22
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA33.69121.6132.61.09120210.51.7507/15/22
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A21.88121.6132.61.09120210.51.7507/15/22
GCBSL 2020-48A CLO B2 GCBSL 2020-48AAAA (sf)N/A21.88121.6132.61.09120210.51.7507/15/22
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A15.45113.6122.51.08110186.41.6907/15/22
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A9.78108114.81.06105165.41.5807/15/22
GCBSL 2020-48A CLO E GCBSL 2020-48ABB (sf)N/A5.87104.2110.11.06   07/15/22
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AA+ (sf)N/A18.87114120.81.06115202.51.7607/15/22
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A12.47114120.81.06115202.51.7607/15/22
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB+ (sf)N/A12.47114120.81.06115202.51.7607/15/22
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A13.49114122.71.08115146.91.2807/15/22
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A12.73114121.61.07115181.91.5807/15/22
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB+ (sf)N/A12.73114121.61.07115181.91.5807/15/22
GWOLF 2015-1A CLO BR GWOLF 2015-1AA+ (sf)N/A12.82113.6121.61.07115185.31.6107/15/22
GWOLF 2018-1A CLO B GWOLF 2018-1AAA+ (sf)N/A14.21116.2123.21.06105200.91.9107/15/22
GWOLF 2018-2A CLO B GWOLF 2018-2AA+ (sf)N/A13.29113.71221.07105196.51.8707/15/22
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA20.98123.3132.51.07120227.21.8907/15/22
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AA27.54137.3145.41.06115244.62.1307/15/22
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A14.15115121.31.05110220.3207/15/22
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A20.71121.5132.11.09120267.32.2307/15/22
GSM 2020-IA CLO B GSM 2020-IAAAA (sf)N/A21.04121.6131.51.08115204.41.7807/15/22
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA20.68122131.91.08120215.61.807/15/22
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAA+ (sf)AA20.68122131.91.08120215.61.807/15/22
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA20.75122.5132.71.08120232.31.9407/15/22
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA20.13122.8131.21.07115255.62.2207/15/22
HAYFN 2018-9A CLO BR HAYFN 2018-9AAAA (sf)N/A21.83      07/15/22
HLA 2015-3A CLO BR HLA 2015-3AAAA (sf)AAA40.31117.1177.61.52115274.92.3907/15/22
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA30.15114119.61.05115207.31.807/15/22
HLA 2017-1A CLO BR HLA 2017-1AAA+ (sf)A11.2114119.61.05115207.31.807/15/22
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)A12.13114120.41.06115203.61.7707/15/22
HLA 2018-1A CLO B HLA 2018-1AAA- (sf)A12.02114.3120.71.06115230.3207/15/22
HRPK 2020-1A CLO B1R HRPK 2020-1AAAA (sf)N/A21.5122.5133.21.09120227.71.907/15/22
HRPK 2020-1A CLO B2R HRPK 2020-1AAA (sf)N/A21.5122.5133.21.09120227.71.907/15/22
HLM 2013-2A CLO A1BR HLM 2013-2AAAA (sf)N/A38.57114.5120.11.05115206.91.807/15/22
HLM 2013-2A CLO BR HLM 2013-2AA+ (sf)N/A12.41114.5120.11.05115206.91.807/15/22
HLM 4A-2014 CLO BR HLM 4A-2014AA+ (sf)N/A11.65115.5121.11.05115194.21.6907/15/22
HLM 5A-2015 CLO B1RR HLM 5A-2015AAA (sf)N/A18.81122.91301.06120211.31.7607/15/22
HLM 5A-2015 CLO B2RR HLM 5A-2015AAA (sf)N/A18.81122.91301.06120211.31.7607/15/22
HLM 6A-2015 CLO BR HLM 6A-2015AA+ (sf)N/A11.09122.5128.71.05120205.31.7107/15/22
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A18.82121.6129.21.06120229.21.9107/15/22
HLDN 2015-4A CLO B1R HLDN 2015-4AAAA (sf)N/A23.18126.5137.31.09120266.82.2207/15/22
HLDN 2015-4A CLO B2R2 HLDN 2015-4AAAA (sf)N/A23.18126.5137.31.09120266.82.2207/15/22