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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 C GCBSL 2018-37AAA+ (sf)N/A19.48118.2125.81.06115270.22.3505/11/22
GCBSL 2018-37A CLO D GCBSL 2018-37ABBB+ (sf)N/A12.93110.3116.31.05110230.22.0905/11/22
GCBSL 2018-37A CLO E GCBSL 2018-37ABB+ (sf)N/A9.24107.5111.61.04105201.81.9205/11/22
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)AAA35.97128.6139.21.08120346.12.8805/11/22
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A27.23128.6139.21.08120346.12.8805/11/22
GCBSL 2019-40A CLO CR GCBSL 2019-40AAA+ (sf)N/A22.01121.8129.91.07110309.22.8105/11/22
GCBSL 2019-40A CLO DR GCBSL 2019-40AA- (sf)N/A15.7113.6120.21.06105260.22.4805/11/22
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB9.31107.2111.71.04   05/11/22
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A38.65121.6131.71.08120269.52.2505/11/22
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A23.08121.6131.71.08120269.52.2505/11/22
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A23.08121.6131.71.08120269.52.2505/11/22
GCBSL 2019-41A CLO CR GCBSL 2019-41AA+ (sf)N/A17.52114.7122.81.07110242.22.205/11/22
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A11.44108.3114.41.06105209.5205/11/22
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB (sf)N/A7.9104.91101.05   05/11/22
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA37.65126.5137.51.09120275.52.305/11/22
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA26.33126.5137.51.09120275.52.305/11/22
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA26.33126.5137.51.09120275.52.305/11/22
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A21.3119.8128.71.07110245.82.2305/11/22
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-15.02112.3119.21.06105207.81.9805/11/22
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-8.88106.4111.21.05   05/11/22
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA37.55121.6132.51.091202842.3705/11/22
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA35.04121.6132.51.091202842.3705/11/22
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A23.47121.6132.51.091202842.3705/11/22
GCBSL 2020-48A CLO B2 GCBSL 2020-48AAAA (sf)N/A23.47121.6132.51.091202842.3705/11/22
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A17.17113.6122.41.08110246.82.2405/11/22
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A11.62108114.81.061052142.0405/11/22
GCBSL 2020-48A CLO E GCBSL 2020-48ABB (sf)N/A7.79104.21101.06   05/11/22
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AAA- (sf)N/A22.1114120.71.06115274.32.3905/11/22
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A15.95114120.71.06115274.32.3905/11/22
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB+ (sf)N/A15.95114120.71.06115274.32.3905/11/22
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A16.78114122.61.08115194.81.6905/11/22
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A16.18114121.51.07115242.92.1105/11/22
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB+ (sf)N/A16.18114121.51.07115242.92.1105/11/22
GWOLF 2015-1A CLO BR GWOLF 2015-1AA+ (sf)N/A16.15113.6121.51.07115281.32.4505/11/22
GWOLF 2018-1A CLO B GWOLF 2018-1AAA (sf)N/A17.57116.2123.11.061053052.905/11/22
GWOLF 2018-2A CLO B GWOLF 2018-2AA+ (sf)N/A16.69113.7121.91.07105264.32.5205/11/22
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA23.16123.3132.51.07120314.32.6205/11/22
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AA30.27137.3145.71.06115358.83.1205/11/22
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A16.46115121.31.05110322.92.9405/11/22
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A23.46121.51321.09120408.53.405/11/22
GSM 2020-IA CLO B GSM 2020-IAAAA (sf)N/A23.01121.6131.61.08115285.52.4805/11/22
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA22.63122.5132.61.08120318.92.6605/11/22
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA22.85122131.71.08120327.62.7305/11/22
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAAA (sf)AA22.85122131.71.08120327.62.7305/11/22
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA22.25122.8130.71.06115368.93.2105/11/22
HLA 2015-3A CLO BR HLA 2015-3AAAA (sf)AAA41.98117.1168.91.44115408.13.5505/11/22
HAYFN 2018-9A CLO BR HAYFN 2018-9AAAA (sf)N/A23.76      05/11/22
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA32.31114119.71.05115307.82.6805/11/22
HLA 2017-1A CLO BR HLA 2017-1AAA+ (sf)A13.94114119.71.05115307.82.6805/11/22
HLA 2017-2A CLO B HLA 2017-2AAA+ (sf)A14.44114120.31.061153092.6905/11/22