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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
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB (sf)N/A14.41114118.71.04115143.21.2508/12/24
GWOLF 2015-1A CLO BR GWOLF 2015-1AAAA (sf)N/A20.68113.6124.31.09115157.41.3708/12/24
GWOLF 2018-1A CLO B GWOLF 2018-1AAAA (sf)N/A18.22116.2123.51.061051481.4108/12/24
GWOLF 2018-2A CLO B GWOLF 2018-2AAAA (sf)N/A16.22113.7119.61.05105144.21.3708/12/24
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AAA52.96123.3185.61.51120231.81.9308/12/24
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AAA36.94137.3160.31.17115198.91.7308/12/24
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A14.3115119.81.04110150.31.3708/12/24
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A28.04121.5137.21.13120183.51.5308/12/24
GUGG 2022-2A CLO B GUGG 2022-2AAAA (sf)AA22.42125.1132.11.06120144.11.208/12/24
GSM 2020-IA CLO BR GSM 2020-IAA+ (sf)N/A17.03114.5121.81.06   08/12/24
GSM 2021-IIIA CLO BR GSM 2021-IIIAAA+ (sf)N/A17.45114.3119.11.04115144.41.2608/12/24
GSM 2021-4A CLO B GSM 2021-4AA+ (sf)N/A14.961141191.04110140.61.2808/12/24
GSM 2021-5A CLO B GSM 2021-5AA+ (sf)N/A14.66114118.71.04110139.71.2708/12/24
GSM 2021-6A CLO B GSM 2021-6AA+ (sf)N/A14.68114118.71.04110141.61.2908/12/24
GSM 2022-7A CLO B GSM 2022-7AA+ (sf)N/A15.05114119.21.05110142.91.308/12/24
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AAA32.45122150.81.24120189.61.5808/12/24
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAAA (sf)AAA32.45122150.81.24120189.61.5808/12/24
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA21.81122.5129.71.06120164.51.3708/12/24
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA72.02114135.51.19115180.61.5708/12/24
HLA 2017-1A CLO BR HLA 2017-1AAAA (sf)A+26.85114135.51.19115180.61.5708/12/24
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)AA34.07114146.61.29115187.81.6308/12/24
HLA 2018-1A CLO B HLA 2018-1AAAA (sf)A+16.2114.3121.81.07115160.31.3908/12/24
HRPK 2020-1A CLO B1R HRPK 2020-1AAAA (sf)N/A22.16122.5132.51.08120166.51.3908/12/24
HRPK 2020-1A CLO B2R HRPK 2020-1AAA+ (sf)N/A22.16122.5132.51.08120166.51.3908/12/24
HLM 2013-2A CLO A1BR HLM 2013-2AAAA (sf)AAA76.06114.5130.41.14115165.11.4408/12/24
HLM 2013-2A CLO BR HLM 2013-2AAAA (sf)N/A24.73114.5130.41.14115165.11.4408/12/24
HLM 4A-2014 CLO BR HLM 4A-2014AAA (sf)N/A21.75115.5130.51.13115167.11.4508/12/24
HLM 5A-2015 CLO B1RR HLM 5A-2015AAA (sf)N/A22.76122.9130.21.061201701.4208/12/24
HLM 5A-2015 CLO B2RR HLM 5A-2015AAA (sf)N/A22.76122.9130.21.061201701.4208/12/24
HLM 6A-2015 CLO BR HLM 6A-2015AAA (sf)N/A20.57122.5145.91.19120188.21.5708/12/24
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A26.16121.6134.41.11120175.71.4608/12/24
HLDN 2015-4A CLO B1R HLDN 2015-4AAAA (sf)N/A32.71126.5142.91.13120230.91.9208/12/24
HLDN 2015-4A CLO B2R2 HLDN 2015-4AAAA (sf)N/A32.71126.5142.91.13120230.91.9208/12/24
HLSY 2019-1A CLO A1B HLSY 2019-1AAAA (sf)AAA32.3121.61301.07120163.91.3708/12/24
HLSY 2019-1A CLO A2B HLSY 2019-1AAAA (sf)AAA32.3121.61301.07120163.91.3708/12/24
HLSY 2019-1A CLO B1 HLSY 2019-1AAAA (sf)N/A20.84121.61301.07120163.91.3708/12/24
HLSY 2019-1A CLO B2 HLSY 2019-1AA+ (sf)N/A20.84121.61301.07120163.91.3708/12/24
ELMW6 2020-3A CLO BR ELMW6 2020-3ANRN/A       08/12/24
HLSY 2020-3A CLO A1B HLSY 2020-3AAAA (sf)AAA37.16121.6131.71.08120164.61.3708/12/24
HLSY 2020-3A CLO B1 HLSY 2020-3AAAA (sf)N/A21.71121.6131.71.08120164.61.3708/12/24
HLSY 2020-3A CLO B2 HLSY 2020-3AAA- (sf)N/A21.71121.6131.71.08120164.61.3708/12/24
HLSY 2021-4A CLO B HLSY 2021-4AAAA (sf)N/A21.29121.6131.41.08120160.71.3408/12/24
HLSY 2021-5A CLO A1B HLSY 2021-5AAAA (sf)AAA35.58121.6130.51.07120165.21.3808/12/24
HLSY 2021-5A CLO B HLSY 2021-5AAAA (sf)AA21.04121.6130.51.07120165.21.3808/12/24
HLSY 2022-6A CLO B1 HLSY 2022-6AAAA (sf)AA21.89121.6131.81.081201511.2608/12/24
HLSY 2022-6A CLO B2 HLSY 2022-6AA+ (sf)AA21.89121.6131.81.081201511.2608/12/24
HLSY 2023-7A CLO B HLSY 2023-7AAAA (sf)AA23.69123.2133.21.08120154.21.2808/12/24
HLM 10A-16 CLO BRR HLM 10A-16A+ (sf)N/A15.45114120.71.06115150.91.3108/12/24
HLM 9A-2016 CLO A1BR HLM 9A-2016NRAAA       08/12/24
HLM 9A-2016 CLO BR HLM 9A-2016NRN/A       08/12/24