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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 2022-64A CLO A GCBSL 2022-64AAAA (sf)AAA37.46126.3137.11.09120153.31.2810/16/23
GCBSL 2022-64A CLO B GCBSL 2022-64AAAA (sf)AA26.01126.3137.21.09120153.31.2810/16/23
GCBSL 2022-64A CLO C GCBSL 2022-64AAA- (sf)A19.91117.9126.71.07110138.81.2610/16/23
GCBSL 2022-64A CLO D GCBSL 2022-64ABB+ (sf)BBB-13.45110.5117.31.061051251.1910/16/23
GCBSL 2022-64A CLO E GCBSL 2022-64ABB- (sf)BB-9.72106.7112.41.05   10/16/23
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AA+ (sf)N/A20.09114120.51.061151461.2710/16/23
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A13.78114120.51.061151461.2710/16/23
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB+ (sf)N/A13.78114120.51.061151461.2710/16/23
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A14114120.71.06115142.31.2410/16/23
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A13.71114120.61.06115141.71.2310/16/23
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABB+ (sf)N/A13.71114120.61.06115141.71.2310/16/23
GWOLF 2015-1A CLO BR GWOLF 2015-1AAA+ (sf)N/A12.8113.6119.31.05115137.51.210/16/23
GWOLF 2018-1A CLO B GWOLF 2018-1AAA+ (sf)N/A14.46116.2121.21.04105146.91.410/16/23
GWOLF 2018-2A CLO B GWOLF 2018-2AA+ (sf)N/A13.62113.7120.21.06105143.61.3710/16/23
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA+27.57123.3142.61.16120173.91.4510/16/23
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AAA29.76137.3144.81.05115182.31.5910/16/23
GUGG 2019-1A CLO BR GUGG 2019-1AAA- (sf)N/A15.08115120.41.05110154.21.410/16/23
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A23.03121.5133.11.11201801.510/16/23
GUGG 2022-2A CLO B GUGG 2022-2AAAA (sf)AA22.87125.1134.91.08120148.21.2310/16/23
GSM 2020-IA CLO B GSM 2020-IAAAA (sf)N/A21.08121.6130.11.071151571.3710/16/23
GSM 2021-IIIA CLO B GSM 2021-IIIAA+ (sf)N/A15.58114.3121.81.07115148.71.2910/16/23
GSM 2021-4A CLO B GSM 2021-4AAA- (sf)N/A15.29114121.21.06110148.31.3510/16/23
GSM 2021-5A CLO B GSM 2021-5AA+ (sf)N/A15.021141211.06110149.21.3610/16/23
GSM 2021-6A CLO B GSM 2021-6AA+ (sf)N/A14.93114120.91.06110148.61.3510/16/23
GSM 2022-7A CLO B GSM 2022-7AA+ (sf)N/A15.27114121.11.06110150.51.3710/16/23
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA21.88122131.91.08120168.41.410/16/23
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAAA (sf)AA21.88122131.91.08120168.41.410/16/23
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA21.36122.5130.71.07120168.11.410/16/23
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA+20.64122.81301.06115167.31.4510/16/23
HAYFN 2018-9A CLO BR HAYFN 2018-9AAAA (sf)N/A22.29      10/16/23
HLA 2015-3A CLO BR HLA 2015-3AAAA (sf)AAA57.9117.1248.72.12115274.92.3910/16/23
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA40.271141221.07115147.71.2810/16/23
HLA 2017-1A CLO BR HLA 2017-1AAAA (sf)A+14.671141221.07115147.71.2810/16/23
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)AA16.72114123.91.09115146.91.2810/16/23
HLA 2018-1A CLO B HLA 2018-1AAA (sf)A+12.4114.3119.31.041151541.3410/16/23
HRPK 2020-1A CLO B1R HRPK 2020-1AAAA (sf)N/A21.4122.5132.11.08120166.91.3910/16/23
HRPK 2020-1A CLO B2R HRPK 2020-1AA+ (sf)N/A21.4122.5132.11.08120166.91.3910/16/23
HLM 2013-2A CLO A1BR HLM 2013-2AAAA (sf)AAA44.49114.5120.51.05115145.31.2610/16/23
HLM 2013-2A CLO BR HLM 2013-2AAAA (sf)N/A14.71114.5120.51.05115145.31.2610/16/23
HLM 4A-2014 CLO BR HLM 4A-2014AAA (sf)N/A15.92115.5122.71.06115147.11.2810/16/23
HLM 5A-2015 CLO B1RR HLM 5A-2015AAA (sf)N/A19.39122.9128.21.04120161.11.3410/16/23
HLM 5A-2015 CLO B2RR HLM 5A-2015AAA (sf)N/A19.39122.9128.21.04120161.11.3410/16/23
HLM 6A-2015 CLO BR HLM 6A-2015AAA (sf)N/A13.93122.5130.71.071201521.2710/16/23
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A19.45121.6128.31.061201621.3510/16/23
HLDN 2015-4A CLO B1R HLDN 2015-4AAAA (sf)N/A22.08126.5131.91.04120196.41.6410/16/23
HLDN 2015-4A CLO B2R2 HLDN 2015-4AAAA (sf)N/A22.08126.5131.91.04120196.41.6410/16/23
HLSY 2019-1A CLO A1B HLSY 2019-1AAAA (sf)AAA32.64121.6130.71.07120161.41.3410/16/23
HLSY 2019-1A CLO A2B HLSY 2019-1AAAA (sf)AAA32.64121.6130.71.07120161.41.3410/16/23
HLSY 2019-1A CLO B1 HLSY 2019-1AAAA (sf)N/A21.24121.6130.71.07120161.41.3410/16/23
HLSY 2019-1A CLO B2 HLSY 2019-1AA+ (sf)N/A21.24121.6130.71.07120161.41.3410/16/23