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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
GSM 2022-7A CLO D GSM 2022-7ABB- (sf)N/A5.64104.3106.91.02   06/17/24
GCBSL 2020-52A CLO A1 GCBSL 2020-52ANRN/A       06/17/24
GCBSL 2020-52A CLO A2 GCBSL 2020-52ANRN/A       06/17/24
GCBSL 2020-52A CLO B GCBSL 2020-52ANRN/A       06/17/24
GCBSL 2020-52A CLO C GCBSL 2020-52ANRN/A       06/17/24
GCBSL 2020-52A CLO D GCBSL 2020-52ANRN/A       06/17/24
GCBSL 2020-52A CLO E GCBSL 2020-52ANRN/A       06/17/24
HAYFN 2019-1A CLO AL HAYFN 2019-1AAAA (sf)N/A51.17122137.21.12120189.61.5806/17/24
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AAA32.5122137.21.12120189.61.5806/17/24
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAAA (sf)AAA32.5122137.21.12120189.61.5806/17/24
HAYFN 2019-1A CLO C HAYFN 2019-1AAAA (sf)AA+25.35116.6127.51.09115172.71.506/17/24
HAYFN 2019-1A CLO D HAYFN 2019-1AAA+ (sf)A-15.41109.61161.06110151.91.3806/17/24
HAYFN 2019-1A CLO E HAYFN 2019-1ABB+ (sf)BB-6.67104.7107.51.031051331.2706/17/24
HAYFN 2019-2A CLO XR HAYFN 2019-2AAAA (sf)AAA 122.5129.61.06120171.81.4306/17/24
HAYFN 2019-2A CLO AL HAYFN 2019-2AAAA (sf)N/A33.79122.5129.61.06120171.81.4306/17/24
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA21.89122.5129.61.06120171.81.4306/17/24
HAYFN 2019-2A CLO CR HAYFN 2019-2AA+ (sf)A16.72116.2121.61.05115159.61.3906/17/24
HAYFN 2019-2A CLO DR HAYFN 2019-2ABB+ (sf)BBB-9.99108.9112.51.03110144.41.3106/17/24
HAYFN 2019-2A CLO ER HAYFN 2019-2ABB- (sf)BB-5.6104.6107.21.02   06/17/24
HAYFN 2018-8A CLO A HAYFN 2018-8AAAA (sf)AAA42.5122.8131.81.07115180.51.5706/17/24
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA+27.03122.8131.81.07115180.51.5706/17/24
HAYFN 2018-8A CLO C HAYFN 2018-8AAAA (sf)A+19.94116.8122.41.05110166.41.5106/17/24
HAYFN 2018-8A CLO D HAYFN 2018-8AA+ (sf)BBB-11.04109112.31.03105149.71.4306/17/24
HAYFN 2018-8A CLO E HAYFN 2018-8ABB (sf)BB-4.18103.7105.71.02   06/17/24
HAYFN 2018-9A CLO A1R HAYFN 2018-9AAAA (sf)AAA47.83      06/17/24
HAYFN 2018-9A CLO BR HAYFN 2018-9AAAA (sf)N/A29.25      06/17/24
HAYFN 2018-9A CLO CR HAYFN 2018-9AAAA (sf)N/A19.51      06/17/24
HAYFN 2018-9A CLO DR HAYFN 2018-9ABBB+ (sf)N/A10.77      06/17/24
HAYFN 2018-9A CLO ER HAYFN 2018-9ABB (sf)N/A4.91      06/17/24
HAYFN 2018-9A CLO FR HAYFN 2018-9ACCC (sf)N/A2.47      06/17/24
HLA 2015-3A CLO C HLA 2015-3AAAA (sf)BBB+28.83109.3141.41.29110149.41.3606/17/24
HLA 2015-3A CLO D HLA 2015-3AC (sf)CCC--52.64103.9660.6410562.50.606/17/24
HLA 2017-1A CLO A1AR HLA 2017-1AAAA (sf)AAA63.11114129.81.14115176.71.5406/17/24
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA63.11114129.81.14115176.71.5406/17/24
HLA 2017-1A CLO A2R HLA 2017-1AAAA (sf)AAA37.51114129.81.14115176.71.5406/17/24
HLA 2017-1A CLO BR HLA 2017-1AAAA (sf)A+24.15114129.81.14115176.71.5406/17/24
HLA 2017-1A CLO C HLA 2017-1AA+ (sf)BBB-10.79107.6113.31.05110147.41.3406/17/24
HLA 2017-1A CLO D HLA 2017-1ABB- (sf)BB-1.89104.7104.51105129.41.2306/17/24
HLA 2017-2A CLO A1R HLA 2017-2AAAA (sf)AAA82.151141451.27115176.91.5406/17/24
HLA 2017-2A CLO A2 HLA 2017-2AAAA (sf)AAA48.771141451.27115176.91.5406/17/24
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)AA30.451141451.27115176.91.5406/17/24
HLA 2017-2A CLO C HLA 2017-2AAA+ (sf)BBB-14.74107.6118.31.1110139.21.2706/17/24
HLA 2017-2A CLO D HLA 2017-2ABB (sf)BB-4.27104.7105.41.01105115.71.106/17/24
HLA 2018-1A CLO A1 HLA 2018-1AAAA (sf)AAA36.06114.3121.21.06115156.71.3606/17/24
HLA 2018-1A CLO A2 HLA 2018-1AAAA (sf)AA+20.9114.3121.21.06115156.71.3606/17/24
HLA 2018-1A CLO B HLA 2018-1AAAA (sf)A+15.04114.3121.21.06115156.71.3606/17/24
HLA 2018-1A CLO C HLA 2018-1ABBB+ (sf)BBB-7.53107.6111.31.03110140.81.2806/17/24
HLA 2018-1A CLO D HLA 2018-1ABB- (sf)BB-2.69104.7105.81.01105129.61.2306/17/24
HRPK 2020-1A CLO A1R HRPK 2020-1AAAA (sf)AAA39.36122.5132.51.081201661.3806/17/24
HRPK 2020-1A CLO A2R HRPK 2020-1AAAA (sf)AAA36.95122.5132.51.081201661.3806/17/24