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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 2022-60A CLO CR GCBSL 2022-60AA+ (sf)A+16.84114.9122.51.07110154.21.411/11/24
GCBSL 2022-60A CLO DR GCBSL 2022-60ABB+ (sf)BBB+11.06108.9114.51.05105142.11.3511/11/24
GCBSL 2022-60A CLO ER GCBSL 2022-60ABB- (sf)BB-6.51104.31091.05   11/11/24
GCBSL 2022-62A CLO AR GCBSL 2022-62AAAA (sf)AAA35.88124135.41.09120156.71.3111/11/24
GCBSL 2022-62A CLO BR GCBSL 2022-62AAAA (sf)N/A23.86124135.41.09120156.71.3111/11/24
GCBSL 2022-62A CLO CR GCBSL 2022-62AA+ (sf)N/A17.85115.8125.11.08110142.11.2911/11/24
GCBSL 2022-62A CLO D1R GCBSL 2022-62ABB+ (sf)N/A12.34108.9116.11.07105128.61.2211/11/24
GCBSL 2022-62A CLO D2R GCBSL 2022-62ABB- (sf)N/A10.84108.9116.11.07105128.61.2211/11/24
GCBSL 2022-62A CLO ER GCBSL 2022-62ABB- (sf)N/A7.83105.5111.61.06   11/11/24
GCBSL 2022-64A CLO A GCBSL 2022-64AAAA (sf)AAA37.47126.3137.11.09120154.41.2911/11/24
GCBSL 2022-64A CLO B GCBSL 2022-64AAAA (sf)AA26.03126.3137.11.09120154.41.2911/11/24
GCBSL 2022-64A CLO C GCBSL 2022-64AAA- (sf)A19.92117.9126.71.07110139.81.2711/11/24
GCBSL 2022-64A CLO D GCBSL 2022-64ABB+ (sf)BBB-13.47110.5117.21.06105125.91.211/11/24
GCBSL 2022-64A CLO E GCBSL 2022-64ABB- (sf)BB-9.74106.7112.41.05   11/11/24
GCBSL 2023-66A CLO A GCBSL 2023-66AAAA (sf)AAA37.64123.9134.31.08120161.11.3411/11/24
GCBSL 2023-66A CLO AJ GCBSL 2023-66AAAA (sf)AAA35.63123.9134.31.08120161.11.3411/11/24
GCBSL 2023-66A CLO B GCBSL 2023-66AAAA (sf)AA24.87123.9134.31.08120161.11.3411/11/24
GCBSL 2023-66A CLO C GCBSL 2023-66AA+ (sf)A18.73115.8124.21.07110147.11.3411/11/24
GCBSL 2023-66A CLO D GCBSL 2023-66ABB+ (sf)BBB-12.5108.9115.31.06105132.41.2611/11/24
GCBSL 2023-66A CLO E GCBSL 2023-66ABB- (sf)BB-8.98105.5110.91.05   11/11/24
GCBSL 2023-68A CLO A GCBSL 2023-68AAAA (sf)AAA36.59122.5132.71.08120153.71.2811/11/24
GCBSL 2023-68A CLO B GCBSL 2023-68AAAA (sf)AA24.01122.5132.71.08120153.71.2811/11/24
GCBSL 2023-68A CLO C GCBSL 2023-68AA+ (sf)A18.48115.5123.71.07110141.41.2911/11/24
GCBSL 2023-68A CLO D GCBSL 2023-68ABB+ (sf)BBB-12.44108.9115.11.06105127.81.2211/11/24
GCBSL 2023-68A CLO E GCBSL 2023-68ABB- (sf)BB8.91105.5110.71.05   11/11/24
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AAA- (sf)N/A20.52114118.51.04115153.71.3411/11/24
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A14.25114118.51.04115153.71.3411/11/24
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB (sf)N/A14.25114118.51.04115153.71.3411/11/24
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A14.72114118.61.04115148.71.2911/11/24
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A14.27114118.61.041151501.311/11/24
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB- (sf)N/A14.27114118.61.041151501.311/11/24
GWOLF 2015-1A CLO BR GWOLF 2015-1AAAA (sf)N/A20.35113.6126.71.12115139.21.2111/11/24
GWOLF 2018-1A CLO B GWOLF 2018-1AAAA (sf)N/A19.9116.2125.91.08105145.31.3811/11/24
GWOLF 2018-2A CLO B GWOLF 2018-2AAAA (sf)N/A18.22113.7120.51.06105147.31.411/11/24
GRIPP 2017-1A CLO B GRIPP 2017-1ANRAAA       11/11/24
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AAA42.44137.3176.51.29115227.41.9811/11/24
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A14.03115119.21.04110151.51.3811/11/24
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A32.27121.51421.17120191.41.5911/11/24
GUGG 2022-2A CLO B GUGG 2022-2AAAA (sf)AA22.37125.1131.91.05120132.91.1111/11/24
GSM 2020-IA CLO BR GSM 2020-IAA+ (sf)N/A17.07114.5121.51.06105142.21.3511/11/24
GSM 2021-IIIA CLO BR GSM 2021-IIIAA+ (sf)N/A17.37114.51221.07105153.81.4611/11/24
GSM 2021-4A CLO B GSM 2021-4AA+ (sf)N/A14.99114118.41.04110138.81.2611/11/24
GSM 2021-5A CLO B GSM 2021-5AA- (sf)N/A14.71141181.04110141.31.2811/11/24
GSM 2021-6A CLO B GSM 2021-6AA (sf)N/A14.69114118.21.04110141.41.2911/11/24
GSM 2022-7A CLO B GSM 2022-7AA (sf)N/A15.06114118.61.04110144.31.3111/11/24
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA21.98122.5129.41.06120158.91.3211/11/24
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA85.22114141.91.24115192.21.6711/11/24
HLA 2017-1A CLO BR HLA 2017-1AAAA (sf)A+32.31114141.91.24115192.21.6711/11/24
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)AA41.33114155.21.36115201.31.7511/11/24
HLA 2018-1A CLO B HLA 2018-1AAAA (sf)A+19.35114.3124.61.09115165.51.4411/11/24