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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 2021-58A CLO A2 GCBSL 2021-58AAAA (sf)AAA34.09122.51331.09120173.31.4408/10/23
GCBSL 2021-58A CLO B GCBSL 2021-58AAAA (sf)AA22.25122.51331.09120173.31.4408/10/23
GCBSL 2021-58A CLO C GCBSL 2021-58AA+ (sf)A16.07114.7123.21.07110158.81.4408/10/23
GCBSL 2021-58A CLO D GCBSL 2021-58ABB+ (sf)BBB-9.89108.3114.81.06105144.71.3808/10/23
GCBSL 2021-58A CLO E GCBSL 2021-58ABB- (sf)BB-5.52104109.51.05   08/10/23
GCBSL 2022-60A CLO AL1 GCBSL 2022-60AAAA (sf)N/A36.16122.5132.71.08120164.91.3708/10/23
GCBSL 2022-60A CLO AL2 GCBSL 2022-60AAAA (sf)N/A36.16122.5132.71.08120164.91.3708/10/23
GCBSL 2022-60A CLO B GCBSL 2022-60AAAA (sf)AA22.26122.5132.71.08120164.91.3708/10/23
GCBSL 2022-60A CLO C GCBSL 2022-60AA+ (sf)A+16.24114.9123.11.07110151.11.3708/10/23
GCBSL 2022-60A CLO D GCBSL 2022-60ABB+ (sf)BBB10.42108.9115.11.06105138.71.3208/10/23
GCBSL 2022-60A CLO E GCBSL 2022-60ABB- (sf)BB-5.84104.3109.51.05   08/10/23
GCBSL 2022-62A CLO A1 GCBSL 2022-62AAAA (sf)AAA34.21124135.31.09120165.31.3808/10/23
GCBSL 2022-62A CLO A2 GCBSL 2022-62AAAA (sf)AAA34.21124135.31.09120165.31.3808/10/23
GCBSL 2022-62A CLO B GCBSL 2022-62AAAA (sf)AA23.29124135.31.09120165.31.3808/10/23
GCBSL 2022-62A CLO C GCBSL 2022-62AA+ (sf)A16.99115.81251.08110149.91.3608/10/23
GCBSL 2022-62A CLO D GCBSL 2022-62ABB+ (sf)BBB-10.56108.9116.11.07105135.41.2908/10/23
GCBSL 2022-62A CLO E GCBSL 2022-62ABB- (sf)BB-6.97105.5111.61.06   08/10/23
GCBSL 2022-64A CLO A GCBSL 2022-64AAAA (sf)AAA37.12126.3137.11.09   08/10/23
GCBSL 2022-64A CLO B GCBSL 2022-64AAAA (sf)AA25.61126.3137.11.09   08/10/23
GCBSL 2022-64A CLO C GCBSL 2022-64AAA- (sf)A19.47117.9126.71.07   08/10/23
GCBSL 2022-64A CLO D GCBSL 2022-64ABB+ (sf)BBB-12.98110.5117.21.06   08/10/23
GCBSL 2022-64A CLO E GCBSL 2022-64ABB- (sf)BB-9.23106.7112.31.05   08/10/23
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AA+ (sf)N/A19.821141201.05115155.21.3508/10/23
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A13.491141201.05115155.21.3508/10/23
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB+ (sf)N/A13.491141201.05115155.21.3508/10/23
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A14.19114120.31.06115149.81.308/10/23
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A13.431141201.05115150.51.3108/10/23
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABB+ (sf)N/A13.431141201.05115150.51.3108/10/23
GWOLF 2015-1A CLO BR GWOLF 2015-1AAA+ (sf)N/A12.9113.6118.11.04115149.71.308/10/23
GWOLF 2018-1A CLO B GWOLF 2018-1AAA+ (sf)N/A14.54116.2120.71.04105156.11.4908/10/23
GWOLF 2018-2A CLO B GWOLF 2018-2AA+ (sf)N/A13.56113.7119.71.05105150.51.4308/10/23
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA+27.19123.3136.81.11120167.41.408/10/23
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AAA28.52137.3144.81.05115186.61.6208/10/23
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A14.09115120.31.05110155.21.4108/10/23
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A22.02121.5132.11.09120174.41.4508/10/23
GUGG 2022-2A CLO B GUGG 2022-2AAAA (sf)AA22.26125.1135.11.081201521.2708/10/23
GSM 2020-IA CLO B GSM 2020-IAAAA (sf)N/A20.51121.6130.21.07115159.51.3908/10/23
GSM 2021-IIIA CLO B GSM 2021-IIIAA+ (sf)N/A14.9114.31221.07115152.11.3208/10/23
GSM 2021-4A CLO B GSM 2021-4AAA- (sf)N/A14.54114121.31.06110151.31.3808/10/23
GSM 2021-5A CLO B GSM 2021-5AA+ (sf)N/A14.25114121.21.06110152.21.3808/10/23
GSM 2021-6A CLO B GSM 2021-6AA+ (sf)N/A14.36114121.41.06110152.81.3908/10/23
GSM 2022-7A CLO B GSM 2022-7AA+ (sf)N/A14.65114121.41.06110155.51.4108/10/23
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA21.25122130.51.07120166.61.3908/10/23
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAAA (sf)AA21.25122130.51.07120166.61.3908/10/23
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA20.3122.5130.71.07120170.41.4208/10/23
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA+19.64122.81301.06115168.41.4608/10/23
HAYFN 2018-9A CLO BR HAYFN 2018-9AAAA (sf)N/A21.84      08/10/23
HLA 2015-3A CLO BR HLA 2015-3AAAA (sf)AAA57.66117.1222.81.91152892.5108/10/23
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA39.39114121.71.07115159.61.3908/10/23
HLA 2017-1A CLO BR HLA 2017-1AAAA (sf)A+13.4114121.71.07115159.61.3908/10/23