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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
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A27.91121.5142.11.17120189.31.5810/17/24
GUGG 2020-1A CLO CR GUGG 2020-1AAAA (sf)N/A19.84114127.81.12115166.61.4510/17/24
GUGG 2020-1A CLO DR GUGG 2020-1AA+ (sf)N/A12.96108.9117.71.08110149.21.3610/17/24
GUGG 2020-1A CLO ER GUGG 2020-1ABB+ (sf)N/A6.89      10/17/24
GUGG 2022-2A CLO A1 GUGG 2022-2AAAA (sf)AAA37.02125.1131.71.05120132.21.110/17/24
GUGG 2022-2A CLO A2 GUGG 2022-2AAAA (sf)AAA32.83125.1131.71.05120132.21.110/17/24
GUGG 2022-2A CLO B GUGG 2022-2AAAA (sf)AA22.33125.1131.71.05120132.21.110/17/24
GUGG 2022-2A CLO C GUGG 2022-2ABBB+ (sf)A15.77116.6121.51.041101201.0910/17/24
GUGG 2022-2A CLO D GUGG 2022-2ABB (sf)BBB-9.47109.91131.03105108.91.0410/17/24
GUGG 2022-2A CLO E GUGG 2022-2AB (sf)BB-6.32107109.21.02   10/17/24
GSM 2020-IA CLO A1R GSM 2020-IAAAA (sf)N/A37.26114.5121.51.06   10/17/24
GSM 2020-IA CLO A2R GSM 2020-IAAAA (sf)N/A23.09114.5121.51.06   10/17/24
GSM 2020-IA CLO BR GSM 2020-IAA+ (sf)N/A17.02114.5121.51.06   10/17/24
GSM 2020-IA CLO C1R GSM 2020-IABBB- (sf)N/A12.47107.6113.21.05   10/17/24
GSM 2020-IA CLO C2R GSM 2020-IABB+ (sf)N/A10.95107.6113.21.05   10/17/24
GSM 2020-IA CLO DR GSM 2020-IABB- (sf)N/A7.15104.5108.61.04   10/17/24
GSM 2021-IIIA CLO A1R GSM 2021-IIIAAAA (sf)N/A37.52114.51221.07115150.11.3110/17/24
GSM 2021-IIIA CLO A2R GSM 2021-IIIAAAA (sf)N/A24.42114.51221.07115150.11.3110/17/24
GSM 2021-IIIA CLO BR GSM 2021-IIIAA+ (sf)N/A17.37114.51221.07115150.11.3110/17/24
GSM 2021-IIIA CLO C1R GSM 2021-IIIABBB (sf)N/A12.33107.6113.71.06110137.81.2510/17/24
GSM 2021-IIIA CLO C2R GSM 2021-IIIABB (sf)N/A11.32107.6113.71.06110137.81.2510/17/24
GSM 2021-IIIA CLO DR GSM 2021-IIIABB (sf)N/A7.29104.2108.81.04   10/17/24
GSM 2021-4A CLO A1 GSM 2021-4AAAA (sf)N/A36.24114118.41.04110138.81.2610/17/24
GSM 2021-4A CLO A2 GSM 2021-4AAAA (sf)N/A23.28114118.41.04110138.81.2610/17/24
GSM 2021-4A CLO B GSM 2021-4AA+ (sf)N/A14.99114118.41.04110138.81.2610/17/24
GSM 2021-4A CLO C GSM 2021-4ABB+ (sf)N/A8.76107.6110.41.03105127.21.2110/17/24
GSM 2021-4A CLO D GSM 2021-4AB+ (sf)N/A4.9104105.91.02   10/17/24
GSM 2021-5A CLO A1 GSM 2021-5AAAA (sf)N/A361141181.04110139.41.2710/17/24
GSM 2021-5A CLO A2 GSM 2021-5AAAA (sf)N/A23.511141181.04110139.41.2710/17/24
GSM 2021-5A CLO B GSM 2021-5AA+ (sf)N/A14.661141181.04110139.41.2710/17/24
GSM 2021-5A CLO C GSM 2021-5ABB+ (sf)N/A8.42107.61101.02105127.81.2210/17/24
GSM 2021-5A CLO D GSM 2021-5AB+ (sf)N/A4.6104.1105.61.01   10/17/24
GSM 2021-6A CLO A1 GSM 2021-6AAAA (sf)N/A35.48114118.21.04110139.41.2710/17/24
GSM 2021-6A CLO A2 GSM 2021-6AAAA (sf)N/A22.99114118.21.04110139.41.2710/17/24
GSM 2021-6A CLO B GSM 2021-6AA+ (sf)N/A14.67114118.21.04110139.41.2710/17/24
GSM 2021-6A CLO C GSM 2021-6ABB+ (sf)N/A8.42107.6110.11.02105127.71.2210/17/24
GSM 2021-6A CLO D GSM 2021-6AB+ (sf)N/A4.52104105.61.02   10/17/24
GSM 2022-7A CLO A1 GSM 2022-7AAAA (sf)N/A36.8114118.61.04110143.81.3110/17/24
GSM 2022-7A CLO A2 GSM 2022-7AAAA (sf)N/A23.33114118.61.04110143.81.3110/17/24
GSM 2022-7A CLO B GSM 2022-7AA+ (sf)N/A15.04114118.61.04110143.81.3110/17/24
GSM 2022-7A CLO C GSM 2022-7ABB+ (sf)N/A8.82107.6110.51.03105131.81.2610/17/24
GSM 2022-7A CLO D GSM 2022-7AB+ (sf)N/A5.2104.3106.31.02   10/17/24
HAYFN 2019-2A CLO XR HAYFN 2019-2AAAA (sf)AAA 122.5129.41.06120154.81.2910/17/24
HAYFN 2019-2A CLO AL HAYFN 2019-2AAAA (sf)N/A33.89122.5129.41.06120154.81.2910/17/24
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA22.01122.5129.41.06120154.81.2910/17/24
HAYFN 2019-2A CLO CR HAYFN 2019-2AA+ (sf)A16.85116.2121.41.04115143.81.2510/17/24
HAYFN 2019-2A CLO DR HAYFN 2019-2ABB+ (sf)BBB-10.13108.9112.31.03110130.11.1810/17/24
HAYFN 2019-2A CLO ER HAYFN 2019-2ABB- (sf)BB-5.74104.6107.11.02   10/17/24
HLA 2015-3A CLO C HLA 2015-3AAAA (sf)BBB+36.3109.3157.61.44110140.81.2810/17/24
HLA 2015-3A CLO D HLA 2015-3AC (sf)CCC--63.7103.961.30.5910548.40.4610/17/24