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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 2021-53A CLO A GCBSL 2021-53AAAA (sf)AAA36.04123.5133.41.08120169.61.4111/11/24
GCBSL 2021-53A CLO B GCBSL 2021-53AAAA (sf)AA23.97123.5133.41.08120169.61.4111/11/24
GCBSL 2021-53A CLO C GCBSL 2021-53AA+ (sf)A18.9117.21251.07110157.91.4411/11/24
GCBSL 2021-53A CLO D GCBSL 2021-53ABB+ (sf)BBB-12.47110115.91.05105143.71.3711/11/24
GCBSL 2021-53A CLO E GCBSL 2021-53AB+ (sf)BB-6.6103.7108.61.05   11/11/24
GCBSL 2021-55A CLO A GCBSL 2021-55AAAA (sf)N/A37.5121.6131.81.08120166.81.3911/11/24
GCBSL 2021-55A CLO B GCBSL 2021-55AAAA (sf)N/A22.76121.6131.81.08120166.81.3911/11/24
GCBSL 2021-55A CLO C GCBSL 2021-55AA (sf)N/A17.13114.6122.91.07115154.11.3411/11/24
GCBSL 2021-55A CLO D GCBSL 2021-55ABB+ (sf)N/A11.16108.4114.61.06110141.31.2811/11/24
GCBSL 2021-55A CLO E GCBSL 2021-55ABB- (sf)N/A7.52104.9110.11.05   11/11/24
GCBSL 2021-58A CLO A1L GCBSL 2021-58AAAA (sf)N/A37.38122.5132.31.08120168.11.411/11/24
GCBSL 2021-58A CLO A1 GCBSL 2021-58AAAA (sf)AAA37.38122.5132.31.08120168.11.411/11/24
GCBSL 2021-58A CLO A2 GCBSL 2021-58AAAA (sf)AAA34.84122.5132.31.08120168.11.411/11/24
GCBSL 2021-58A CLO B GCBSL 2021-58AAAA (sf)AA23.13122.5132.31.08120168.11.411/11/24
GCBSL 2021-58A CLO C GCBSL 2021-58ABBB+ (sf)A17.02114.7122.61.07110154.11.411/11/24
GCBSL 2021-58A CLO D GCBSL 2021-58ABB+ (sf)BBB-10.91108.3114.21.05105140.51.3411/11/24
GCBSL 2021-58A CLO E GCBSL 2021-58AB+ (sf)BB-6.59104108.91.05   11/11/24
GCBSL 2022-60A CLO AR GCBSL 2022-60AAAA (sf)AAA36.62122.51321.08120167.41.411/11/24
GCBSL 2022-60A CLO BR GCBSL 2022-60AAAA (sf)AA+22.82122.51321.08120167.41.411/11/24
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 XR GWOLF 2013-1AAAA (sf)N/A 114118.51.04115153.71.3411/11/24
GWOLF 2013-1A CLO A1SR GWOLF 2013-1AAAA (sf)N/A37.25114118.51.04115153.71.3411/11/24
GWOLF 2013-1A CLO A2JR GWOLF 2013-1AAAA (sf)N/A34.12114118.51.04115153.71.3411/11/24
GWOLF 2013-1A CLO A2AR GWOLF 2013-1AAAA (sf)N/A20.52114118.51.04115153.71.3411/11/24
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