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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 C GCBSL 2021-58AA+ (sf)A15.33114.7123.21.07110152.21.3807/14/23
GCBSL 2021-58A CLO D GCBSL 2021-58ABB+ (sf)BBB-9.09108.3114.81.06105138.71.3207/14/23
GCBSL 2021-58A CLO E GCBSL 2021-58ABB- (sf)BB-4.68104109.41.05   07/14/23
GCBSL 2022-60A CLO AL1 GCBSL 2022-60AAAA (sf)N/A35.5122.5132.71.08120162.21.3507/14/23
GCBSL 2022-60A CLO AL2 GCBSL 2022-60AAAA (sf)N/A35.5122.5132.71.08120162.21.3507/14/23
GCBSL 2022-60A CLO B GCBSL 2022-60AAAA (sf)AA21.45122.5132.71.08120162.21.3507/14/23
GCBSL 2022-60A CLO C GCBSL 2022-60AA+ (sf)A+15.37114.9123.21.07110148.61.3507/14/23
GCBSL 2022-60A CLO D GCBSL 2022-60ABB+ (sf)BBB9.49108.9115.21.06105136.31.307/14/23
GCBSL 2022-60A CLO E GCBSL 2022-60ABB- (sf)BB-4.86104.3109.61.05   07/14/23
GCBSL 2022-62A CLO A1 GCBSL 2022-62AAAA (sf)AAA34.47124135.31.09120166.21.3907/14/23
GCBSL 2022-62A CLO A2 GCBSL 2022-62AAAA (sf)AAA34.47124135.31.09120166.21.3907/14/23
GCBSL 2022-62A CLO B GCBSL 2022-62AAAA (sf)AA23.59124135.31.09120166.21.3907/14/23
GCBSL 2022-62A CLO C GCBSL 2022-62AA+ (sf)A17.31115.81251.08110150.61.3707/14/23
GCBSL 2022-62A CLO D GCBSL 2022-62ABB+ (sf)BBB-10.91108.91161.07105136.11.307/14/23
GCBSL 2022-62A CLO E GCBSL 2022-62ABB- (sf)BB-7.33105.5111.61.06   07/14/23
GCBSL 2022-64A CLO A GCBSL 2022-64AAAA (sf)AAA36.47126.31371.08   07/14/23
GCBSL 2022-64A CLO B GCBSL 2022-64AAAA (sf)AA24.83126.31371.08   07/14/23
GCBSL 2022-64A CLO C GCBSL 2022-64AAA- (sf)A18.63117.9126.61.07   07/14/23
GCBSL 2022-64A CLO D GCBSL 2022-64ABB+ (sf)BBB-12.08110.5117.21.06   07/14/23
GCBSL 2022-64A CLO E GCBSL 2022-64ABB- (sf)BB-8.28106.7112.31.05   07/14/23
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AA+ (sf)N/A18.54114120.21.05115158.81.3807/14/23
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A12.11114120.21.05115158.81.3807/14/23
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB+ (sf)N/A12.11114120.21.05115158.81.3807/14/23
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A12.36114120.71.06115147.31.2807/14/23
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A12.03114120.21.05115148.71.2907/14/23
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABB+ (sf)N/A12.03114120.21.05115148.71.2907/14/23
GWOLF 2015-1A CLO BR GWOLF 2015-1AAA- (sf)N/A11.24113.6118.61.04115145.91.2707/14/23
GWOLF 2018-1A CLO B GWOLF 2018-1AAA+ (sf)N/A12.84116.2121.11.04105152.51.4507/14/23
GWOLF 2018-2A CLO B GWOLF 2018-2AA+ (sf)N/A11.97113.7120.11.06105149.21.4207/14/23
GRIPP 2017-1A CLO B GRIPP 2017-1AAAA (sf)AA+23.48123.3136.81.11120166.91.3907/14/23
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AAA28.15137.3144.51.05115186.21.6207/14/23
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A13.24115120.91.05110150.81.3707/14/23
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A20.61121.5132.11.09120173.91.4507/14/23
GUGG 2022-2A CLO B GUGG 2022-2AAAA (sf)AA21.44125.1135.21.08120119.7107/14/23
GSM 2020-IA CLO B GSM 2020-IAAAA (sf)N/A19.44121.6130.31.07115157.31.3707/14/23
GSM 2021-IIIA CLO B GSM 2021-IIIAA+ (sf)N/A13.78114.31221.07115150.11.3107/14/23
GSM 2021-4A CLO B GSM 2021-4AA+ (sf)N/A13.47114121.51.07110149.61.3607/14/23
GSM 2021-5A CLO B GSM 2021-5AA+ (sf)N/A13.07114121.31.06110152.31.3807/14/23
GSM 2021-6A CLO B GSM 2021-6AA+ (sf)N/A13.1114121.31.06110152.21.3807/14/23
GSM 2022-7A CLO B GSM 2022-7AA+ (sf)N/A13.53114121.41.06110153.61.407/14/23
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA19.551221311.07120165.91.3807/14/23
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAA+ (sf)AA19.551221311.07120165.91.3807/14/23
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA19.59122.5131.11.07120173.11.4407/14/23
HAYFN 2018-8A CLO B HAYFN 2018-8AAAA (sf)AA+18.95122.8130.81.07115168.91.4707/14/23
HAYFN 2018-9A CLO BR HAYFN 2018-9AAAA (sf)N/A20.54      07/14/23
HLA 2015-3A CLO BR HLA 2015-3AAAA (sf)AAA52117.12221.9115278.42.4207/14/23
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA35.53114121.31.06115154.21.3407/14/23
HLA 2017-1A CLO BR HLA 2017-1AAAA (sf)A+11.37114121.51.07115155.61.3507/14/23
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)AA12.97114122.51.07115152.21.3207/14/23
HLA 2018-1A CLO B HLA 2018-1AAA (sf)A+9.74114.3119.31.04115155.11.3507/14/23