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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 2020-52A CLO E GCBSL 2020-52ABB (sf)N/A6.27105.5111.11.05   06/09/23
GCBSL 2021-53A CLO A GCBSL 2021-53AAAA (sf)AAA34.74123.5134.11.09120168.31.406/09/23
GCBSL 2021-53A CLO B GCBSL 2021-53AAAA (sf)AA22.43123.5134.11.09120168.31.406/09/23
GCBSL 2021-53A CLO C GCBSL 2021-53AA+ (sf)A17.25117.2125.71.07110156.51.4206/09/23
GCBSL 2021-53A CLO D GCBSL 2021-53ABB+ (sf)BBB-10.69110116.41.06105142.11.3506/09/23
GCBSL 2021-53A CLO E GCBSL 2021-53ABB- (sf)BB-4.7103.7109.11.05   06/09/23
GCBSL 2021-55A CLO A GCBSL 2021-55AAAA (sf)N/A36.26121.6132.31.09120165.91.3806/09/23
GCBSL 2021-55A CLO B GCBSL 2021-55AAAA (sf)N/A21.23121.6132.31.09120165.91.3806/09/23
GCBSL 2021-55A CLO C GCBSL 2021-55AA+ (sf)N/A15.49114.6123.31.08115153.31.3306/09/23
GCBSL 2021-55A CLO D GCBSL 2021-55ABB+ (sf)N/A9.4108.41151.06110140.41.2806/09/23
GCBSL 2021-55A CLO E GCBSL 2021-55ABB (sf)N/A5.69104.9110.51.05   06/09/23
GCBSL 2021-58A CLO A1L GCBSL 2021-58AAAA (sf)N/A36.11122.51331.09120166.21.3906/09/23
GCBSL 2021-58A CLO A1 GCBSL 2021-58AAAA (sf)AAA36.11122.51331.09120166.21.3906/09/23
GCBSL 2021-58A CLO A2 GCBSL 2021-58AAAA (sf)AAA33.51122.51331.09120166.21.3906/09/23
GCBSL 2021-58A CLO B GCBSL 2021-58AAAA (sf)AA21.56122.51331.09120166.21.3906/09/23
GCBSL 2021-58A CLO C GCBSL 2021-58AA+ (sf)A15.33114.7123.21.07110152.21.3806/09/23
GCBSL 2021-58A CLO D GCBSL 2021-58ABB+ (sf)BBB-9.09108.3114.81.06105138.71.3206/09/23
GCBSL 2021-58A CLO E GCBSL 2021-58ABB- (sf)BB-4.68104109.41.05   06/09/23
GCBSL 2022-60A CLO AL1 GCBSL 2022-60AAAA (sf)N/A35.67122.5132.71.08120166.11.3806/09/23
GCBSL 2022-60A CLO AL2 GCBSL 2022-60AAAA (sf)N/A35.67122.5132.71.08120166.11.3806/09/23
GCBSL 2022-60A CLO B GCBSL 2022-60AAAA (sf)AA21.66122.5132.71.08120166.11.3806/09/23
GCBSL 2022-60A CLO C GCBSL 2022-60AA+ (sf)A+15.59114.9123.21.07110152.11.3806/09/23
GCBSL 2022-60A CLO D GCBSL 2022-60ABB+ (sf)BBB9.73108.9115.21.06105139.41.3306/09/23
GCBSL 2022-60A CLO E GCBSL 2022-60ABB- (sf)BB-5.11104.3109.61.05   06/09/23
GCBSL 2022-62A CLO A1 GCBSL 2022-62AAAA (sf)AAA34.49124135.31.09120153.71.2806/09/23
GCBSL 2022-62A CLO A2 GCBSL 2022-62AAAA (sf)AAA34.49124135.31.09120153.71.2806/09/23
GCBSL 2022-62A CLO B GCBSL 2022-62AAAA (sf)AA23.61124135.31.09120153.71.2806/09/23
GCBSL 2022-62A CLO C GCBSL 2022-62AA+ (sf)A17.34115.81251.08110139.21.2706/09/23
GCBSL 2022-62A CLO D GCBSL 2022-62ABB+ (sf)BBB-10.94108.91161.07105125.61.206/09/23
GCBSL 2022-62A CLO E GCBSL 2022-62ABB- (sf)BB-7.36105.5111.51.06   06/09/23
GCBSL 2022-64A CLO A GCBSL 2022-64AAAA (sf)AAA36.7126.31371.08   06/09/23
GCBSL 2022-64A CLO B GCBSL 2022-64AAAA (sf)AA25.11126.31371.08   06/09/23
GCBSL 2022-64A CLO C GCBSL 2022-64AA+ (sf)A18.94117.9126.51.07   06/09/23
GCBSL 2022-64A CLO D GCBSL 2022-64ABB+ (sf)BBB-12.4110.5117.11.06   06/09/23
GCBSL 2022-64A CLO E GCBSL 2022-64ABB- (sf)BB-8.63106.7112.31.05   06/09/23
GUGG 2022-2A CLO B GUGG 2022-2AAAA (sf)AA21.65125.1135.21.081201231.0206/09/23
GSM 2021-IIIA CLO B GSM 2021-IIIAA+ (sf)N/A13.7114.31221.07115147.51.2806/09/23
GSM 2021-4A CLO B GSM 2021-4AA+ (sf)N/A13.32114121.51.07110148.71.3506/09/23
GSM 2021-5A CLO B GSM 2021-5AA+ (sf)N/A12.91114121.31.06110149.91.3606/09/23
GSM 2021-6A CLO B GSM 2021-6AA+ (sf)N/A13.06114121.31.06110148.51.3506/09/23
GSM 2022-7A CLO B GSM 2022-7AA+ (sf)N/A13.52114121.41.06110151.91.3806/09/23
HLSY 2020-2A CLO B HLSY 2020-2AAAA (sf)N/A23.27125.9136.31.08115162.71.4106/09/23
HLSY 2020-3A CLO A1B HLSY 2020-3AAAA (sf)AAA36.32121.6131.81.08120177.51.4806/09/23
HLSY 2020-3A CLO B1 HLSY 2020-3AAAA (sf)N/A20.66121.6131.81.08120177.51.4806/09/23
HLSY 2020-3A CLO B2 HLSY 2020-3AAA+ (sf)N/A20.66121.6131.81.08120177.51.4806/09/23
HLSY 2021-4A CLO B HLSY 2021-4AAAA (sf)N/A19.99121.6131.51.081201651.3806/09/23
HLSY 2021-5A CLO A1B HLSY 2021-5AAAA (sf)AAA34.81121.6131.61.08120177.81.4806/09/23
HLSY 2021-5A CLO B HLSY 2021-5AAAA (sf)AA20.09121.6131.61.08120177.81.4806/09/23
HLSY 2022-6A CLO B1 HLSY 2022-6AAAA (sf)AA20.03121.61321.09   06/09/23
HLSY 2022-6A CLO B2 HLSY 2022-6AAAA (sf)AA20.03121.61321.09   06/09/23