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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 2023-66A CLO B GCBSL 2023-66AAAA (sf)AA24.75123.9134.31.08120159.21.3310/17/24
GCBSL 2023-66A CLO C GCBSL 2023-66AA+ (sf)A18.6115.8124.21.07110145.31.3210/17/24
GCBSL 2023-66A CLO D GCBSL 2023-66ABB+ (sf)BBB-12.36108.9115.41.06105130.81.2510/17/24
GCBSL 2023-66A CLO E GCBSL 2023-66ABB- (sf)BB-8.83105.5110.91.05   10/17/24
GCBSL 2023-68A CLO A GCBSL 2023-68AAAA (sf)AAA36.59122.5132.71.08120153.71.2810/17/24
GCBSL 2023-68A CLO B GCBSL 2023-68AAAA (sf)AA24.01122.5132.71.08120153.71.2810/17/24
GCBSL 2023-68A CLO C GCBSL 2023-68AA+ (sf)A18.48115.5123.71.07110141.41.2910/17/24
GCBSL 2023-68A CLO D GCBSL 2023-68ABB+ (sf)BBB-12.44108.9115.11.06105127.81.2210/17/24
GCBSL 2023-68A CLO E GCBSL 2023-68ABB- (sf)BB8.91105.5110.71.05   10/17/24
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AA+ (sf)N/A20.48114118.11.04115150.41.3110/17/24
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A14.2114118.11.04115150.41.3110/17/24
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB (sf)N/A14.2114118.11.04115150.41.3110/17/24
GWOLF 2018-3RA CLO BR GWOLF 2018-3RAA+ (sf)N/A14.431141181.04115145.31.2610/17/24
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A14.17114118.21.041151461.2710/17/24
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB- (sf)N/A14.17114118.21.041151461.2710/17/24
GWOLF 2015-1A CLO BR GWOLF 2015-1AAAA (sf)N/A20.35113.6126.71.12115139.21.2110/17/24
GWOLF 2018-1A CLO B GWOLF 2018-1AAAA (sf)N/A19.9116.2125.91.08105145.31.3810/17/24
GWOLF 2018-2A CLO B GWOLF 2018-2AAAA (sf)N/A15.97113.71201.061051351.2910/17/24
GTLNF 2013-1A CLO BR GTLNF 2013-1AAAA (sf)AAA42.44137.3176.51.29115227.41.9810/17/24
GUGG 2019-1A CLO BR GUGG 2019-1AA+ (sf)N/A13.9115119.21.04110149.71.3610/17/24
GUGG 2020-1A CLO BR GUGG 2020-1AAAA (sf)N/A27.91121.5142.11.17120189.31.5810/17/24
GUGG 2022-2A CLO B GUGG 2022-2AAAA (sf)AA22.33125.1131.71.05120132.21.110/17/24
GSM 2020-IA CLO BR GSM 2020-IAA+ (sf)N/A17.02114.5121.51.06   10/17/24
GSM 2021-IIIA CLO BR GSM 2021-IIIAA+ (sf)N/A17.37114.51221.07115150.11.3110/17/24
GSM 2021-4A CLO B GSM 2021-4AA+ (sf)N/A14.99114118.41.04110138.81.2610/17/24
GSM 2021-5A CLO B GSM 2021-5AA+ (sf)N/A14.661141181.04110139.41.2710/17/24
GSM 2021-6A CLO B GSM 2021-6AA+ (sf)N/A14.67114118.21.04110139.41.2710/17/24
GSM 2022-7A CLO B GSM 2022-7AA+ (sf)N/A15.04114118.61.04110143.81.3110/17/24
HAYFN 2019-2A CLO BR HAYFN 2019-2AAAA (sf)AA22.01122.5129.41.06120154.81.2910/17/24
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA72.12114141.41.24115185.91.6210/17/24
HLA 2017-1A CLO BR HLA 2017-1AAAA (sf)A+27.12114141.41.24115185.91.6210/17/24
HLA 2017-2A CLO B HLA 2017-2AAAA (sf)AA34.33114155.71.37115194.11.6910/17/24
HLA 2018-1A CLO B HLA 2018-1AAAA (sf)A+16.46114.3124.71.09115163.71.4210/17/24
GCBSL 2022-62A CLO A1 GCBSL 2022-62ANRN/A       10/17/24
GCBSL 2022-62A CLO A2 GCBSL 2022-62ANRN/A       10/17/24
GCBSL 2022-62A CLO B GCBSL 2022-62ANRN/A       10/17/24
GCBSL 2022-62A CLO C GCBSL 2022-62ANRN/A       10/17/24
GCBSL 2022-62A CLO D GCBSL 2022-62ANRN/A       10/17/24
GCBSL 2022-62A CLO E GCBSL 2022-62ANRN/A       10/17/24
HRPK 2020-1A CLO B1R HRPK 2020-1AAAA (sf)N/A22.18122.5132.21.08120168.31.410/17/24
HRPK 2020-1A CLO B2R HRPK 2020-1AAA+ (sf)N/A22.18122.5132.21.08120168.31.410/17/24
HLM 2013-2A CLO A1BR HLM 2013-2AAAA (sf)AAA76.07114.5136.21.19115175.11.5210/17/24
HLM 2013-2A CLO BR HLM 2013-2AAAA (sf)N/A24.75114.5136.21.19115175.11.5210/17/24
HLM 4A-2014 CLO BR HLM 4A-2014AAA (sf)N/A24.91115.5135.91.18115175.61.5310/17/24
HLM 5A-2015 CLO B1RR HLM 5A-2015AAA (sf)N/A22.52122.9133.21.08120169.41.4110/17/24
HLM 5A-2015 CLO B2RR HLM 5A-2015AAA (sf)N/A22.52122.9133.21.08120169.41.4110/17/24
HLM 6A-2015 CLO BR HLM 6A-2015AAA (sf)N/A23.2122.5154.91.26120204.11.710/17/24
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A26.3121.6138.71.14120177.21.4810/17/24
HLDN 2015-4A CLO B1R HLDN 2015-4AAAA (sf)N/A32.42126.5150.71.19120231.31.9310/17/24
HLDN 2015-4A CLO B2R2 HLDN 2015-4AAAA (sf)N/A32.42126.5150.71.19120231.31.9310/17/24