By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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
GLD10 2015-10A CLO BR GLD10 2015-10AAAA (sf)N/A23.61127134.21.06120172.81.4403/21/23
GLD11 2015-11A CLO BR2 GLD11 2015-11AAAA (sf)AA+23.85      03/21/23
GOLD9 2014-9A CLO BR2 GOLD9 2014-9AAAA (sf)N/A22.98122.2129.51.06120137.91.1503/21/23
GLM 2017-1A CLO B1L GLM 2017-1AAAA (sf)N/A20.21119.9129.21.08120176.81.4703/21/23
GLM 2017-1A CLO B1R2 GLM 2017-1AAAA (sf)N/A20.21119.9129.21.08120176.81.4703/21/23
GLM 2017-2A CLO BR GLM 2017-2AAAA (sf)AA+23.83127.3134.71.06120193.61.6103/21/23
GLM 2018-3A CLO B1 GLM 2018-3AAAA (sf)N/A23.47127.9133.81.05120193.21.6103/21/23
GLM 2018-3A CLO B2R GLM 2018-3AAAA (sf)N/A23.47127.9133.81.05120193.21.6103/21/23
GLM 2019-4A CLO BR GLM 2019-4AAAA (sf)N/A21.47126.61351.07120173.91.4503/21/23
GLM 2019-5A CLO BR GLM 2019-5AAAA (sf)N/A23.24126.1134.11.06120184.81.5403/21/23
GLM 2019-6A CLO BR GLM 2019-6AAAA (sf)N/A21.08121.6130.31.07120170.61.4203/21/23
GLM 2020-7A CLO BR GLM 2020-7AAAA (sf)N/A20.22119.9128.91.081201731.4403/21/23
GOCAP 2017-19RA CLO B1R2 GOCAP 2017-19RAAAA (sf)N/A20.82115.1122.61.07115168.31.4603/21/23
GOCAP 2017-19RA CLO B2R2 GOCAP 2017-19RAA+ (sf)N/A20.82115.1122.61.07115168.31.4603/21/23
GOCAP 2015-26A CLO BR GOCAP 2015-26AAAA (sf)AA22.03      03/21/23
GOCAP 2015-22A CLO BR GOCAP 2015-22AAAA (sf)AA21.97124.4133.71.07120175.61.4603/21/23
GOCAP 2015-23A CLO BR GOCAP 2015-23AAAA (sf)AA20.81123.2131.81.07120175.41.4603/21/23
GOCAP 2017-35A CLO BR GOCAP 2017-35AAAA (sf)AA+24.26124.1137.11.1120165.21.3803/21/23
GCBSL 2018-37A CLO A1 GCBSL 2018-37AAAA (sf)AAA39.33129.6139.41.08120194.21.6203/21/23
GCBSL 2018-37A CLO A2 GCBSL 2018-37AAAA (sf)AAA33.33129.6139.41.08120194.21.6203/21/23
GCBSL 2018-37A CLO B1 GCBSL 2018-37AAAA (sf)N/A25.5129.6139.41.08120194.21.6203/21/23
GCBSL 2018-37A CLO B2R GCBSL 2018-37AAA+ (sf)N/A25.5129.6139.41.08120194.21.6203/21/23
GCBSL 2018-37A CLO C GCBSL 2018-37AAA+ (sf)N/A17.31118.2125.61.06115171.21.4903/21/23
GCBSL 2018-37A CLO D GCBSL 2018-37ABBB+ (sf)N/A10.58110.3116.11.05110154.21.403/21/23
GCBSL 2018-37A CLO E GCBSL 2018-37ABB+ (sf)N/A6.79107.5111.41.04105143.71.3703/21/23
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)AAA33.37128.61391.08120167.11.3903/21/23
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A24.28128.61391.08120167.11.3903/21/23
GCBSL 2019-40A CLO CR GCBSL 2019-40AAA+ (sf)N/A18.85121.8129.71.06110154.11.403/21/23
GCBSL 2019-40A CLO DR GCBSL 2019-40AA- (sf)N/A12.29113.61201.06105138.91.3203/21/23
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB5.63107.2111.51.04   03/21/23
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A36.89121.6131.61.08120174.71.4603/21/23
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A20.88121.6131.61.08120174.71.4603/21/23
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A20.88121.6131.61.08120174.71.4603/21/23
GCBSL 2019-41A CLO CR GCBSL 2019-41AA+ (sf)N/A15.16114.7122.71.07110160.71.4603/21/23
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A8.91108.3114.31.06105145.91.3903/21/23
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB (sf)N/A5.27104.9109.91.05   03/21/23
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA34.95126.5137.21.081201611.3403/21/23
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA23.15126.5137.21.081201611.3403/21/23
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA23.15126.5137.21.081201611.3403/21/23
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A17.91119.8128.41.071101481.3503/21/23
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-11.35112.3118.91.06105132.51.2603/21/23
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-4.95106.4110.91.04   03/21/23
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA36.13121.6132.61.09120169.61.4103/21/23
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA33.56121.6132.61.09120169.61.4103/21/23
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A21.72121.6132.61.09120169.61.4103/21/23
GCBSL 2020-48A CLO B2 GCBSL 2020-48AA+ (sf)N/A21.72121.6132.61.09120169.61.4103/21/23
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A15.28113.6122.51.08110153.81.403/21/23
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A9.61108114.81.06105140.81.3403/21/23
GCBSL 2020-48A CLO E GCBSL 2020-48ABB (sf)N/A5.69104.21101.06   03/21/23
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AA+ (sf)N/A19.71141211.06115154.41.3403/21/23