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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
GLM 2022-14A CLO B1R GLM 2022-14AAAA (sf)AA22.72124.1132.81.07120171.81.4309/12/24
GLM 2022-14A CLO B2R GLM 2022-14AAA+ (sf)AA22.72124.1132.81.07120171.81.4309/12/24
GLM 2022-15A CLO BR GLM 2022-15AAAA (sf)AA22.38121.6131.21.08120162.31.3509/12/24
GLM 2022-16A CLO BR GLM 2022-16AAAA (sf)N/A22.43121.6131.11.08120162.41.3509/12/24
GLM 2017-2A CLO BR GLM 2017-2ANRAAA       09/12/24
ELM18 2022-5A CLO B ELM18 2022-5ANRN/A       09/12/24
GLM 2022-12A CLO B GLM 2022-12ANRN/A       09/12/24
GLM 2022-14A CLO B2 GLM 2022-14ANRN/A       09/12/24
GLM 2022-14A CLO B1 GLM 2022-14ANRN/A       09/12/24
GLM 2018-3A CLO B1 GLM 2018-3AAAA (sf)N/A36.96127.9162.21.271202341.9509/12/24
GLM 2018-3A CLO B2R GLM 2018-3AAAA (sf)N/A36.96127.9162.21.271202341.9509/12/24
GOCAP 2017-19RA CLO B1R2 GOCAP 2017-19RAAAA (sf)N/A21.55115.1121.51.06115164.51.4309/12/24
GOCAP 2017-19RA CLO B2R2 GOCAP 2017-19RAA+ (sf)N/A21.55115.1121.51.06115164.51.4309/12/24
GLM 2019-4A CLO BR GLM 2019-4AAAA (sf)N/A25.21126.6136.71.08120185.71.5509/12/24
GOCAP 2015-26A CLO BR GOCAP 2015-26AAAA (sf)AA+34.06      09/12/24
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA36.74121.6131.91.08120161.31.3409/12/24
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA34.2121.6131.91.08120161.31.3409/12/24
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A22.47121.6131.91.08120161.31.3409/12/24
GCBSL 2020-48A CLO B2 GCBSL 2020-48AA+ (sf)N/A22.47121.6131.91.08120161.31.3409/12/24
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A16.09113.6121.91.07110146.61.3309/12/24
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A10.47108114.21.06105134.51.2809/12/24
GCBSL 2020-48A CLO E GCBSL 2020-48ABB- (sf)N/A6.59104.2109.51.05   09/12/24
GLM 2019-5A CLO BRR GLM 2019-5AAAA (sf)N/A24.1126.1133.81.06120181.61.5109/12/24
GLM 2020-7A CLO BR GLM 2020-7AAAA (sf)N/A20.72119.9129.31.08120165.21.3809/12/24
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)AAA40.14128.61461.14120183.91.5309/12/24
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A29.87128.61461.14120183.91.5309/12/24
GCBSL 2019-40A CLO CR GCBSL 2019-40AAAA (sf)N/A23.72121.8134.21.1110167.21.5209/12/24
GCBSL 2019-40A CLO DR GCBSL 2019-40AA+ (sf)N/A16.3113.6122.31.08105148.71.4209/12/24
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB8.77107.2112.21.05   09/12/24
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A37.57121.6130.61.07120165.91.3809/12/24
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A21.73121.6130.61.07120165.91.3809/12/24
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A21.73121.6130.61.07120165.91.3809/12/24
GCBSL 2019-41A CLO CR GCBSL 2019-41AA (sf)N/A16.07114.7121.81.06110152.71.3909/12/24
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A9.89108.3113.51.051051391.3209/12/24
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB- (sf)N/A6.28104.9109.11.04   09/12/24
GLM 2019-6A CLO BR GLM 2019-6AAAA (sf)N/A21.62121.6130.21.07120165.11.3809/12/24
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA35.96126.5136.21.081201681.409/12/24
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA24.34126.5136.21.081201681.409/12/24
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAA+ (sf)AA24.34126.5136.21.081201681.409/12/24
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A19.17119.8127.51.06110154.81.4109/12/24
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-12.71112.31181.05105139.41.3309/12/24
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-6.41106.4110.11.03   09/12/24
GOCAP 2015-23A CLO BR GOCAP 2015-23ANRAAA 115.1540.24.69110792.77.2109/12/24
GWOLF 2019-1A CLO B1R GWOLF 2019-1AA+ (sf)N/A14.3114118.51.04115143.11.2409/12/24
GWOLF 2019-1A CLO B2R GWOLF 2019-1ABBB- (sf)N/A14.3114118.51.04115143.11.2409/12/24
GWOLF 2013-1A CLO A2BR GWOLF 2013-1AA+ (sf)N/A20.59114118.51.04115149.71.309/12/24
GWOLF 2013-1A CLO B1R GWOLF 2013-1AA+ (sf)N/A14.32114118.51.04115149.71.309/12/24
GWOLF 2013-1A CLO B2R GWOLF 2013-1ABBB (sf)N/A14.32114118.51.04115149.71.309/12/24
GCBSL 2021-55A CLO A GCBSL 2021-55AAAA (sf)N/A37.2121.6131.91.08120164.91.3709/12/24
GCBSL 2021-55A CLO B GCBSL 2021-55AAAA (sf)N/A22.4121.6131.91.08120164.91.3709/12/24