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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 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A22.09121.6130.61.07120171.11.4311/11/24
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A22.09121.6130.61.07120171.11.4311/11/24
GCBSL 2019-41A CLO CR GCBSL 2019-41AA (sf)N/A16.45114.7121.81.06110157.51.4311/11/24
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A10.3108.3113.41.05105143.31.3611/11/24
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB- (sf)N/A6.71104.9109.11.04   11/11/24
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA38.31126.5136.21.08120166.91.3911/11/24
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA25.98126.5136.21.08120166.91.3911/11/24
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA25.98126.5136.21.08120166.91.3911/11/24
GCBSL 2019-43A CLO C GCBSL 2019-43AAAA (sf)A20.5119.8127.51.06110153.81.411/11/24
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-13.65112.31181.05105138.41.3211/11/24
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-6.96106.4110.11.03   11/11/24
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA36.93121.6131.81.08120164.61.3711/11/24
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA34.4121.6131.81.08120164.61.3711/11/24
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A22.71121.6131.81.08120164.61.3711/11/24
GCBSL 2020-48A CLO B2 GCBSL 2020-48AA+ (sf)N/A22.71121.6131.81.08120164.61.3711/11/24
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A16.35113.6121.81.07110149.61.3611/11/24
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A10.74108114.11.06105137.21.3111/11/24
GCBSL 2020-48A CLO E GCBSL 2020-48ABB- (sf)N/A6.88104.2109.41.05   11/11/24
ELM12 2021-5A CLO B ELM12 2021-5ANRN/A       11/11/24
GCBSL 2020-50A CLO A1R GCBSL 2020-50AAAA (sf)AAA36.97123.3133.41.08120175.31.4611/11/24
GCBSL 2020-50A CLO A2R GCBSL 2020-50AAAA (sf)AAA36.97123.3133.41.08120175.31.4611/11/24
GCBSL 2020-50A CLO AJR GCBSL 2020-50AAAA (sf)N/A33.92123.3133.41.08120175.31.4611/11/24
GCBSL 2020-50A CLO BR GCBSL 2020-50AAAA (sf)AA23.75123.3133.41.08120175.31.4611/11/24
GCBSL 2020-50A CLO CR GCBSL 2020-50AA+ (sf)A16.631141221.07110158.11.4411/11/24
GCBSL 2020-50A CLO DR GCBSL 2020-50ABB+ (sf)BBB10.53103.7108.81.05   11/11/24
GCBSL 2020-50A CLO ER GCBSL 2020-50ABB- (sf)BB-6.47103.7108.81.05   11/11/24
GCBSL 2020-52A CLO AR GCBSL 2020-52AAAA (sf)AAA35.99121.9132.11.08120161.91.3511/11/24
GCBSL 2020-52A CLO BR GCBSL 2020-52AAAA (sf)AA22.98121.9132.11.08120161.91.3511/11/24
GCBSL 2020-52A CLO CR GCBSL 2020-52AA+ (sf)AA17.19114.7122.91.07110149.31.3611/11/24
GCBSL 2020-52A CLO DR GCBSL 2020-52ABB+ (sf)BBB-10.69107.8113.91.06105135.51.2911/11/24
GCBSL 2020-52A CLO ER GCBSL 2020-52ABB- (sf)BB-6.62103.81091.05   11/11/24
GCBSL 2021-53A CLO A GCBSL 2021-53AAAA (sf)AAA36.04123.5133.41.08120169.61.4111/11/24
GCBSL 2021-53A CLO B GCBSL 2021-53AAAA (sf)AA23.97123.5133.41.08120169.61.4111/11/24
GCBSL 2021-53A CLO C GCBSL 2021-53AA+ (sf)A18.9117.21251.07110157.91.4411/11/24
GCBSL 2021-53A CLO D GCBSL 2021-53ABB+ (sf)BBB-12.47110115.91.05105143.71.3711/11/24
GCBSL 2021-53A CLO E GCBSL 2021-53AB+ (sf)BB-6.6103.7108.61.05   11/11/24
GCBSL 2021-55A CLO A GCBSL 2021-55AAAA (sf)N/A37.5121.6131.81.08120166.81.3911/11/24
GCBSL 2021-55A CLO B GCBSL 2021-55AAAA (sf)N/A22.76121.6131.81.08120166.81.3911/11/24
GCBSL 2021-55A CLO C GCBSL 2021-55AA (sf)N/A17.13114.6122.91.07115154.11.3411/11/24
GCBSL 2021-55A CLO D GCBSL 2021-55ABB+ (sf)N/A11.16108.4114.61.06110141.31.2811/11/24
GCBSL 2021-55A CLO E GCBSL 2021-55ABB- (sf)N/A7.52104.9110.11.05   11/11/24
GCBSL 2021-58A CLO A1L GCBSL 2021-58AAAA (sf)N/A37.38122.5132.31.08120168.11.411/11/24
GCBSL 2021-58A CLO A1 GCBSL 2021-58AAAA (sf)AAA37.38122.5132.31.08120168.11.411/11/24
GCBSL 2021-58A CLO A2 GCBSL 2021-58AAAA (sf)AAA34.84122.5132.31.08120168.11.411/11/24
GCBSL 2021-58A CLO B GCBSL 2021-58AAAA (sf)AA23.13122.5132.31.08120168.11.411/11/24
GCBSL 2021-58A CLO C GCBSL 2021-58ABBB+ (sf)A17.02114.7122.61.07110154.11.411/11/24
GCBSL 2021-58A CLO D GCBSL 2021-58ABB+ (sf)BBB-10.91108.3114.21.05105140.51.3411/11/24
GCBSL 2021-58A CLO E GCBSL 2021-58AB+ (sf)BB-6.59104108.91.05   11/11/24
GCBSL 2022-60A CLO AR GCBSL 2022-60AAAA (sf)AAA36.62122.51321.08120167.41.411/11/24
GCBSL 2022-60A CLO BR GCBSL 2022-60AAAA (sf)AA+22.82122.51321.08120167.41.411/11/24