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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 2022-12A CLO B GLM 2022-12AAAA (sf)AA22.23121.6130.81.08120173.81.4508/12/24
GLM 2022-14A CLO B1 GLM 2022-14AAAA (sf)AA23.87124.1132.81.07120171.81.4308/12/24
GLM 2022-14A CLO B2 GLM 2022-14AAA+ (sf)AA23.87124.1132.81.07120171.81.4308/12/24
GLM 2022-15A CLO BR GLM 2022-15AAAA (sf)AA22.87121.6131.31.08120167.41.408/12/24
GLM 2022-16A CLO BR GLM 2022-16AAAA (sf)N/A22.89121.61311.08120165.61.3808/12/24
GLM 2018-3A CLO B1 GLM 2018-3AAAA (sf)N/A37.35127.9147.91.16120205.91.7208/12/24
GLM 2018-3A CLO B2R GLM 2018-3AAAA (sf)N/A37.35127.9147.91.16120205.91.7208/12/24
GLM 2019-4A CLO BR GLM 2019-4AAAA (sf)N/A25.62126.6132.91.05120183.61.5308/12/24
GLM 2019-5A CLO BR GLM 2019-5AAAA (sf)N/A24.1126.1133.81.06120181.61.5108/12/24
GLM 2019-6A CLO BR GLM 2019-6AAAA (sf)N/A22.29121.6129.91.07120172.81.4408/12/24
GLM 2020-7A CLO BR GLM 2020-7AAAA (sf)N/A21.28119.9129.51.08120174.81.4608/12/24
GOCAP 2017-19RA CLO B1R2 GOCAP 2017-19RAAAA (sf)N/A21.94115.1121.51.06115160.21.3908/12/24
GOCAP 2017-19RA CLO B2R2 GOCAP 2017-19RAAA- (sf)N/A21.94115.1121.51.06115160.21.3908/12/24
GOCAP 2015-26A CLO BR GOCAP 2015-26AAAA (sf)AA+34.6      08/12/24
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)AAA40.35128.61401.09120176.51.4708/12/24
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A30.11128.61401.09120176.51.4708/12/24
GCBSL 2019-40A CLO CR GCBSL 2019-40AAAA (sf)N/A23.98121.8130.11.07110162.41.4808/12/24
GCBSL 2019-40A CLO DR GCBSL 2019-40AA+ (sf)N/A16.59113.6119.81.05105146.31.3908/12/24
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB9.09107.21111.04   08/12/24
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A37.89121.6130.61.07120164.61.3708/12/24
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A22.13121.6130.61.07120164.61.3708/12/24
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A22.13121.6130.61.07120164.61.3708/12/24
GCBSL 2019-41A CLO CR GCBSL 2019-41AA+ (sf)N/A16.5114.7121.81.06110151.51.3808/12/24
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A10.35108.3113.51.05105137.91.3108/12/24
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB- (sf)N/A6.77104.9109.11.04   08/12/24
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA35.96126.5136.21.081201681.408/12/24
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA24.34126.5136.21.081201681.408/12/24
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA24.34126.5136.21.081201681.408/12/24
GCBSL 2019-43A CLO C GCBSL 2019-43AAAA (sf)A19.17119.8127.51.06110154.81.4108/12/24
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-12.71112.31181.05105139.41.3308/12/24
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-6.41106.4110.11.03   08/12/24
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA36.99121.6131.81.08120164.41.3708/12/24
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA34.46121.6131.81.08120164.41.3708/12/24
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A22.78121.6131.81.08120164.41.3708/12/24
GCBSL 2020-48A CLO B2 GCBSL 2020-48AAA- (sf)N/A22.78121.6131.81.08120164.41.3708/12/24
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A16.42113.6121.81.07110149.41.3608/12/24
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A10.82108114.11.06105137.11.3108/12/24
GCBSL 2020-48A CLO E GCBSL 2020-48ABB- (sf)N/A6.96104.2109.41.05   08/12/24
ELM17 2022-4A CLO B ELM17 2022-4ANRN/A       08/12/24
GCBSL 2020-50A CLO A1R GCBSL 2020-50AAAA (sf)AAA36.86123.3133.21.08120171.41.4308/12/24
GCBSL 2020-50A CLO A2R GCBSL 2020-50AAAA (sf)AAA36.86123.3133.21.08120171.41.4308/12/24
GCBSL 2020-50A CLO AJR GCBSL 2020-50AAAA (sf)N/A33.81123.3133.21.08120171.41.4308/12/24
GCBSL 2020-50A CLO BR GCBSL 2020-50AAAA (sf)AA23.62123.3133.21.08120171.41.4308/12/24
GCBSL 2020-50A CLO CR GCBSL 2020-50AA+ (sf)A16.49114121.81.07110154.51.408/12/24
GCBSL 2020-50A CLO DR GCBSL 2020-50ABB+ (sf)BBB10.38103.7108.61.05   08/12/24
GCBSL 2020-50A CLO ER GCBSL 2020-50ABB- (sf)BB-6.31103.7108.61.05   08/12/24
GCBSL 2020-52A CLO AR GCBSL 2020-52AAAA (sf)AAA36.13121.9131.91.08   08/12/24
GCBSL 2020-52A CLO BR GCBSL 2020-52AAAA (sf)AA23.16121.9131.91.08   08/12/24
GCBSL 2020-52A CLO CR GCBSL 2020-52AA+ (sf)AA17.38114.7122.71.07   08/12/24
GCBSL 2020-52A CLO DR GCBSL 2020-52ABB+ (sf)BBB-10.89107.8113.71.05   08/12/24