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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 2022-15A CLO BR GLM 2022-15AAAA (sf)AA23.26121.6131.41.08120166.71.3907/16/24
GLM 2022-16A CLO BR GLM 2022-16AAAA (sf)N/A23.33121.6131.11.08120164.71.3707/16/24
GLM 2018-3A CLO B1 GLM 2018-3AAAA (sf)N/A31.63127.9147.91.16120205.81.7207/16/24
GLM 2018-3A CLO B2R GLM 2018-3AAAA (sf)N/A31.63127.9147.91.16120205.81.7207/16/24
GLM 2019-4A CLO BR GLM 2019-4AAAA (sf)N/A24.06126.6132.91.05120184.81.5407/16/24
GLM 2019-5A CLO BR GLM 2019-5AAAA (sf)N/A24.45126.1133.81.06120184.41.5407/16/24
GLM 2019-6A CLO BR GLM 2019-6AAAA (sf)N/A22.38121.6129.91.07120169.91.4207/16/24
GLM 2020-7A CLO BR GLM 2020-7AAAA (sf)N/A21.68119.9129.51.08120173.71.4507/16/24
GOCAP 2017-19RA CLO B1R2 GOCAP 2017-19RAAAA (sf)N/A22.24115.1121.21.05115161.41.407/16/24
GOCAP 2017-19RA CLO B2R2 GOCAP 2017-19RAAA- (sf)N/A22.24115.1121.21.05115161.41.407/16/24
GOCAP 2015-26A CLO BR GOCAP 2015-26AAAA (sf)AA+28.73      07/16/24
GCBSL 2018-37A CLO B1 GCBSL 2018-37ANRN/A       07/16/24
GCBSL 2018-37A CLO A1 GCBSL 2018-37ANRN/A       07/16/24
GCBSL 2018-37A CLO B2R GCBSL 2018-37ANRN/A       07/16/24
GCBSL 2018-37A CLO C GCBSL 2018-37ANRN/A       07/16/24
GCBSL 2018-37A CLO A2 GCBSL 2018-37ANRN/A       07/16/24
GCBSL 2018-37A CLO D GCBSL 2018-37ANRN/A       07/16/24
GCBSL 2018-37A CLO E GCBSL 2018-37ANRN/A       07/16/24
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)AAA36.8128.6140.11.091201721.4307/16/24
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A27.57128.6140.11.091201721.4307/16/24
GCBSL 2019-40A CLO CR GCBSL 2019-40AAAA (sf)N/A22.04121.8130.21.07110158.21.4407/16/24
GCBSL 2019-40A CLO DR GCBSL 2019-40AA+ (sf)N/A15.38113.61201.06105142.61.3607/16/24
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB8.62107.2111.11.04   07/16/24
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A38.13121.6130.31.07120161.41.3407/16/24
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A22.43121.6130.31.07120161.41.3407/16/24
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A22.43121.6130.31.07120161.41.3407/16/24
GCBSL 2019-41A CLO CR GCBSL 2019-41AA+ (sf)N/A16.82114.7121.51.06110148.61.3507/16/24
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A10.7108.3113.11.04105135.31.2907/16/24
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB- (sf)N/A7.12104.9108.81.04   07/16/24
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA35.9126.5136.21.08120166.21.3907/16/24
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA24.27126.5136.21.08120166.21.3907/16/24
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAA+ (sf)AA24.27126.5136.21.08120166.21.3907/16/24
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A19.1119.8127.51.06110153.21.3907/16/24
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-12.64112.3118.11.05105137.91.3107/16/24
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-6.33106.4110.11.03   07/16/24
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA37.23121.6131.91.08120163.11.3607/16/24
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA34.71121.6131.91.08120163.11.3607/16/24
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A23.07121.6131.91.08120163.11.3607/16/24
GCBSL 2020-48A CLO B2 GCBSL 2020-48AA+ (sf)N/A23.07121.6131.91.08120163.11.3607/16/24
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A16.74113.6121.91.07110148.21.3507/16/24
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A11.16108114.21.061051361.307/16/24
GCBSL 2020-48A CLO E GCBSL 2020-48ABB- (sf)N/A7.31104.2109.51.05   07/16/24
GCBSL 2020-50A CLO A1R GCBSL 2020-50AAAA (sf)AAA36.91123.3133.21.08120167.41.407/16/24
GCBSL 2020-50A CLO A2R GCBSL 2020-50AAAA (sf)AAA36.91123.3133.21.08120167.41.407/16/24
GCBSL 2020-50A CLO AJR GCBSL 2020-50AAAA (sf)N/A33.86123.3133.21.08120167.41.407/16/24
GCBSL 2020-50A CLO BR GCBSL 2020-50AAAA (sf)AA23.68123.3133.21.08120167.41.407/16/24
GCBSL 2020-50A CLO CR GCBSL 2020-50AA+ (sf)A16.56114121.81.07110150.91.3707/16/24
GCBSL 2020-50A CLO DR GCBSL 2020-50ABB+ (sf)BBB10.45103.7108.61.05   07/16/24
GCBSL 2020-50A CLO ER GCBSL 2020-50ABB- (sf)BB-6.38103.7108.61.05   07/16/24
GCBSL 2020-52A CLO AR GCBSL 2020-52AAAA (sf)AAA36.13121.9131.91.08   07/16/24