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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 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-5.36106.4110.61.04   10/16/23
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA36.64121.6132.51.09120163.71.3610/16/23
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA34.09121.6132.51.09120163.71.3610/16/23
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A22.35121.6132.51.09120163.71.3610/16/23
GCBSL 2020-48A CLO B2 GCBSL 2020-48AA+ (sf)N/A22.35121.6132.51.09120163.71.3610/16/23
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A15.96113.6122.41.08110148.81.3510/16/23
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A10.33108114.71.06105136.51.310/16/23
GCBSL 2020-48A CLO E GCBSL 2020-48ABB (sf)N/A6.44104.21101.06   10/16/23
GCBSL 2020-50A CLO A1R GCBSL 2020-50AAAA (sf)AAA36.65123.31341.09120173.31.4410/16/23
GCBSL 2020-50A CLO A2R GCBSL 2020-50AAAA (sf)AAA36.65123.31341.09120173.31.4410/16/23
GCBSL 2020-50A CLO AJR GCBSL 2020-50AAAA (sf)N/A33.59123.31341.09120173.31.4410/16/23
GCBSL 2020-50A CLO BR GCBSL 2020-50AAAA (sf)AA23.37123.31341.09120173.31.4410/16/23
GCBSL 2020-50A CLO CR GCBSL 2020-50AA+ (sf)A16.22114122.51.07110156.21.4210/16/23
GCBSL 2020-50A CLO DR GCBSL 2020-50ABB+ (sf)BBB-10.09103.7109.21.05   10/16/23
GCBSL 2020-50A CLO ER GCBSL 2020-50ABB- (sf)BB-6103.7109.21.05   10/16/23
GCBSL 2020-52A CLO A1 GCBSL 2020-52AAAA (sf)N/A38.68121.6132.31.09120154.41.2910/16/23
GCBSL 2020-52A CLO A2 GCBSL 2020-52AAAA (sf)AAA36.13121.6132.31.09120154.41.2910/16/23
GCBSL 2020-52A CLO B GCBSL 2020-52AAAA (sf)N/A22.33121.6132.31.09120154.41.2910/16/23
GCBSL 2020-52A CLO C GCBSL 2020-52AA+ (sf)N/A16.2114122.61.08110141.31.2810/16/23
GCBSL 2020-52A CLO D GCBSL 2020-52ABB+ (sf)N/A11.09108.9115.61.06105130.61.2410/16/23
GCBSL 2020-52A CLO E GCBSL 2020-52ABB (sf)N/A7.51105.5111.11.05   10/16/23
GCBSL 2021-53A CLO A GCBSL 2021-53AAAA (sf)AAA34.99123.51341.09120164.61.3710/16/23
GCBSL 2021-53A CLO B GCBSL 2021-53AAAA (sf)AA22.72123.51341.09120164.61.3710/16/23
GCBSL 2021-53A CLO C GCBSL 2021-53AA+ (sf)A17.56117.2125.61.07110153.21.3910/16/23
GCBSL 2021-53A CLO D GCBSL 2021-53ABB+ (sf)BBB-11.03110116.31.06105139.41.3310/16/23
GCBSL 2021-53A CLO E GCBSL 2021-53ABB- (sf)BB-5.07103.71091.05   10/16/23
GCBSL 2021-55A CLO A GCBSL 2021-55AAAA (sf)N/A37.45121.6132.71.09120164.11.3710/16/23
GCBSL 2021-55A CLO B GCBSL 2021-55AAAA (sf)N/A22.71121.6132.71.09120164.11.3710/16/23
GCBSL 2021-55A CLO C GCBSL 2021-55AA+ (sf)N/A17.07114.6123.71.08115151.61.3210/16/23
GCBSL 2021-55A CLO D GCBSL 2021-55ABB+ (sf)N/A11.09108.4115.41.061101391.2610/16/23
GCBSL 2021-55A CLO E GCBSL 2021-55ABB (sf)N/A7.45104.9110.81.06   10/16/23
GCBSL 2021-58A CLO A1L GCBSL 2021-58AAAA (sf)N/A37.01122.51331.091201651.3810/16/23
GCBSL 2021-58A CLO A1 GCBSL 2021-58AAAA (sf)AAA37.01122.51331.091201651.3810/16/23
GCBSL 2021-58A CLO A2 GCBSL 2021-58AAAA (sf)AAA34.45122.51331.091201651.3810/16/23
GCBSL 2021-58A CLO B GCBSL 2021-58AAAA (sf)AA22.67122.51331.091201651.3810/16/23
GCBSL 2021-58A CLO C GCBSL 2021-58AA+ (sf)A16.52114.7123.21.07110151.21.3710/16/23
GCBSL 2021-58A CLO D GCBSL 2021-58ABB+ (sf)BBB-10.38108.3114.71.06105137.91.3110/16/23
GCBSL 2021-58A CLO E GCBSL 2021-58ABB- (sf)BB-6.02104109.41.05   10/16/23
GCBSL 2022-60A CLO AL1 GCBSL 2022-60AAAA (sf)N/A36.59122.5132.61.08120157.31.3110/16/23
GCBSL 2022-60A CLO AL2 GCBSL 2022-60AAAA (sf)N/A36.59122.5132.61.08120157.31.3110/16/23
GCBSL 2022-60A CLO B GCBSL 2022-60AAAA (sf)AA22.79122.5132.61.08120157.31.3110/16/23
GCBSL 2022-60A CLO C GCBSL 2022-60AA+ (sf)A+16.81114.91231.07110144.21.3110/16/23
GCBSL 2022-60A CLO D GCBSL 2022-60ABB+ (sf)BBB11.03108.9115.11.06105132.51.2610/16/23
GCBSL 2022-60A CLO E GCBSL 2022-60ABB- (sf)BB-6.48104.3109.51.05   10/16/23
GCBSL 2022-62A CLO A1 GCBSL 2022-62AAAA (sf)AAA35.44124135.31.09120159.41.3310/16/23
GCBSL 2022-62A CLO A2 GCBSL 2022-62AAAA (sf)AAA35.44124135.31.09120159.41.3310/16/23
GCBSL 2022-62A CLO B GCBSL 2022-62AAAA (sf)AA24.73124135.31.09120159.41.3310/16/23
GCBSL 2022-62A CLO C GCBSL 2022-62AA+ (sf)A18.55115.81251.08110144.51.3110/16/23
GCBSL 2022-62A CLO D GCBSL 2022-62ABB+ (sf)BBB-12.24108.9116.11.07105130.81.2510/16/23
GCBSL 2022-62A CLO E GCBSL 2022-62ABB- (sf)BB-8.71105.5111.61.06   10/16/23