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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 2019-6A CLO DR GLM 2019-6ABB+ (sf)N/A9.54107.6112.21.04105143.61.3710/17/24
GLM 2019-6A CLO ER GLM 2019-6ABB- (sf)N/A5.43103.7107.31.03   10/17/24
GLM 2019-6A CLO FR GLM 2019-6AB+ (sf)N/A3.37      10/17/24
GLM 2020-7A CLO A1L GLM 2020-7AAAA (sf)N/A33.45119.9129.11.08120170.21.4210/17/24
GLM 2020-7A CLO AR GLM 2020-7AAAA (sf)N/A33.45119.9129.11.08120170.21.4210/17/24
GLM 2020-7A CLO BR GLM 2020-7AAAA (sf)N/A21.2119.9129.11.08120170.21.4210/17/24
GLM 2020-7A CLO CR GLM 2020-7AA+ (sf)N/A16.06114121.21.06110158.51.4410/17/24
GLM 2020-7A CLO DR GLM 2020-7ABB+ (sf)N/A9.91107.7112.91.05105144.91.3810/17/24
GLM 2020-7A CLO ER GLM 2020-7ABB- (sf)N/A5.84103.21081.05   10/17/24
GLM 2020-7A CLO FR GLM 2020-7ACCC (sf)N/A3.76      10/17/24
GOCAP 2017-19RA CLO AR2 GOCAP 2017-19RAAAA (sf)N/A37.37115.1121.41.05115163.71.4210/17/24
GOCAP 2017-19RA CLO B1R2 GOCAP 2017-19RAAAA (sf)N/A21.9115.1121.41.05115163.71.4210/17/24
GOCAP 2017-19RA CLO B2R2 GOCAP 2017-19RAA+ (sf)N/A21.9115.1121.41.05115163.71.4210/17/24
GOCAP 2017-19RA CLO CR2 GOCAP 2017-19RAA+ (sf)N/A16.23108.6113.11.04110148.21.3510/17/24
GOCAP 2017-19RA CLO DR2 GOCAP 2017-19RABB+ (sf)N/A10.05105.2108.71.03   10/17/24
GOCAP 2017-19RA CLO ER2 GOCAP 2017-19RABB- (sf)N/A6.43      10/17/24
GOCAP 2015-26A CLO A1R GOCAP 2015-26AAAA (sf)AAA62.52      10/17/24
GOCAP 2015-26A CLO A2R GOCAP 2015-26AAAA (sf)AAA50.88      10/17/24
GOCAP 2015-26A CLO BR GOCAP 2015-26AAAA (sf)AA+34.59      10/17/24
GOCAP 2015-26A CLO CR GOCAP 2015-26AAAA (sf)A26.35      10/17/24
GOCAP 2015-26A CLO DR GOCAP 2015-26AAA- (sf)BBB-16.17      10/17/24
GOCAP 2015-26A CLO ER GOCAP 2015-26ABB+ (sf)BB-7.44      10/17/24
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)AAA40.14128.61461.14120183.91.5310/17/24
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A29.87128.61461.14120183.91.5310/17/24
GCBSL 2019-40A CLO CR GCBSL 2019-40AAAA (sf)N/A23.72121.8134.21.1110167.21.5210/17/24
GCBSL 2019-40A CLO DR GCBSL 2019-40AA+ (sf)N/A16.3113.6122.31.08105148.71.4210/17/24
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB8.77107.2112.21.05   10/17/24
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A37.81121.6130.71.07120168.81.4110/17/24
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A22.04121.6130.71.07120168.81.4110/17/24
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A22.04121.6130.71.07120168.81.4110/17/24
GCBSL 2019-41A CLO CR GCBSL 2019-41AA+ (sf)N/A16.4114.7121.81.06110155.31.4110/17/24
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A10.24108.3113.51.05105141.41.3510/17/24
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB- (sf)N/A6.65104.9109.11.04   10/17/24
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA36.05126.5136.21.08120166.91.3910/17/24
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA24.45126.5136.21.08120166.91.3910/17/24
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA24.45126.5136.21.08120166.91.3910/17/24
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A19.29119.8127.51.06110153.81.410/17/24
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-12.84112.31181.05105138.41.3210/17/24
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-6.55106.4110.11.03   10/17/24
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA36.95121.6131.81.081201641.3710/17/24
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA34.42121.6131.81.081201641.3710/17/24
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A22.73121.6131.81.081201641.3710/17/24
GCBSL 2020-48A CLO B2 GCBSL 2020-48AAA- (sf)N/A22.73121.6131.81.081201641.3710/17/24
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A16.37113.6121.81.07110149.11.3610/17/24
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A10.77108114.11.06105136.81.310/17/24
GCBSL 2020-48A CLO E GCBSL 2020-48ABB- (sf)N/A6.91104.2109.41.05   10/17/24
GCBSL 2020-50A CLO A1R GCBSL 2020-50AAAA (sf)AAA36.97123.3133.41.08120175.31.4610/17/24
GCBSL 2020-50A CLO A2R GCBSL 2020-50AAAA (sf)AAA36.97123.3133.41.08120175.31.4610/17/24
GCBSL 2020-50A CLO AJR GCBSL 2020-50AAAA (sf)N/A33.92123.3133.41.08120175.31.4610/17/24
GCBSL 2020-50A CLO BR GCBSL 2020-50AAAA (sf)AA23.75123.3133.41.08120175.31.4610/17/24