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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 2018-37A CLO E GCBSL 2018-37ABB+ (sf)N/A6.9107.5111.31.04105136.41.308/10/23
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)AAA34.27128.6138.61.08120180.31.508/10/23
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A25.31128.6138.61.08120180.31.508/10/23
GCBSL 2019-40A CLO CR GCBSL 2019-40AAAA (sf)N/A19.94121.8129.31.06110166.61.5108/10/23
GCBSL 2019-40A CLO DR GCBSL 2019-40AA (sf)N/A13.47113.6119.71.05105150.71.4408/10/23
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB6.91107.2111.21.04   08/10/23
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A37.05121.6131.61.08120172.61.4408/10/23
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A21.08121.6131.61.08120172.61.4408/10/23
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A21.08121.6131.61.08120172.61.4408/10/23
GCBSL 2019-41A CLO CR GCBSL 2019-41AA+ (sf)N/A15.37114.7122.71.07110158.81.4408/10/23
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A9.14108.3114.31.06105144.41.3808/10/23
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB (sf)N/A5.5104.9109.91.05   08/10/23
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA35.14126.5137.21.081201741.4508/10/23
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA23.37126.5137.21.081201741.4508/10/23
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA23.37126.5137.21.081201741.4508/10/23
GCBSL 2019-43A CLO C GCBSL 2019-43AAAA (sf)A18.14119.8128.41.07110160.31.4608/10/23
GCBSL 2019-43A CLO D GCBSL 2019-43AA- (sf)BBB-11.6112.3118.91.06105144.11.3708/10/23
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-5.22106.4110.91.04   08/10/23
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA36.15121.6132.51.09120172.61.4408/10/23
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA33.59121.6132.51.09120172.61.4408/10/23
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A21.75121.6132.51.09120172.61.4408/10/23
GCBSL 2020-48A CLO B2 GCBSL 2020-48AA+ (sf)N/A21.75121.6132.51.09120172.61.4408/10/23
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A15.31113.6122.41.08110156.81.4308/10/23
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A9.64108114.81.06105143.71.3708/10/23
GCBSL 2020-48A CLO E GCBSL 2020-48ABB (sf)N/A5.73104.21101.06   08/10/23
GCBSL 2020-50A CLO A1R GCBSL 2020-50AAAA (sf)AAA36.22123.31341.09120176.81.4708/10/23
GCBSL 2020-50A CLO A2R GCBSL 2020-50AAAA (sf)AAA36.22123.31341.09120176.81.4708/10/23
GCBSL 2020-50A CLO AJR GCBSL 2020-50AAAA (sf)N/A33.14123.31341.09120176.81.4708/10/23
GCBSL 2020-50A CLO BR GCBSL 2020-50AAAA (sf)AA22.85123.31341.09120176.81.4708/10/23
GCBSL 2020-50A CLO CR GCBSL 2020-50AA+ (sf)A15.65114122.61.08110159.31.4508/10/23
GCBSL 2020-50A CLO DR GCBSL 2020-50ABB+ (sf)BBB-9.48103.7109.21.05   08/10/23
GCBSL 2020-50A CLO ER GCBSL 2020-50ABB (sf)BB-5.36103.7109.21.05   08/10/23
GCBSL 2020-52A CLO A1 GCBSL 2020-52AAAA (sf)N/A38.25121.6132.31.09120164.91.3708/10/23
GCBSL 2020-52A CLO A2 GCBSL 2020-52AAAA (sf)AAA35.68121.6132.31.09120164.91.3708/10/23
GCBSL 2020-52A CLO B GCBSL 2020-52AAAA (sf)N/A21.78121.6132.31.09120164.91.3708/10/23
GCBSL 2020-52A CLO C GCBSL 2020-52AA+ (sf)N/A15.61114122.71.08110150.81.3708/10/23
GCBSL 2020-52A CLO D GCBSL 2020-52ABB+ (sf)N/A10.46108.9115.61.06105139.31.3308/10/23
GCBSL 2020-52A CLO E GCBSL 2020-52ABB (sf)N/A6.86105.5111.11.05   08/10/23
GCBSL 2021-53A CLO A GCBSL 2021-53AAAA (sf)AAA34.96123.51341.09120177.61.4808/10/23
GCBSL 2021-53A CLO B GCBSL 2021-53AAAA (sf)AA22.68123.51341.09120177.61.4808/10/23
GCBSL 2021-53A CLO C GCBSL 2021-53AA+ (sf)A17.52117.2125.61.07110165.31.508/10/23
GCBSL 2021-53A CLO D GCBSL 2021-53ABBB- (sf)BBB-10.98110116.41.06105150.31.4308/10/23
GCBSL 2021-53A CLO E GCBSL 2021-53ABB- (sf)BB-5.02103.7109.11.05   08/10/23
GCBSL 2021-55A CLO A GCBSL 2021-55AAAA (sf)N/A36.74121.6132.31.09120166.41.3908/10/23
GCBSL 2021-55A CLO B GCBSL 2021-55AAAA (sf)N/A21.82121.6132.31.09120166.41.3908/10/23
GCBSL 2021-55A CLO C GCBSL 2021-55AA+ (sf)N/A16.11114.6123.31.08115153.71.3408/10/23
GCBSL 2021-55A CLO D GCBSL 2021-55ABB+ (sf)N/A10.07108.41151.06110140.71.2808/10/23
GCBSL 2021-55A CLO E GCBSL 2021-55ABB (sf)N/A6.39104.9110.51.05   08/10/23
GCBSL 2021-58A CLO A1L GCBSL 2021-58AAAA (sf)N/A36.67122.51331.09120173.31.4408/10/23
GCBSL 2021-58A CLO A1 GCBSL 2021-58AAAA (sf)AAA36.67122.51331.09120173.31.4408/10/23