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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
GOCAP 2017-19RA CLO ER2 GOCAP 2017-19RABB- (sf)N/A6.44      11/11/24
GOCAP 2015-26A CLO A1R GOCAP 2015-26AAAA (sf)AAA62.52      11/11/24
GOCAP 2015-26A CLO A2R GOCAP 2015-26AAAA (sf)AAA50.88      11/11/24
GOCAP 2015-26A CLO BR GOCAP 2015-26AAAA (sf)AA+34.59      11/11/24
GOCAP 2015-26A CLO CR GOCAP 2015-26AAAA (sf)A26.35      11/11/24
GOCAP 2015-26A CLO DR GOCAP 2015-26AAA+ (sf)BBB-16.17      11/11/24
GOCAP 2015-26A CLO ER GOCAP 2015-26ABB+ (sf)BB-7.44      11/11/24
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)AAA40.35128.6145.91.13120185.61.5511/11/24
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A30.1128.6145.91.13120185.61.5511/11/24
GCBSL 2019-40A CLO CR GCBSL 2019-40AAAA (sf)N/A23.97121.8134.11.1110168.71.5311/11/24
GCBSL 2019-40A CLO DR GCBSL 2019-40AAA (sf)N/A16.58113.6122.21.081051501.4311/11/24
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB9.08107.2112.11.05   11/11/24
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A37.85121.6130.61.07120171.11.4311/11/24
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A22.09121.6130.61.07120171.11.4311/11/24
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A22.09121.6130.61.07120171.11.4311/11/24
GCBSL 2019-41A CLO CR GCBSL 2019-41AA (sf)N/A16.45114.7121.81.06110157.51.4311/11/24
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A10.3108.3113.41.05105143.31.3611/11/24
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB- (sf)N/A6.71104.9109.11.04   11/11/24
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA38.31126.5136.21.08120166.91.3911/11/24
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA25.98126.5136.21.08120166.91.3911/11/24
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA25.98126.5136.21.08120166.91.3911/11/24
GCBSL 2019-43A CLO C GCBSL 2019-43AAAA (sf)A20.5119.8127.51.06110153.81.411/11/24
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-13.65112.31181.05105138.41.3211/11/24
GCBSL 2019-43A CLO E GCBSL 2019-43ABB (sf)BB-6.96106.4110.11.03   11/11/24
GCBSL 2020-48A CLO A1 GCBSL 2020-48AAAA (sf)AAA36.93121.6131.81.08120164.61.3711/11/24
GCBSL 2020-48A CLO A2 GCBSL 2020-48AAAA (sf)AAA34.4121.6131.81.08120164.61.3711/11/24
GCBSL 2020-48A CLO B1 GCBSL 2020-48AAAA (sf)N/A22.71121.6131.81.08120164.61.3711/11/24
GCBSL 2020-48A CLO B2 GCBSL 2020-48AA+ (sf)N/A22.71121.6131.81.08120164.61.3711/11/24
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A16.35113.6121.81.07110149.61.3611/11/24
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A10.74108114.11.06105137.21.3111/11/24
GCBSL 2020-48A CLO E GCBSL 2020-48ABB- (sf)N/A6.88104.2109.41.05   11/11/24
ELM12 2021-5A CLO AL ELM12 2021-5ANRN/A       11/11/24
ELM12 2021-5A CLO A ELM12 2021-5ANRN/A       11/11/24
ELM12 2021-5A CLO B ELM12 2021-5ANRN/A       11/11/24
ELM12 2021-5A CLO F ELM12 2021-5ANRN/A       11/11/24
ELM12 2021-5A CLO C ELM12 2021-5ANRN/A       11/11/24
ELM12 2021-5A CLO D ELM12 2021-5ANRN/A       11/11/24
ELM12 2021-5A CLO E ELM12 2021-5ANRN/A       11/11/24
GCBSL 2020-50A CLO A1R GCBSL 2020-50AAAA (sf)AAA36.97123.3133.41.08120175.31.4611/11/24
GCBSL 2020-50A CLO A2R GCBSL 2020-50AAAA (sf)AAA36.97123.3133.41.08120175.31.4611/11/24
GCBSL 2020-50A CLO AJR GCBSL 2020-50AAAA (sf)N/A33.92123.3133.41.08120175.31.4611/11/24
GCBSL 2020-50A CLO BR GCBSL 2020-50AAAA (sf)AA23.75123.3133.41.08120175.31.4611/11/24
GCBSL 2020-50A CLO CR GCBSL 2020-50AA+ (sf)A16.631141221.07110158.11.4411/11/24
GCBSL 2020-50A CLO DR GCBSL 2020-50ABB+ (sf)BBB10.53103.7108.81.05   11/11/24
GCBSL 2020-50A CLO ER GCBSL 2020-50ABB- (sf)BB-6.47103.7108.81.05   11/11/24
GCBSL 2020-52A CLO AR GCBSL 2020-52AAAA (sf)AAA35.99121.9132.11.08120161.91.3511/11/24
GCBSL 2020-52A CLO BR GCBSL 2020-52AAAA (sf)AA22.98121.9132.11.08120161.91.3511/11/24
GCBSL 2020-52A CLO CR GCBSL 2020-52AA+ (sf)AA17.19114.7122.91.07110149.31.3611/11/24
GCBSL 2020-52A CLO DR GCBSL 2020-52ABB+ (sf)BBB-10.69107.8113.91.06105135.51.2911/11/24
GCBSL 2020-52A CLO ER GCBSL 2020-52ABB- (sf)BB-6.62103.81091.05   11/11/24