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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
GNRT 6A CLO BR GNRT 6AAAA (sf)AA23.19121.6132.81.09120163.71.3606/17/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A23.25121.6132.81.09120161.71.3506/17/24
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA+18.9121.6128.11.05120162.31.3506/17/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA35.55122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA29.04122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA18.74122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA18.74122.5127.61.04120169.61.4106/17/24
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA55.84121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA50.44121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AAA29.36121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA29.36121.6138.71.14120212.71.7706/17/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA72.1114361.83.17105408.43.8906/17/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA51.21122.6209.11.71120240.3206/17/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA31.75122.6149.91.221202111.7606/17/24
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A68.96122.1320.82.63120435.83.6306/17/24
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA38.2149.4168.31.13120222.31.8506/17/24
ZCCP 2021-1A CLO B1A ZCCP 2021-1AAAA (sf)AA31.09115.5122.31.06110157.31.4306/17/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA31.09115.5122.31.06110157.31.4306/17/24
GLM 2019-4A CLO BR GLM 2019-4AAAA (sf)N/A24.26126.61341.06120268.62.2405/16/24
GLM 2019-5A CLO BR GLM 2019-5AAAA (sf)N/A24.66126.1134.91.07120187.21.5605/16/24
GLM 2019-6A CLO BR GLM 2019-6AAAA (sf)N/A22.5121.6130.91.08120178.61.4905/16/24
GLM 2020-7A CLO BR GLM 2020-7AAAA (sf)N/A21.87119.9130.51.09120177.21.4805/16/24
GOCAP 2017-19RA CLO B1R2 GOCAP 2017-19RAAAA (sf)N/A22.25115.1121.51.06115170.31.4805/16/24
GOCAP 2017-19RA CLO B2R2 GOCAP 2017-19RAAA (sf)N/A22.25115.1121.51.06115170.31.4805/16/24
GOCAP 2015-26A CLO BR GOCAP 2015-26AAAA (sf)AA+28.75      05/16/24
GOCAP 2015-22A CLO BR GOCAP 2015-22AAAA (sf)AA+26.45124.4139.31.12120178.51.4905/16/24
GOCAP 2015-23A CLO BR GOCAP 2015-23AAAA (sf)AAA29.85123.2136.71.11120179.11.4905/16/24
GCBSL 2018-37A CLO A1 GCBSL 2018-37AAAA (sf)AAA42.73129.6140.81.09120195.91.6305/16/24
GCBSL 2018-37A CLO A2 GCBSL 2018-37AAAA (sf)AAA36.41129.6140.81.09120195.91.6305/16/24
GCBSL 2018-37A CLO B1 GCBSL 2018-37AAAA (sf)N/A28.15129.6140.81.09120195.91.6305/16/24
GCBSL 2018-37A CLO B2R GCBSL 2018-37AAAA (sf)N/A28.15129.6140.81.09120195.91.6305/16/24
GCBSL 2018-37A CLO C GCBSL 2018-37AAAA (sf)N/A19.51118.2125.71.06115171.11.4905/16/24
GCBSL 2018-37A CLO D GCBSL 2018-37ABBB+ (sf)N/A12.42110.3115.51.05110153.21.3905/16/24
GCBSL 2018-37A CLO E GCBSL 2018-37ABB+ (sf)N/A8.42107.5110.51.03105142.61.3605/16/24
GCBSL 2019-40A CLO AR GCBSL 2019-40AAAA (sf)AAA36.87128.6137.81.07120181.81.5205/16/24
GCBSL 2019-40A CLO BR GCBSL 2019-40AAAA (sf)N/A27.65128.6137.81.07120181.81.5205/16/24
GCBSL 2019-40A CLO CR GCBSL 2019-40AAAA (sf)N/A22.13121.8128.61.061101681.5305/16/24
GCBSL 2019-40A CLO DR GCBSL 2019-40AA (sf)N/A15.48113.61191.05105152.21.4505/16/24
GCBSL 2019-40A CLO E GCBSL 2019-40ABB+ (sf)BB8.72107.2110.61.03   05/16/24
GCBSL 2019-41A CLO AR GCBSL 2019-41AAAA (sf)N/A38.14121.6130.61.07120174.11.4505/16/24
GCBSL 2019-41A CLO B1R GCBSL 2019-41AAAA (sf)N/A22.45121.6130.61.07120174.11.4505/16/24
GCBSL 2019-41A CLO B2R GCBSL 2019-41AA+ (sf)N/A22.45121.6130.61.07120174.11.4505/16/24
GCBSL 2019-41A CLO CR GCBSL 2019-41AA+ (sf)N/A16.84114.7121.81.06110160.21.4605/16/24
GCBSL 2019-41A CLO DR GCBSL 2019-41ABB+ (sf)N/A10.72108.3113.51.05105145.81.3905/16/24
GCBSL 2019-41A CLO ER GCBSL 2019-41ABB- (sf)N/A7.15104.9109.11.04   05/16/24
GCBSL 2019-43A CLO A GCBSL 2019-43AAAA (sf)AAA35.53126.5136.21.08120180.61.505/16/24
GCBSL 2019-43A CLO B1 GCBSL 2019-43AAAA (sf)AA23.83126.5136.21.08120180.61.505/16/24
GCBSL 2019-43A CLO B2 GCBSL 2019-43AAAA (sf)AA23.83126.5136.21.08120180.61.505/16/24
GCBSL 2019-43A CLO C GCBSL 2019-43AAA+ (sf)A18.63119.8127.51.06110166.51.5105/16/24
GCBSL 2019-43A CLO D GCBSL 2019-43ABBB+ (sf)BBB-12.13112.31181.05105149.91.4305/16/24