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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
BATPK 2022-1A CLO B2 BATPK 2022-1ANRN/A       11/11/24
BATPK 2022-1A CLO E BATPK 2022-1ANRN/A       11/11/24
BATPK 2022-1A CLO C BATPK 2022-1ANRN/A       11/11/24
BATPK 2022-1A CLO D BATPK 2022-1ANRN/A       11/11/24
CGMS 2022-1A CLO B CGMS 2022-1AAAA (sf)AA20.82121.61301.07120161.71.3511/11/24
CGMS 2022-2A CLO A1B CGMS 2022-2AAAA (sf)AAA33.78114120.71.061101511.3711/11/24
CGMS 2022-2A CLO B CGMS 2022-2AA+ (sf)N/A15.15114120.71.061101511.3711/11/24
CGMS 2022-3A CLO BR CGMS 2022-3AAAA (sf)AA21.83121.6131.31.08120157.21.3111/11/24
CGMS 2022-4A CLO BR CGMS 2022-4AAAA (sf)AA22.31121.6131.51.08120155.81.311/11/24
CGMS 2022-5A CLO BR CGMS 2022-5AAAA (sf)AA21.75124.2134.31.08120142.71.1911/11/24
CGMS 2023-2A CLO B CGMS 2023-2AAAA (sf)AA23.41231331.08120154.31.2911/11/24
CGMS 2023-3A CLO B CGMS 2023-3AAAA (sf)AA22.83123.3132.71.08120154.61.2911/11/24
CARVL 2018-1A CLO BR CARVL 2018-1AAAA (sf)AAA22.1123.4130.71.06120156.91.3111/11/24
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA+23.38124.1132.51.07120166.61.3911/11/24
CARVL 2019-2A CLO BR CARVL 2019-2AAAA (sf)AA+22.45124.8131.41.05120169.71.4111/11/24
CARVL 2021-2A CLO B1 CARVL 2021-2AAAA (sf)AA23.22123.3133.91.09120174.51.4511/11/24
CARVL 2021-2A CLO B2 CARVL 2021-2AAAA (sf)AA23.22123.3133.91.09120174.51.4511/11/24
CARVL 2022-1A CLO B CARVL 2022-1AAAA (sf)AA21.98121.6131.51.08120169.41.4111/11/24
CARVL 2023-1A CLO BR CARVL 2023-1AAAA (sf)N/A22.63121.6131.61.081201661.3811/11/24
CARVL 2022-2A CLO BR CARVL 2022-2AAAA (sf)N/A22.39121.6131.41.08120244.12.0311/11/24
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A21.94121.6132.21.09120169.51.4111/11/24
CATLK 2018-5A CLO B CATLK 2018-5AAAA (sf)N/A40.7121.6159.81.31120208.21.7311/11/24
CATLK 2021-6A CLO B CATLK 2021-6AAAA (sf)N/A19.29121.61271.04120161.51.3511/11/24
CATLK 2021-6A CLO C2B CATLK 2021-6AA+ (sf)N/A13.18114.31181.03110147.71.3411/11/24
CATLK 2015-3A CLO BR CATLK 2015-3AAAA (sf)N/A25.39121.7132.61.09120171.21.4311/11/24
CATLK 2021-8A CLO B CATLK 2021-8AAAA (sf)N/A21.45123.3130.91.06120160.31.3411/11/24
CARVL 2022-2A CLO B1 CARVL 2022-2ANRN/A       11/11/24
CARVL 2022-2A CLO B2 CARVL 2022-2ANRN/A       11/11/24
CAVY 2013-3A CLO BR3 CAVY 2013-3AAAA (sf)AA22.32121.1131.11.08120151.31.2611/11/24
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA72.04121.6156.71.29120179.31.4911/11/24
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA57.85121.6156.71.29120179.31.4911/11/24
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA+39.62121.6156.71.29120179.31.4911/11/24
CBAM 2017-1A CLO C CBAM 2017-1AAAA (sf)A+28.07114.4135.21.18115148.61.2911/11/24
CBAM 2017-1A CLO D CBAM 2017-1AAAA (sf)BBB-15.91108118.21.09110122.71.1211/11/24
CBAM 2017-1A CLO E CBAM 2017-1ABB+ (sf)BB-7.2104.7108.41.04   11/11/24
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA32.78121.6129.41.06120164.31.3711/11/24
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA20.17121.6129.41.06120164.31.3711/11/24
CBAM 2017-2A CLO CR CBAM 2017-2AA+ (sf)A14.82115.3121.31.05110152.61.3911/11/24
CBAM 2017-2A CLO DR CBAM 2017-2ABB+ (sf)BBB-8.52108.81131.04105139.31.3311/11/24
CBAM 2017-2A CLO ER CBAM 2017-2AB+ (sf)BB-3.37103.7106.91.03   11/11/24
CBAM 2017-3A CLO AR CBAM 2017-3AAAA (sf)AAA32.69121.6129.51.06120156.21.311/11/24
CBAM 2017-3A CLO BR CBAM 2017-3AAAA (sf)AA20.07121.6129.51.06120156.21.311/11/24
CBAM 2017-3A CLO CR CBAM 2017-3AA+ (sf)A14.71115.3121.31.05110144.91.3211/11/24
CBAM 2017-3A CLO DR CBAM 2017-3ABB+ (sf)BBB-8.5108.9113.11.04105132.31.2611/11/24
CBAM 2017-3A CLO ER CBAM 2017-3AB+ (sf)BB-3.24103.71071.03   11/11/24
CBAM 2017-4A CLO A CBAM 2017-4AAAA (sf)AAA52.42122.5144.21.18120152.81.2711/11/24
CBAM 2017-4A CLO B1 CBAM 2017-4AAAA (sf)AA+32.52122.5144.21.18120152.81.2711/11/24
CBAM 2017-4A CLO B2 CBAM 2017-4AAAA (sf)AA+32.52122.5144.21.18120152.81.2711/11/24
CBAM 2017-4A CLO C CBAM 2017-4AAAA (sf)A+23.01115.5128.91.12115135.61.1811/11/24
CBAM 2017-4A CLO D CBAM 2017-4AA+ (sf)BBB-11.77108.3114.71.06110118.11.0711/11/24