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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
CGMS 2014-1A CLO BR2 CGMS 2014-1AAAA (sf)N/A16.79122.5129.71.06120166.91.3911/30/22
CGMS 2015-4A CLO BR CGMS 2015-4AA+ (sf)A11.86117.3122.11.04115136.91.1911/30/22
CGMS 2015-5A CLO BRR CGMS 2015-5AA+ (sf)A11.09117.7122.51.041151481.2911/30/22
CGMS 2016-1A CLO BR2 CGMS 2016-1AA+ (sf)N/A10.49114.8121.91.06115142.81.2411/30/22
CGMS 2016-2A CLO B CGMS 2016-2AAAA (sf)N/A14.4113.71191.05115276.62.4111/30/22
CGMS 2016-3A CLO BRR CGMS 2016-3AAAA (sf)AA18.96124.7134.51.08120160.61.3411/30/22
CGMS 2016-4A CLO BR CGMS 2016-4AAAA (sf)A+11.27113.1118.41.05115130.91.1411/30/22
CGMS 2017-1A CLO BR CGMS 2017-1AA+ (sf)A10.03114.61201.05115161.91.4111/30/22
CGMS 2017-2A CLO B CGMS 2017-2AA+ (sf)A9.51114.4119.41.04115143.31.2511/30/22
CGMS 2017-3A CLO A1BR CGMS 2017-3AAAA (sf)N/A27.47114.2118.51.04115142.81.2411/30/22
CGMS 2017-3A CLO BR CGMS 2017-3AA+ (sf)N/A8.74114.2118.51.04115142.81.2411/30/22
CGMS 2017-4A CLO B CGMS 2017-4AA+ (sf)A10.87115.2120.81.05110142.61.311/30/22
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA27.43113.5119.51.05115139.51.2111/30/22
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A9.91113.5119.51.05115139.51.2111/30/22
CGMS 2018-1A CLO B CGMS 2018-1AAA- (sf)A11.97116.4122.91.06115145.31.2611/30/22
CGMS 2018-2A CLO B CGMS 2018-2AAA- (sf)N/A10.35114120.71.061151491.311/30/22
CGMS 2018-3A CLO A1B CGMS 2018-3AAAA (sf)AAA28.53116.31231.06115148.91.2911/30/22
CGMS 2018-3A CLO B CGMS 2018-3AAA- (sf)A12.22116.31231.06115148.91.2911/30/22
CGMS 2018-4A CLO A1B CGMS 2018-4AAAA (sf)AAA30.06115.2123.31.07115146.31.2711/30/22
CGMS 2018-4A CLO B CGMS 2018-4AAA- (sf)A12.67115.2123.31.07115146.31.2711/30/22
CGMS 2019-1A CLO A1BR CGMS 2019-1AAAA (sf)AAA29.45116.4124.11.07115147.81.2911/30/22
CGMS 2019-1A CLO BR CGMS 2019-1AAA (sf)A12.72116.4124.11.07115147.81.2911/30/22
CGMS 2019-3A CLO BR CGMS 2019-3AA+ (sf)N/A12.64114122.71.081151431.2411/30/22
CGMS 2019-4A CLO BR CGMS 2019-4AA+ (sf)A11.54114122.31.071151541.3411/30/22
CGMS 2020-1A CLO A1BAR CGMS 2020-1AAAA (sf)AAA31.74103.7109.41.05   11/30/22
CGMS 2020-1A CLO A1BBR CGMS 2020-1AAAA (sf)AAA31.74103.7109.41.05   11/30/22
CGMS 2020-1A CLO BR CGMS 2020-1AA+ (sf)A12.55103.7109.41.05   11/30/22
CGMS 2020-2A CLO BR CGMS 2020-2AA+ (sf)N/A12.01114122.41.07110136.81.2411/30/22
CGMS 2021-1A CLO B CGMS 2021-1AA+ (sf)N/A12.05114122.41.07110155.61.4111/30/22
CGMS 2021-2A CLO B CGMS 2021-2AAAA (sf)N/A18.58121.61321.09120155.91.311/30/22
CGMS 2021-3SA CLO B CGMS 2021-3SAA+ (sf)N/A11.49114122.31.07110155.31.4111/30/22
CGMS 2021-4A CLO B1 CGMS 2021-4AAAA (sf)N/A18.9121.6132.21.09120166.51.3911/30/22
CGMS 2021-4A CLO B2 CGMS 2021-4AA+ (sf)N/A18.9121.6132.21.09120166.51.3911/30/22
CGMS 2021-5A CLO B CGMS 2021-5AAAA (sf)AA18.51121.61321.09120187.11.5611/30/22
CGMS 2021-6A CLO B CGMS 2021-6AAAA (sf)AA18.61121.61321.09120166.91.3911/30/22
CGMS 2021-7A CLO B CGMS 2021-7AA+ (sf)N/A12.12114122.31.07110152.81.3911/30/22
CGMS 2021-8A CLO B CGMS 2021-8AAAA (sf)N/A18.75121.6131.41.08120158.61.3211/30/22
CGMS 2021-9A CLO B CGMS 2021-9AAAA (sf)AA18.44121.6131.91.08120160.81.3411/30/22
CARVL 2018-1A CLO B CARVL 2018-1AAAA (sf)AA18.05123.4132.41.07120168.21.411/30/22
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA19.95124.1134.61.08120159.91.3311/30/22
CARVL 2019-2A CLO BR CARVL 2019-2AAAA (sf)AA+19.84124.8135.11.08120162.31.3511/30/22
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A16.81121.6128.81.06120163.51.3611/30/22
CATLK 2013-1A CLO BR CATLK 2013-1AA+ (sf)N/A7.811121191.06112.5141.71.2611/30/22
CATLK 2018-5A CLO B CATLK 2018-5AAAA (sf)N/A16.03121.6129.31.06120153.91.2811/30/22
CATLK 2021-6A CLO B CATLK 2021-6AAAA (sf)N/A17.07121.6131.41.08120159.31.3311/30/22
CATLK 2021-6A CLO C2B CATLK 2021-6AA+ (sf)N/A10.79114.3122.21.07110144.81.3211/30/22
CATLK 2015-3A CLO B CATLK 2015-3AAAA (sf)N/A17.65121.71321.08120152.71.2711/30/22
CATLK 2021-8A CLO B CATLK 2021-8AAAA (sf)N/A19.31123.31341.09120150.71.2611/30/22
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA28.97114.8119.91.04115135.31.1811/30/22
CATSK 2017-1A CLO B CATSK 2017-1AAA- (sf)A10.79114.8119.91.04115135.31.1811/30/22