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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
BLUEM 2016-2A CLO A1R BLUEM 2016-2ANRN/A       10/05/22
BLUEM 2016-2A CLO BR BLUEM 2016-2ANRN/A       10/05/22
CGMS 2021-10A CLO B CGMS 2021-10AAAA (sf)N/A19.63121.6131.51.08120181.71.5110/05/22
CGMS 2021-11A CLO B CGMS 2021-11AAAA (sf)N/A19.67121.6131.51.08120184.21.5310/05/22
CGMS 2012-3A CLO A1BR2 CGMS 2012-3AAAA (sf)AAA29.91113.81191.05115157.51.3710/05/22
CGMS 2012-3A CLO A2BR2 CGMS 2012-3AAAA (sf)N/A18113.81191.05115157.51.3710/05/22
CGMS 2012-3A CLO BR2 CGMS 2012-3AA+ (sf)N/A11.42113.81191.05115157.51.3710/05/22
CGMS 2012-4A CLO BR3 CGMS 2012-4AAAA (sf)N/A19.94121.6129.41.06120166.71.3910/05/22
CGMS 2013-1A CLO BRR CGMS 2013-1AAA+ (sf)A12.91115.2120.71.05115157.31.3710/05/22
CGMS 2013-3A CLO A1BR CGMS 2013-3AAAA (sf)AAA31.71113.3119.41.05115159.61.3910/05/22
CGMS 2013-3A CLO BR CGMS 2013-3AA+ (sf)N/A11.8113.3119.41.05115159.61.3910/05/22
CGMS 2013-4A CLO BRR CGMS 2013-4AAAA (sf)N/A17.5120.31281.06120178.21.4810/05/22
CGMS 2014-1A CLO BR2 CGMS 2014-1AAAA (sf)N/A18.24122.5129.81.06120180.91.5110/05/22
CGMS 2015-4A CLO BR CGMS 2015-4AAA- (sf)A13.2117.3122.11.041151531.3310/05/22
CGMS 2015-5A CLO BRR CGMS 2015-5AAA+ (sf)A13.36117.7122.31.04115165.21.4410/05/22
CGMS 2016-1A CLO BR2 CGMS 2016-1AA+ (sf)N/A12.5114.81221.06115162.41.4110/05/22
CGMS 2016-2A CLO B CGMS 2016-2AAAA (sf)N/A14.4113.71191.05115276.62.4110/05/22
CGMS 2016-3A CLO BRR CGMS 2016-3AAAA (sf)AA20.83124.7134.11.08120181.11.5110/05/22
CGMS 2016-4A CLO BR CGMS 2016-4AAAA (sf)A+11.67113.1118.71.05115146.51.2710/05/22
CGMS 2017-1A CLO BR CGMS 2017-1AAA- (sf)A11.67114.61201.051151551.3510/05/22
CGMS 2017-2A CLO B CGMS 2017-2AA+ (sf)A10.97114.4119.31.04115158.11.3710/05/22
CGMS 2017-3A CLO A1BR CGMS 2017-3AAAA (sf)N/A28.51114.2118.51.04115162.61.4110/05/22
CGMS 2017-3A CLO BR CGMS 2017-3AA+ (sf)N/A10.19114.2118.51.04115162.61.4110/05/22
CGMS 2017-4A CLO B CGMS 2017-4AAA- (sf)A12.47115.2120.81.05110162.31.4810/05/22
BKPRK 2019-1A CLO A1 BKPRK 2019-1ANRN/A       10/05/22
BKPRK 2019-1A CLO A2 BKPRK 2019-1ANRN/A       10/05/22
BKPRK 2019-1A CLO B1 BKPRK 2019-1ANRN/A       10/05/22
BKPRK 2019-1A CLO B2 BKPRK 2019-1ANRN/A       10/05/22
BKPRK 2019-1A CLO C BKPRK 2019-1ANRN/A       10/05/22
BKPRK 2019-1A CLO D BKPRK 2019-1ANRN/A       10/05/22
BKPRK 2019-1A CLO E BKPRK 2019-1ANRN/A       10/05/22
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA28.56113.5119.51.05115159.31.3910/05/22
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A11.32113.5119.51.05115159.31.3910/05/22
CGMS 2018-1A CLO B CGMS 2018-1AAA (sf)A13.56116.41231.06115169.71.4810/05/22
CGMS 2018-2A CLO B CGMS 2018-2AAA (sf)N/A12.15114120.71.06115163.91.4310/05/22
CGMS 2018-3A CLO A1B CGMS 2018-3AAAA (sf)AAA29.9116.3123.11.06115163.41.4210/05/22
CGMS 2018-3A CLO B CGMS 2018-3AAA (sf)A13.9116.3123.11.06115163.41.4210/05/22
CGMS 2018-4A CLO A1B CGMS 2018-4AAAA (sf)AAA31.15115.2123.11.07115163.11.4210/05/22
CGMS 2018-4A CLO B CGMS 2018-4AAA- (sf)A14.03115.2123.11.07115163.11.4210/05/22
CANYC 2019-2A CLO B CANYC 2019-2ANRN/A       10/05/22
CGMS 2019-1A CLO A1BR CGMS 2019-1AAAA (sf)AAA30.67116.4123.91.06115167.71.4610/05/22
CGMS 2019-1A CLO BR CGMS 2019-1AAA+ (sf)A14.23116.4123.91.06115167.71.4610/05/22
CGMS 2019-3A CLO BR CGMS 2019-3AAA- (sf)N/A13.85114122.41.07115163.81.4210/05/22
CGMS 2020-1A CLO A1BAR CGMS 2020-1AAAA (sf)AAA32.75103.7109.31.05   10/05/22
CGMS 2020-1A CLO A1BBR CGMS 2020-1AAAA (sf)AAA32.75103.7109.31.05   10/05/22
CGMS 2020-1A CLO BR CGMS 2020-1AA+ (sf)A13.84103.7109.31.05   10/05/22
CGMS 2020-2A CLO BR CGMS 2020-2AA+ (sf)N/A13.61114122.21.07110163.81.4910/05/22
CGMS 2021-1A CLO B CGMS 2021-1AA+ (sf)N/A13.51114122.21.07110167.91.5310/05/22
CGMS 2021-2A CLO B CGMS 2021-2AAAA (sf)N/A19.8121.6131.81.081201881.5710/05/22
CGMS 2021-3SA CLO B CGMS 2021-3SAA+ (sf)N/A13.13114122.11.07110173.11.5710/05/22