By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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 2015-3A CLO BR CGMS 2015-3AAAA (sf)AA-19.87116.8125.61.08105298.72.8402/28/22
CGMS 2015-4A CLO BR CGMS 2015-4AAA- (sf)A17.22117.3122.61.05115263.42.2902/28/22
CGMS 2015-5A CLO BRR CGMS 2015-5AAA- (sf)A17.22117.7122.81.04115289.82.5202/28/22
CGMS 2016-1A CLO BR2 CGMS 2016-1AA+ (sf)N/A17.04114.8122.51.071152832.4602/28/22
CGMS 2016-2A CLO B CGMS 2016-2AAA+ (sf)N/A14.4113.71191.05115276.62.4102/28/22
CGMS 2016-3A CLO BRR CGMS 2016-3AAAA (sf)AA24.58124.7134.71.08120316.52.6402/28/22
CGMS 2016-4A CLO BR CGMS 2016-4AAA+ (sf)A14.28113.1118.71.05115279.22.4302/28/22
CGMS 2017-1A CLO BR CGMS 2017-1AA+ (sf)A15.84114.6120.71.05115318.62.7702/28/22
CGMS 2017-2A CLO B CGMS 2017-2AA+ (sf)A15.27114.4119.81.05115307.32.6702/28/22
CGMS 2017-3A CLO A1BR CGMS 2017-3AAAA (sf)N/A32.05114.2119.21.04115332.92.8902/28/22
CGMS 2017-3A CLO BR CGMS 2017-3AA+ (sf)N/A14.64114.2118.91.04115318.42.7702/28/22
CGMS 2017-4A CLO B CGMS 2017-4AA+ (sf)A16.27115.2121.11.05110295.92.6902/28/22
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA31.64113.5119.51.05115293.12.5502/28/22
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A15.14113.5119.51.05115293.12.5502/28/22
CGMS 2018-1A CLO B CGMS 2018-1AA+ (sf)A17.51116.4123.11.06115314.52.7302/28/22
CGMS 2018-2A CLO B CGMS 2018-2AA+ (sf)N/A16.11114120.61.06115285.72.4802/28/22
CGMS 2018-3A CLO A1B CGMS 2018-3AAAA (sf)AAA33116.31231.06115286.32.4902/28/22
CGMS 2018-3A CLO B CGMS 2018-3AA+ (sf)A17.7116.31231.06115286.32.4902/28/22
CGMS 2018-4A CLO A1B CGMS 2018-4AAAA (sf)AAA34.27115.21231.07115282.42.4602/28/22
CGMS 2018-4A CLO B CGMS 2018-4AAA- (sf)A17.92115.21231.07115293.72.5502/28/22
CGMS 2019-1A CLO A1BR CGMS 2019-1AAAA (sf)AAA33.95116.4123.71.06115314.22.7302/28/22
CGMS 2019-1A CLO BR CGMS 2019-1AAA+ (sf)A18.28116.4123.71.06115314.22.7302/28/22
CGMS 2019-3A CLO BR CGMS 2019-3AAA- (sf)N/A17.56114122.21.07115456.33.9702/28/22
CGMS 2019-4A CLO BR CGMS 2019-4AAAA (sf)A17.3114121.91.07115253.92.2102/28/22
CARVL 2018-1A CLO B CARVL 2018-1AAAA (sf)AA23.64123.4133.11.08120322.92.6902/28/22
CATLK 2013-1A CLO BR CATLK 2013-1AA+ (sf)N/A14.17112117.71.05112.5271.82.4202/28/22
CATLK 2015-2A CLO BRR CATLK 2015-2AAAA (sf)N/A21.1121.7128.31.05120356.42.9702/28/22
CATLK 2016-4A CLO BR CATLK 2016-4AAAA (sf)N/A20.25122128.41.05120257.12.1402/28/22
CATLK 2018-5A CLO B CATLK 2018-5AAAA (sf)N/A21.53121.6129.11.06120296.52.4702/28/22
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA32.46114.8120.61.05115325.32.8302/28/22
CATSK 2017-1A CLO B CATSK 2017-1AA+ (sf)A16.28114.8120.61.05115325.32.8302/28/22
CAVY 2013-3A CLO BR2 CAVY 2013-3AAAA (sf)AA25.21124.2134.21.08120346.42.8902/28/22
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA38.38121.6129.81.071203072.5602/28/22
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA31.2121.6129.81.071203072.5602/28/22
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA21.95121.6129.81.071203072.5602/28/22
CBAM 2017-1A CLO C CBAM 2017-1AAA+ (sf)A16.1114.4120.71.06115273.42.3802/28/22
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-9.94108112.51.04110232.32.1102/28/22
CBAM 2017-1A CLO E CBAM 2017-1ABB (sf)BB-5.52104.7107.21.02   02/28/22
CBAM 2017-2A CLO X CBAM 2017-2AAAA (sf)AAA 121.6130.51.07120272.82.2702/28/22
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA34.58121.6130.51.07120272.82.2702/28/22
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA22.31121.6130.51.07120272.82.2702/28/22
CBAM 2017-2A CLO CR CBAM 2017-2AAA+ (sf)A17.1115.3122.31.061102482.2502/28/22
CBAM 2017-2A CLO DR CBAM 2017-2ABBB+ (sf)BBB-10.97108.8113.91.051052152.0502/28/22
CBAM 2017-2A CLO ER CBAM 2017-2ABB (sf)BB-5.96103.7107.81.04   02/28/22
CBAM 2017-3A CLO XR CBAM 2017-3AAAA (sf)AAA 121.6130.61.07120266.82.2202/28/22
CBAM 2017-3A CLO AR CBAM 2017-3AAAA (sf)AAA34.59121.6130.61.07120266.82.2202/28/22
CBAM 2017-3A CLO BR CBAM 2017-3AAAA (sf)AA22.33121.6130.61.07120266.82.2202/28/22
CBAM 2017-3A CLO CR CBAM 2017-3AAA+ (sf)A17.12115.3122.41.06110241.32.1902/28/22
CBAM 2017-3A CLO DR CBAM 2017-3ABBB+ (sf)BBB-11.09108.9114.11.05105208.81.9902/28/22
CBAM 2017-3A CLO ER CBAM 2017-3ABB+ (sf)BB-5.98103.7107.91.04   02/28/22