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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 2021-4A CLO B1 CGMS 2021-4AAAA (sf)N/A22.05121.6131.61.08120169.21.4108/12/24
CGMS 2021-4A CLO B2 CGMS 2021-4AAA+ (sf)N/A22.05121.6131.61.08120169.21.4108/12/24
CGMS 2021-5A CLO B CGMS 2021-5AAAA (sf)AA21.78121.6131.21.081201641.3708/12/24
CGMS 2021-6A CLO B CGMS 2021-6AAAA (sf)AA21.6121.61311.08120163.91.3708/12/24
CGMS 2021-7A CLO B CGMS 2021-7AA+ (sf)N/A15.52114121.51.07110150.21.3708/12/24
CGMS 2021-8A CLO B CGMS 2021-8AAAA (sf)N/A21.79121.6130.71.07120164.81.3708/12/24
CGMS 2021-9A CLO B CGMS 2021-9AAAA (sf)AA21.14121.6130.41.07120160.91.3408/12/24
CGMS 2022-1A CLO B CGMS 2022-1AAAA (sf)AA21.01121.6130.21.07120169.11.4108/12/24
CGMS 2022-2A CLO A1B CGMS 2022-2AAAA (sf)AAA33.92114120.91.061101531.3908/12/24
CGMS 2022-2A CLO B CGMS 2022-2AA+ (sf)N/A15.34114120.91.061101531.3908/12/24
CGMS 2022-3A CLO BR CGMS 2022-3AAAA (sf)AA22.28121.6131.41.08120160.51.3408/12/24
CGMS 2022-4A CLO B1 CGMS 2022-4AAAA (sf)AA23.31123.1133.31.08120150.41.2508/12/24
CGMS 2022-4A CLO B2 CGMS 2022-4AAA+ (sf)AA23.31123.1133.31.08120150.41.2508/12/24
BATPK 2019-1A CLO D BATPK 2019-1ANRN/A       08/12/24
BATPK 2019-1A CLO C BATPK 2019-1ANRN/A       08/12/24
BATPK 2019-1A CLO B1 BATPK 2019-1ANRN/A       08/12/24
BATPK 2019-1A CLO B2 BATPK 2019-1ANRN/A       08/12/24
BATPK 2019-1A CLO AL BATPK 2019-1ANRN/A       08/12/24
CGMS 2022-5A CLO B CGMS 2022-5AAAA (sf)AA23.56124.2134.21.08120150.81.2608/12/24
CGMS 2023-2A CLO B CGMS 2023-2AAAA (sf)AA23.791231331.08120156.51.308/12/24
CGMS 2023-3A CLO B CGMS 2023-3AAAA (sf)AA23.15123.3132.81.08120164.41.3708/12/24
CARVL 2018-1A CLO BR CARVL 2018-1AAAA (sf)AAA21.58123.4131.41.06120162.41.3508/12/24
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA+22.69124.1132.41.07120161.11.3408/12/24
CARVL 2019-2A CLO BR CARVL 2019-2AAAA (sf)AA+22.36124.8132.21.06120162.71.3608/12/24
CARVL 2021-2A CLO B1 CARVL 2021-2AAAA (sf)AA23.37123.3133.91.09120170.61.4208/12/24
CARVL 2021-2A CLO B2 CARVL 2021-2AAAA (sf)AA23.37123.3133.91.09120170.61.4208/12/24
CARVL 2022-1A CLO B CARVL 2022-1AAAA (sf)AA21.95121.6131.51.08120179.91.508/12/24
CARVL 2023-1A CLO BR CARVL 2023-1AAAA (sf)N/A22.66121.6131.31.08120144.21.208/12/24
CARVL 2022-2A CLO B1 CARVL 2022-2AAAA (sf)N/A22.18121.6131.51.08120147.41.2308/12/24
CARVL 2022-2A CLO B2 CARVL 2022-2AAA+ (sf)N/A22.18121.6131.51.08120147.41.2308/12/24
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A21.91121.6128.81.06120161.71.3508/12/24
CATLK 2018-5A CLO B CATLK 2018-5AAAA (sf)N/A36.08121.6146.51.2120199.11.6608/12/24
CATLK 2021-6A CLO B CATLK 2021-6AAAA (sf)N/A19.65121.6127.41.05120166.41.3908/12/24
CATLK 2021-6A CLO C2B CATLK 2021-6AA+ (sf)N/A13.57114.3118.51.04110152.11.3808/12/24
CATLK 2015-3A CLO BR CATLK 2015-3AAAA (sf)N/A22.77121.7129.51.061202502.0808/12/24
CATLK 2021-8A CLO B CATLK 2021-8AAAA (sf)N/A21.77123.31311.06120163.61.3608/12/24
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA77.48114.81431.25115177.81.5508/12/24
CATSK 2017-1A CLO B CATSK 2017-1AAAA (sf)AA+33.01114.81431.25115177.81.5508/12/24
CAVY 2013-3A CLO BR3 CAVY 2013-3AAAA (sf)AA22.03124.2131.21.06120164.41.3708/12/24
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA63.82121.6146.21.2120163.61.3608/12/24
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA51.12121.6146.21.2120163.61.3608/12/24
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA+34.79121.6146.21.2120163.61.3608/12/24
CBAM 2017-1A CLO C CBAM 2017-1AAAA (sf)A+24.45114.4129.51.13115140.51.2208/12/24
CBAM 2017-1A CLO D CBAM 2017-1AAA+ (sf)BBB-13.56108115.61.07110119.71.0908/12/24
CBAM 2017-1A CLO E CBAM 2017-1ABB+ (sf)BB-5.76104.7107.41.03   08/12/24
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA32.87121.6129.71.07120142.21.1808/12/24
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA20.28121.6129.71.07120142.21.1808/12/24
CBAM 2017-2A CLO CR CBAM 2017-2AA+ (sf)A14.94115.3121.61.05110132.11.208/12/24
CBAM 2017-2A CLO DR CBAM 2017-2ABB+ (sf)BBB-8.64108.8113.21.04105120.61.1508/12/24
CBAM 2017-2A CLO ER CBAM 2017-2AB+ (sf)BB-3.5103.7107.21.03   08/12/24