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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 2019-3A CLO BRR CGMS 2019-3AA+ (sf)N/A15.85114121.91.07110145.61.3210/17/24
CGMS 2019-4A CLO BR CGMS 2019-4AA+ (sf)A14.87114120.81.06115148.41.2910/17/24
CGMS 2020-1A CLO A1BAR CGMS 2020-1AAAA (sf)AAA34.2103.7108.31.04   10/17/24
CGMS 2020-1A CLO A1BBR CGMS 2020-1AAAA (sf)AAA34.2103.7108.31.04   10/17/24
CGMS 2020-1A CLO BR CGMS 2020-1AA+ (sf)A15.69103.7108.31.04   10/17/24
CGMS 2020-2A CLO BR CGMS 2020-2AA+ (sf)N/A14.85114120.71.06110143.21.310/17/24
CGMS 2021-1A CLO B CGMS 2021-1AA+ (sf)N/A15.59114121.41.06110146.21.3310/17/24
CGMS 2021-2A CLO B CGMS 2021-2AAAA (sf)N/A21.69121.6130.91.08120160.61.3410/17/24
CANYC 2020-3A CLO B CANYC 2020-3ANRN/A       10/17/24
CGMS 2021-3SA CLO B CGMS 2021-3SAA+ (sf)N/A14.84114120.61.061101481.3510/17/24
CGMS 2021-4A CLO B1 CGMS 2021-4AAAA (sf)N/A21.95121.6131.51.08120164.61.3710/17/24
CGMS 2021-4A CLO B2 CGMS 2021-4AAA+ (sf)N/A21.95121.6131.51.08120164.61.3710/17/24
CGMS 2021-5A CLO B CGMS 2021-5AAAA (sf)AA21.65121.61311.08120160.81.3410/17/24
CGMS 2021-6A CLO B CGMS 2021-6AAAA (sf)AA21.49121.6130.91.08120157.41.3110/17/24
CGMS 2021-7A CLO B CGMS 2021-7AA+ (sf)N/A15.41114121.31.06110144.21.3110/17/24
CGMS 2021-8A CLO B CGMS 2021-8AAAA (sf)N/A21.63121.6130.51.07120156.21.310/17/24
CGMS 2021-9A CLO B CGMS 2021-9AAAA (sf)AA20.98121.6130.21.07120158.21.3210/17/24
CGMS 2022-1A CLO B CGMS 2022-1AAAA (sf)AA20.81121.6129.81.07120160.31.3410/17/24
CGMS 2022-2A CLO A1B CGMS 2022-2AAAA (sf)AAA33.67114120.61.06110147.41.3410/17/24
CGMS 2022-2A CLO B CGMS 2022-2AA+ (sf)N/A15.02114120.61.06110147.41.3410/17/24
CGMS 2022-3A CLO BR CGMS 2022-3AAAA (sf)AA21.8121.6131.11.08120152.31.2710/17/24
CGMS 2022-4A CLO BR CGMS 2022-4AAAA (sf)AA22.31121.6131.51.08120155.81.310/17/24
CGMS 2022-5A CLO BR CGMS 2022-5AAAA (sf)AA21.75124.2134.31.08120142.71.1910/17/24
CGMS 2023-2A CLO B CGMS 2023-2AAAA (sf)AA23.41231331.08120154.31.2910/17/24
CGMS 2017-3A CLO A1BR CGMS 2017-3ANRN/A       10/17/24
CGMS 2017-3A CLO BR CGMS 2017-3ANRN/A       10/17/24
CGMS 2023-3A CLO B CGMS 2023-3AAAA (sf)AA22.92123.3132.71.081201521.2710/17/24
CARVL 2018-1A CLO BR CARVL 2018-1AAAA (sf)AAA21.46123.4130.71.06120156.21.310/17/24
CGMS 2022-5A CLO B CGMS 2022-5ANRN/A       10/17/24
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA+22.65124.1132.31.07120167.11.3910/17/24
CARVL 2019-2A CLO BR CARVL 2019-2AAAA (sf)AA+22.2124.8131.21.05120170.81.4210/17/24
CARVL 2021-2A CLO B1 CARVL 2021-2AAAA (sf)AA23.13123.3133.91.091201731.4410/17/24
CARVL 2021-2A CLO B2 CARVL 2021-2AAA+ (sf)AA23.13123.3133.91.091201731.4410/17/24
CARVL 2022-1A CLO B CARVL 2022-1AAAA (sf)AA21.8121.6131.31.081201681.410/17/24
CARVL 2023-1A CLO BR CARVL 2023-1AAAA (sf)N/A22.5121.6131.61.08120164.41.3710/17/24
CARVL 2022-2A CLO B1 CARVL 2022-2AAAA (sf)N/A21.93121.6131.31.081201461.2210/17/24
CARVL 2022-2A CLO B2 CARVL 2022-2AAA- (sf)N/A21.93121.6131.31.081201461.2210/17/24
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A21.79121.6132.71.09120169.91.4210/17/24
CATLK 2018-5A CLO B CATLK 2018-5AAAA (sf)N/A36.05121.6159.61.31120208.61.7410/17/24
CGMS 2018-4A CLO B CGMS 2018-4ANRN/A       10/17/24
CGMS 2018-4A CLO A1B CGMS 2018-4ANRN/A       10/17/24
CATLK 2021-6A CLO B CATLK 2021-6AAAA (sf)N/A19.29121.61271.04120161.51.3510/17/24
CATLK 2021-6A CLO C2B CATLK 2021-6AA+ (sf)N/A13.18114.31181.03110147.71.3410/17/24
CATLK 2015-3A CLO BR CATLK 2015-3AAAA (sf)N/A22.45121.7132.71.09120169.61.4110/17/24
CATLK 2021-8A CLO B CATLK 2021-8AAAA (sf)N/A21.49123.3130.81.06120158.21.3210/17/24
CATSK 2017-1A CLO A1B CATSK 2017-1ANRAAA       10/17/24
CATSK 2017-1A CLO B CATSK 2017-1ANRAA+       10/17/24
CAVY 2013-3A CLO BR3 CAVY 2013-3AAAA (sf)AA22.32121.1131.11.08120151.31.2610/17/24
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA63.82121.61561.28120228.81.9110/17/24
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA51.11121.61561.28120228.81.9110/17/24