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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 2021-11A CLO C1R CGMS 2021-11AA+ (sf)A15.68114121.91.07115126.81.111/11/24
CGMS 2021-11A CLO C2R CGMS 2021-11ABBB+ (sf)A15.68114121.91.07115126.81.111/11/24
CGMS 2021-11A CLO D1R CGMS 2021-11ABB+ (sf)BBB10.531071131.06110115.21.0511/11/24
CGMS 2021-11A CLO D2R CGMS 2021-11ABB (sf)BBB-8.991071131.06110115.21.0511/11/24
CGMS 2021-11A CLO ER CGMS 2021-11ABB- (sf)BB-5.39103.7108.71.05   11/11/24
CGMS 2012-3A CLO A1AR2 CGMS 2012-3AAAA (sf)AAA42.02113.8120.61.06115154.31.3411/11/24
CGMS 2012-3A CLO A1BR2 CGMS 2012-3AAAA (sf)AAA37.98113.8120.61.06115154.31.3411/11/24
CGMS 2012-3A CLO A2AR2 CGMS 2012-3AAAA (sf)N/A23.36113.8120.61.06115154.31.3411/11/24
CGMS 2012-3A CLO A2BR2 CGMS 2012-3AAAA (sf)N/A23.36113.8120.61.06115154.31.3411/11/24
CGMS 2012-3A CLO BR2 CGMS 2012-3AAA+ (sf)N/A15.28113.8120.61.06115154.31.3411/11/24
CGMS 2012-3A CLO CR2 CGMS 2012-3ABB+ (sf)N/A7.32107.5110.81.03110137.91.2511/11/24
CGMS 2012-3A CLO DR2 CGMS 2012-3AB+ (sf)N/A2.08104.7105.21   11/11/24
CGMS 2012-4A CLO A1R4 CGMS 2012-4AAAA (sf)AAA38.68121.6129.11.06120238.71.9911/11/24
CGMS 2012-4A CLO A2R4 CGMS 2012-4AAAA (sf)AAA36.26121.6129.11.06120238.71.9911/11/24
CGMS 2012-4A CLO BR4 CGMS 2012-4AAAA (sf)N/A21.75121.6129.11.06120238.71.9911/11/24
CGMS 2012-4A CLO CR4 CGMS 2012-4AA+ (sf)N/A13.89113.2118.31.05115216.11.8811/11/24
CGMS 2012-4A CLO DR3 CGMS 2012-4ABB+ (sf)N/A7.84108.3111.11.03110198.71.8111/11/24
CGMS 2012-4A CLO ERR CGMS 2012-4ABB- (sf)B+2.4104.7105.31.011051441.3711/11/24
CGMS 2013-1A CLO A1RR CGMS 2013-1AAAA (sf)AAA73.57115.2146.71.27115172.61.511/11/24
CGMS 2013-1A CLO A2R CGMS 2013-1AAAA (sf)AAA44.81115.2146.71.27115172.61.511/11/24
CGMS 2013-1A CLO BRR CGMS 2013-1AAAA (sf)AA+30.23115.2146.71.27115172.61.511/11/24
CGMS 2013-1A CLO CR CGMS 2013-1AAAA (sf)BBB14.85108.3120.21.11110134.91.2311/11/24
CGMS 2013-1A CLO DR CGMS 2013-1ABB (sf)B+3.91104.7106.51.02105111.41.0611/11/24
CGMS 2013-3A CLO A1AR CGMS 2013-3AAAA (sf)AAA69.58113.3130.11.15115169.41.4711/11/24
CGMS 2013-3A CLO A1BR CGMS 2013-3AAAA (sf)AAA60.89113.3130.11.15115169.41.4711/11/24
CGMS 2013-3A CLO A2R CGMS 2013-3AAAA (sf)N/A35.64113.3130.11.15115169.41.4711/11/24
CGMS 2013-3A CLO BR CGMS 2013-3AAAA (sf)N/A23.53113.3130.11.15115169.41.4711/11/24
CGMS 2013-3A CLO CR CGMS 2013-3AA+ (sf)N/A11.41107.1113.71.06110144.91.3211/11/24
CGMS 2013-3A CLO DR CGMS 2013-3ABB (sf)N/A3.93104.5105.51.01105129.11.2311/11/24
CGMS 2013-3A CLO ER CGMS 2013-3ACC (sf)N/A0.3      11/11/24
BLUEM 2022-35A CLO A BLUEM 2022-35ANRN/A       11/11/24
BLUEM 2022-35A CLO B BLUEM 2022-35ANRN/A       11/11/24
BLUEM 2022-35A CLO E BLUEM 2022-35ANRN/A       11/11/24
BLUEM 2022-35A CLO C BLUEM 2022-35ANRN/A       11/11/24
BLUEM 2022-35A CLO F BLUEM 2022-35ANRN/A       11/11/24
BLUEM 2022-35A CLO D BLUEM 2022-35ANRN/A       11/11/24
CGMS 2013-4A CLO A1RR CGMS 2013-4AAAA (sf)AAA62.64120.3139.31.16120181.61.5111/11/24
CGMS 2013-4A CLO A2RR CGMS 2013-4AAAA (sf)AAA55.26120.3139.31.16120181.61.5111/11/24
CGMS 2013-4A CLO BRR CGMS 2013-4AAAA (sf)N/A29.96120.3139.31.16120181.61.5111/11/24
CGMS 2013-4A CLO CRR CGMS 2013-4AAAA (sf)N/A19.89113.4123.91.09115159.91.3911/11/24
CGMS 2013-4A CLO DRR CGMS 2013-4ABBB+ (sf)N/A9.14107.2110.81.031101401.2711/11/24
CGMS 2013-4A CLO ERR CGMS 2013-4ABB- (sf)N/A2.65104.2104.21   11/11/24
CGMS 2014-1A CLO A1R2 CGMS 2014-1AAAA (sf)AAA54.58122.51421.16120186.31.5511/11/24
CGMS 2014-1A CLO A2R2 CGMS 2014-1AAAA (sf)AAA47.83122.51421.16120186.31.5511/11/24
CGMS 2014-1A CLO BR2 CGMS 2014-1AAAA (sf)N/A30.13122.51421.16120186.31.5511/11/24
CGMS 2014-1A CLO CR2 CGMS 2014-1AAAA (sf)N/A17.96112.9122.81.09110158.81.4411/11/24
CGMS 2014-1A CLO DR CGMS 2014-1ABBB+ (sf)N/A9.77108.2112.61.04105143.11.3611/11/24
CGMS 2014-1A CLO ER CGMS 2014-1ABB- (sf)N/A1.46103.6103.81   11/11/24
CGMS 2015-4A CLO A1RR CGMS 2015-4AAAA (sf)AAA36117.3120.41.03115151.71.3211/11/24
CGMS 2015-4A CLO A1JRR CGMS 2015-4AAAA (sf)AAA33.51117.3120.41.03115151.71.3211/11/24