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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 2015-4A CLO A2RR CGMS 2015-4AAAA (sf)AAA21.43117.3120.41.03115151.71.3211/11/24
CGMS 2015-4A CLO BRR CGMS 2015-4AAA+ (sf)AA-15.85117.3120.41.03115151.71.3211/11/24
CGMS 2015-4A CLO CR CGMS 2015-4ABBB+ (sf)BB+8.95110.4111.81.01110137.21.2511/11/24
CGMS 2015-4A CLO DR CGMS 2015-4AB+ (sf)B+2.09104.2104.51105121.91.1611/11/24
CGMS 2015-5A CLO A1R3 CGMS 2015-5AAAA (sf)AAA38.31117.7122.61.04115164.51.4311/11/24
CGMS 2015-5A CLO A2R3 CGMS 2015-5AAAA (sf)AAA22.62117.7122.61.04115164.51.4311/11/24
CGMS 2015-5A CLO BR3 CGMS 2015-5AAA+ (sf)AA-17.04117.7122.61.04115164.51.4311/11/24
CGMS 2015-5A CLO CRR CGMS 2015-5ABBB+ (sf)BBB-9.71110.8113.21.02110147.51.3411/11/24
CGMS 2015-5A CLO DR CGMS 2015-5ABB- (sf)B+2.51105.3105.21105129.71.2411/11/24
CGMS 2016-1A CLO X CGMS 2016-1AAAA (sf)N/A 114.8118.81.03115144.51.2611/11/24
CGMS 2016-1A CLO A1R2 CGMS 2016-1AAAA (sf)N/A34.05114.8118.81.03115144.51.2611/11/24
CGMS 2016-1A CLO A2R2 CGMS 2016-1AAAA (sf)N/A19.85114.8118.81.03115144.51.2611/11/24
CGMS 2016-1A CLO BR2 CGMS 2016-1AA- (sf)N/A13.38114.8118.81.03115144.51.2611/11/24
CGMS 2016-1A CLO CR2 CGMS 2016-1ABB+ (sf)N/A7.29108.71111.02110132.41.211/11/24
CGMS 2016-1A CLO DR2 CGMS 2016-1AB+ (sf)N/A3.771051071.02   11/11/24
CGMS 2016-1A CLO ER2 CGMS 2016-1AC (sf)N/A1.94      11/11/24
CGMS 2016-3A CLO XRR CGMS 2016-3AAAA (sf)AAA 124.7132.21.06120162.21.3511/11/24
CGMS 2016-3A CLO ARR CGMS 2016-3AAAA (sf)AAA32.89124.7132.21.06120162.21.3511/11/24
CGMS 2016-3A CLO BRR CGMS 2016-3AAAA (sf)AA22.15124.7132.21.06120162.21.3511/11/24
CGMS 2016-3A CLO CRR CGMS 2016-3AA+ (sf)A16.65117.8123.51.05115150.11.3111/11/24
CGMS 2016-3A CLO DRR CGMS 2016-3ABB+ (sf)BBB-9.83110.3114.11.03110135.71.2311/11/24
CGMS 2016-3A CLO ERR CGMS 2016-3AB+ (sf)BB-3.54104.2106.71.02   11/11/24
CGMS 2016-3A CLO FRR CGMS 2016-3AD (sf)B-2.23      11/11/24
CGMS 2017-1A CLO A1R CGMS 2017-1ANRAAA 114.6123.91.08115184.91.6111/11/24
CGMS 2017-1A CLO A2R CGMS 2017-1ANRAA+ 114.6123.91.08115184.91.6111/11/24
CGMS 2017-1A CLO BR CGMS 2017-1ANRA 114.6123.91.08115184.91.6111/11/24
CGMS 2017-1A CLO C CGMS 2017-1ANRBBB- 107.6109.11.01110156.71.4211/11/24
CGMS 2017-1A CLO D CGMS 2017-1ANRBB- 104.7101.60.97105139.81.3311/11/24
CGMS 2017-2A CLO XR2 CGMS 2017-2AAAA (sf)AAA 115.2122.51.06110154.11.411/11/24
CGMS 2017-2A CLO AR2 CGMS 2017-2AAAA (sf)AAA33.67115.2122.51.06110154.11.411/11/24
CGMS 2017-2A CLO BR2 CGMS 2017-2AAAA (sf)AA21.76115.2122.51.06110154.11.411/11/24
CGMS 2017-2A CLO CR2 CGMS 2017-2AA (sf)A15.86107.8113.21.05105138.91.3211/11/24
CGMS 2017-2A CLO D1R2 CGMS 2017-2ABB+ (sf)BBB10.68103.6108.51.05   11/11/24
CGMS 2017-2A CLO D2R2 CGMS 2017-2ABB (sf)BBB-8.93103.6108.51.05   11/11/24
CGMS 2017-2A CLO ER2 CGMS 2017-2AB+ (sf)BB-4.98      11/11/24
CGMS 2017-4A CLO A1 CGMS 2017-4AAAA (sf)AAA54.98115.2130.51.13110166.51.5111/11/24
CGMS 2017-4A CLO A2 CGMS 2017-4AAAA (sf)AA+34.93115.2130.51.13110166.51.5111/11/24
CGMS 2017-4A CLO B CGMS 2017-4AAAA (sf)A+24.13115.2130.51.13110166.51.5111/11/24
CGMS 2017-4A CLO C CGMS 2017-4AA+ (sf)BBB-12.01108.3114.31.061051421.3511/11/24
CGMS 2017-4A CLO D CGMS 2017-4ABB (sf)BB-3.41103.71051.01   11/11/24
CGMS 2017-5A CLO A1A CGMS 2017-5AAAA (sf)AAA65.36113.5129.31.14115162.71.4111/11/24
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA49.36113.5129.31.14115162.71.4111/11/24
CGMS 2017-5A CLO A2 CGMS 2017-5AAAA (sf)N/A30.74113.5129.31.14115162.71.4111/11/24
CGMS 2017-5A CLO B CGMS 2017-5AAAA (sf)N/A20.6113.5129.31.14115162.71.4111/11/24
CGMS 2017-5A CLO C CGMS 2017-5AA (sf)N/A9.55107.1113.51.06110139.91.2711/11/24
CGMS 2017-5A CLO D CGMS 2017-5ABB (sf)N/A3.16104.71061.011051261.211/11/24
CGMS 2018-2A CLO A1R CGMS 2018-2AAAA (sf)N/A47.81114123.71.09115157.71.3711/11/24
CGMS 2018-2A CLO A2R CGMS 2018-2AAAA (sf)N/A32.45114123.71.09115157.71.3711/11/24
CGMS 2018-2A CLO B CGMS 2018-2AAAA (sf)N/A18.64114123.71.09115157.71.3711/11/24
CGMS 2018-2A CLO C CGMS 2018-2ABBB+ (sf)N/A10.41108.3113.51.05110141.61.2911/11/24