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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 2018-2A CLO D CGMS 2018-2ABB (sf)N/A3.67104.7106.21.011051281.2211/11/24
CGMS 2018-3A CLO A1A CGMS 2018-3AAAA (sf)AAA50.34116.3127.31.09115155.81.3511/11/24
CGMS 2018-3A CLO A1B CGMS 2018-3AAAA (sf)AAA43.67116.3127.31.09115155.81.3511/11/24
CGMS 2018-3A CLO A2 CGMS 2018-3AAAA (sf)AA+28.9116.3127.31.09115155.81.3511/11/24
CGMS 2018-3A CLO B CGMS 2018-3AAAA (sf)A+21.48116.3127.31.09115155.81.3511/11/24
CGMS 2018-3A CLO C CGMS 2018-3AA+ (sf)BBB-12.06109.2115.21.05110137.71.2511/11/24
CGMS 2018-3A CLO D CGMS 2018-3ABB- (sf)BB-4.34104.7106.91.02105122.31.1611/11/24
CGMS 2018-4A CLO A1R CGMS 2018-4AAAA (sf)AAA36.41121.6131.21.08115158.41.3811/11/24
CGMS 2018-4A CLO A2R CGMS 2018-4AAAA (sf)AAA32.82121.6131.21.08115158.41.3811/11/24
CGMS 2018-4A CLO BR CGMS 2018-4AAAA (sf)AA22.05121.6131.21.08115158.41.3811/11/24
CGMS 2018-4A CLO C1R CGMS 2018-4AAA- (sf)A+17.94114121.61.07110145.61.3211/11/24
CGMS 2018-4A CLO C2R CGMS 2018-4AA+ (sf)A15.89114121.61.07110145.61.3211/11/24
CGMS 2018-4A CLO D1R CGMS 2018-4ABB+ (sf)BBB10.76107112.71.05105122.81.1711/11/24
CGMS 2018-4A CLO D2R CGMS 2018-4ABB+ (sf)BBB-9.23107112.71.05105122.81.1711/11/24
CGMS 2018-4A CLO E1R CGMS 2018-4ABB- (sf)BB-5.64103.2108.41.05   11/11/24
CGMS 2018-4A CLO E2R CGMS 2018-4ABB- (sf)N/A5.64103.2108.41.05   11/11/24
CGMS 2019-1A CLO A1AR CGMS 2019-1AAAA (sf)AAA38.67116.41231.06115154.31.3411/11/24
CGMS 2019-1A CLO A1BR CGMS 2019-1AAAA (sf)AAA35.2116.41231.06115154.31.3411/11/24
CGMS 2019-1A CLO A2R CGMS 2019-1AAAA (sf)AAA22.45116.41231.06115154.31.3411/11/24
CGMS 2019-1A CLO BR CGMS 2019-1AAA+ (sf)AA-17.33116.41231.06115154.31.3411/11/24
CGMS 2019-1A CLO CR CGMS 2019-1ABBB+ (sf)BBB-10.27109.6113.91.04110139.61.2711/11/24
CGMS 2019-1A CLO D CGMS 2019-1ABB- (sf)BB-3.9104.7106.71.02105124.71.1911/11/24
CGMS 2019-3A CLO A1RR CGMS 2019-3AAAA (sf)N/A34.38114121.91.07110148.31.3511/11/24
CGMS 2019-3A CLO A2RR CGMS 2019-3AAAA (sf)N/A22.07114121.91.07110148.31.3511/11/24
CGMS 2019-3A CLO A2FR CGMS 2019-3AAA+ (sf)N/A22.07114121.91.07110148.31.3511/11/24
CGMS 2019-3A CLO BRR CGMS 2019-3AA+ (sf)N/A15.92114121.91.07110148.31.3511/11/24
CGMS 2019-3A CLO C1RR CGMS 2019-3ABB+ (sf)N/A10.8103.5108.91.05   11/11/24
CGMS 2019-3A CLO C2RR CGMS 2019-3ABB- (sf)N/A8.75103.5108.91.05   11/11/24
CGMS 2019-3A CLO DRR CGMS 2019-3AB+ (sf)N/A5.93103.5108.91.05   11/11/24
CGMS 2019-4A CLO A11R CGMS 2019-4AAAA (sf)AAA35.63114120.81.06115148.51.2911/11/24
CGMS 2019-4A CLO A12R CGMS 2019-4AAAA (sf)AAA33.55114120.81.06115148.51.2911/11/24
CGMS 2019-4A CLO A2R CGMS 2019-4AAAA (sf)AA21.09114120.81.06115148.51.2911/11/24
CGMS 2019-4A CLO BR CGMS 2019-4AA+ (sf)A14.86114120.81.06115148.51.2911/11/24
CGMS 2019-4A CLO CR CGMS 2019-4ABB+ (sf)BBB-8.63107.6112.61.051101361.2411/11/24
CGMS 2019-4A CLO DR CGMS 2019-4AB+ (sf)BB-4.48103.2107.71.04   11/11/24
CGMS 2020-1A CLO XR CGMS 2020-1AAAA (sf)AAA 103.7108.31.04   11/11/24
CGMS 2020-1A CLO A1AR CGMS 2020-1AAAA (sf)AAA38.36103.7108.31.04   11/11/24
CGMS 2020-1A CLO A1BAR CGMS 2020-1AAAA (sf)AAA34.25103.7108.31.04   11/11/24
CGMS 2020-1A CLO A1BBR CGMS 2020-1AAAA (sf)AAA34.25103.7108.31.04   11/11/24
CGMS 2020-1A CLO A2R CGMS 2020-1AAAA (sf)AA21.93103.7108.31.04   11/11/24
CGMS 2020-1A CLO BR CGMS 2020-1AA+ (sf)A15.76103.7108.31.04   11/11/24
CGMS 2020-1A CLO CR CGMS 2020-1ABB+ (sf)BBB-9.6103.7108.31.04   11/11/24
CGMS 2020-1A CLO DR CGMS 2020-1ABB- (sf)BB-5.49103.7108.31.04   11/11/24
CGMS 2020-1A CLO ER CGMS 2020-1ACCC+ (sf)B-4.46      11/11/24
CGMS 2020-2A CLO X CGMS 2020-2ANRN/A 114120.81.06110146.61.3311/11/24
CGMS 2020-2A CLO A1R CGMS 2020-2AAAA (sf)N/A35.74114120.81.06110146.61.3311/11/24
CGMS 2020-2A CLO A2R CGMS 2020-2AAAA (sf)N/A21.23114120.81.06110146.61.3311/11/24
CGMS 2020-2A CLO BR CGMS 2020-2AA+ (sf)N/A15.01114120.81.06110146.61.3311/11/24
CGMS 2020-2A CLO CR CGMS 2020-2ABB+ (sf)N/A8.79107.6112.51.051051341.2811/11/24
CGMS 2020-2A CLO DR CGMS 2020-2AB+ (sf)N/A5.17104.3108.21.04   11/11/24