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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 2021-8A CLO D CGMS 2021-8ABB+ (sf)N/A9.16107.6112.71.05105133.81.2711/11/24
CGMS 2021-8A CLO E CGMS 2021-8ABB- (sf)N/A5.04103.2107.81.04   11/11/24
CGMS 2021-9A CLO A CGMS 2021-9AAAA (sf)AAA33.48121.6130.21.07120160.41.3411/11/24
CGMS 2021-9A CLO B CGMS 2021-9AAAA (sf)AA21.01121.6130.21.07120160.41.3411/11/24
CGMS 2021-9A CLO C CGMS 2021-9AA+ (sf)A15.29114.7121.41.06115148.41.2911/11/24
CGMS 2021-9A CLO D CGMS 2021-9ABB+ (sf)BBB-9.06108.3113.11.04110135.61.2311/11/24
CGMS 2021-9A CLO E CGMS 2021-9AB+ (sf)BB-4.38103.5107.61.04   11/11/24
BATPK 2022-1A CLO A1 BATPK 2022-1ANRN/A       11/11/24
BATPK 2022-1A CLO A2 BATPK 2022-1ANRN/A       11/11/24
BATPK 2022-1A CLO B1 BATPK 2022-1ANRN/A       11/11/24
BATPK 2022-1A CLO B2 BATPK 2022-1ANRN/A       11/11/24
BATPK 2022-1A CLO E BATPK 2022-1ANRN/A       11/11/24
BATPK 2022-1A CLO C BATPK 2022-1ANRN/A       11/11/24
BATPK 2022-1A CLO D BATPK 2022-1ANRN/A       11/11/24
CGMS 2022-1A CLO A1 CGMS 2022-1AAAA (sf)AAA33.32121.61301.07120161.71.3511/11/24
CGMS 2022-1A CLO AL CGMS 2022-1AAAA (sf)N/A33.32121.61301.07120161.71.3511/11/24
CGMS 2022-1A CLO AF CGMS 2022-1AAAA (sf)AAA33.32121.61301.07120161.71.3511/11/24
CGMS 2022-1A CLO B CGMS 2022-1AAAA (sf)AA20.82121.61301.07120161.71.3511/11/24
CGMS 2022-1A CLO C CGMS 2022-1AA+ (sf)A14.57114120.51.06110148.51.3511/11/24
CGMS 2022-1A CLO D CGMS 2022-1ABB+ (sf)BBB-8.31107.6112.21.04105135.61.2911/11/24
CGMS 2022-1A CLO E CGMS 2022-1ABB- (sf)BB-4.15103.2107.41.04   11/11/24
CGMS 2022-2A CLO A1A CGMS 2022-2AAAA (sf)AAA37.92114120.71.061101511.3711/11/24
CGMS 2022-2A CLO A1B CGMS 2022-2AAAA (sf)AAA33.78114120.71.061101511.3711/11/24
CGMS 2022-2A CLO A2 CGMS 2022-2AAAA (sf)N/A21.36114120.71.061101511.3711/11/24
CGMS 2022-2A CLO B CGMS 2022-2AA+ (sf)N/A15.15114120.71.061101511.3711/11/24
CGMS 2022-2A CLO C CGMS 2022-2ABB+ (sf)N/A8.95107.6112.41.04105138.11.3211/11/24
CGMS 2022-2A CLO D CGMS 2022-2AB+ (sf)BB-4.81103.2107.51.04   11/11/24
CGMS 2022-3A CLO AR CGMS 2022-3AAAA (sf)AAA34.17121.6131.31.08120157.21.3111/11/24
CGMS 2022-3A CLO ALR CGMS 2022-3AAAA (sf)N/A34.17121.6131.31.08120157.21.3111/11/24
CGMS 2022-3A CLO BR CGMS 2022-3AAAA (sf)AA21.83121.6131.31.08120157.21.3111/11/24
CGMS 2022-3A CLO CR CGMS 2022-3AA+ (sf)A15.66106.4112.11.05105129.71.2411/11/24
CGMS 2022-3A CLO D1R CGMS 2022-3ABB+ (sf)BBB10.52106.4112.11.05105129.71.2411/11/24
CGMS 2022-3A CLO D2R CGMS 2022-3AB+ (sf)BBB-8.46106.4112.11.05105129.71.2411/11/24
CGMS 2022-3A CLO ER CGMS 2022-3AB+ (sf)BB-5.37103.2108.41.05   11/11/24
CGMS 2022-4A CLO A1R CGMS 2022-4AAAA (sf)AAA36.62121.6131.51.08120155.81.311/11/24
CGMS 2022-4A CLO A2R CGMS 2022-4AAAA (sf)AAA33.55121.6131.51.08120155.81.311/11/24
CGMS 2022-4A CLO BR CGMS 2022-4AAAA (sf)AA22.31121.6131.51.08120155.81.311/11/24
CGMS 2022-4A CLO CR CGMS 2022-4AA+ (sf)A16.17114121.91.07115143.31.2511/11/24
CGMS 2022-4A CLO D1R CGMS 2022-4ABBB- (sf)BBB11.061071131.06110130.61.1911/11/24
CGMS 2022-4A CLO D2R CGMS 2022-4ABB (sf)BBB-9.531071131.06110130.61.1911/11/24
CGMS 2022-4A CLO ER CGMS 2022-4ABB- (sf)BB-5.95104.2108.71.04105122.11.1611/11/24
CGMS 2022-5A CLO A1R CGMS 2022-5AAAA (sf)AAA37.19124.2134.31.08120142.71.1911/11/24
CGMS 2022-5A CLO A2R CGMS 2022-5AAAA (sf)AAA32.04124.2134.31.08120142.71.1911/11/24
CGMS 2022-5A CLO BR CGMS 2022-5AAAA (sf)AA21.75124.2134.31.08120142.71.1911/11/24
CGMS 2022-5A CLO CR CGMS 2022-5AA+ (sf)A15.57116.6124.71.07110130.41.1911/11/24
CGMS 2022-5A CLO D1R CGMS 2022-5ABB+ (sf)BBB10.42109.4115.51.06105117.51.1211/11/24
CGMS 2022-5A CLO D2R CGMS 2022-5ABB- (sf)BBB-8.87109.4115.51.06105117.51.1211/11/24
CGMS 2022-5A CLO ER CGMS 2022-5ABB- (sf)BB-5.27105.2110.81.05   11/11/24
CGMS 2023-2A CLO A1 CGMS 2023-2AAAA (sf)AAA38.891231331.08120154.31.2911/11/24
CGMS 2023-2A CLO A2 CGMS 2023-2AAAA (sf)AAA34.811231331.08120154.31.2911/11/24