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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 2023-2A CLO B CGMS 2023-2AAAA (sf)AA23.41231331.08120154.31.2911/11/24
CGMS 2023-2A CLO C CGMS 2023-2AA+ (sf)A17.8115.9123.91.07115142.41.2411/11/24
CGMS 2023-2A CLO D1 CGMS 2023-2ABBB- (sf)BBB-11.89109.6115.61.05110129.51.1811/11/24
CGMS 2023-2A CLO D2 CGMS 2023-2ABB (sf)BBB-11.89109.6115.61.05110129.51.1811/11/24
CGMS 2023-2A CLO E CGMS 2023-2ABB- (sf)BB-8.07105.3110.81.05   11/11/24
CGMS 2023-3A CLO A1 CGMS 2023-3AAAA (sf)AAA38.27123.3132.71.08120154.61.2911/11/24
CGMS 2023-3A CLO A2 CGMS 2023-3AAAA (sf)AAA34.56123.3132.71.08120154.61.2911/11/24
CGMS 2023-3A CLO B CGMS 2023-3AAAA (sf)AA22.83123.3132.71.08120154.61.2911/11/24
CGMS 2023-3A CLO C CGMS 2023-3AA+ (sf)A17.17116.2123.61.06110142.51.311/11/24
CGMS 2023-3A CLO D CGMS 2023-3ABB+ (sf)BBB-10.79109.3114.81.05105127.91.2211/11/24
CGMS 2023-3A CLO E CGMS 2023-3ABB- (sf)BB-6.73104.8109.81.05   11/11/24
CARVL 2018-1A CLO AR CARVL 2018-1AAAA (sf)AAA34.4123.4130.71.06120156.91.3111/11/24
CARVL 2018-1A CLO BR CARVL 2018-1AAAA (sf)AAA22.1123.4130.71.06120156.91.3111/11/24
CARVL 2018-1A CLO C CARVL 2018-1AAA+ (sf)A+16.58117.2122.31.04115145.41.2611/11/24
CARVL 2018-1A CLO D CARVL 2018-1ABBB+ (sf)BBB-9.27109.8112.71.03110131.31.1911/11/24
CARVL 2018-1A CLO E CARVL 2018-1ABB- (sf)BB-2.76103.5105.41.02105117.71.1211/11/24
CARVL 2019-1A CLO AL CARVL 2019-1AAAA (sf)N/A34.88124.1132.51.07120166.61.3911/11/24
CARVL 2019-1A CLO ANR CARVL 2019-1AAAA (sf)AAA34.88124.1132.51.07120166.61.3911/11/24
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA+23.38124.1132.51.07120166.61.3911/11/24
CARVL 2019-1A CLO CR CARVL 2019-1AAA+ (sf)A+17.74117.3123.71.05115154.21.3411/11/24
CARVL 2019-1A CLO DR CARVL 2019-1ABBB+ (sf)BBB-10.75110114.31.04110139.41.2711/11/24
CARVL 2019-1A CLO ER CARVL 2019-1ABB- (sf)BB-4.48103.71071.03   11/11/24
CARVL 2019-1A CLO FR CARVL 2019-1ACC (sf)CCC+3.42      11/11/24
CARVL 2019-2A CLO AR CARVL 2019-2AAAA (sf)AAA33.14124.8131.41.05120169.71.4111/11/24
CARVL 2019-2A CLO BR CARVL 2019-2AAAA (sf)AA+22.45124.8131.41.05120169.71.4111/11/24
CARVL 2019-2A CLO CR CARVL 2019-2AAA+ (sf)A+17.31118.4123.31.041151581.3711/11/24
CARVL 2019-2A CLO DR CARVL 2019-2ABBB+ (sf)BBB-10.63111114.11.03110143.51.311/11/24
CARVL 2019-2A CLO E CARVL 2019-2ABB- (sf)BB-4.67105.21071.02   11/11/24
CARVL 2019-2A CLO F CARVL 2019-2ACC (sf)B-2.58      11/11/24
CARVL 2021-2A CLO AL CARVL 2021-2AAAA (sf)N/A34.48123.3133.91.09120174.51.4511/11/24
CARVL 2021-2A CLO AN CARVL 2021-2AAAA (sf)AAA34.48123.3133.91.09120174.51.4511/11/24
CARVL 2021-2A CLO B1 CARVL 2021-2AAAA (sf)AA23.22123.3133.91.09120174.51.4511/11/24
CARVL 2021-2A CLO B2 CARVL 2021-2AAAA (sf)AA23.22123.3133.91.09120174.51.4511/11/24
CARVL 2021-2A CLO C CARVL 2021-2AAA+ (sf)A17.84116.6125.21.07110161.31.4711/11/24
CARVL 2021-2A CLO D CARVL 2021-2ABBB+ (sf)BBB-11.44109.6116.11.06105146.31.3911/11/24
CARVL 2021-2A CLO E CARVL 2021-2ABB (sf)BB-5.81103.2109.21.06   11/11/24
CARVL 2021-2A CLO F CARVL 2021-2ACCC+ (sf)B-4.28      11/11/24
CARVL 2022-1A CLO A1 CARVL 2022-1AAAA (sf)AAA34.3121.6131.51.08120169.41.4111/11/24
CARVL 2022-1A CLO A2 CARVL 2022-1AAAA (sf)AAA34.3121.6131.51.08120169.41.4111/11/24
CARVL 2022-1A CLO B CARVL 2022-1AAAA (sf)AA21.98121.6131.51.08120169.41.4111/11/24
CARVL 2022-1A CLO C CARVL 2022-1AA+ (sf)A17.31116.2124.11.07110158.61.4411/11/24
CARVL 2022-1A CLO D CARVL 2022-1ABBB+ (sf)BBB-11.3109.7115.71.05105144.71.3811/11/24
CARVL 2022-1A CLO E CARVL 2022-1ABB- (sf)BB-5.86103.51091.05   11/11/24
CARVL 2022-1A CLO F CARVL 2022-1ACCC (sf)B-4.84      11/11/24
CARVL 2023-1A CLO A1R CARVL 2023-1AAAA (sf)N/A36.88121.6131.61.081201661.3811/11/24
CARVL 2023-1A CLO A2R CARVL 2023-1AAAA (sf)N/A33.82121.6131.61.081201661.3811/11/24
CARVL 2023-1A CLO BR CARVL 2023-1AAAA (sf)N/A22.63121.6131.61.081201661.3811/11/24
CARVL 2023-1A CLO CR CARVL 2023-1AAA+ (sf)N/A16.521141221.07110152.81.3911/11/24
CARVL 2023-1A CLO D1R CARVL 2023-1ABBB (sf)N/A10.41106.4112.41.06105137.81.3111/11/24
CARVL 2023-1A CLO D2R CARVL 2023-1ABB+ (sf)N/A9.39106.4112.41.06105137.81.3111/11/24