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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 C CGMS 2021-11ANRN/A       09/12/24
CGMS 2021-11A CLO E CGMS 2021-11ANRN/A       09/12/24
CGMS 2022-3A CLO AR CGMS 2022-3AAAA (sf)AAA33.62121.6131.31.08120152.71.2709/12/24
CGMS 2022-3A CLO ALR CGMS 2022-3AAAA (sf)N/A33.62121.6131.31.08120152.71.2709/12/24
CGMS 2022-3A CLO BR CGMS 2022-3AAAA (sf)AA21.17121.6131.31.08120152.71.2709/12/24
CGMS 2022-3A CLO CR CGMS 2022-3AA+ (sf)A14.95106.4112.11.051051261.209/12/24
CGMS 2022-3A CLO D1R CGMS 2022-3ABB+ (sf)BBB9.76106.4112.11.051051261.209/12/24
CGMS 2022-3A CLO D2R CGMS 2022-3ABB- (sf)BBB-7.69106.4112.11.051051261.209/12/24
CGMS 2022-3A CLO ER CGMS 2022-3AB+ (sf)BB-4.58103.2108.41.05   09/12/24
CGMS 2022-4A CLO A1R CGMS 2022-4AAAA (sf)AAA36.74123.1133.31.08120150.41.2509/12/24
CGMS 2022-4A CLO A2R CGMS 2022-4AAAA (sf)AAA33.68123.1133.31.08120150.41.2509/12/24
CGMS 2022-4A CLO BR CGMS 2022-4AAAA (sf)AA22.46123.1133.31.08120150.41.2509/12/24
CGMS 2022-4A CLO CR CGMS 2022-4AAA- (sf)A16.33116.5124.71.07115138.91.2109/12/24
CGMS 2022-4A CLO D1R CGMS 2022-4ABBB+ (sf)BBB11.23109.6115.81.06110125.61.1409/12/24
CGMS 2022-4A CLO D2R CGMS 2022-4ABB (sf)BBB-9.7109.6115.81.06110125.61.1409/12/24
CGMS 2022-4A CLO ER CGMS 2022-4ABB (sf)BB-6.13105.4110.11.04105115.21.109/12/24
CGMS 2022-5A CLO A1 CGMS 2022-5AAAA (sf)AAA34.34124.2134.21.08120150.81.2609/12/24
CGMS 2022-5A CLO AL CGMS 2022-5AAAA (sf)N/A34.34124.2134.21.08120150.81.2609/12/24
CGMS 2022-5A CLO B CGMS 2022-5AAAA (sf)AA23.56124.2134.21.08120150.81.2609/12/24
CGMS 2022-5A CLO C CGMS 2022-5AA+ (sf)A17.67116.6124.61.07110137.81.2509/12/24
CGMS 2022-5A CLO D CGMS 2022-5ABB+ (sf)BBB-11.1109.4115.41.05105124.21.1809/12/24
CGMS 2022-5A CLO E CGMS 2022-5AB+ (sf)BB-7.35105.2110.71.05   09/12/24
CGMS 2023-2A CLO A1 CGMS 2023-2AAAA (sf)AAA38.71231331.08120154.41.2909/12/24
CGMS 2023-2A CLO A2 CGMS 2023-2AAAA (sf)AAA34.611231331.08120154.41.2909/12/24
CGMS 2023-2A CLO B CGMS 2023-2AAAA (sf)AA23.171231331.08120154.41.2909/12/24
CGMS 2023-2A CLO C CGMS 2023-2AA+ (sf)A17.55115.9123.91.07115142.51.2409/12/24
CGMS 2023-2A CLO D1 CGMS 2023-2ABB+ (sf)BBB-11.63109.6115.61.05110129.61.1809/12/24
CGMS 2023-2A CLO D2 CGMS 2023-2ABB (sf)BBB-11.63109.6115.61.05110129.61.1809/12/24
CGMS 2023-2A CLO E CGMS 2023-2ABB- (sf)BB-7.8105.3110.81.05   09/12/24
CGMS 2023-3A CLO A1 CGMS 2023-3AAAA (sf)AAA37.9123.3132.71.08120149.91.2509/12/24
CGMS 2023-3A CLO A2 CGMS 2023-3AAAA (sf)AAA34.18123.3132.71.08120149.91.2509/12/24
CGMS 2023-3A CLO B CGMS 2023-3AAAA (sf)AA22.38123.3132.71.08120149.91.2509/12/24
CGMS 2023-3A CLO C CGMS 2023-3AA+ (sf)A16.68116.2123.71.06110138.31.2609/12/24
CGMS 2023-3A CLO D CGMS 2023-3ABB+ (sf)BBB-10.27109.3114.81.05105124.11.1809/12/24
CGMS 2023-3A CLO E CGMS 2023-3ABB- (sf)BB-6.18104.8109.81.05   09/12/24
CGMS 2022-4A CLO A1 CGMS 2022-4ANRN/A       09/12/24
CGMS 2022-4A CLO A2 CGMS 2022-4ANRN/A       09/12/24
CGMS 2022-4A CLO B1 CGMS 2022-4ANRN/A       09/12/24
CGMS 2022-4A CLO E CGMS 2022-4ANRN/A       09/12/24
CGMS 2022-4A CLO C CGMS 2022-4ANRN/A       09/12/24
CGMS 2022-4A CLO D CGMS 2022-4ANRN/A       09/12/24
CGMS 2022-4A CLO B2 CGMS 2022-4ANRN/A       09/12/24
CARVL 2018-1A CLO AR CARVL 2018-1AAAA (sf)AAA33.25123.4131.21.06120155.21.2909/12/24
CARVL 2018-1A CLO BR CARVL 2018-1AAAA (sf)AAA21.22123.4131.21.06120155.21.2909/12/24
CARVL 2018-1A CLO C CARVL 2018-1AAA+ (sf)A+15.82117.2122.71.05115143.81.2509/12/24
CARVL 2018-1A CLO D CARVL 2018-1ABBB+ (sf)BBB-8.68109.8113.11.03110129.91.1809/12/24
CARVL 2018-1A CLO E CARVL 2018-1ABB- (sf)BB-2.31103.5105.81.02105116.41.1109/12/24
CARVL 2019-1A CLO AL CARVL 2019-1AAAA (sf)N/A33.65124.1132.81.07120165.71.3809/12/24
CARVL 2019-1A CLO ANR CARVL 2019-1AAAA (sf)AAA33.65124.1132.81.07120165.71.3809/12/24
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA+22.39124.1132.81.07120165.71.3809/12/24