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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 2018-1A CLO B CGMS 2018-1AAA+ (sf)A+14.6116.4121.61.04115145.41.2612/12/23
CGMS 2018-2A CLO B CGMS 2018-2AAA+ (sf)N/A12.51114118.71.04115145.91.2712/12/23
CGMS 2018-3A CLO A1B CGMS 2018-3AAAA (sf)AAA30.4116.3121.41.04115144.31.2512/12/23
CGMS 2018-3A CLO B CGMS 2018-3AAA+ (sf)A+14.51116.3121.41.04115144.31.2512/12/23
CGMS 2019-1A CLO A1BR CGMS 2019-1AAAA (sf)AAA31.11116.4122.41.05115142.71.2412/12/23
CGMS 2019-1A CLO BR CGMS 2019-1AAA+ (sf)A14.77116.4122.41.05115142.71.2412/12/23
CGMS 2019-4A CLO BR CGMS 2019-4AA+ (sf)A13.85114121.51.071151511.3112/12/23
CGMS 2020-2A CLO BR CGMS 2020-2AA+ (sf)N/A14.13114121.91.07110149.21.3612/12/23
CGMS 2021-1A CLO B CGMS 2021-1AA+ (sf)N/A14.47114121.91.07110150.41.3712/12/23
CGMS 2021-2A CLO B CGMS 2021-2AAAA (sf)N/A20.82121.6131.51.08120160.31.3412/12/23
CGMS 2021-4A CLO B1 CGMS 2021-4AAAA (sf)N/A21.09121.6132.11.09120165.81.3812/12/23
CGMS 2021-4A CLO B2 CGMS 2021-4AAA+ (sf)N/A21.09121.6132.11.09120165.81.3812/12/23
CGMS 2021-3SA CLO B CGMS 2021-3SAA+ (sf)N/A13.8114121.41.06110149.51.3612/12/23
CGMS 2021-5A CLO B CGMS 2021-5AAAA (sf)AA20.85121.6131.91.08120160.61.3412/12/23
CGMS 2021-6A CLO B CGMS 2021-6AAAA (sf)AA20.7121.6131.71.08120162.71.3612/12/23
CGMS 2021-7A CLO B CGMS 2021-7AA+ (sf)N/A14.51114122.21.07110149.81.3612/12/23
CGMS 2021-9A CLO B CGMS 2021-9AAAA (sf)AA20.46121.6131.41.08120157.61.3112/12/23
CGMS 2022-1A CLO B CGMS 2022-1AAAA (sf)AA20.08121.6131.31.08120168.41.412/12/23
CGMS 2022-2A CLO A1B CGMS 2022-2AAAA (sf)AAA33.15114121.51.071101461.3312/12/23
CGMS 2022-2A CLO B CGMS 2022-2AA+ (sf)N/A14.34114121.51.071101461.3312/12/23
CGMS 2022-3A CLO B CGMS 2022-3AAAA (sf)AA20.86121.8131.91.08120145.31.2112/12/23
CGMS 2022-4A CLO B1 CGMS 2022-4AAAA (sf)AA22.25123.1133.31.08120155.41.312/12/23
CGMS 2022-4A CLO B2 CGMS 2022-4AA+ (sf)AA22.25123.1133.31.08120155.41.312/12/23
CGMS 2022-5A CLO B CGMS 2022-5AAAA (sf)AA22.63124.2134.21.08120150.31.2512/12/23
CGMS 2023-2A CLO B CGMS 2023-2AAAA (sf)AA23.26123133.21.08120156.91.3112/12/23
CGMS 2023-3A CLO B CGMS 2023-3AAAA (sf)AA22.4123.3133.91.09120120.4112/12/23
CARVL 2018-1A CLO B CARVL 2018-1AAAA (sf)AA+20.45123.4130.61.06120162.21.3512/12/23
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA21.77124.1132.51.07120165.11.3812/12/23
CARVL 2019-2A CLO BR CARVL 2019-2AAAA (sf)AA+21.77124.8132.31.06120167.91.412/12/23
CARVL 2021-2A CLO B1 CARVL 2021-2AAAA (sf)AA22.79123.3134.11.09120174.21.4512/12/23
CARVL 2021-2A CLO B2 CARVL 2021-2AAA+ (sf)AA22.79123.3134.11.09120174.21.4512/12/23
CARVL 2022-1A CLO B CARVL 2022-1AAAA (sf)AA21.43121.6131.71.08120171.21.4312/12/23
CARVL 2023-1A CLO B1 CARVL 2023-1AAAA (sf)N/A21.93121.6131.41.08120146.81.2212/12/23
CARVL 2023-1A CLO B2 CARVL 2023-1AAA+ (sf)N/A21.93121.6131.41.08120146.81.2212/12/23
CARVL 2022-2A CLO B1 CARVL 2022-2AAAA (sf)N/A21.46121.6131.71.08120147.51.2312/12/23
CARVL 2022-2A CLO B2 CARVL 2022-2AA+ (sf)N/A21.46121.6131.71.08120147.51.2312/12/23
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A18.11121.6127.41.05120153.21.2812/12/23
CATLK 2013-1A CLO BR CATLK 2013-1AAA+ (sf)N/A12.31112118.51.06112.5152.61.3612/12/23
CATLK 2018-5A CLO B CATLK 2018-5AAAA (sf)N/A22.08121.6133.71.1120171.51.4312/12/23
CATLK 2015-3A CLO B CATLK 2015-3AAAA (sf)N/A19.35121.7129.31.06120157.71.3112/12/23
CATLK 2021-8A CLO B CATLK 2021-8AAAA (sf)N/A21.44123.3132.61.08120163.61.3612/12/23
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA43.84114.8126.51.1115146.61.2712/12/23
CATSK 2017-1A CLO B CATSK 2017-1AAAA (sf)A18.35114.8126.51.1115146.61.2712/12/23
CAVY 2013-3A CLO BR2 CAVY 2013-3AAAA (sf)AA21.87124.2132.41.07120166.81.3912/12/23
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA42.5121.61311.08120167.31.3912/12/23
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA33.61121.61311.08120167.31.3912/12/23
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA+22.19121.61311.08120167.31.3912/12/23
CBAM 2017-1A CLO C CBAM 2017-1AAAA (sf)A+14.96114.4120.91.06115151.61.3212/12/23
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-7.34108111.81.041101361.2412/12/23
CBAM 2017-1A CLO E CBAM 2017-1ABB- (sf)BB-1.88104.7106.11.01   12/12/23