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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
CANYC 2021-1A CLO B CANYC 2021-1AAAA (sf)AA20.4121.6130.21.071201691.4110/17/24
CANYC 2021-2A CLO B1 CANYC 2021-2AAAA (sf)AA20.14121.6129.71.07120171.21.4310/17/24
CANYC 2021-2A CLO B2 CANYC 2021-2AAA (sf)AA20.14121.6129.71.07120171.21.4310/17/24
CANYC 2021-3A CLO B CANYC 2021-3AAAA (sf)N/A21.46121.6130.81.08120157.71.3110/17/24
CANYC 2021-4A CLO B CANYC 2021-4AAAA (sf)AA21.64121.61311.08120158.61.3210/17/24
CANYC 2022-1A CLO B CANYC 2022-1AAAA (sf)N/A21.49121.6130.81.081201611.3410/17/24
CANYC 2022-2A CLO B CANYC 2022-2AAAA (sf)AA23.9123.3133.31.08120148.41.2410/17/24
PUTNM 2023-1A CLO B PUTNM 2023-1AAAA (sf)AA+23.3122.1132.51.09120156.71.3110/17/24
C4US 2022-2A CLO B C4US 2022-2AAAA (sf)AA23.68125.1135.51.08120142.11.1810/17/24
CGMS 2021-10A CLO B CGMS 2021-10AAAA (sf)N/A20.86121.6129.81.07120156.61.310/17/24
CGMS 2021-11A CLO BR CGMS 2021-11AAAA (sf)AA21.85121.6131.51.08120137.41.1510/17/24
CGMS 2012-3A CLO A1BR2 CGMS 2012-3AAAA (sf)AAA35.82113.8120.81.06115149.81.310/17/24
CGMS 2012-3A CLO A2BR2 CGMS 2012-3AAAA (sf)N/A21.91113.8120.81.06115149.81.310/17/24
CGMS 2012-3A CLO BR2 CGMS 2012-3AAA+ (sf)N/A14.23113.8120.81.06115149.81.310/17/24
CGMS 2012-4A CLO BR4 CGMS 2012-4AAAA (sf)N/A20.09121.61291.06120157.81.3210/17/24
CGMS 2013-1A CLO BRR CGMS 2013-1AAAA (sf)AA+29.92115.2147.31.28115171.51.4910/17/24
CGMS 2013-3A CLO A1BR CGMS 2013-3AAAA (sf)AAA56.5113.31301.15115162.71.4110/17/24
CGMS 2013-3A CLO BR CGMS 2013-3AAAA (sf)N/A21.64113.31301.15115162.71.4110/17/24
CGMS 2013-4A CLO BRR CGMS 2013-4AAAA (sf)N/A26.7120.3139.11.16120176.51.4710/17/24
CGMS 2014-1A CLO BR2 CGMS 2014-1AAAA (sf)N/A27.81122.5142.21.16120184.71.5410/17/24
CGMS 2015-4A CLO BRR CGMS 2015-4AAA+ (sf)AA-14.86117.3120.51.03115148.71.2910/17/24
CGMS 2015-5A CLO BR3 CGMS 2015-5AAAA (sf)AA-16.05117.7122.61.04115164.21.4310/17/24
CGMS 2016-1A CLO BR2 CGMS 2016-1AA+ (sf)N/A13.39114.8118.91.04115142.71.2410/17/24
CGMS 2017-2A CLO BR2 CGMS 2017-2AAAA (sf)AA21.65115.2122.71.071101541.410/17/24
CGMS 2017-4A CLO B CGMS 2017-4AAAA (sf)A+21.88115.2130.41.131101631.4810/17/24
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA49.36113.5129.31.14115162.71.4110/17/24
CGMS 2017-5A CLO B CGMS 2017-5AAAA (sf)N/A20.6113.5129.31.14115162.71.4110/17/24
CGMS 2018-2A CLO B CGMS 2018-2AAAA (sf)N/A16.931141241.09115156.11.3610/17/24
CGMS 2018-3A CLO A1B CGMS 2018-3AAAA (sf)AAA39.25116.3127.21.09115154.91.3510/17/24
CGMS 2018-3A CLO B CGMS 2018-3AAAA (sf)A+19.27116.3127.21.09115154.91.3510/17/24
CGMS 2019-1A CLO A1BR CGMS 2019-1AAAA (sf)AAA33.43116.4123.11.06115151.81.3210/17/24
CGMS 2019-1A CLO BR CGMS 2019-1AAA+ (sf)AA-16.42116.4123.11.06115151.81.3210/17/24
CGMS 2019-3A CLO BRR CGMS 2019-3AA+ (sf)N/A15.85114121.91.07110145.61.3210/17/24
CGMS 2019-4A CLO BR CGMS 2019-4AA+ (sf)A14.87114120.81.06115148.41.2910/17/24
CGMS 2020-1A CLO A1BAR CGMS 2020-1AAAA (sf)AAA34.2103.7108.31.04   10/17/24
CGMS 2020-1A CLO A1BBR CGMS 2020-1AAAA (sf)AAA34.2103.7108.31.04   10/17/24
CGMS 2020-1A CLO BR CGMS 2020-1AA+ (sf)A15.69103.7108.31.04   10/17/24
CGMS 2020-2A CLO BR CGMS 2020-2AA+ (sf)N/A14.85114120.71.06110143.21.310/17/24
CGMS 2021-1A CLO B CGMS 2021-1AA+ (sf)N/A15.59114121.41.06110146.21.3310/17/24
CGMS 2021-2A CLO B CGMS 2021-2AAAA (sf)N/A21.69121.6130.91.08120160.61.3410/17/24
CANYC 2020-3A CLO B CANYC 2020-3ANRN/A       10/17/24
CGMS 2021-3SA CLO B CGMS 2021-3SAA+ (sf)N/A14.84114120.61.061101481.3510/17/24
CGMS 2021-4A CLO B1 CGMS 2021-4AAAA (sf)N/A21.95121.6131.51.08120164.61.3710/17/24
CGMS 2021-4A CLO B2 CGMS 2021-4AAA+ (sf)N/A21.95121.6131.51.08120164.61.3710/17/24
CGMS 2021-5A CLO B CGMS 2021-5AAAA (sf)AA21.65121.61311.08120160.81.3410/17/24
CGMS 2021-6A CLO B CGMS 2021-6AAAA (sf)AA21.49121.6130.91.08120157.41.3110/17/24
CGMS 2021-7A CLO B CGMS 2021-7AA+ (sf)N/A15.41114121.31.06110144.21.3110/17/24
CGMS 2021-8A CLO B CGMS 2021-8AAAA (sf)N/A21.63121.6130.51.07120156.21.310/17/24
CGMS 2021-9A CLO B CGMS 2021-9AAAA (sf)AA20.98121.6130.21.07120158.21.3210/17/24
CGMS 2022-1A CLO B CGMS 2022-1AAAA (sf)AA20.81121.6129.81.07120160.31.3410/17/24