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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 2018-1A CLO B CANYC 2018-1AAAA (sf)AA+18.17122.51291.05120163.81.3607/14/23
CANYC 2019-1A CLO BR CANYC 2019-1AAAA (sf)AA18.55121.6129.61.071201631.3607/14/23
CANYC 2019-2A CLO BR CANYC 2019-2AAAA (sf)N/A19.73121.6130.31.07120162.91.3607/14/23
CANYC 2020-1A CLO BR CANYC 2020-1AAAA (sf)N/A19.14121.6130.71.071201621.3507/14/23
CANYC 2020-2A CLO BR CANYC 2020-2AAAA (sf)N/A19.56121.6131.31.08120163.21.3607/14/23
CANYC 2020-3A CLO B CANYC 2020-3AAAA (sf)N/A19.36121.6131.51.08120160.61.3407/14/23
CANYC 2021-1A CLO B CANYC 2021-1AAAA (sf)AA19.56121.6130.41.07120166.31.3907/14/23
CANYC 2021-2A CLO B1 CANYC 2021-2AAAA (sf)AA19.38121.6130.51.07120168.31.407/14/23
CANYC 2021-2A CLO B2 CANYC 2021-2AAA- (sf)AA19.38121.6130.51.07120168.31.407/14/23
CANYC 2021-3A CLO B CANYC 2021-3AAAA (sf)N/A19.2121.6131.51.08120162.31.3507/14/23
CANYC 2022-1A CLO B CANYC 2022-1AAAA (sf)N/A19.5121.6131.61.08120167.11.3907/14/23
CANYC 2021-4A CLO B CANYC 2021-4AAAA (sf)AA20.44121.6131.81.08120168.21.407/14/23
CANYC 2022-2A CLO B CANYC 2022-2AAAA (sf)AA22.37123.3132.91.08   07/14/23
PUTNM 2021-1A CLO B1 PUTNM 2021-1AAAA (sf)AA19.52121.6132.11.09120168.11.407/14/23
PUTNM 2021-1A CLO B2 PUTNM 2021-1AA+ (sf)AA19.52121.6132.11.09120168.11.407/14/23
PUTNM 2022-1A CLO A1B PUTNM 2022-1AAAA (sf)AAA37.3122132.71.09   07/14/23
PUTNM 2022-1A CLO A2B PUTNM 2022-1AAAA (sf)AAA32.08122132.71.09   07/14/23
PUTNM 2022-1A CLO B1 PUTNM 2022-1AAAA (sf)AA20.84122132.71.09   07/14/23
PUTNM 2022-1A CLO B2 PUTNM 2022-1AAAA (sf)AA20.84122132.71.09   07/14/23
CGMS 2021-10A CLO B CGMS 2021-10AAAA (sf)N/A19.03121.6130.91.08120166.51.3907/14/23
CGMS 2021-11A CLO B CGMS 2021-11AAAA (sf)N/A18.73121.6130.51.07120165.71.3807/14/23
CGMS 2012-3A CLO A1BR2 CGMS 2012-3AAAA (sf)AAA28.62113.8117.41.03115147.61.2807/14/23
CGMS 2012-3A CLO A2BR2 CGMS 2012-3AAAA (sf)N/A16.49113.8117.41.03115147.61.2807/14/23
CGMS 2012-3A CLO BR2 CGMS 2012-3AA+ (sf)N/A9.79113.8117.41.03115147.61.2807/14/23
CGMS 2012-4A CLO BR3 CGMS 2012-4AAAA (sf)N/A16.47121.6127.91.05120156.91.3107/14/23
CGMS 2013-1A CLO BRR CGMS 2013-1AAAA (sf)A12.24115.21201.04115151.81.3207/14/23
CGMS 2013-3A CLO A1BR CGMS 2013-3AAAA (sf)AAA31.26113.3117.81.04115143.91.2507/14/23
CGMS 2013-3A CLO BR CGMS 2013-3AAA (sf)N/A10.57113.3117.81.04115143.91.2507/14/23
CGMS 2013-4A CLO BRR CGMS 2013-4AAAA (sf)N/A16.15120.3125.81.05120159.41.3307/14/23
CGMS 2014-1A CLO BR2 CGMS 2014-1AAAA (sf)N/A17.46122.51281.04120166.71.3907/14/23
CGMS 2015-4A CLO BR CGMS 2015-4AAA- (sf)A12.58117.3120.81.03115145.61.2707/14/23
CGMS 2015-5A CLO BRR CGMS 2015-5AAA- (sf)A12.03117.7121.21.03115155.91.3607/14/23
CGMS 2016-1A CLO BR2 CGMS 2016-1AA+ (sf)N/A11.08114.8120.51.05115148.81.2907/14/23
CGMS 2016-2A CLO B CGMS 2016-2AAAA (sf)N/A14.4113.71191.05115276.62.4107/14/23
CGMS 2016-3A CLO BRR CGMS 2016-3AAAA (sf)AA19.62124.71331.07120164.61.3707/14/23
CGMS 2016-4A CLO BR CGMS 2016-4AAAA (sf)AA14.61113.1122.41.08115142.71.2407/14/23
CGMS 2017-1A CLO BR CGMS 2017-1AAA- (sf)A10.85114.6118.51.03115151.31.3207/14/23
CGMS 2017-2A CLO B CGMS 2017-2AA+ (sf)A10.22114.4118.11.03115145.81.2707/14/23
CGMS 2017-3A CLO A1BR CGMS 2017-3AAAA (sf)N/A29.57114.2117.81.03115150.81.3107/14/23
CGMS 2017-3A CLO BR CGMS 2017-3AA+ (sf)N/A9.84114.2117.81.03115150.81.3107/14/23
CGMS 2017-4A CLO B CGMS 2017-4AAA+ (sf)A+11.6115.2119.41.04110146.31.3307/14/23
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA27.94113.5117.71.04115144.41.2607/14/23
CGMS 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A10.52113.5117.71.04115144.41.2607/14/23
CGMS 2018-1A CLO B CGMS 2018-1AAA+ (sf)A+12.53116.4120.81.04115154.51.3407/14/23
CGMS 2018-2A CLO B CGMS 2018-2AAA+ (sf)N/A10.91114118.91.04115149.21.307/14/23
CGMS 2018-3A CLO A1B CGMS 2018-3AAAA (sf)AAA29.1116.3121.71.05115151.51.3207/14/23
CGMS 2018-3A CLO B CGMS 2018-3AAA (sf)A12.92116.3121.71.05115151.51.3207/14/23
CGMS 2018-4A CLO A1B CGMS 2018-4AAAA (sf)AAA30.64115.2121.71.06115151.91.3207/14/23
CGMS 2018-4A CLO B CGMS 2018-4AAA (sf)A13.38115.2121.71.06115151.91.3207/14/23
CGMS 2019-3A CLO BR CGMS 2019-3AAA- (sf)N/A13.38114121.71.07115155.41.3507/14/23