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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 2019-1A CLO A1BR CGMS 2019-1AAAA (sf)AAA29.96116.4122.41.05115151.81.3207/14/23
CGMS 2019-1A CLO BR CGMS 2019-1AAA (sf)A13.35116.4122.41.05115151.81.3207/14/23
CGMS 2019-4A CLO BR CGMS 2019-4AA+ (sf)A12.3114121.51.07115158.91.3807/14/23
CGMS 2020-1A CLO A1BAR CGMS 2020-1AAAA (sf)AAA32.31103.7108.81.05   07/14/23
CGMS 2020-1A CLO A1BBR CGMS 2020-1AAAA (sf)AAA32.31103.7108.81.05   07/14/23
CGMS 2020-1A CLO BR CGMS 2020-1AA+ (sf)A13.27103.7108.81.05   07/14/23
CGMS 2020-2A CLO BR CGMS 2020-2AA+ (sf)N/A12.59114121.71.07110155.31.4107/14/23
CGMS 2021-1A CLO B CGMS 2021-1AA+ (sf)N/A12.88114121.91.07110153.51.407/14/23
CGMS 2021-2A CLO B CGMS 2021-2AAAA (sf)N/A19.45121.6131.61.08120169.31.4107/14/23
CGMS 2021-3SA CLO B CGMS 2021-3SAA+ (sf)N/A12.17114121.61.07110153.91.407/14/23
CGMS 2021-4A CLO B1 CGMS 2021-4AAAA (sf)N/A19.74121.6132.21.09120175.51.4607/14/23
CGMS 2021-4A CLO B2 CGMS 2021-4AA+ (sf)N/A19.74121.6132.21.09120175.51.4607/14/23
CGMS 2021-5A CLO B CGMS 2021-5AAAA (sf)AA19.59121.6131.71.08120168.51.407/14/23
CGMS 2021-6A CLO B CGMS 2021-6AAAA (sf)AA19.45121.6131.51.08120166.71.3907/14/23
CGMS 2021-7A CLO B CGMS 2021-7AA+ (sf)N/A12.96114122.11.07110154.41.407/14/23
CGMS 2021-8A CLO B CGMS 2021-8AAAA (sf)N/A19.59121.6131.21.08120163.81.3607/14/23
CGMS 2022-2A CLO A1B CGMS 2022-2AAAA (sf)AAA32.07114121.51.07110153.81.407/14/23
CGMS 2022-2A CLO B CGMS 2022-2AA+ (sf)N/A12.96114121.51.07110153.81.407/14/23
CGMS 2022-1A CLO B CGMS 2022-1AAAA (sf)AA18.5121.6130.81.081201781.4807/14/23
CGMS 2021-9A CLO B CGMS 2021-9AAAA (sf)AA19.24121.6131.31.08120165.31.3807/14/23
CGMS 2022-3A CLO B CGMS 2022-3AAAA (sf)AA19.41121.8131.81.08120156.41.307/14/23
CGMS 2022-4A CLO B1 CGMS 2022-4AAAA (sf)AA21.34123.1133.21.08120157.41.3107/14/23
CGMS 2022-4A CLO B2 CGMS 2022-4AAAA (sf)AA21.34123.1133.21.08120157.41.3107/14/23
CGMS 2022-5A CLO B CGMS 2022-5AAAA (sf)AA21.07124.2134.31.08120153.71.2807/14/23
CARVL 2018-1A CLO B CARVL 2018-1AAAA (sf)AA+19.29123.4130.81.06120158.91.3207/14/23
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA20.87124.1133.41.07120167.41.407/14/23
CARVL 2019-2A CLO BR CARVL 2019-2AAAA (sf)AA+20.69124.81331.07120167.81.407/14/23
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A17.22121.6127.21.05120161.71.3507/14/23
CATLK 2013-1A CLO BR CATLK 2013-1AA+ (sf)N/A9.32112117.11.05112.5149.61.3307/14/23
CATLK 2018-5A CLO B CATLK 2018-5AAAA (sf)N/A17.55121.6128.81.06120168.11.407/14/23
CATLK 2021-6A CLO B CATLK 2021-6AAAA (sf)N/A17.94121.6130.81.08120171.11.4307/14/23
CATLK 2021-6A CLO C2B CATLK 2021-6AA+ (sf)N/A11.73114.3121.61.06110156.41.4207/14/23
CATLK 2015-3A CLO B CATLK 2015-3AAAA (sf)N/A18.03121.7130.51.071201661.3807/14/23
CATLK 2021-8A CLO B CATLK 2021-8AAAA (sf)N/A19.97123.3133.71.08120169.11.4107/14/23
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA34.65114.8121.31.06115150.71.3107/14/23
CATSK 2017-1A CLO B CATSK 2017-1AAAA (sf)A13.48114.8121.31.06115150.71.3107/14/23
CAVY 2013-3A CLO BR2 CAVY 2013-3AAAA (sf)AA20.84124.2132.81.07120171.51.4307/14/23
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA36.99121.6130.91.08120167.81.407/14/23
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA29.11121.6130.91.08120167.81.407/14/23
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA+18.97121.6130.91.08120167.81.407/14/23
CBAM 2017-1A CLO C CBAM 2017-1AAAA (sf)A+12.55114.4121.31.06115152.81.3307/14/23
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-5.79108112.61.04110137.61.2507/14/23
CBAM 2017-1A CLO E CBAM 2017-1ABB (sf)BB-0.94104.7107.11.02   07/14/23
CBAM 2017-2A CLO X CBAM 2017-2AAAA (sf)AAA 121.6131.21.08120160.11.3307/14/23
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA31.3121.6131.21.08120160.11.3307/14/23
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA18.42121.6131.21.08120160.11.3307/14/23
CBAM 2017-2A CLO CR CBAM 2017-2AA+ (sf)A12.95115.3122.91.071101491.3507/14/23
CBAM 2017-2A CLO DR CBAM 2017-2ABB+ (sf)BBB-6.51108.8114.51.05105136.21.307/14/23
CBAM 2017-2A CLO ER CBAM 2017-2ABB- (sf)BB-1.24103.7108.41.05   07/14/23
CBAM 2017-3A CLO XR CBAM 2017-3AAAA (sf)AAA 121.6131.41.08120159.51.3307/14/23