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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 2017-5A CLO B CGMS 2017-5AA+ (sf)N/A10.63113.51181.04115141.91.2306/09/23
CGMS 2018-1A CLO B CGMS 2018-1AAA+ (sf)A+12.68116.4121.21.04115150.91.3106/09/23
CGMS 2018-2A CLO B CGMS 2018-2AAA+ (sf)N/A11.46114119.21.05115146.51.2706/09/23
CGMS 2018-3A CLO A1B CGMS 2018-3AAAA (sf)AAA29.57116.31221.05115149.11.306/09/23
CGMS 2018-3A CLO B CGMS 2018-3AAA+ (sf)A13.49116.31221.05115149.11.306/09/23
CGMS 2018-4A CLO A1B CGMS 2018-4AAAA (sf)AAA30.76115.2122.11.06115151.41.3206/09/23
CGMS 2018-4A CLO B CGMS 2018-4AAA (sf)A13.54115.2122.11.06115151.41.3206/09/23
CGMS 2019-1A CLO A1BR CGMS 2019-1AAAA (sf)AAA30.05116.4122.81.05115149.21.306/09/23
CGMS 2019-1A CLO BR CGMS 2019-1AAA- (sf)A13.46116.4122.81.05115149.21.306/09/23
CGMS 2019-3A CLO BR CGMS 2019-3AA+ (sf)N/A13.47114121.71.07115152.61.3306/09/23
CGMS 2019-4A CLO BR CGMS 2019-4AA+ (sf)A12.85114121.41.06115156.81.3606/09/23
CGMS 2020-1A CLO A1BAR CGMS 2020-1AAAA (sf)AAA32.38103.7108.71.05   06/09/23
CGMS 2020-1A CLO A1BBR CGMS 2020-1AAAA (sf)AAA32.38103.7108.71.05   06/09/23
CGMS 2020-1A CLO BR CGMS 2020-1AA+ (sf)A13.36103.7108.71.05   06/09/23
CGMS 2020-2A CLO BR CGMS 2020-2AA+ (sf)N/A13.19114121.71.07110150.21.3706/09/23
CGMS 2021-1A CLO B CGMS 2021-1AA+ (sf)N/A13.4114121.91.07110151.11.3706/09/23
CGMS 2021-2A CLO B CGMS 2021-2AAAA (sf)N/A19.53121.6131.61.08120166.11.3806/09/23
CGMS 2021-3SA CLO B CGMS 2021-3SAA+ (sf)N/A12.69114121.81.07110151.91.3806/09/23
CGMS 2021-4A CLO B1 CGMS 2021-4AAAA (sf)N/A19.83121.6132.11.09120171.81.4306/09/23
CGMS 2021-4A CLO B2 CGMS 2021-4AA+ (sf)N/A19.83121.6132.11.09120171.81.4306/09/23
CGMS 2021-5A CLO B CGMS 2021-5AAAA (sf)AA19.68121.6131.71.08120165.51.3806/09/23
CGMS 2021-6A CLO B CGMS 2021-6AAAA (sf)AA19.54121.6131.51.08120164.41.3706/09/23
CGMS 2021-7A CLO B CGMS 2021-7AA+ (sf)N/A13.551141221.07110151.51.3806/09/23
CGMS 2021-8A CLO B CGMS 2021-8AAAA (sf)N/A19.7121.6131.11.08120160.61.3406/09/23
CGMS 2021-9A CLO B CGMS 2021-9AAAA (sf)AA19.39121.6131.31.08120162.41.3506/09/23
CARVL 2018-1A CLO B CARVL 2018-1AAAA (sf)AA+19.29123.4130.81.06120158.91.3206/09/23
CARVL 2019-1A CLO BR CARVL 2019-1AAAA (sf)AA20.74124.11331.07120163.51.3606/09/23
CARVL 2019-2A CLO BR CARVL 2019-2AAAA (sf)AA+20.69124.81331.07120167.81.406/09/23
CRMN 2018-1A CLO BR CRMN 2018-1AAAA (sf)N/A17.22121.6127.21.05120161.71.3506/09/23
CATLK 2013-1A CLO BR CATLK 2013-1AA+ (sf)N/A9.56112117.31.05112.5148.41.3206/09/23
CATLK 2018-5A CLO B CATLK 2018-5AAAA (sf)N/A17.82121.6129.31.06120165.41.3806/09/23
CATLK 2021-6A CLO B CATLK 2021-6AAAA (sf)N/A17.94121.6130.81.08120171.11.4306/09/23
CATLK 2021-6A CLO C2B CATLK 2021-6AA+ (sf)N/A11.73114.3121.61.06110156.41.4206/09/23
CATLK 2015-3A CLO B CATLK 2015-3AAAA (sf)N/A18.24121.7130.41.07120161.31.3406/09/23
CATLK 2021-8A CLO B CATLK 2021-8AAAA (sf)N/A19.82123.3133.61.08120163.61.3606/09/23
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA34.74114.8122.11.06115149.81.306/09/23
CATSK 2017-1A CLO B CATSK 2017-1AAAA (sf)A13.59114.8122.11.06115149.81.306/09/23
CAVY 2013-3A CLO BR2 CAVY 2013-3AAAA (sf)AA20.66124.21331.07120166.41.3906/09/23
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA36.97121.6129.81.07120172.61.4406/09/23
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA29.08121.6129.81.07120172.61.4406/09/23
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA+18.94121.6129.81.07120172.61.4406/09/23
CBAM 2017-1A CLO C CBAM 2017-1AAAA (sf)A+12.52114.4120.71.06115157.71.3706/09/23
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-5.75108112.31.04110142.31.2906/09/23
CBAM 2017-1A CLO E CBAM 2017-1ABB (sf)BB-0.91104.71071.02   06/09/23
CBAM 2017-2A CLO X CBAM 2017-2AAAA (sf)AAA 121.6131.21.08120160.11.3306/09/23
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA31.3121.6131.21.08120160.11.3306/09/23
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA18.42121.6131.21.08120160.11.3306/09/23
CBAM 2017-2A CLO CR CBAM 2017-2AA+ (sf)A12.95115.3122.91.071101491.3506/09/23
CBAM 2017-2A CLO DR CBAM 2017-2ABB+ (sf)BBB-6.51108.8114.51.05105136.21.306/09/23
CBAM 2017-2A CLO ER CBAM 2017-2ABB- (sf)BB-1.24103.7108.41.05   06/09/23