By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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 2017-2A CLO AJR CGMS 2017-2AAAA (sf)AAA38.39114.4122.51.07115151.61.3206/17/24
CGMS 2017-2A CLO A2R CGMS 2017-2AAAA (sf)AA23.12114.4122.51.07115151.61.3206/17/24
CGMS 2017-2A CLO B CGMS 2017-2AAAA (sf)A15.93114.4122.51.07115151.61.3206/17/24
CGMS 2017-2A CLO C CGMS 2017-2ABB+ (sf)BB+7.39107.6111.31.03110133.31.2106/17/24
CGMS 2017-2A CLO D CGMS 2017-2AB+ (sf)B+2104.7105.11105121.61.1606/17/24
CGMS 2017-3A CLO A1AR CGMS 2017-3AAAA (sf)N/A47.56114.2122.11.07115152.21.3206/17/24
CGMS 2017-3A CLO A1BR CGMS 2017-3AAAA (sf)N/A39.64114.2122.11.07115152.21.3206/17/24
CGMS 2017-3A CLO A2R CGMS 2017-3AAAA (sf)N/A24.5114.2122.11.07115152.21.3206/17/24
CGMS 2017-3A CLO BR CGMS 2017-3AAA+ (sf)N/A15.61114.2122.11.07115152.21.3206/17/24
CGMS 2017-3A CLO C CGMS 2017-3ABB+ (sf)N/A7.21107.6111.11.03110134.21.2206/17/24
CGMS 2017-3A CLO D CGMS 2017-3AB+ (sf)N/A1.44104.7104.61105121.41.1606/17/24
CGMS 2017-4A CLO A1 CGMS 2017-4AAAA (sf)AAA42.86115.2126.31.1110150.91.3706/17/24
CGMS 2017-4A CLO A2 CGMS 2017-4AAAA (sf)AA+27.37115.2126.31.1110150.91.3706/17/24
CGMS 2017-4A CLO B CGMS 2017-4AAAA (sf)A+19.03115.2126.31.1110150.91.3706/17/24
CGMS 2017-4A CLO C CGMS 2017-4AA- (sf)BBB-9.66108.3113.21.05105132.21.2606/17/24
CGMS 2017-4A CLO D CGMS 2017-4ABB- (sf)BB-3.02103.7105.51.02   06/17/24
CGMS 2017-5A CLO A1A CGMS 2017-5AAAA (sf)AAA55.43113.51241.09115151.51.3206/17/24
CGMS 2017-5A CLO A1B CGMS 2017-5AAAA (sf)AAA41.98113.51241.09115151.51.3206/17/24
CGMS 2017-5A CLO A2 CGMS 2017-5AAAA (sf)N/A26.32113.51241.09115151.51.3206/17/24
CGMS 2017-5A CLO B CGMS 2017-5AAAA (sf)N/A17.79113.51241.09115151.51.3206/17/24
CGMS 2017-5A CLO C CGMS 2017-5ABBB+ (sf)N/A8.49107.1111.41.04110133.71.2206/17/24
CGMS 2017-5A CLO D CGMS 2017-5ABB- (sf)N/A3.12104.7105.21105122.51.1706/17/24
CGMS 2018-2A CLO A1R CGMS 2018-2AAAA (sf)N/A38.481141211.06115151.81.3206/17/24
CGMS 2018-2A CLO A2R CGMS 2018-2AAAA (sf)N/A26.221141211.06115151.81.3206/17/24
CGMS 2018-2A CLO B CGMS 2018-2AAAA (sf)N/A15.191141211.06115151.81.3206/17/24
CGMS 2018-2A CLO C CGMS 2018-2ABBB+ (sf)N/A8.63108.3112.31.04110138.31.2606/17/24
CGMS 2018-2A CLO D CGMS 2018-2ABB- (sf)N/A3.25104.7106.11.01105126.51.206/17/24
CGMS 2018-3A CLO A1A CGMS 2018-3AAAA (sf)AAA39.61116.3123.51.06115147.41.2806/17/24
CGMS 2018-3A CLO A1B CGMS 2018-3AAAA (sf)AAA34.4116.3123.51.06115147.41.2806/17/24
CGMS 2018-3A CLO A2 CGMS 2018-3AAAA (sf)AA+22.89116.3123.51.06115147.41.2806/17/24
CGMS 2018-3A CLO B CGMS 2018-3AAAA (sf)A+17.1116.3123.51.06115147.41.2806/17/24
CGMS 2018-3A CLO C CGMS 2018-3ABBB+ (sf)BBB-9.75109.2113.41.04110132.61.2106/17/24
CGMS 2018-3A CLO D CGMS 2018-3ABB- (sf)BB-3.73104.7106.31.02105119.71.1406/17/24
CGMS 2018-4A CLO A1A CGMS 2018-4AAAA (sf)AAA38.34115.21231.07115154.11.3406/17/24
CGMS 2018-4A CLO A1B CGMS 2018-4AAAA (sf)AAA35115.21231.07115154.11.3406/17/24
CGMS 2018-4A CLO A2 CGMS 2018-4AAAA (sf)AA+22.71115.21231.07115154.11.3406/17/24
CGMS 2018-4A CLO B CGMS 2018-4AAA+ (sf)A+16.95115.21231.07115154.11.3406/17/24
CGMS 2018-4A CLO C CGMS 2018-4ABBB+ (sf)BBB-9.97108.4113.51.05110139.71.2706/17/24
CGMS 2018-4A CLO D CGMS 2018-4ABB- (sf)BB-4.85104.7107.41.031051281.2206/17/24
CGMS 2019-1A CLO A1AR CGMS 2019-1AAAA (sf)AAA35.26116.41221.05115146.41.2706/17/24
CGMS 2019-1A CLO A1BR CGMS 2019-1AAAA (sf)AAA32.12116.41221.05115146.41.2706/17/24
CGMS 2019-1A CLO A2R CGMS 2019-1AAAA (sf)AAA20.64116.41221.05115146.41.2706/17/24
CGMS 2019-1A CLO BR CGMS 2019-1AAA- (sf)AA-16.02116.41221.05115146.41.2706/17/24
CGMS 2019-1A CLO CR CGMS 2019-1ABBB (sf)BBB-9.67109.6113.41.03110133.21.2106/17/24
CGMS 2019-1A CLO D CGMS 2019-1ABB- (sf)BB-3.93104.7106.61.02105119.71.1406/17/24
CGMS 2019-3A CLO A1RR CGMS 2019-3AAAA (sf)N/A34.69114121.81.071101451.3206/17/24
CGMS 2019-3A CLO A2RR CGMS 2019-3AAAA (sf)N/A22.44114121.81.071101451.3206/17/24
CGMS 2019-3A CLO A2FR CGMS 2019-3AAA+ (sf)N/A22.44114121.81.071101451.3206/17/24
CGMS 2019-3A CLO BRR CGMS 2019-3AAA- (sf)N/A16.32114121.81.071101451.3206/17/24
CGMS 2019-3A CLO C1RR CGMS 2019-3ABBB+ (sf)N/A11.22103.5108.91.05   06/17/24