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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
CIFC 2019-2A CLO BR CIFC 2019-2AAAA (sf)N/A18.06121.6131.91.08120245.12.0408/08/22
CIFC 2019-3A CLO BR CIFC 2019-3AAA+ (sf)A13.22116.2124.51.07110217.61.9808/08/22
CIFC 2019-4A CLO BR CIFC 2019-4AAA- (sf)A12.03114.5122.81.07110218.91.9908/08/22
CIFC 2019-5A CLO BR CIFC 2019-5AAA (sf)A12.12114.7122.71.07110214.81.9508/08/22
CIFC 2019-6A CLO B CIFC 2019-6AAAA (sf)N/A17.93121.6131.91.08120224.81.8708/08/22
CIFC 2020-1A CLO BR CIFC 2020-1AAAA (sf)N/A18.18121.6131.61.081202371.9808/08/22
CIFC 2020-2A CLO BR CIFC 2020-2AAAA (sf)N/A22.03122.6131.61.07120240.72.0108/08/22
CIFC 2020-3A CLO BR CIFC 2020-3AAAA (sf)N/A17.92121.6131.61.08120241.92.0208/08/22
CIFC 2020-4A CLO B CIFC 2020-4AAAA (sf)N/A18.39121.6131.81.08120238.51.9908/08/22
CIFC 2021-1A CLO B CIFC 2021-1AAAA (sf)N/A18.1122.6131.61.07120238.51.9908/08/22
CIFC 2021-2A CLO B CIFC 2021-2AAAA (sf)N/A20.45121.6131.51.08120260.92.1708/08/22
CIFC 2021-3A CLO B CIFC 2021-3AAAA (sf)N/A18.1121.6131.31.08120244.82.0408/08/22
CIFC 2021-4A CLO B CIFC 2021-4AAAA (sf)N/A18.13122.6131.71.07120257.72.1508/08/22
CIFC 2021-5A CLO B CIFC 2021-5AAAA (sf)N/A17.93121.6131.71.08120250.22.0808/08/22
CIFC 2021-6A CLO B CIFC 2021-6AAAA (sf)N/A17.95121.6131.71.08   08/08/22
CIFC 2021-7A CLO B CIFC 2021-7AAAA (sf)N/A18.01122.6131.81.08120246.12.0508/08/22
CIFC LOF-1A CLO B CIFC LOF-1ABBB+ (sf)N/A9.4115.4119.11.03115167.21.4508/08/22
CIRUS 2018-1A CLO BR CIRUS 2018-1AAAA (sf)AA+34.43155.41701.09110166.41.5108/08/22
CLRCK 2015-1A CLO BR CLRCK 2015-1AAAA (sf)AA17.79121.6128.91.06120205.21.7108/08/22
CECLO 2020-29A BR CECLO 2020-29AAAA (sf)N/A17.24121.61321.09120226.71.8908/08/22
CECLO 2020-30A B CECLO 2020-30AAAA (sf)N/A16.54121.6131.91.081202211.8408/08/22
CECLO 2021-31A B CECLO 2021-31AAAA (sf)N/A17.25121.61321.09120234.61.9508/08/22
CQS 2021-1A CLO B CQS 2021-1AAAA (sf)N/A18.49121.6131.61.08120288.72.4108/08/22
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)N/A8.96115119.61.04110194.71.7708/08/22
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA29.4112.8119.31.06115203.91.7708/08/22
CGMS 2014-3RA CLO B CGMS 2014-3RAA+ (sf)N/A8.91112.8119.31.06115203.91.7708/08/22
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA29.03113.41191.05115216.51.8808/08/22
CGMS 2014-4RA CLO B CGMS 2014-4RAA+ (sf)N/A8.35113.41191.05115216.51.8808/08/22
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A17.95121.6131.81.08120231.61.9308/08/22
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA18.31121.6131.61.08120290.32.4208/08/22
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA16.44123.3130.51.06120231.41.9308/08/22
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA14.85121.6128.61.06120209.11.7408/08/22
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA17.65121.6131.81.08120215.91.808/08/22
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A19.07121.6131.91.08120213.91.7808/08/22
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)N/A31.76115.1123.81.08115219.91.9108/08/22
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A13.36115.1123.81.08115219.91.9108/08/22
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A32.6114122.31.07115219.81.9108/08/22
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A12.27114122.31.07115219.81.9108/08/22
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA31.27114.2122.41.07115223.71.9508/08/22
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A12.09114.2122.41.07115223.71.9508/08/22
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA27.14122.51431.17120276.72.3108/08/22
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A21.261201271.06120206.11.7208/08/22
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A16.3120.9130.11.08120196.41.6408/08/22
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A11.07114.51221.07110248.42.2608/08/22
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AA18.96122.3130.51.07120209.81.7508/08/22
DEN10 2013-1A CLO B1LR DEN10 2013-1AA+ (sf)N/A12.58      08/08/22
DEN10 2013-1A CLO B2LR DEN10 2013-1ABB (sf)N/A6.43      08/08/22
DEN10 2013-1A CLO B3LR DEN10 2013-1AB (sf)N/A4.39      08/08/22
DEN12 2016-1A CLO BR DEN12 2016-1AAA+ (sf)AA14.71121.6128.91.06120244.62.0408/08/22
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA15.01121.6128.91.06120230.51.9208/08/22