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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 2022-7A CLO B2 CIFC 2022-7AAA+ (sf)AA25.54126.21371.09120155.51.308/12/24
CIFC LOF-1A CLO B CIFC LOF-1ABB (sf)N/A11.74115.4116.51.01115142.41.2408/12/24
CIRUS 2018-1A CLO BR CIRUS 2018-1AAAA (sf)AAA40.15155.4168.61.08110293.92.6708/12/24
CLRCK 2015-1A CLO BR CLRCK 2015-1AAAA (sf)AAA42.02121.6157.41.29120191.41.5908/12/24
CECLO 2013-20A B1R CECLO 2013-20AAAA (sf)AA20.14124.7128.61.031201671.3908/12/24
CECLO 2013-20A B2R CECLO 2013-20AAA+ (sf)AA20.14124.7128.61.031201671.3908/12/24
CECLO 2014-22A BR CECLO 2014-22AAAA (sf)N/A18.64114126.81.11115146.21.2708/12/24
CECLO 2020-29A BR CECLO 2020-29AAAA (sf)N/A20.62121.6130.21.07120161.11.3408/12/24
CECLO 2020-30A B CECLO 2020-30AAAA (sf)N/A19.04121.6128.41.06120154.81.2908/12/24
CECLO 2021-31A B CECLO 2021-31AAAA (sf)N/A20.25121.6129.31.06120169.31.4108/12/24
CECLO 2022-32A B1R CECLO 2022-32AAAA (sf)N/A20.53121.6130.41.07120173.11.4408/12/24
CECLO 2022-32A BF CECLO 2022-32AAA (sf)N/A20.53121.6130.41.07120173.11.4408/12/24
CQS 2021-1A CLO B CQS 2021-1AAAA (sf)N/A21.07121.6129.91.07120165.21.3808/12/24
CGMS 2014-2RA CLO B CGMS 2014-2RAAAA (sf)N/A17.061151231.07110145.51.3208/12/24
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA39.29112.8120.81.07115149.71.308/12/24
CGMS 2014-3RA CLO B CGMS 2014-3RAAAA (sf)N/A15.22112.8120.81.07115149.71.308/12/24
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA43.66113.4120.41.06115152.31.3208/12/24
CGMS 2014-4RA CLO B CGMS 2014-4RAAAA (sf)N/A16.59113.4120.41.06115152.31.3208/12/24
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A21.57121.6130.91.081201671.3908/12/24
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA22.3121.6131.41.08120170.21.4208/12/24
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+22.99123.3129.31.05120158.91.3208/12/24
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA+20.31121.6127.21.05120151.61.2608/12/24
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA21.87121.6130.81.08120165.41.3808/12/24
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A21.98121.6131.31.08120167.11.3908/12/24
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA33.46115.1123.41.07115145.71.2708/12/24
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A15.53115.1123.41.07115145.71.2708/12/24
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.491141221.07115146.81.2808/12/24
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A14.731141221.07115146.81.2808/12/24
CAVY 2013-3A CLO BR2 CAVY 2013-3ANRN/A       08/12/24
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA33.22114.2122.11.07115145.31.2608/12/24
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A14.59114.2122.11.07115145.31.2608/12/24
CCITY 2022-4A CLO B1R CCITY 2022-4AA+ (sf)N/A15.641141221.07115144.41.2608/12/24
CCITY 2022-4A CLO BF CCITY 2022-4ABBB+ (sf)N/A15.641141221.07115144.41.2608/12/24
CCITY 2023-5A CLO BR CCITY 2023-5AAA+ (sf)N/A16.43114122.21.07110129.61.1808/12/24
CCITY 2023-5A CLO C1BR CCITY 2023-5ABB+ (sf)N/A11.33106.4112.51.06105116.11.1108/12/24
CTWTR 2015-1A CLO BR CTWTR 2015-1ANRAAA 122.5373.33.05120421.83.5208/12/24
MKS 2017-2A CLO B MKS 2017-2ANRN/A 120.9140.11.161201681.408/12/24
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A21.55121.8131.51.08120167.71.408/12/24
CYGPK 2020-1A CLO B2R CYGPK 2020-1AAA (sf)N/A21.55121.8131.51.08120167.71.408/12/24
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA22.31121.6132.31.09120161.31.3408/12/24
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A17.13114.5122.51.071101501.3608/12/24
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A36.52114.5122.81.07110152.51.3908/12/24
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A17.38114.5122.81.07110152.51.3908/12/24
DCLO 2022-4A A2BR DCLO 2022-4AAA+ (sf)N/A24.511151231.07110146.81.3308/12/24
DCLO 2022-4A BR DCLO 2022-4AA+ (sf)N/A17.621151231.07110146.81.3308/12/24
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AAA44.1122.3160.41.311201951.6208/12/24
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA+29.14121.6137.41.13120176.31.4708/12/24
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+26.17121.6132.71.09120169.31.4108/12/24
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+33.44121.6142.21.17120183.61.5308/12/24
CIFC 2021-1A CLO B CIFC 2021-1ANRN/A       08/12/24