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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)AA25.46126.21371.09120153.81.2810/17/24
CIRUS 2018-1A CLO BR CIRUS 2018-1AAAA (sf)AAA40.25155.4174.41.12110296.32.6910/17/24
CLRCK 2015-1A CLO BR CLRCK 2015-1AAAA (sf)AAA42.35121.61781.46120208.91.7410/17/24
CECLO 2014-22A BR CECLO 2014-22AAAA (sf)N/A22.81114134.31.18115164.71.4310/17/24
CECLO 2020-29A BR CECLO 2020-29AAAA (sf)N/A20.35121.6129.61.07120156.61.310/17/24
CECLO 2020-30A B1R CECLO 2020-30AAAA (sf)N/A20.99121.6127.51.05120164.61.3710/17/24
CECLO 2020-30A B2R CECLO 2020-30AAAA (sf)N/A19.01121.6127.51.05120164.61.3710/17/24
CECLO 2021-31A B CECLO 2021-31AAAA (sf)N/A20.09121.6128.81.06120164.11.3710/17/24
CECLO 2022-32A B1R CECLO 2022-32AAAA (sf)N/A19.83121.6129.71.07120173.31.4410/17/24
CECLO 2022-32A BF CECLO 2022-32AA+ (sf)N/A19.83121.6129.71.07120173.31.4410/17/24
CQS 2021-1A CLO B CQS 2021-1AAAA (sf)N/A20.69121.6130.31.07120162.71.3610/17/24
CGMS 2014-2RA CLO B CGMS 2014-2RAAAA (sf)N/A18.41151251.09110155.11.4110/17/24
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA44.53112.8122.91.09115157.31.3710/17/24
CGMS 2014-3RA CLO B CGMS 2014-3RAAAA (sf)N/A17.04112.8122.91.09115157.31.3710/17/24
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA43.58113.41231.08115154.51.3410/17/24
CGMS 2014-4RA CLO B CGMS 2014-4RAAAA (sf)N/A16.47113.41231.08115154.51.3410/17/24
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A21.36121.6130.81.08120168.51.410/17/24
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA22.12121.61311.08120167.41.410/17/24
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+22.95123.3132.71.08120163.91.3710/17/24
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA+20.3121.6128.31.06120162.81.3610/17/24
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA21.76121.6130.11.07120166.31.3910/17/24
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A21.95121.6131.11.08120165.71.3810/17/24
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA33.34115.11231.07115143.41.2510/17/24
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A15.37115.11231.07115143.41.2510/17/24
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.21114121.21.06115140.71.2210/17/24
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A14.37114121.21.06115140.71.2210/17/24
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA32.98114.2121.21.06115143.61.2510/17/24
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A14.28114.2121.21.06115143.61.2510/17/24
CCITY 2022-4A CLO B1R CCITY 2022-4AA+ (sf)N/A15.34114121.31.06115140.81.2210/17/24
CCITY 2022-4A CLO BF CCITY 2022-4ABBB+ (sf)N/A15.34114121.31.06115140.81.2210/17/24
CCITY 2023-5A CLO BR CCITY 2023-5AA+ (sf)N/A15.86114121.81.07110136.51.2410/17/24
CCITY 2023-5A CLO C1BR CCITY 2023-5ABB+ (sf)N/A10.73106.4112.21.05105122.31.1610/17/24
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A21.54121.8131.11.08120169.41.4110/17/24
CYGPK 2020-1A CLO B2R CYGPK 2020-1AAA- (sf)N/A21.54121.8131.11.08120169.41.4110/17/24
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA22.27121.6131.91.08120162.51.3510/17/24
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A17.1114.5122.51.07110145.71.3210/17/24
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A36.39114.5122.61.07110149.61.3610/17/24
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A17.21114.5122.61.07110149.61.3610/17/24
DCLO 2022-4A A2BR DCLO 2022-4AAA+ (sf)N/A24.41115122.81.07110139.61.2710/17/24
DCLO 2022-4A BR DCLO 2022-4AA+ (sf)N/A17.51115122.81.07110139.61.2710/17/24
CIFC 2021-4A CLO B CIFC 2021-4ANRN/A       10/17/24
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA+29.27121.6144.41.19120185.71.5510/17/24
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+26.26121.6138.71.14120171.91.4310/17/24
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+33.15121.6153.61.26120194.81.6210/17/24
DEN17 2018-1A CLO BRR DEN17 2018-1AAAA (sf)AAA23.65121.6134.71.11120168.81.4110/17/24
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA+27.5123.3141.21.15115183.21.5910/17/24
DANBY 2022-1A CLO A1A DANBY 2022-1AAAA (sf)AAA35.7123.3134.11.09120154.71.2910/17/24
DANBY 2022-1A CLO A1B DANBY 2022-1AAAA (sf)AAA35.7123.3134.11.09120154.71.2910/17/24
DANBY 2022-1A CLO A2 DANBY 2022-1AAAA (sf)N/A32.64123.3134.11.09120154.71.2910/17/24
DANBY 2022-1A CLO B DANBY 2022-1AAAA (sf)N/A23.45123.3134.11.09120154.71.2910/17/24