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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
CECLO 2020-30A CR CECLO 2020-30AA (sf)N/A12.63114118.51.04110156.81.4311/11/24
CECLO 2020-30A D CECLO 2020-30ABB+ (sf)N/A6.23107.6110.41.03105137.51.3111/11/24
CECLO 2020-30A E CECLO 2020-30AB+ (sf)N/A2.5103.8106.21.02   11/11/24
CIFC 2022-6A CLO A CIFC 2022-6ANRN/A       11/11/24
CIFC 2022-6A CLO B1 CIFC 2022-6ANRN/A       11/11/24
CIFC 2022-6A CLO C CIFC 2022-6ANRN/A       11/11/24
CIFC 2022-6A CLO D CIFC 2022-6ANRN/A       11/11/24
CIFC 2022-6A CLO B2 CIFC 2022-6ANRN/A       11/11/24
CIFC 2022-6A CLO E CIFC 2022-6ANRN/A       11/11/24
CECLO 2021-31A X CECLO 2021-31AAAA (sf)N/A 121.6129.31.06120168.21.411/11/24
CECLO 2021-31A A1 CECLO 2021-31AAAA (sf)N/A31.65121.6129.31.06120168.21.411/11/24
CECLO 2021-31A AF CECLO 2021-31AAAA (sf)N/A31.65121.6129.31.06120168.21.411/11/24
CECLO 2021-31A B CECLO 2021-31AAAA (sf)N/A20.09121.6129.31.06120168.21.411/11/24
CECLO 2021-31A C CECLO 2021-31AA+ (sf)N/A13.78114119.91.05110153.41.3911/11/24
CECLO 2021-31A D CECLO 2021-31ABB+ (sf)N/A6.94107111.11.04105138.51.3211/11/24
CECLO 2021-31A E CECLO 2021-31AB+ (sf)N/A3.26103.2106.81.03   11/11/24
CECLO 2022-32A XR CECLO 2022-32AAAA (sf)N/A 121.6130.11.071201761.4711/11/24
CECLO 2022-32A A1R CECLO 2022-32AAAA (sf)N/A32.58121.6130.11.071201761.4711/11/24
CECLO 2022-32A A1LR CECLO 2022-32AAAA (sf)N/A32.58121.6130.11.071201761.4711/11/24
CECLO 2022-32A AF CECLO 2022-32AAAA (sf)N/A32.58121.6130.11.071201761.4711/11/24
CECLO 2022-32A AFJ CECLO 2022-32AAAA (sf)N/A30.47121.6130.11.071201761.4711/11/24
CECLO 2022-32A B1R CECLO 2022-32AAAA (sf)N/A19.94121.6130.11.071201761.4711/11/24
CECLO 2022-32A BF CECLO 2022-32AA+ (sf)N/A19.94121.6130.11.071201761.4711/11/24
CECLO 2022-32A C1 CECLO 2022-32AA+ (sf)N/A13.62114120.61.06110160.41.4611/11/24
CECLO 2022-32A CF CECLO 2022-32ABBB- (sf)N/A13.62114120.61.06110160.41.4611/11/24
CECLO 2022-32A DR CECLO 2022-32ABB+ (sf)N/A7.3107.6112.41.04105145.71.3911/11/24
CECLO 2022-32A E CECLO 2022-32ABB- (sf)N/A3.87104.6108.41.04   11/11/24
CQS 2021-1A CLO A CQS 2021-1AAAA (sf)AAA34.53121.6130.21.07120164.71.3711/11/24
CQS 2021-1A CLO B CQS 2021-1AAAA (sf)N/A21.02121.6130.21.07120164.71.3711/11/24
CQS 2021-1A CLO C CQS 2021-1AA+ (sf)N/A14.79114120.71.06110150.91.3711/11/24
CQS 2021-1A CLO D1 CQS 2021-1ABB+ (sf)N/A9.59103.2107.61.04   11/11/24
CQS 2021-1A CLO DJ CQS 2021-1ABB (sf)N/A8.03103.2107.61.04   11/11/24
CQS 2021-1A CLO E CQS 2021-1AB+ (sf)BB-4.4103.2107.61.04   11/11/24
CGMS 2014-2RA CLO A1 CGMS 2014-2RAAAA (sf)AAA49.011151251.09110154.91.4111/11/24
CGMS 2014-2RA CLO A2 CGMS 2014-2RAAAA (sf)AAA43.831151251.09110154.91.4111/11/24
CGMS 2014-2RA CLO A3 CGMS 2014-2RAAAA (sf)N/A28.31151251.09110154.91.4111/11/24
CGMS 2014-2RA CLO B CGMS 2014-2RAAAA (sf)N/A18.461151251.09110154.91.4111/11/24
CGMS 2014-2RA CLO C CGMS 2014-2RABBB+ (sf)N/A9.14108.7112.21.03105135.81.2911/11/24
CGMS 2014-2RA CLO D CGMS 2014-2RABB- (sf)N/A2.93104.71051   11/11/24
CGMS 2014-2RA CLO E CGMS 2014-2RACC (sf)N/A-0.46      11/11/24
CGMS 2014-3RA CLO A1A CGMS 2014-3RAAAA (sf)AAA50.49112.8122.91.09115157.31.3711/11/24
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA44.53112.8122.91.09115157.31.3711/11/24
CGMS 2014-3RA CLO A2 CGMS 2014-3RAAAA (sf)N/A26.26112.8122.91.09115157.31.3711/11/24
CGMS 2014-3RA CLO B CGMS 2014-3RAAAA (sf)N/A17.04112.8122.91.09115157.31.3711/11/24
CGMS 2014-3RA CLO C CGMS 2014-3RABBB+ (sf)N/A8.27106.8111.21.041101391.2611/11/24
CGMS 2014-3RA CLO D CGMS 2014-3RABB- (sf)N/A2.78104.2104.91.011051271.2111/11/24
CGMS 2014-3RA CLO E CGMS 2014-3RAB+ (sf)N/A1.76      11/11/24
CGMS 2014-4RA CLO A1A CGMS 2014-4RAAAA (sf)AAA55.37113.4122.81.08115155.11.3511/11/24
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA47.23113.4122.81.08115155.11.3511/11/24
CGMS 2014-4RA CLO A2 CGMS 2014-4RAAAA (sf)N/A27.8113.4122.81.08115155.11.3511/11/24