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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
CGMS 2014-4RA CLO B CGMS 2014-4RAAAA (sf)N/A17.95113.4122.81.08115155.11.3511/11/24
CGMS 2014-4RA CLO C CGMS 2014-4RABBB+ (sf)N/A8.52107.2111.21.04110137.31.2511/11/24
CGMS 2014-4RA CLO D CGMS 2014-4RABB- (sf)N/A2.66104.21051.01105125.51.211/11/24
CGMS 2014-4RA CLO E CGMS 2014-4RAC (sf)N/A-0.13      11/11/24
CRNPT 2021-10A CLO AL CRNPT 2021-10AAAA (sf)N/A36.48121.6130.51.07120170.21.4211/11/24
CRNPT 2021-10A CLO A CRNPT 2021-10AAAA (sf)AAA36.48121.6130.51.07120170.21.4211/11/24
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A21.5121.6130.51.07120170.21.4211/11/24
CRNPT 2021-10A CLO C CRNPT 2021-10AA+ (sf)N/A15.3114120.91.06110156.31.4211/11/24
CRNPT 2021-10A CLO D CRNPT 2021-10ABB+ (sf)N/A9.93108.7113.71.05105144.31.3711/11/24
CRNPT 2021-10A CLO E CRNPT 2021-10ABB- (sf)N/A5.23104108.11.04   11/11/24
CRNPT 2021-11A CLO A CRNPT 2021-11AAAA (sf)AAA36.49121.6131.11.081201661.3811/11/24
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA22.15121.6131.11.081201661.3811/11/24
CRNPT 2021-11A CLO C CRNPT 2021-11AA+ (sf)A16.41114.5122.11.071101531.3911/11/24
CRNPT 2021-11A CLO D CRNPT 2021-11ABB+ (sf)BBB-10.67108.7114.21.05105140.11.3311/11/24
CRNPT 2021-11A CLO E CRNPT 2021-11ABB- (sf)BB-5.76103.7108.31.04   11/11/24
CRNPT 2018-4A CLO A CRNPT 2018-4AAAA (sf)AAA44.7123.3132.91.08120170.71.4211/11/24
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+27.5123.3132.91.08120170.71.4211/11/24
CRNPT 2018-4A CLO C CRNPT 2018-4AAAA (sf)A+18.531161211.04115153.91.3411/11/24
CRNPT 2018-4A CLO D CRNPT 2018-4ABBB+ (sf)BBB-8.81108.3110.41.02110137.71.2511/11/24
CRNPT 2018-4A CLO E CRNPT 2018-4ABB- (sf)BB-2.08103.71041   11/11/24
CRNPT 2018-7A CLO AR CRNPT 2018-7AAAA (sf)AAA37.02121.6128.51.06120166.61.3911/11/24
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA+22.04121.6128.51.06120166.61.3911/11/24
CRNPT 2018-7A CLO C CRNPT 2018-7AAAA (sf)A15.3114.9119.21.04110152.41.3911/11/24
CRNPT 2018-7A CLO D CRNPT 2018-7ABBB+ (sf)BBB-8.12108.6110.71.02105138.21.3211/11/24
CRNPT 2018-7A CLO E CRNPT 2018-7ABB- (sf)B+2.07103.9104.41   11/11/24
CRNPT 2019-8A CLO AR CRNPT 2019-8AAAA (sf)AAA34.24121.6130.71.07120167.71.411/11/24
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA21.91121.6130.71.07120167.71.411/11/24
CRNPT 2019-8A CLO CR CRNPT 2019-8AA+ (sf)A16.26114.7121.81.06115154.81.3511/11/24
CRNPT 2019-8A CLO DR CRNPT 2019-8ABB+ (sf)BBB-10.09108.3113.51.05110140.91.2811/11/24
CRNPT 2019-8A CLO ER CRNPT 2019-8ABB- (sf)BB-5.73104.5108.21.04   11/11/24
CRNPT 2020-9A CLO AR CRNPT 2020-9AAAA (sf)N/A36.71121.6131.51.08120166.11.3811/11/24
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A22.11121.6131.51.08120166.11.3811/11/24
CRNPT 2020-9A CLO CR CRNPT 2020-9AA+ (sf)N/A16.47114.7122.61.07110153.31.3911/11/24
CRNPT 2020-9A CLO DR CRNPT 2020-9ABB+ (sf)N/A10.32108.3114.21.05105139.51.3311/11/24
CRNPT 2020-9A CLO ER CRNPT 2020-9ABB- (sf)N/A5.97104108.91.05   11/11/24
CCITY 2020-1A CLO A1AR CCITY 2020-1AAAA (sf)AAA36.41115.1122.71.07115145.51.2711/11/24
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA33.28115.1122.71.07115145.51.2711/11/24
CCITY 2020-1A CLO A2R CCITY 2020-1AAAA (sf)AA20.77115.1122.71.07115145.51.2711/11/24
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A15.3115.1122.71.07115145.51.2711/11/24
CCITY 2020-1A CLO CR CCITY 2020-1ABB+ (sf)BBB-8.53108113.61.05110131.81.211/11/24
CCITY 2020-1A CLO DR CCITY 2020-1ABB- (sf)BB-4.36104108.61.04   11/11/24
CCITY 2020-2A CLO A1AR CCITY 2020-2AAAA (sf)N/A36.51114121.51.07115146.51.2711/11/24
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.43114121.51.07115146.51.2711/11/24
CCITY 2020-2A CLO A2R CCITY 2020-2AAAA (sf)N/A20.9114121.51.07115146.51.2711/11/24
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A14.65114121.51.07115146.51.2711/11/24
CCITY 2020-2A CLO CR CCITY 2020-2ABB+ (sf)N/A8.41107.6113.21.051101341.2211/11/24
CCITY 2020-2A CLO DR CCITY 2020-2ABB- (sf)N/A4.25103.7108.21.04   11/11/24
CCITY 2021-1A CLO A1A CCITY 2021-1AAAA (sf)AAA36.23114.2121.51.06115145.61.2711/11/24
CCITY 2021-1A CLO ANL CCITY 2021-1AAAA (sf)N/A36.23114.2121.51.06115145.61.2711/11/24
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA33.09114.2121.51.06115145.61.2711/11/24