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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 2022-32A B1R CECLO 2022-32AAAA (sf)N/A20.53121.6130.41.07120173.11.4409/12/24
CECLO 2022-32A BF CECLO 2022-32AA+ (sf)N/A20.53121.6130.41.07120173.11.4409/12/24
CECLO 2022-32A C1 CECLO 2022-32ABBB+ (sf)N/A14.25114120.81.06110157.81.4309/12/24
CECLO 2022-32A CF CECLO 2022-32ABB+ (sf)N/A14.25114120.81.06110157.81.4309/12/24
CECLO 2022-32A DR CECLO 2022-32ABB+ (sf)N/A7.98107.6112.61.05105143.31.3609/12/24
CECLO 2022-32A E CECLO 2022-32AB+ (sf)N/A4.58104.6108.61.04   09/12/24
CQS 2021-1A CLO A CQS 2021-1AAAA (sf)AAA34.07121.6130.11.07120161.51.3509/12/24
CQS 2021-1A CLO B CQS 2021-1AAAA (sf)N/A20.47121.6130.11.07120161.51.3509/12/24
CQS 2021-1A CLO C CQS 2021-1AA+ (sf)N/A14.19114120.61.061101481.3509/12/24
CQS 2021-1A CLO D1 CQS 2021-1ABB+ (sf)N/A8.96103.2107.51.04   09/12/24
CQS 2021-1A CLO DJ CQS 2021-1ABB (sf)N/A7.39103.2107.51.04   09/12/24
CQS 2021-1A CLO E CQS 2021-1AB+ (sf)BB-3.73103.2107.51.04   09/12/24
CGMS 2014-2RA CLO A1 CGMS 2014-2RAAAA (sf)AAA48.6115122.31.06110155.71.4209/12/24
CGMS 2014-2RA CLO A2 CGMS 2014-2RAAAA (sf)AAA43.38115122.31.06110155.71.4209/12/24
CGMS 2014-2RA CLO A3 CGMS 2014-2RAAAA (sf)N/A27.73115122.31.06110155.71.4209/12/24
CGMS 2014-2RA CLO B CGMS 2014-2RAAAA (sf)N/A17.81115122.31.06110155.71.4209/12/24
CGMS 2014-2RA CLO C CGMS 2014-2RABBB+ (sf)N/A8.41108.7111.21.02105138.71.3209/12/24
CGMS 2014-2RA CLO D CGMS 2014-2RABB (sf)N/A2.15104.7104.91   09/12/24
CGMS 2014-2RA CLO E CGMS 2014-2RACC (sf)N/A-1.27      09/12/24
CGMS 2014-3RA CLO A1A CGMS 2014-3RAAAA (sf)AAA50.58112.8120.41.07115153.81.3409/12/24
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA44.63112.8120.41.07115153.81.3409/12/24
CGMS 2014-3RA CLO A2 CGMS 2014-3RAAAA (sf)N/A26.4112.8120.41.07115153.81.3409/12/24
CGMS 2014-3RA CLO B CGMS 2014-3RAAAA (sf)N/A17.19112.8120.41.07115153.81.3409/12/24
CGMS 2014-3RA CLO C CGMS 2014-3RABBB+ (sf)N/A8.44106.8110.41.03110138.21.2609/12/24
CGMS 2014-3RA CLO D CGMS 2014-3RABB- (sf)N/A2.95104.21051.01105127.71.2209/12/24
CGMS 2014-3RA CLO E CGMS 2014-3RAB (sf)N/A1.94      09/12/24
CGMS 2014-4RA CLO A1A CGMS 2014-4RAAAA (sf)AAA50.73113.4123.41.09115152.41.3309/12/24
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA43.13113.4123.41.09115152.41.3309/12/24
CGMS 2014-4RA CLO A2 CGMS 2014-4RAAAA (sf)N/A25.01113.4123.41.09115152.41.3309/12/24
CGMS 2014-4RA CLO B CGMS 2014-4RAAAA (sf)N/A15.81113.4123.41.09115152.41.3309/12/24
CGMS 2014-4RA CLO C CGMS 2014-4RABBB+ (sf)N/A7.01107.2111.71.041101351.2309/12/24
CGMS 2014-4RA CLO D CGMS 2014-4RABB- (sf)N/A1.55104.2105.51.01105123.31.1709/12/24
CGMS 2014-4RA CLO E CGMS 2014-4RAC (sf)N/A-1.06      09/12/24
CRNPT 2021-10A CLO AL CRNPT 2021-10AAAA (sf)N/A36.03121.6130.91.08120168.31.409/12/24
CRNPT 2021-10A CLO A CRNPT 2021-10AAAA (sf)AAA36.03121.6130.91.08120168.31.409/12/24
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A20.94121.6130.91.08120168.31.409/12/24
CRNPT 2021-10A CLO C CRNPT 2021-10AA+ (sf)N/A14.7114121.41.06110154.61.4109/12/24
CRNPT 2021-10A CLO D CRNPT 2021-10ABB+ (sf)N/A9.29108.7114.11.05105142.71.3609/12/24
CRNPT 2021-10A CLO E CRNPT 2021-10ABB- (sf)N/A4.56104108.51.04   09/12/24
CRNPT 2021-11A CLO A CRNPT 2021-11AAAA (sf)AAA36.36121.6131.41.08120166.81.3909/12/24
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA21.99121.6131.41.08120166.81.3909/12/24
CRNPT 2021-11A CLO C CRNPT 2021-11AA+ (sf)A16.24114.5122.41.07110153.71.409/12/24
CRNPT 2021-11A CLO D CRNPT 2021-11ABB+ (sf)BBB-10.5108.7114.51.05105140.81.3409/12/24
CRNPT 2021-11A CLO E CRNPT 2021-11ABB- (sf)BB-5.57103.7108.51.05   09/12/24
CRNPT 2018-4A CLO A CRNPT 2018-4AAAA (sf)AAA37.15123.3133.21.08120159.71.3309/12/24
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+22.62123.3133.21.08120159.71.3309/12/24
CRNPT 2018-4A CLO C CRNPT 2018-4AAAA (sf)A+15.05116121.31.05115144.11.2509/12/24
CRNPT 2018-4A CLO D CRNPT 2018-4ABBB+ (sf)BBB-6.84108.3110.61.02110128.81.1709/12/24
CRNPT 2018-4A CLO E CRNPT 2018-4ABB- (sf)BB-1.15103.7104.31.01   09/12/24
CRNPT 2018-7A CLO AR CRNPT 2018-7AAAA (sf)AAA33.93121.6128.81.06120159.11.3309/12/24