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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
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A21.8121.6131.41.08120164.91.3709/12/24
CRNPT 2020-9A CLO CR CRNPT 2020-9AA+ (sf)N/A16.14114.7122.51.07110152.11.3809/12/24
CRNPT 2020-9A CLO DR CRNPT 2020-9ABB+ (sf)N/A9.97108.3114.11.05105138.51.3209/12/24
CRNPT 2020-9A CLO ER CRNPT 2020-9ABB- (sf)N/A5.6104108.81.05   09/12/24
CCITY 2020-1A CLO A1AR CCITY 2020-1AAAA (sf)AAA36.26115.11231.07115146.81.2809/12/24
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA33.12115.11231.07115146.81.2809/12/24
CCITY 2020-1A CLO A2R CCITY 2020-1AAAA (sf)AA20.58115.11231.07115146.81.2809/12/24
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A15.1115.11231.07115146.81.2809/12/24
CCITY 2020-1A CLO CR CCITY 2020-1ABB+ (sf)BBB-8.31108113.91.05110132.91.2109/12/24
CCITY 2020-1A CLO DR CCITY 2020-1ABB- (sf)BB-4.13104108.91.05   09/12/24
CCITY 2020-2A CLO A1AR CCITY 2020-2AAAA (sf)N/A36.24114121.61.07115136.51.1909/12/24
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.15114121.61.07115136.51.1909/12/24
CCITY 2020-2A CLO A2R CCITY 2020-2AAAA (sf)N/A20.56114121.61.07115136.51.1909/12/24
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A14.29114121.61.07115136.51.1909/12/24
CCITY 2020-2A CLO CR CCITY 2020-2ABB+ (sf)N/A8.02107.6113.31.05110124.81.1309/12/24
CCITY 2020-2A CLO DR CCITY 2020-2ABB- (sf)N/A3.84103.7108.31.04   09/12/24
CCITY 2021-1A CLO A1A CCITY 2021-1AAAA (sf)AAA36.05114.21221.07115142.41.2409/12/24
CCITY 2021-1A CLO ANL CCITY 2021-1AAAA (sf)N/A36.05114.21221.07115142.41.2409/12/24
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA32.91114.21221.07115142.41.2409/12/24
CCITY 2021-1A CLO A2 CCITY 2021-1AAAA (sf)AA20.33114.21221.07115142.41.2409/12/24
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A14.19114.21221.07115142.41.2409/12/24
CCITY 2021-1A CLO C CCITY 2021-1ABB+ (sf)BBB-8.28108.3114.11.05110130.81.1909/12/24
CCITY 2021-1A CLO D CCITY 2021-1ABB- (sf)BB-4.08104.3109.11.05   09/12/24
CCITY 2022-4A CLO X CCITY 2022-4AAAA (sf)N/A 114121.81.07115138.51.209/12/24
CCITY 2022-4A CLO A1R CCITY 2022-4AAAA (sf)N/A37.72114121.81.07115138.51.209/12/24
CCITY 2022-4A CLO AJ CCITY 2022-4AAAA (sf)N/A32.81114121.81.07115138.51.209/12/24
CCITY 2022-4A CLO A2R CCITY 2022-4AAAA (sf)N/A21.44114121.81.07115138.51.209/12/24
CCITY 2022-4A CLO B1R CCITY 2022-4AA+ (sf)N/A15.23114121.81.07115138.51.209/12/24
CCITY 2022-4A CLO BF CCITY 2022-4ABBB+ (sf)N/A15.23114121.81.07115138.51.209/12/24
CCITY 2022-4A CLO C1R CCITY 2022-4ABB+ (sf)N/A9.81106.4112.21.05110123.41.1209/12/24
CCITY 2022-4A CLO C2R CCITY 2022-4ABB (sf)N/A8106.4112.21.05110123.41.1209/12/24
CCITY 2022-4A CLO DR CCITY 2022-4ABB- (sf)N/A5.41104.3109.11.05   09/12/24
CCITY 2023-5A CLO X CCITY 2023-5AAAA (sf)N/A 1141221.07110136.21.2409/12/24
CCITY 2023-5A CLO A1R CCITY 2023-5AAAA (sf)N/A36.331141221.07110136.21.2409/12/24
CCITY 2023-5A CLO A2R CCITY 2023-5AAAA (sf)N/A21.951141221.07110136.21.2409/12/24
CCITY 2023-5A CLO BR CCITY 2023-5AA+ (sf)N/A15.791141221.07110136.21.2409/12/24
CCITY 2023-5A CLO C1AR CCITY 2023-5ABBB- (sf)N/A10.66106.4112.41.061051221.1609/12/24
CCITY 2023-5A CLO C1BR CCITY 2023-5ABB+ (sf)N/A10.66106.4112.41.061051221.1609/12/24
CCITY 2023-5A CLO C2R CCITY 2023-5ABB (sf)N/A8.6106.4112.41.061051221.1609/12/24
CCITY 2023-5A CLO DR CCITY 2023-5ABB- (sf)N/A6.04104.3109.31.05   09/12/24
CTWTR 2015-1A CLO CR CTWTR 2015-1AAAA (sf)AA+66.38115.3299.52.6110310.42.8209/12/24
CTWTR 2015-1A CLO DR CTWTR 2015-1AAAA (sf)BBB25.86108.3135.81.25105130.81.2509/12/24
CTWTR 2015-1A CLO ER CTWTR 2015-1AB+ (sf)B+-1.48104.299.20.95   09/12/24
CYGPK 2020-1A CLO AR CYGPK 2020-1AAAA (sf)N/A36.19121.8131.51.08120167.81.409/12/24
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A20.96121.8131.51.08120167.81.409/12/24
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A20.96121.8131.51.08120167.81.409/12/24
CYGPK 2020-1A CLO CR CYGPK 2020-1AA+ (sf)N/A15.1114.7122.51.07110154.61.4109/12/24
CYGPK 2020-1A CLO DR CYGPK 2020-1ABB+ (sf)N/A8.46107.8113.61.05105140.21.3409/12/24
CYGPK 2020-1A CLO ER CYGPK 2020-1ABB- (sf)N/A4.94104.6109.41.05   09/12/24
DAVIS 2022-1A CLO A DAVIS 2022-1AAAA (sf)AAA35.66121.6132.31.09120160.21.3309/12/24