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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 2021-31A B CECLO 2021-31AAAA (sf)N/A18.75121.6130.81.08120177.11.4805/10/23
CQS 2021-1A CLO B CQS 2021-1AAAA (sf)N/A19.66121.6132.31.09120176.21.4705/10/23
CGMS 2014-2RA CLO B CGMS 2014-2RAAA+ (sf)N/A11.21115118.61.03110156.41.4205/10/23
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA30.83112.81181.05115158.31.3805/10/23
CGMS 2014-3RA CLO B CGMS 2014-3RAA+ (sf)N/A10.75112.81181.05115158.31.3805/10/23
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA30.74113.41181.04115159.41.3905/10/23
CGMS 2014-4RA CLO B CGMS 2014-4RAA+ (sf)N/A10.56113.41181.04115159.41.3905/10/23
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A19.72121.6131.61.08120171.81.4305/10/23
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA20.37121.6131.81.08120173.31.4405/10/23
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+18.03123.3129.41.05120170.11.4205/10/23
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA16.86121.6126.41.04120164.11.3705/10/23
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA19.52121.6131.21.08120170.41.4205/10/23
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A19.87121.6132.21.091201761.4705/10/23
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA32.37115.1124.21.08115156.21.3605/10/23
CCITY 2020-1A CLO BR CCITY 2020-1AAA+ (sf)A14.15115.1124.21.08115156.21.3605/10/23
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A33.56114122.81.08115156.91.3605/10/23
CCITY 2020-2A CLO BR CCITY 2020-2AAA (sf)N/A13.52114122.81.08115156.91.3605/10/23
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA32.25114.21231.081151591.3805/10/23
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A13.35114.21231.081151591.3805/10/23
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA36.69122.5161.41.32120223.11.8605/10/23
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A18.43120127.51.06120163.81.3605/10/23
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A20.36120.9129.91.07120167.91.405/10/23
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A19.42121.81321.08120181.31.5105/10/23
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A19.42121.81321.08120181.31.5105/10/23
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A14.36114.5122.21.07110157.61.4305/10/23
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AA+22.59122.3131.71.08120162.61.3505/10/23
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA16.76121.6126.71.04120171.21.4305/10/23
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA18.04121.6126.41.04120158.21.3205/10/23
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA18.86123.3130.71.06115180.71.5705/10/23
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A19.99120.7130.11.08120163.31.3605/10/23
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB+ (sf)N/A6.55      05/10/23
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB (sf)N/A1.36      05/10/23
DRSLF 2013-28A CLO B3LR DRSLF 2013-28ACCC+ (sf)N/A-0.3      05/10/23
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AA+17.03120.8128.11.06120163.11.3605/10/23
DRSLF 2015-40A CLO BR DRSLF 2015-40AAAA (sf)AA+17.65121.6128.91.061201691.4105/10/23
DRSLF 2015-38A CLO BR DRSLF 2015-38AAAA (sf)AA+16.91120.9127.71.06120165.31.3805/10/23
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AA+17.14121.1128.61.06120171.71.4305/10/23
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A17.55121.6128.91.06120170.11.4205/10/23
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A18.87121.6131.51.08120173.41.4505/10/23
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAA+ (sf)N/A18.87121.6131.51.08120173.41.4505/10/23
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA17.53121.2128.61.06120164.61.3705/10/23
DRSLF 2017-47A CLO BR DRSLF 2017-47AAAA (sf)AA+23.24125.3135.41.08120171.31.4305/10/23
DRSLF 2017-50A CLO B DRSLF 2017-50AAAA (sf)AA+18.64121.6129.81.07120171.91.4305/10/23
DRSLF 2017-53A CLO B DRSLF 2017-53AAAA (sf)AA18.25122.6129.81.06120167.51.405/10/23
DRSLF 2017-54A CLO B DRSLF 2017-54AAAA (sf)AA18.18121.7128.81.06120167.71.405/10/23
DRSLF 2018-55A CLO B DRSLF 2018-55AAAA (sf)N/A16.46119.3126.81.06120166.71.3905/10/23
DRSLF 2018-60A CLO B DRSLF 2018-60AAAA (sf)AA18.18121.6129.91.07120171.81.4305/10/23
DRSLF 2018-61A CLO BR DRSLF 2018-61AAAA (sf)AA18.34121.6130.91.08120171.21.4305/10/23
DRSLF 2018-64A CLO B DRSLF 2018-64AAAA (sf)AAA18.151221301.071201731.4405/10/23
DRSLF 2018-65A CLO B DRSLF 2018-65AAAA (sf)N/A19.12121.2129.61.07120169.81.4205/10/23