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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
CIRUS 2018-1A CLO BR CIRUS 2018-1AAAA (sf)AA+33.67155.4170.41.1110220.5211/30/22
CLRCK 2015-1A CLO BR CLRCK 2015-1AAAA (sf)AA+18.01121.6128.71.06120148.41.2411/30/22
CECLO 2020-29A BR CECLO 2020-29AAAA (sf)N/A18.61121.6132.11.09120155.51.311/30/22
CECLO 2020-30A B CECLO 2020-30AAAA (sf)N/A17.27121.6131.91.08120154.11.2811/30/22
CECLO 2021-31A B CECLO 2021-31AAAA (sf)N/A18.13121.61321.09120165.91.3811/30/22
CQS 2021-1A CLO B CQS 2021-1AAAA (sf)N/A18.83121.6132.11.09120159.31.3311/30/22
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)N/A9.93115119.71.04110168.41.5311/30/22
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA29.42112.8119.31.061151601.3911/30/22
CGMS 2014-3RA CLO B CGMS 2014-3RAA+ (sf)N/A8.93112.8119.31.061151601.3911/30/22
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA29.72113.4118.91.05115148.11.2911/30/22
CGMS 2014-4RA CLO B CGMS 2014-4RAA+ (sf)N/A9.23113.4118.91.05115148.11.2911/30/22
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A19.09121.6131.81.081201591.3211/30/22
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA19.16121.6131.71.081201641.3711/30/22
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA17.38123.3130.41.06120158.91.3211/30/22
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA15.95121.6128.21.05120152.41.2711/30/22
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA18.77121.6131.91.08120158.21.3211/30/22
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A18.94121.6131.91.08120161.21.3411/30/22
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)N/A31.96115.1123.91.08115162.41.4111/30/22
CCITY 2020-1A CLO BR CCITY 2020-1AAA- (sf)A13.62115.1123.91.08115162.41.4111/30/22
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A32.95114122.41.07115166.81.4511/30/22
CCITY 2020-2A CLO BR CCITY 2020-2AAA- (sf)N/A12.73114122.41.07115166.81.4511/30/22
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA31.69114.2122.61.07115143.41.2511/30/22
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A12.64114.2122.61.07115143.41.2511/30/22
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA29.05122.5152.81.25120200.71.6711/30/22
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A14.84120126.81.06120143.71.211/30/22
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A16.61120.9129.81.07120143.21.1911/30/22
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A18.29121.8132.31.09120157.71.3111/30/22
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A18.29121.8132.31.09120157.71.3111/30/22
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A12.47114.5121.91.06110139.21.2711/30/22
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AA+19.06122.3130.41.07120151.31.2611/30/22
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA15.43121.6127.51.05120164.91.3711/30/22
DEN16 2018-1A CLO B DEN16 2018-1AAA+ (sf)AA15.44121.6128.71.06120168.41.411/30/22
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA17.81123.3131.81.07115188.31.6411/30/22
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A18.35120.7130.31.08120147.31.2311/30/22
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB+ (sf)N/A5.39      11/30/22
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB (sf)N/A0.24      11/30/22
DRSLF 2013-28A CLO B3LR DRSLF 2013-28AB+ (sf)N/A-1.4      11/30/22
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AA15.9120.8128.91.07120154.21.2811/30/22
DRSLF 2015-38A CLO BR DRSLF 2015-38AAAA (sf)AA+15.9120.9128.71.06120156.41.311/30/22
DRSLF 2015-40A CLO BR DRSLF 2015-40AAAA (sf)AA+16.57121.6129.61.071201801.511/30/22
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AA+16.12121.1129.31.07120162.41.3511/30/22
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A16.49121.6129.61.07120160.51.3411/30/22
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A17.35121.6132.21.09120176.81.4711/30/22
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AA+ (sf)N/A17.35121.6132.21.09120176.81.4711/30/22
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA16.44121.2129.61.07120155.81.311/30/22
DRSLF 2017-47A CLO BR DRSLF 2017-47AAAA (sf)AA+20.65125.3134.91.081201581.3211/30/22
DRSLF 2017-50A CLO B DRSLF 2017-50AAAA (sf)AA+17.13121.6130.21.07120161.31.3411/30/22
DRSLF 2017-53A CLO B DRSLF 2017-53AAAA (sf)AA17.1122.6130.61.07120157.31.3111/30/22
DRSLF 2017-54A CLO B DRSLF 2017-54AAAA (sf)AA16.45121.7129.91.07120164.91.3711/30/22
DRSLF 2018-55A CLO B DRSLF 2018-55AAAA (sf)N/A15.36119.3127.41.07120156.51.311/30/22