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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 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA20.5121.6131.71.08120179.31.4910/05/22
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA18.54123.3130.51.06120180.91.5110/05/22
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA16.98121.6128.21.05120169.31.4110/05/22
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA19.84121.6131.91.08120177.71.4810/05/22
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A20.37121.6131.91.08120183.91.5310/05/22
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)N/A33.53115.1123.81.081151651.4310/05/22
CCITY 2020-1A CLO BR CCITY 2020-1AAA+ (sf)A15.62115.1123.81.081151651.4310/05/22
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.32114122.31.07115158.51.3810/05/22
CCITY 2020-2A CLO BR CCITY 2020-2AAA+ (sf)N/A14.51114122.31.07115158.51.3810/05/22
CAVY 2013-3A CLO BR CAVY 2013-3ANRN/A       10/05/22
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA33.13114.2122.51.07115166.61.4510/05/22
CCITY 2021-1A CLO B CCITY 2021-1AAA- (sf)A14.48114.2122.51.07115166.61.4510/05/22
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA28.06122.5147.21.2120225.51.8810/05/22
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A16.81120126.61.05120156.21.310/05/22
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A18.56120.9129.61.07120147.61.2310/05/22
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A20.02121.8132.71.09120174.51.4510/05/22
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A20.02121.8132.71.09120174.51.4510/05/22
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A13.76114.5121.81.06110161.31.4710/05/22
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AA20.37122.3130.51.07120169.81.4210/05/22
DEN10 2013-1A CLO B1LR DEN10 2013-1AAA+ (sf)N/A12.58      10/05/22
DEN10 2013-1A CLO B2LR DEN10 2013-1ABB+ (sf)N/A6.43      10/05/22
DEN10 2013-1A CLO B3LR DEN10 2013-1AB+ (sf)N/A4.39      10/05/22
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA17.02121.6128.21.05120178.81.4910/05/22
DEN16 2018-1A CLO B DEN16 2018-1AAA+ (sf)AA17.4121.6128.11.05120161.41.3410/05/22
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA19.91123.3132.31.07115186.41.6210/05/22
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A19.85120.71301.08120176.21.4710/05/22
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB+ (sf)N/A7.87      10/05/22
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB (sf)N/A2.88      10/05/22
DRSLF 2013-28A CLO B3LR DRSLF 2013-28AB+ (sf)N/A1.28      10/05/22
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AA17.92120.81291.07120176.61.4710/05/22
DRSLF 2015-38A CLO BR DRSLF 2015-38AAAA (sf)AA+17.92120.9128.41.06120174.91.4610/05/22
DRSLF 2015-40A CLO BR DRSLF 2015-40AAAA (sf)AA+18.64121.6129.71.07120176.51.4710/05/22
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AA+18.17121.1129.41.07120185.41.5510/05/22
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A18.59121.6129.41.06120179.41.510/05/22
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A19.75121.61321.09120176.41.4710/05/22
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAAA (sf)N/A19.75121.61321.09120176.41.4710/05/22
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA18.45121.2129.31.07120171.41.4310/05/22
DRSLF 2017-47A CLO BR DRSLF 2017-47AAAA (sf)AA+21.82125.3134.31.07120176.21.4710/05/22
DRSLF 2017-50A CLO B DRSLF 2017-50AAAA (sf)AA19.05121.6130.21.07120180.81.5110/05/22
DRSLF 2017-53A CLO B DRSLF 2017-53AAAA (sf)AA19.17122.6130.71.07120178.91.4910/05/22
DRSLF 2017-54A CLO B DRSLF 2017-54AAAA (sf)AA18.74121.7129.71.07120165.31.3810/05/22
DRSLF 2018-55A CLO B DRSLF 2018-55AAAA (sf)N/A17.5119.3127.51.071201771.4810/05/22
DRSLF 2018-60A CLO B DRSLF 2018-60AAAA (sf)AA19.2121.6130.71.07120181.11.5110/05/22
DRSLF 2018-61A CLO BR DRSLF 2018-61AAAA (sf)AA19.31121.6131.41.081201791.4910/05/22
DRSLF 2018-64A CLO B DRSLF 2018-64AAAA (sf)AA19.18122130.91.07120177.61.4810/05/22
DRSLF 2018-65A CLO B DRSLF 2018-65AAAA (sf)N/A19.11121.2130.41.08120170.61.4210/05/22
DRSLF 2019-68A CLO BR DRSLF 2019-68AAAA (sf)N/A19.46121.6131.61.08120178.11.4810/05/22
DRSLF 2018-70A CLO A2B DRSLF 2018-70AAAA (sf)AAA30.52120129.91.08120167.21.3910/05/22
DRSLF 2018-70A CLO B DRSLF 2018-70AAAA (sf)N/A17.8120129.91.08120167.21.3910/05/22
DRSLF 2019-72A CLO BR DRSLF 2019-72AAAA (sf)N/A19.16121.6131.11.08120181.31.5110/05/22