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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
CGMS 2014-3RA CLO B CGMS 2014-3RAAAA (sf)N/A17.04112.8122.91.09115157.31.3711/11/24
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA47.23113.4122.81.08115155.11.3511/11/24
CGMS 2014-4RA CLO B CGMS 2014-4RAAAA (sf)N/A17.95113.4122.81.08115155.11.3511/11/24
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A21.5121.6130.51.07120170.21.4211/11/24
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA22.15121.6131.11.081201661.3811/11/24
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+27.5123.3132.91.08120170.71.4211/11/24
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA+22.04121.6128.51.06120166.61.3911/11/24
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA21.91121.6130.71.07120167.71.411/11/24
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A22.11121.6131.51.08120166.11.3811/11/24
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA33.28115.1122.71.07115145.51.2711/11/24
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A15.3115.1122.71.07115145.51.2711/11/24
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.43114121.51.07115146.51.2711/11/24
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A14.65114121.51.07115146.51.2711/11/24
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA33.09114.2121.51.06115145.61.2711/11/24
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A14.42114.2121.51.06115145.61.2711/11/24
CCITY 2022-4A CLO B1R CCITY 2022-4AA+ (sf)N/A15.5114121.61.07115142.51.2411/11/24
CCITY 2022-4A CLO BF CCITY 2022-4ABBB+ (sf)N/A15.5114121.61.07115142.51.2411/11/24
CCITY 2023-5A CLO BR CCITY 2023-5AA+ (sf)N/A15.93114121.91.07110139.21.2711/11/24
CCITY 2023-5A CLO C1BR CCITY 2023-5ABB+ (sf)N/A10.81106.4112.31.06105124.81.1911/11/24
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A21.61121.8131.11.08120169.31.4111/11/24
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A21.61121.8131.11.08120169.31.4111/11/24
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA22.36121.6132.11.09120163.71.3611/11/24
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A17.16114.5122.61.07110147.71.3411/11/24
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A36.45114.5122.71.071101511.3711/11/24
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A17.28114.5122.71.071101511.3711/11/24
DCRK 2017-1A CLO B DCRK 2017-1ANRAAA       11/11/24
DCLO 2022-4A A2BR DCLO 2022-4AAA+ (sf)N/A24.46115122.91.07110142.21.2911/11/24
DCLO 2022-4A BR DCLO 2022-4AA+ (sf)N/A17.57115122.91.07110142.21.2911/11/24
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA+33.4121.6144.21.19120191.21.5911/11/24
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+30.33121.6138.61.14120178.91.4911/11/24
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+33.15121.6153.61.26120194.81.6211/11/24
DEN17 2018-1A CLO BRR DEN17 2018-1AAAA (sf)AAA27.84121.6134.71.11120176.21.4711/11/24
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA+29.53123.3141.81.15115185.81.6211/11/24
DANBY 2022-1A CLO AR DANBY 2022-1AAAA (sf)AAA34.55123.3134.11.09120152.51.2711/11/24
DANBY 2022-1A CLO B1R DANBY 2022-1AAAA (sf)N/A23.3123.3134.11.09120152.51.2711/11/24
DANBY 2022-1A CLO B2R DANBY 2022-1AA+ (sf)N/A23.3123.3134.11.09120152.51.2711/11/24
DANBY 2022-1A CLO CR DANBY 2022-1AA+ (sf)N/A16.14115.31241.08115138.41.211/11/24
DANBY 2022-1A CLO D1R DANBY 2022-1ABB+ (sf)N/A11.03109.2115.91.061101261.1511/11/24
DANBY 2022-1A CLO D2R DANBY 2022-1ABB (sf)N/A10.01109.2115.91.061101261.1511/11/24
DANBY 2022-1A CLO ER DANBY 2022-1ABB (sf)N/A6.43106.7111.91.05   11/11/24
DRSLF 2022-104A CLO BR DRSLF 2022-104AAAA (sf)N/A21.02121.6129.81.07120202.21.6811/11/24
DRSLF 2022-108A CLO BR DRSLF 2022-108AAAA (sf)AA22.21121.5131.21.08120158.71.3211/11/24
DRSLF 2022-109A CLO B DRSLF 2022-109AAAA (sf)AA20.34121.6129.21.061201581.3211/11/24
DRSLF 2022-112A CLO BR DRSLF 2022-112AAAA (sf)N/A21.22121.6130.11.07120153.51.2811/11/24
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A26.57120.7136.61.13120167.41.411/11/24
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AAA20.22120.81291.07120151.41.2611/11/24
DRSLF 2015-38A CLO BRR DRSLF 2015-38AAAA (sf)AA+23.67120.9132.61.1120172.61.4411/11/24
DRSLF 2015-40A CLO BR2 DRSLF 2015-40AAAA (sf)AAA19.71121.6127.61.05120172.91.4411/11/24
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AAA25.22121.1134.31.11120170.81.4211/11/24
DRSLF 2016-42A CLO BRR DRSLF 2016-42AAAA (sf)AA21.25121.6130.31.07120160.81.3411/11/24