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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
CLRCK 2015-1A CLO BR CLRCK 2015-1AAAA (sf)AA19.32121.6128.81.06120208.31.7407/15/22
CECLO 2020-29A BR CECLO 2020-29AAAA (sf)N/A20.13121.6131.71.08120225.81.8807/15/22
CECLO 2020-30A B CECLO 2020-30AAAA (sf)N/A19.57121.6131.71.08120217.41.8107/15/22
CECLO 2021-31A B CECLO 2021-31AAAA (sf)N/A19.97121.6131.81.08120236.31.9707/15/22
CQS 2021-1A CLO B CQS 2021-1AAAA (sf)N/A21.28121.6131.81.08120263.72.207/15/22
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)N/A12.34115119.71.04110184.11.6707/15/22
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA30.8112.8119.51.06115200.51.7407/15/22
CGMS 2014-3RA CLO B CGMS 2014-3RAA+ (sf)N/A10.71112.8119.51.06115200.51.7407/15/22
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA31.64113.4119.11.05115210.31.8307/15/22
CGMS 2014-4RA CLO B CGMS 2014-4RAA+ (sf)N/A11.72113.4119.11.05115210.31.8307/15/22
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA21.48121.6131.81.08120281.32.3407/15/22
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A20.91121.6131.71.081202301.9207/15/22
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)N/A19.31123.3130.41.061202351.9607/15/22
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA17.6121.6128.51.06120213.71.7807/15/22
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)N/A20.47121.6131.81.08120221.41.8407/15/22
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A22.86121.6131.81.08120216.91.8107/15/22
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)N/A33.87115.1123.81.08115218.21.907/15/22
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A16.05115.1123.81.08115218.21.907/15/22
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.79114122.31.07115207.61.8107/15/22
CCITY 2020-2A CLO BR CCITY 2020-2AAA- (sf)N/A15.12114122.31.07115207.61.8107/15/22
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA33.62114.2122.41.07115224.61.9507/15/22
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A15.1114.2122.41.07115224.61.9507/15/22
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA27.19122.5143.81.17120287.92.407/15/22
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A16.49120127.31.06120200.51.6707/15/22
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A18.37120.91301.08120198.21.6507/15/22
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A21.03121.8132.41.09120233.51.9507/15/22
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A21.03121.8132.41.09120233.51.9507/15/22
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A14.1114.5121.91.06110185.51.6907/15/22
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AA20.4122.3130.51.07120212.71.7707/15/22
DEN10 2013-1A CLO B1LR DEN10 2013-1AA+ (sf)N/A12.58      07/15/22
DEN10 2013-1A CLO B2LR DEN10 2013-1ABB (sf)N/A6.43      07/15/22
DEN10 2013-1A CLO B3LR DEN10 2013-1AB- (sf)N/A4.39      07/15/22
DEN12 2016-1A CLO BR DEN12 2016-1AAA+ (sf)AA17.72121.6128.51.06120230.61.9207/15/22
DEN16 2018-1A CLO B DEN16 2018-1AAA+ (sf)AA20.56121.6128.81.06120310.82.5907/15/22
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA20.94123.3133.11.08115261.82.2807/15/22
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A21.63120.7130.61.08120231.21.9307/15/22
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB+ (sf)N/A7.63      07/15/22
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB (sf)N/A2.62      07/15/22
DRSLF 2013-28A CLO B3LR DRSLF 2013-28AB+ (sf)N/A1.02      07/15/22
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AA17.99120.8129.11.07120242.52.0207/15/22
DRSLF 2015-38A CLO BR DRSLF 2015-38AAAA (sf)AA+17.87120.9128.71.06120226.61.8907/15/22
DRSLF 2015-40A CLO BR DRSLF 2015-40AAAA (sf)AA+18.63121.6129.91.071202071.7307/15/22
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AA+18.11121.1129.31.07120246.32.0507/15/22
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A18.5121.6129.81.07120250.12.0807/15/22
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A19.78121.6132.21.09120234.61.9507/15/22
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAAA (sf)N/A19.78121.6132.21.09120234.61.9507/15/22
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA18.43121.2129.61.07120223.41.8607/15/22
DRSLF 2017-47A CLO BR DRSLF 2017-47AAAA (sf)AA+21.49125.3134.11.07120237.71.9807/15/22
DRSLF 2017-50A CLO B DRSLF 2017-50AAAA (sf)AA18.96121.6130.41.07120239.7207/15/22
DRSLF 2017-53A CLO B DRSLF 2017-53AAAA (sf)AA19.03122.6130.61.07120234.91.9607/15/22