By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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
CIFC 2021-4A CLO B CIFC 2021-4AAAA (sf)N/A22.94122.6131.71.07120386.93.2205/11/22
CIFC 2021-5A CLO B CIFC 2021-5AAAA (sf)N/A22.94121.6131.71.08120349.52.9105/11/22
CIFC 2021-6A CLO B CIFC 2021-6AAAA (sf)N/A22.93121.6131.71.08   05/11/22
CIFC 2021-7A CLO B CIFC 2021-7AAAA (sf)N/A23.12122.6131.71.07   05/11/22
CIFC LOF-1A CLO B CIFC LOF-1ABBB (sf)N/A14.07115.41191.031152051.7805/11/22
CIRUS 2018-1A CLO BR CIRUS 2018-1AAAA (sf)AA+39.05155.4169.81.09110148.11.3505/11/22
CLRCK 2015-1A CLO BR CLRCK 2015-1AAAA (sf)AA21.09121.6128.71.061202822.3505/11/22
CECLO 2020-29A BR CECLO 2020-29AAAA (sf)N/A22.34121.6131.71.08120301.62.5105/11/22
CECLO 2020-30A B CECLO 2020-30AAAA (sf)N/A20.72121.6130.81.08120290.62.4205/11/22
CECLO 2021-31A B CECLO 2021-31AAAA (sf)N/A22.12121.6131.71.08120306.32.5505/11/22
CQS 2021-1A CLO B CQS 2021-1AAAA (sf)N/A23.27121.6131.61.08120336.82.8105/11/22
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)N/A14.95115120.11.04110254.32.3105/11/22
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA33.68112.8119.51.06115295.22.5705/11/22
CGMS 2014-3RA CLO B CGMS 2014-3RAA+ (sf)N/A14.43112.8119.51.06115295.22.5705/11/22
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA33.76113.4119.71.06115285.32.4805/11/22
CGMS 2014-4RA CLO B CGMS 2014-4RAA+ (sf)N/A14.46113.4119.71.06115285.32.4805/11/22
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A23.23121.6131.61.08120326.22.7205/11/22
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA23.56121.6131.81.081202662.2205/11/22
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA21.52123.3130.21.061203192.6605/11/22
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA20.04121.6128.41.06120278.12.3205/11/22
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA22.57121.6131.71.08120290.72.4205/11/22
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A22.8121.6131.81.08120296.92.4705/11/22
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)N/A35.64115.1123.61.07115279.42.4305/11/22
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A18.29115.1123.61.07115279.42.4305/11/22
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A36.49114122.11.07115296.92.5805/11/22
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A17.34114122.11.07115296.92.5805/11/22
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA35.42114.2122.21.071153112.705/11/22
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A17.41114.2122.21.071153112.705/11/22
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA29.36122.5141.21.15120387.23.2305/11/22
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A19.2120127.31.06120313.82.6205/11/22
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A20.98120.91301.081202852.3805/11/22
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A17.06114.51221.07110369.73.3605/11/22
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A23.1121.81321.08120320.72.6705/11/22
CYGPK 2020-1A CLO B2R CYGPK 2020-1AAA- (sf)N/A23.1121.81321.08120320.72.6705/11/22
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AA22.1122.3130.41.07120301.12.5105/11/22
DEN10 2013-1A CLO B1LR DEN10 2013-1AA+ (sf)N/A12.58      05/11/22
DEN10 2013-1A CLO B2LR DEN10 2013-1ABB (sf)N/A6.43      05/11/22
DEN10 2013-1A CLO B3LR DEN10 2013-1ACCC (sf)N/A4.39      05/11/22
DEN12 2016-1A CLO BR DEN12 2016-1AAA (sf)AA20.39121.6128.81.06120326.92.7205/11/22
DEN16 2018-1A CLO B DEN16 2018-1AA+ (sf)AA21.11121.6128.81.06120273.22.2805/11/22
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA23.3123.31331.08115414.23.605/11/22
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A21.65120.7129.51.071203592.9905/11/22
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB (sf)N/A10.54      05/11/22
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB (sf)N/A5.69      05/11/22
DRSLF 2013-28A CLO B3LR DRSLF 2013-28AB+ (sf)N/A4.14      05/11/22
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AA20.62120.8129.21.07120326.92.7205/11/22
DRSLF 2015-38A CLO BR DRSLF 2015-38AAAA (sf)AA+20.51120.9128.81.07120333.42.7805/11/22
DRSLF 2015-40A CLO BR DRSLF 2015-40AAAA (sf)AA+21.22121.61301.07120272.12.2705/11/22
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AA+20.76121.1129.41.07120385.53.2105/11/22
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A21.16121.6129.81.07120335.82.805/11/22