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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
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A15.1115.11231.07115146.81.2809/12/24
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.15114121.61.07115136.51.1909/12/24
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A14.29114121.61.07115136.51.1909/12/24
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA32.91114.21221.07115142.41.2409/12/24
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A14.19114.21221.07115142.41.2409/12/24
CCITY 2022-4A CLO B1R CCITY 2022-4AA+ (sf)N/A15.23114121.81.07115138.51.209/12/24
CCITY 2022-4A CLO BF CCITY 2022-4ABBB+ (sf)N/A15.23114121.81.07115138.51.209/12/24
CCITY 2023-5A CLO BR CCITY 2023-5AA+ (sf)N/A15.791141221.07110136.21.2409/12/24
CCITY 2023-5A CLO C1BR CCITY 2023-5ABB+ (sf)N/A10.66106.4112.41.061051221.1609/12/24
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A20.96121.8131.51.08120167.81.409/12/24
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A20.96121.8131.51.08120167.81.409/12/24
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA21.76121.6132.31.09120160.21.3309/12/24
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A16.63114.5122.51.07110141.31.2809/12/24
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A36.01114.5122.61.07110145.51.3209/12/24
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A16.71114.5122.61.07110145.51.3209/12/24
DCLO 2022-4A A2BR DCLO 2022-4AA+ (sf)N/A23.95115122.81.07110135.21.2309/12/24
DCLO 2022-4A BR DCLO 2022-4AA+ (sf)N/A17.01115122.81.07110135.21.2309/12/24
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AAA44.06122.3183.71.5120211.21.7609/12/24
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA+28.94121.6144.61.191201911.5909/12/24
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+25.96121.6138.81.141201711.4309/12/24
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+33.15121.6153.61.26120194.81.6209/12/24
DEN17 2018-1A CLO BRR DEN17 2018-1AAAA (sf)AAA23.35121.6134.61.11120168.51.409/12/24
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA+26.88123.3141.21.15115177.61.5409/12/24
DANBY 2022-1A CLO A1A DANBY 2022-1AAAA (sf)AAA35.29123.3134.21.09120152.71.2709/12/24
DANBY 2022-1A CLO A1B DANBY 2022-1AAAA (sf)AAA35.29123.3134.21.09120152.71.2709/12/24
DANBY 2022-1A CLO A2 DANBY 2022-1AAAA (sf)N/A32.21123.3134.21.09120152.71.2709/12/24
DANBY 2022-1A CLO B DANBY 2022-1AAAA (sf)N/A22.96123.3134.21.09120152.71.2709/12/24
DANBY 2022-1A CLO C DANBY 2022-1AA+ (sf)N/A16.7115.3124.11.08115138.61.2109/12/24
DANBY 2022-1A CLO D DANBY 2022-1ABB+ (sf)N/A10.84109.21161.06110126.11.1509/12/24
DANBY 2022-1A CLO E DANBY 2022-1ABB- (sf)N/A7.66106.71121.05   09/12/24
CECLO 2020-30A B CECLO 2020-30ANRN/A       09/12/24
DRSLF 2022-104A CLO B1 DRSLF 2022-104AAAA (sf)N/A21.01121.6130.21.07120143.11.1909/12/24
DRSLF 2022-104A CLO B2 DRSLF 2022-104AAA+ (sf)N/A21.01121.6130.21.07120143.11.1909/12/24
DRSLF 2022-106A CLO B1 DRSLF 2022-106AAAA (sf)AA22.59123.7133.31.08120142.91.1909/12/24
DRSLF 2022-106A CLO B2 DRSLF 2022-106AAA+ (sf)AA22.59123.7133.31.08120142.91.1909/12/24
DRSLF 2022-108A CLO BR DRSLF 2022-108AAAA (sf)AA22.7121.6130.51.071201411.1809/12/24
DRSLF 2022-109A CLO B DRSLF 2022-109AAAA (sf)AA20.28121.6129.61.07120154.31.2909/12/24
DRSLF 2022-112A CLO BR DRSLF 2022-112AAAA (sf)N/A21.2121.6130.61.07120147.31.2309/12/24
DRSLF 2022-113A CLO BR DRSLF 2022-113AAAA (sf)AA21.83121.6131.81.08120154.81.2909/12/24
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A25.75120.7136.11.13120158.81.3209/12/24
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AAA20.18120.8129.31.07120149.71.2509/12/24
DRSLF 2015-38A CLO BRR DRSLF 2015-38AAAA (sf)AA+22.41120.91331.1120163.21.3609/12/24
DRSLF 2015-40A CLO BR2 DRSLF 2015-40AAAA (sf)AAA19.79121.6126.71.04120159.21.3309/12/24
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AAA23.43121.1134.91.11120164.41.3709/12/24
DRSLF 2016-42A CLO BRR DRSLF 2016-42AAAA (sf)AA21.21121.61311.08120150.61.2509/12/24
DRSLF 2016-42A CLO D1BRR DRSLF 2016-42ABB+ (sf)BBB-8.77106.9112.21.05110124.91.1409/12/24
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A20.13121.6129.21.06120157.41.3109/12/24
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAA+ (sf)N/A20.13121.6129.21.06120157.41.3109/12/24
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA+21.09121.21291.06120161.91.3509/12/24
DRSLF 2017-47A CLO BR DRSLF 2017-47AAAA (sf)AAA44.15125.3181.61.45120226.51.8909/12/24