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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
CANYC 2016-2A CLO AR CANYC 2016-2AAAA (sf)AAA32.81122.3128.81.05120157.41.3109/12/24
CANYC 2016-2A CLO BR CANYC 2016-2AAAA (sf)AA20.29122.3128.81.05120157.41.3109/12/24
CANYC 2016-2A CLO CR CANYC 2016-2AAA+ (sf)A15.08116.4120.91.04115146.51.2709/12/24
CANYC 2016-2A CLO DR CANYC 2016-2ABBB+ (sf)BBB-8.11109.2111.71.02110132.81.2109/12/24
CANYC 2016-2A CLO ER CANYC 2016-2ABB (sf)BB-2.49104.7105.31.01   09/12/24
CANYC 2017-1A CLO AR CANYC 2017-1AAAA (sf)AAA36.21122.3132.31.08120162.41.3509/12/24
CANYC 2017-1A CLO BR CANYC 2017-1AAAA (sf)AA+22.35122.3132.31.08120162.41.3509/12/24
CANYC 2017-1A CLO CR CANYC 2017-1AAAA (sf)A16.37116.1122.81.06115149.31.309/12/24
CANYC 2017-1A CLO DR CANYC 2017-1AA+ (sf)BBB-8.71109112.51.03110133.81.2209/12/24
CANYC 2017-1A CLO E CANYC 2017-1ABB+ (sf)BB-2.54104.5105.41.01   09/12/24
CANYC 2018-1A CLO A CANYC 2018-1AAAA (sf)AAA34.33122.5130.31.06120156.21.309/12/24
CANYC 2018-1A CLO B CANYC 2018-1AAAA (sf)AA+21.38122.5130.31.06120156.21.309/12/24
CANYC 2018-1A CLO C CANYC 2018-1AAAA (sf)A+15.74116.2121.61.05115144.71.2609/12/24
CANYC 2018-1A CLO D CANYC 2018-1AA+ (sf)BBB-8.42108.9111.91.03110130.51.1909/12/24
CANYC 2018-1A CLO E CANYC 2018-1ABB (sf)BB-2.78104.7105.41.01105118.61.1309/12/24
CANYC 2019-1A CLO ARR CANYC 2019-1AAAA (sf)N/A33.83122.1130.21.07120157.31.3109/12/24
CANYC 2019-1A CLO AL CANYC 2019-1AAAA (sf)N/A33.83122.1130.21.07120157.31.3109/12/24
CANYC 2019-1A CLO BRR CANYC 2019-1AAAA (sf)N/A21.42122.1130.21.07120157.31.3109/12/24
CANYC 2019-1A CLO CRR CANYC 2019-1AA+ (sf)N/A15.22114120.71.06115144.71.2609/12/24
CANYC 2019-1A CLO D1RR CANYC 2019-1ABBB+ (sf)N/A10.05106.4111.21.05110129.61.1809/12/24
CANYC 2019-1A CLO D2RR CANYC 2019-1ABB+ (sf)N/A7.98106.4111.21.05110129.61.1809/12/24
CANYC 2019-1A CLO ERR CANYC 2019-1ABB- (sf)N/A4.88103.7107.61.04   09/12/24
CANYC 2019-2A CLO AR CANYC 2019-2AAAA (sf)N/A33.45121.61311.08120159.71.3309/12/24
CANYC 2019-2A CLO BR CANYC 2019-2AAAA (sf)N/A20.97121.61311.08120159.71.3309/12/24
CANYC 2019-2A CLO CR CANYC 2019-2AA+ (sf)N/A14.73114121.51.07115146.61.2709/12/24
CANYC 2019-2A CLO DR CANYC 2019-2ABB+ (sf)N/A8.49107.6113.21.051101341.2209/12/24
CANYC 2019-2A CLO ER CANYC 2019-2ABB- (sf)N/A4.33104.2108.21.04   09/12/24
CANYC 2020-1A CLO AR CANYC 2020-1AAAA (sf)N/A33.74121.6130.81.08120156.21.309/12/24
CANYC 2020-1A CLO AL1 CANYC 2020-1AAAA (sf)N/A33.74121.6130.81.08120156.21.309/12/24
CANYC 2020-1A CLO AL2 CANYC 2020-1AAAA (sf)N/A33.74121.6130.81.08120156.21.309/12/24
CANYC 2020-1A CLO BR CANYC 2020-1AAAA (sf)N/A21.32121.6130.81.08120156.21.309/12/24
CANYC 2020-1A CLO CR CANYC 2020-1AA+ (sf)N/A15.1114121.21.06110143.51.309/12/24
CANYC 2020-1A CLO DR CANYC 2020-1ABB+ (sf)N/A8.89107.61131.05105131.31.2509/12/24
CANYC 2020-1A CLO ER CANYC 2020-1ABB- (sf)N/A4.75103.2108.11.05   09/12/24
CANYC 2020-2A CLO AR CANYC 2020-2AAAA (sf)N/A35.05121.6131.41.08120159.71.3309/12/24
CANYC 2020-2A CLO BR CANYC 2020-2AAAA (sf)N/A21.65121.6131.41.08120159.71.3309/12/24
CANYC 2020-2A CLO CR CANYC 2020-2AA+ (sf)N/A15.46114121.81.07115146.81.2809/12/24
CANYC 2020-2A CLO DR CANYC 2020-2ABB+ (sf)N/A9.28107.6113.51.05110134.31.2209/12/24
CANYC 2020-2A CLO ER CANYC 2020-2ABB- (sf)N/A5.15103.7108.51.05105124.61.1909/12/24
CANYC 2020-3A CLO A1 CANYC 2020-3AAAA (sf)AAA35.95121.6131.51.08120157.11.3109/12/24
CANYC 2020-3A CLO A2 CANYC 2020-3AAAA (sf)AAA33.89121.6131.51.08120157.11.3109/12/24
CANYC 2020-3A CLO B CANYC 2020-3AAAA (sf)N/A21.49121.6131.51.08120157.11.3109/12/24
CANYC 2020-3A CLO C CANYC 2020-3AA+ (sf)N/A15.3114121.81.071151441.2509/12/24
CANYC 2020-3A CLO D CANYC 2020-3ABB+ (sf)N/A10.13108.9114.81.05110133.41.2109/12/24
CANYC 2020-3A CLO E CANYC 2020-3ABB- (sf)N/A6.26105.2110.11.05   09/12/24
CANYC 2021-1A CLO A CANYC 2021-1AAAA (sf)AAA34.11121.6130.61.07120166.11.3809/12/24
CANYC 2021-1A CLO B CANYC 2021-1AAAA (sf)AA20.51121.6130.61.07120166.11.3809/12/24
CANYC 2021-1A CLO C CANYC 2021-1AA+ (sf)A15.55115.8122.91.06115155.31.3509/12/24
CANYC 2021-1A CLO D CANYC 2021-1ABBB- (sf)BBB-9.14109.1114.21.05110141.51.2909/12/24
CANYC 2021-1A CLO E CANYC 2021-1ABB- (sf)BB-4.04104108.11.04   09/12/24