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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
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA21.58121.6131.51.08120165.11.3801/17/24
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+19.44123.3128.51.04120155.81.301/17/24
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA+18.02121.6126.61.04120150.61.2501/17/24
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA21.02121.6131.21.08120161.11.3401/17/24
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A21.23121.6131.91.08120165.91.3801/17/24
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA33.22115.1123.21.07115144.81.2601/17/24
CCITY 2020-1A CLO BR CCITY 2020-1AAA (sf)A15.22115.1123.21.07115144.81.2601/17/24
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.26114121.91.07115136.31.1901/17/24
CCITY 2020-2A CLO BR CCITY 2020-2AAA (sf)N/A14.43114121.91.07115136.31.1901/17/24
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA33.02114.2121.91.07115140.51.2201/17/24
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A14.33114.2121.91.07115140.51.2201/17/24
CCITY 2022-4A CLO B CCITY 2022-4AAA- (sf)N/A16.45115.1123.51.07110123.51.1201/17/24
CCITY 2023-5A CLO B CCITY 2023-5AAA- (sf)N/A15.54114122.11.07110128.71.1701/17/24
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA43.34122.5181.91.48120215.21.7901/17/24
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A22.8120135.21.13120167.91.401/17/24
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A23.58120.9135.21.12120166.11.3801/17/24
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A20.83121.8131.31.081201651.3801/17/24
CYGPK 2020-1A CLO B2R CYGPK 2020-1AAA+ (sf)N/A20.83121.8131.31.081201651.3801/17/24
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA21.68121.6132.21.09120160.61.3401/17/24
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A15.87114.5122.31.07110144.71.3201/17/24
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A35.52114.5122.51.07110146.91.3401/17/24
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A16.08114.5122.51.07110146.91.3401/17/24
DCLO 2022-4A A2B DCLO 2022-4AAA+ (sf)N/A23.48117124.81.07110129.81.1801/17/24
DCLO 2022-4A B DCLO 2022-4AAA- (sf)N/A17.72117124.81.07110129.81.1801/17/24
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA20.51121.6129.61.07120164.61.3701/17/24
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+18.68121.6126.81.04120154.41.2901/17/24
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+22.77121.6133.31.1120165.91.3801/17/24
DEN17 2018-1A CLO BR DEN17 2018-1AAAA (sf)AA18.41121.6127.21.05120155.81.301/17/24
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA20.76123.3130.61.06115164.41.4301/17/24
DANBY 2022-1A CLO A1A DANBY 2022-1AAAA (sf)AAA35.27123.3133.71.08120152.51.2701/17/24
DANBY 2022-1A CLO A1B DANBY 2022-1AAAA (sf)AAA35.27123.3133.71.08120152.51.2701/17/24
DANBY 2022-1A CLO A2 DANBY 2022-1AAAA (sf)N/A32.19123.3133.71.08120152.51.2701/17/24
DANBY 2022-1A CLO B DANBY 2022-1AAAA (sf)N/A22.94123.3133.71.08120152.51.2701/17/24
DANBY 2022-1A CLO C DANBY 2022-1AA+ (sf)N/A16.67115.3123.61.07115138.51.201/17/24
DANBY 2022-1A CLO D DANBY 2022-1ABB+ (sf)N/A10.82109.2115.51.06110126.11.1501/17/24
DANBY 2022-1A CLO E DANBY 2022-1ABB- (sf)N/A7.63106.7111.51.04   01/17/24
DRSLF 2022-108A CLO B DRSLF 2022-108AAAA (sf)AA20.56121.6131.41.081201531.2701/17/24
DRSLF 2022-109A CLO B DRSLF 2022-109AAAA (sf)AA19.72121.6130.11.071201541.2801/17/24
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB+ (sf)N/A8.07      01/17/24
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB (sf)N/A2.63      01/17/24
DRSLF 2013-28A CLO B3LR DRSLF 2013-28AB (sf)N/A0.89      01/17/24
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AAA18.57120.8127.61.06120157.41.3101/17/24
DRSLF 2015-40A CLO BR DRSLF 2015-40AAAA (sf)AA+18.47121.6127.21.05120160.41.3401/17/24
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A18.75121.6127.11.05120160.41.3401/17/24
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AA+18.69121.1127.91.061201601.3301/17/24
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A19.6121.6129.81.07120157.91.3201/17/24
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAAA (sf)N/A19.6121.6129.81.07120157.91.3201/17/24
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA+18.28121.21271.05120156.81.3101/17/24
DRSLF 2017-47A CLO BR DRSLF 2017-47AAAA (sf)AA+28.29125.3144.61.15120172.41.4401/17/24
DRSLF 2017-50A CLO B DRSLF 2017-50AAAA (sf)AA+20.07121.6129.51.06120162.41.3501/17/24