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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
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A35.17114.5122.51.07110147.81.3412/12/23
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A15.61114.5122.51.07110147.81.3412/12/23
DCLO 2022-4A A2B DCLO 2022-4AA+ (sf)N/A22.98117124.91.07110132.21.212/12/23
DCLO 2022-4A B DCLO 2022-4AA+ (sf)N/A17.19117124.91.07110132.21.212/12/23
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AAA28.44122.3144.61.18120172.41.4412/12/23
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA20.29121.6129.71.07120168.21.412/12/23
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+18.44121.6126.11.04120162.61.3512/12/23
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+22.27121.6130.61.07120171.21.4312/12/23
DEN17 2018-1A CLO BR DEN17 2018-1AAAA (sf)AA18.14121.6127.41.05120159.41.3312/12/23
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA20.64123.3129.51.05115166.11.4412/12/23
DANBY 2022-1A CLO A1A DANBY 2022-1AAAA (sf)AAA35.01123.3133.61.08120155.51.312/12/23
DANBY 2022-1A CLO A1B DANBY 2022-1AAAA (sf)AAA35.01123.3133.61.08120155.51.312/12/23
DANBY 2022-1A CLO A2 DANBY 2022-1AAAA (sf)N/A31.92123.3133.61.08120155.51.312/12/23
DANBY 2022-1A CLO B DANBY 2022-1AAAA (sf)N/A22.63123.3133.61.08120155.51.312/12/23
DANBY 2022-1A CLO C DANBY 2022-1AA+ (sf)N/A16.34115.3123.61.07115141.21.2312/12/23
DANBY 2022-1A CLO D DANBY 2022-1ABB+ (sf)N/A10.46109.2115.51.06110128.51.1712/12/23
DANBY 2022-1A CLO E DANBY 2022-1ABB- (sf)N/A7.26106.7111.51.04   12/12/23
DRSLF 2022-104A CLO B1 DRSLF 2022-104AAAA (sf)N/A20.66121.6131.71.08120154.61.2912/12/23
DRSLF 2022-104A CLO B2 DRSLF 2022-104AAA+ (sf)N/A20.66121.6131.71.08120154.61.2912/12/23
DRSLF 2022-106A CLO B1 DRSLF 2022-106AAAA (sf)AA22.36123.7133.91.08120169.91.4212/12/23
DRSLF 2022-106A CLO B2 DRSLF 2022-106AA+ (sf)AA22.36123.7133.91.08120169.91.4212/12/23
DRSLF 2022-108A CLO B DRSLF 2022-108AAAA (sf)AA20121.6131.21.081201561.312/12/23
DRSLF 2022-109A CLO B DRSLF 2022-109AAAA (sf)AA19.17121.61301.071201561.312/12/23
DRSLF 2022-112A CLO BR DRSLF 2022-112AAAA (sf)N/A19.98122131.21.08120153.21.2812/12/23
DRSLF 2022-113A CLO BR DRSLF 2022-113AAAA (sf)AA21.52121.6132.81.09120152.71.2712/12/23
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A21.62120.7131.91.09120162.61.3512/12/23
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB+ (sf)N/A7.68      12/12/23
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB (sf)N/A2.22      12/12/23
DRSLF 2013-28A CLO B3LR DRSLF 2013-28ACCC (sf)N/A0.47      12/12/23
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AA+17.84120.8127.81.06120158.71.3212/12/23
DRSLF 2015-38A CLO BR DRSLF 2015-38AAAA (sf)AA+17.76120.91271.05120157.81.3212/12/23
DRSLF 2015-40A CLO BR DRSLF 2015-40AAAA (sf)AA+18.76121.6127.81.05120162.21.3512/12/23
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AA+18.32121.1128.11.06120161.61.3512/12/23
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A18.36121.61271.04120162.31.3512/12/23
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA+17.85121.2127.21.05120157.11.3112/12/23
DRSLF 2017-50A CLO B DRSLF 2017-50AAAA (sf)AA+19.64121.6129.51.06120166.51.3912/12/23
DRSLF 2017-53A CLO B DRSLF 2017-53AAAA (sf)AAA19.17122.6129.61.06120164.81.3712/12/23
DRSLF 2017-54A CLO B DRSLF 2017-54AAAA (sf)AA19.21121.7128.91.06120157.61.3112/12/23
DRSLF 2018-55A CLO B DRSLF 2018-55AAAA (sf)N/A17.28119.31251.05120160.31.3412/12/23
DRSLF 2018-60A CLO B DRSLF 2018-60AAAA (sf)AA+18.76121.6128.41.06120165.71.3812/12/23
DRSLF 2018-64A CLO B DRSLF 2018-64AAAA (sf)AAA18.88122128.81.061201651.3812/12/23
DRSLF 2019-68A CLO BR DRSLF 2019-68AAAA (sf)N/A18.64121.6128.91.06120158.11.3212/12/23
DRSLF 2018-70A CLO A2B DRSLF 2018-70AAAA (sf)AAA30.79120126.81.061201601.3312/12/23
DRSLF 2018-70A CLO B DRSLF 2018-70AAAA (sf)N/A18.12120126.81.061201601.3312/12/23
DRSLF 2019-72A CLO BR DRSLF 2019-72AAAA (sf)N/A18.54121.6127.51.05120168.61.4112/12/23
DRSLF 2019-76A CLO BR DRSLF 2019-76AAAA (sf)N/A18.89121.6129.31.06120152.31.2712/12/23
DRSLF 2019-80A CLO BR DRSLF 2019-80AAAA (sf)N/A19.3121.6128.71.06120166.31.3912/12/23
DRSLF 2020-83A CLO B DRSLF 2020-83AAAA (sf)N/A19.38121.6129.91.07120155.91.312/12/23
DRSLF 2020-85A CLO BR DRSLF 2020-85AAAA (sf)N/A19.14121.6129.91.07120156.91.3112/12/23
DRSLF 2020-86A CLO BR DRSLF 2020-86AAAA (sf)N/A19.2121.6129.81.071201581.3212/12/23