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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
CECLO 2022-32A BF CECLO 2022-32AA+ (sf)N/A20.12121.6130.61.07120175.71.4612/12/23
CGMS 2014-2RA CLO B CGMS 2014-2RAAA+ (sf)N/A12.82115118.51.03110153.11.3912/12/23
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA32.9112.8117.61.04115147.51.2812/12/23
CGMS 2014-3RA CLO B CGMS 2014-3RAA+ (sf)N/A12.32112.8117.61.04115147.51.2812/12/23
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA32.18113.4117.91.04115146.31.2712/12/23
CGMS 2014-4RA CLO B CGMS 2014-4RAA+ (sf)N/A11.82113.4117.91.04115146.31.2712/12/23
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A20.6121.61311.08120163.11.3612/12/23
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA21.39121.6131.51.08120164.21.3712/12/23
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+19.32123.3128.81.04120157.41.3112/12/23
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA+17.83121.6126.61.04120153.31.2812/12/23
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA20.8121.6131.21.08120161.51.3512/12/23
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A20.86121.6131.91.08120168.61.4112/12/23
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA32.96115.11231.07115145.51.2712/12/23
CCITY 2020-1A CLO BR CCITY 2020-1AAA- (sf)A14.88115.11231.07115145.51.2712/12/23
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34114121.91.07115135.21.1812/12/23
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A14.09114121.91.07115135.21.1812/12/23
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA32.74114.2121.91.07115142.41.2412/12/23
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A13.98114.2121.91.07115142.41.2412/12/23
CCITY 2023-5A CLO B CCITY 2023-5AA+ (sf)N/A15.191141221.07110129.61.1812/12/23
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA43.26122.5182.21.49120212.31.7712/12/23
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A22.73120135.21.13120165.51.3812/12/23
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A23.38120.9135.51.12120160.61.3412/12/23
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A20.49121.8131.31.08120165.71.3812/12/23
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A20.49121.8131.31.08120165.71.3812/12/23
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA21.33121.6132.11.09120158.51.3212/12/23
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A15.23114.5122.31.07110145.71.3212/12/23
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