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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 2021-1A CLO A2 CCITY 2021-1AAAA (sf)AA20.54114.2121.51.06115145.61.2711/11/24
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A14.42114.2121.51.06115145.61.2711/11/24
CCITY 2021-1A CLO C CCITY 2021-1ABB+ (sf)BBB-8.52108.3113.61.05110133.71.2211/11/24
CCITY 2021-1A CLO D CCITY 2021-1ABB- (sf)BB-4.34104.3108.71.04   11/11/24
CCITY 2022-4A CLO X CCITY 2022-4AAAA (sf)N/A 114121.61.07115142.51.2411/11/24
CCITY 2022-4A CLO A1R CCITY 2022-4AAAA (sf)N/A37.92114121.61.07115142.51.2411/11/24
CCITY 2022-4A CLO AJ CCITY 2022-4AAAA (sf)N/A33.02114121.61.07115142.51.2411/11/24
CCITY 2022-4A CLO A2R CCITY 2022-4AAAA (sf)N/A21.69114121.61.07115142.51.2411/11/24
CCITY 2022-4A CLO B1R CCITY 2022-4AA+ (sf)N/A15.5114121.61.07115142.51.2411/11/24
CCITY 2022-4A CLO BF CCITY 2022-4ABBB+ (sf)N/A15.5114121.61.07115142.51.2411/11/24
CCITY 2022-4A CLO C1R CCITY 2022-4ABB+ (sf)N/A10.09106.41121.05110126.91.1511/11/24
CCITY 2022-4A CLO C2R CCITY 2022-4ABB (sf)N/A8.29106.41121.05110126.91.1511/11/24
CCITY 2022-4A CLO DR CCITY 2022-4ABB- (sf)N/A5.71104.31091.05   11/11/24
CCITY 2023-5A CLO X CCITY 2023-5AAAA (sf)N/A 114121.91.07110139.21.2711/11/24
CCITY 2023-5A CLO A1R CCITY 2023-5AAAA (sf)N/A36.44114121.91.07110139.21.2711/11/24
CCITY 2023-5A CLO A2R CCITY 2023-5AAAA (sf)N/A22.09114121.91.07110139.21.2711/11/24
CCITY 2023-5A CLO BR CCITY 2023-5AA+ (sf)N/A15.93114121.91.07110139.21.2711/11/24
CCITY 2023-5A CLO C1AR CCITY 2023-5ABBB- (sf)N/A10.81106.4112.31.06105124.81.1911/11/24
CCITY 2023-5A CLO C1BR CCITY 2023-5ABB+ (sf)N/A10.81106.4112.31.06105124.81.1911/11/24
CCITY 2023-5A CLO C2R CCITY 2023-5ABB (sf)N/A8.76106.4112.31.06105124.81.1911/11/24
CCITY 2023-5A CLO DR CCITY 2023-5ABB- (sf)N/A6.2104.3109.21.05   11/11/24
CYGPK 2020-1A CLO AR CYGPK 2020-1AAAA (sf)N/A36.72121.8131.11.08120169.31.4111/11/24
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A21.61121.8131.11.08120169.31.4111/11/24
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A21.61121.8131.11.08120169.31.4111/11/24
CYGPK 2020-1A CLO CR CYGPK 2020-1AA+ (sf)N/A15.8114.7122.11.06110155.91.4211/11/24
CYGPK 2020-1A CLO DR CYGPK 2020-1ABB+ (sf)N/A9.22107.8113.21.05105141.41.3511/11/24
CYGPK 2020-1A CLO ER CYGPK 2020-1ABB- (sf)N/A5.73104.61091.04   11/11/24
DAVIS 2022-1A CLO A DAVIS 2022-1AAAA (sf)AAA36.15121.6132.11.09120163.71.3611/11/24
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA22.36121.6132.11.09120163.71.3611/11/24
DAVIS 2022-1A CLO C DAVIS 2022-1AA+ (sf)A16.74114.7123.21.07110151.61.3811/11/24
DAVIS 2022-1A CLO D DAVIS 2022-1ABB+ (sf)BBB-10.1107.6114.11.06105137.51.3111/11/24
DAVIS 2022-1A CLO E DAVIS 2022-1ABB- (sf)BB-6.22104.4109.41.05   11/11/24
DCLO 2021-2A A1 DCLO 2021-2AAAA (sf)N/A38.37114.5122.61.07110147.71.3411/11/24
DCLO 2021-2A A2 DCLO 2021-2AAAA (sf)N/A25.24114.5122.61.07110147.71.3411/11/24
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A17.16114.5122.61.07110147.71.3411/11/24
DCLO 2021-2A C DCLO 2021-2ABB+ (sf)N/A11.1107.6114.31.06105135.11.2911/11/24
DCLO 2021-2A D DCLO 2021-2ABB- (sf)N/A7.31104109.61.05101126.31.2511/11/24
DCLO 2022-3A A1A DCLO 2022-3AAAA (sf)N/A39.47114.5122.71.071101511.3711/11/24
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A36.45114.5122.71.071101511.3711/11/24
DCLO 2022-3A A2 DCLO 2022-3AAAA (sf)N/A23.84114.5122.71.071101511.3711/11/24
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A17.28114.5122.71.071101511.3711/11/24
DCLO 2022-3A C DCLO 2022-3ABB+ (sf)N/A11.23107.6114.31.06105138.31.3211/11/24
DCLO 2022-3A D DCLO 2022-3ABB- (sf)N/A7.19103.7109.41.05101128.31.2711/11/24
DCRK 2017-1A CLO A DCRK 2017-1ANRAAA       11/11/24
DCRK 2017-1A CLO B DCRK 2017-1ANRAAA       11/11/24
DCRK 2017-1A CLO C DCRK 2017-1ANRAA+       11/11/24
DCRK 2017-1A CLO D DCRK 2017-1ANRBBB+       11/11/24
DCRK 2017-1A CLO E DCRK 2017-1ANRBB-       11/11/24
DCLO 2022-4A A1R DCLO 2022-4AAAA (sf)N/A39.16115122.91.07110142.21.2911/11/24
DCLO 2022-4A A2AR DCLO 2022-4AAAA (sf)N/A24.46115122.91.07110142.21.2911/11/24