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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 2022-4A A2BR DCLO 2022-4AAA+ (sf)N/A24.46115122.91.07110142.21.2911/11/24
DCLO 2022-4A BR DCLO 2022-4AA+ (sf)N/A17.57115122.91.07110142.21.2911/11/24
DCLO 2022-4A C1R DCLO 2022-4ABB+ (sf)N/A13106.3110.71.04   11/11/24
DCLO 2022-4A C2R DCLO 2022-4ABB (sf)N/A11.79106.3110.71.04   11/11/24
DCLO 2022-4A DR DCLO 2022-4ABB- (sf)N/A8.49106.3110.71.04   11/11/24
DEN12 2016-1A CLO A1R DEN12 2016-1AAAA (sf)AAA55.56121.6144.21.19120191.21.5911/11/24
DEN12 2016-1A CLO A2R DEN12 2016-1AAAA (sf)AAA55.56121.6144.21.19120191.21.5911/11/24
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA+33.4121.6144.21.19120191.21.5911/11/24
DEN12 2016-1A CLO CR DEN12 2016-1AAAA (sf)A22.32114126.81.11115165.81.4411/11/24
DEN12 2016-1A CLO DR DEN12 2016-1ABBB+ (sf)BB+12.16108.3114.21.05110145.81.3311/11/24
DEN12 2016-1A CLO ER DEN12 2016-1ABB- (sf)B+3.85104.7105.61.01105128.41.2211/11/24
DEN14 2016-1A CLO AR2 DEN14 2016-1AAAA (sf)AAA50.39121.6138.61.14120178.91.4911/11/24
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+30.33121.6138.61.14120178.91.4911/11/24
DEN14 2016-1A CLO CR DEN14 2016-1AAAA (sf)A21.98115.5126.21.09115160.61.411/11/24
DEN14 2016-1A CLO DR DEN14 2016-1ABBB+ (sf)BB+11.95108.91141.05110141.21.2811/11/24
DEN14 2016-1A CLO ER DEN14 2016-1ABB- (sf)B+3.59104.7105.51.01105124.41.1811/11/24
DEN14 2016-1A CLO FR DEN14 2016-1AC (sf)CCC2.31      11/11/24
DEN16 2018-1A CLO A DEN16 2018-1AAAA (sf)AAA55.21121.6153.61.26120194.81.6211/11/24
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+33.15121.6153.61.26120194.81.6211/11/24
DEN16 2018-1A CLO C DEN16 2018-1AAAA (sf)A+22.11114131.81.16115165.11.4411/11/24
DEN16 2018-1A CLO D DEN16 2018-1ABBB+ (sf)BBB-12108.3116.71.081101431.311/11/24
DEN16 2018-1A CLO E DEN16 2018-1ABB- (sf)B+3.73104.7106.71.02105124.41.1811/11/24
DEN17 2018-1A CLO ARR DEN17 2018-1AAAA (sf)AAA47.13121.6134.71.11120176.21.4711/11/24
DEN17 2018-1A CLO BRR DEN17 2018-1AAAA (sf)AAA27.84121.6134.71.11120176.21.4711/11/24
DEN17 2018-1A CLO CR DEN17 2018-1AAAA (sf)A+20.12115.51241.07115160.61.411/11/24
DEN17 2018-1A CLO D DEN17 2018-1ABBB+ (sf)BB+10.09108.3112.41.04110141.21.2811/11/24
DEN17 2018-1A CLO E DEN17 2018-1ABB- (sf)B+3.53104.7105.91.01105127.91.2211/11/24
DWOLF 2017-1A CLO AR DWOLF 2017-1AAAA (sf)AAA44.51123.3141.81.15115185.81.6211/11/24
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA+29.53123.3141.81.15115185.81.6211/11/24
DWOLF 2017-1A CLO CR DWOLF 2017-1AAAA (sf)A+20.66116.1127.21.1110164.61.511/11/24
DWOLF 2017-1A CLO DR DWOLF 2017-1ABBB+ (sf)BBB-11.55108.91151.06105145.21.3811/11/24
DWOLF 2017-1A CLO E DWOLF 2017-1ABB- (sf)B+4.06103.7106.71.03   11/11/24
DANBY 2022-1A CLO AR DANBY 2022-1AAAA (sf)AAA34.55123.3134.11.09120152.51.2711/11/24
DANBY 2022-1A CLO B1R DANBY 2022-1AAAA (sf)N/A23.3123.3134.11.09120152.51.2711/11/24
DANBY 2022-1A CLO B2R DANBY 2022-1AA+ (sf)N/A23.3123.3134.11.09120152.51.2711/11/24
DANBY 2022-1A CLO CR DANBY 2022-1AA+ (sf)N/A16.14115.31241.08115138.41.211/11/24
DANBY 2022-1A CLO D1R DANBY 2022-1ABB+ (sf)N/A11.03109.2115.91.061101261.1511/11/24
DANBY 2022-1A CLO D2R DANBY 2022-1ABB (sf)N/A10.01109.2115.91.061101261.1511/11/24
DANBY 2022-1A CLO ER DANBY 2022-1ABB (sf)N/A6.43106.7111.91.05   11/11/24
DRSLF 2022-104A CLO A1R DRSLF 2022-104AAAA (sf)AAA36.34121.6129.81.07120202.21.6811/11/24
DRSLF 2022-104A CLO A2R DRSLF 2022-104AAAA (sf)AAA33.49121.6129.81.07120202.21.6811/11/24
DRSLF 2022-104A CLO BR DRSLF 2022-104AAAA (sf)N/A21.02121.6129.81.07120202.21.6811/11/24
DRSLF 2022-104A CLO CR DRSLF 2022-104AAA- (sf)N/A15.09114.4120.81.06115186.81.6211/11/24
DRSLF 2022-104A CLO DR DRSLF 2022-104ABBB (sf)N/A9.38108.7113.21.04110171.91.5611/11/24
DRSLF 2022-104A CLO ER DRSLF 2022-104ABB (sf)N/A6.1106.2109.21.03105160.91.5311/11/24
DRSLF 2022-106A CLO A1R DRSLF 2022-106AAAA (sf)AAA34.45123.7132.61.07120146.61.2211/11/24
DRSLF 2022-108A CLO X DRSLF 2022-108AAAA (sf)AAA 121.5131.21.08120158.71.3211/11/24
DRSLF 2022-108A CLO A1R DRSLF 2022-108AAAA (sf)AAA34.49121.5131.21.08120158.71.3211/11/24
DRSLF 2022-108A CLO A2R DRSLF 2022-108AAAA (sf)AAA33.06121.5131.21.08120158.71.3211/11/24
DRSLF 2022-108A CLO BR DRSLF 2022-108AAAA (sf)AA22.21121.5131.21.08120158.71.3211/11/24