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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
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA21.76121.6132.31.09120160.21.3309/12/24
DAVIS 2022-1A CLO C DAVIS 2022-1AA+ (sf)A16.1114.7123.41.08110148.31.3509/12/24
DAVIS 2022-1A CLO D DAVIS 2022-1ABB+ (sf)BBB-9.41107.6114.21.06105134.51.2809/12/24
DAVIS 2022-1A CLO E DAVIS 2022-1ABB- (sf)BB-5.5104.4109.51.05   09/12/24
DCLO 2021-2A A1 DCLO 2021-2AAAA (sf)N/A37.98114.5122.51.07110141.31.2809/12/24
DCLO 2021-2A A2 DCLO 2021-2AAAA (sf)N/A24.77114.5122.51.07110141.31.2809/12/24
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A16.63114.5122.51.07110141.31.2809/12/24
DCLO 2021-2A C DCLO 2021-2ABB+ (sf)N/A10.53107.6114.11.06105129.31.2309/12/24
DCLO 2021-2A D DCLO 2021-2AB+ (sf)N/A6.72104109.51.05101120.81.209/12/24
DCLO 2022-3A A1A DCLO 2022-3AAAA (sf)N/A39.05114.5122.61.07110145.51.3209/12/24
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A36.01114.5122.61.07110145.51.3209/12/24
DCLO 2022-3A A2 DCLO 2022-3AAAA (sf)N/A23.31114.5122.61.07110145.51.3209/12/24
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A16.71114.5122.61.07110145.51.3209/12/24
DCLO 2022-3A C DCLO 2022-3ABB+ (sf)N/A10.61107.6114.21.06105133.31.2709/12/24
DCLO 2022-3A D DCLO 2022-3ABB- (sf)N/A6.55103.7109.31.05101123.61.2209/12/24
DCLO 2022-4A A1R DCLO 2022-4AAAA (sf)N/A38.75115122.81.07110135.21.2309/12/24
DCLO 2022-4A A2AR DCLO 2022-4AAAA (sf)N/A23.95115122.81.07110135.21.2309/12/24
DCLO 2022-4A A2BR DCLO 2022-4AA+ (sf)N/A23.95115122.81.07110135.21.2309/12/24
DCLO 2022-4A BR DCLO 2022-4AA+ (sf)N/A17.01115122.81.07110135.21.2309/12/24
DCLO 2022-4A C1R DCLO 2022-4ABB+ (sf)N/A12.42106.3110.71.04   09/12/24
DCLO 2022-4A C2R DCLO 2022-4ABB (sf)N/A11.19106.3110.71.04   09/12/24
DCLO 2022-4A DR DCLO 2022-4ABB- (sf)N/A7.87106.3110.71.04   09/12/24
DCRK 2017-1A CLO A DCRK 2017-1AAAA (sf)AAA67.76122.3183.71.5120211.21.7609/12/24
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AAA44.06122.3183.71.5120211.21.7609/12/24
DCRK 2017-1A CLO C DCRK 2017-1AAAA (sf)AA+31.98115.5151.11.31115171.21.4909/12/24
DCRK 2017-1A CLO D DCRK 2017-1AAAA (sf)BBB+17.67108.4124.81.15110136.51.2409/12/24
DCRK 2017-1A CLO E DCRK 2017-1ABB+ (sf)BB-7.38104.21111.07   09/12/24
DEN12 2016-1A CLO A1R DEN12 2016-1AAAA (sf)AAA48.46121.6144.61.191201911.5909/12/24
DEN12 2016-1A CLO A2R DEN12 2016-1AAAA (sf)AAA48.46121.6144.61.191201911.5909/12/24
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA+28.94121.6144.61.191201911.5909/12/24
DEN12 2016-1A CLO CR DEN12 2016-1AAAA (sf)A19.18114127.11.11115165.71.4409/12/24
DEN12 2016-1A CLO DR DEN12 2016-1ABBB+ (sf)BB+10.23108.3114.51.06110145.71.3209/12/24
DEN12 2016-1A CLO ER DEN12 2016-1ABB- (sf)B+2.91104.7105.81.01105128.31.2209/12/24
DEN14 2016-1A CLO AR2 DEN14 2016-1AAAA (sf)AAA43.41121.6138.81.141201711.4309/12/24
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+25.96121.6138.81.141201711.4309/12/24
DEN14 2016-1A CLO CR DEN14 2016-1AAAA (sf)A18.69115.5126.41.09115153.61.3409/12/24
DEN14 2016-1A CLO DR DEN14 2016-1ABBB+ (sf)BB+9.96108.9114.11.05110134.91.2309/12/24
DEN14 2016-1A CLO ER DEN14 2016-1ABB- (sf)B+2.69104.7105.61.01105118.91.1309/12/24
DEN14 2016-1A CLO FR DEN14 2016-1AC (sf)CCC1.58      09/12/24
DEN16 2018-1A CLO A DEN16 2018-1AAAA (sf)AAA55.21121.6153.61.26120194.81.6209/12/24
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+33.15121.6153.61.26120194.81.6209/12/24
DEN16 2018-1A CLO C DEN16 2018-1AAAA (sf)A+22.11114131.81.16115165.11.4409/12/24
DEN16 2018-1A CLO D DEN16 2018-1ABBB+ (sf)BBB-12108.3116.71.081101431.309/12/24
DEN16 2018-1A CLO E DEN16 2018-1ABB- (sf)B+3.73104.7106.71.02105124.41.1809/12/24
DEN17 2018-1A CLO ARR DEN17 2018-1AAAA (sf)AAA39.87121.6134.61.11120168.51.409/12/24
DEN17 2018-1A CLO BRR DEN17 2018-1AAAA (sf)AAA23.35121.6134.61.11120168.51.409/12/24
DEN17 2018-1A CLO CR DEN17 2018-1AAA+ (sf)A+16.74115.5123.91.07115153.61.3409/12/24
DEN17 2018-1A CLO D DEN17 2018-1ABBB+ (sf)BB+8.15108.3112.31.041101351.2309/12/24
DEN17 2018-1A CLO E DEN17 2018-1ABB- (sf)B+2.53104.7105.91.01105122.31.1609/12/24
DWOLF 2017-1A CLO AR DWOLF 2017-1AAAA (sf)AAA41.04123.3141.21.15115177.61.5409/12/24