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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
CGMS 2014-4RA CLO B CGMS 2014-4RAA+ (sf)N/A11.27113.4117.61.04115149.91.308/10/23
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A20.71121.6131.61.08120164.51.3708/10/23
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA21.05121.61321.091201651.3808/10/23
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+17.71123.3129.31.051201631.3608/10/23
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA17.54121.61271.041201561.308/10/23
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA20.3121.6131.51.08120163.71.3608/10/23
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A20.51121.6132.41.09120161.91.3508/10/23
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA32.91115.1124.31.08115152.61.3308/10/23
CCITY 2020-1A CLO BR CCITY 2020-1AAA- (sf)A14.83115.1124.31.08115152.61.3308/10/23
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.26114122.91.08115151.41.3208/10/23
CCITY 2020-2A CLO BR CCITY 2020-2AAA- (sf)N/A14.43114122.91.08115151.41.3208/10/23
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA33114.2123.11.081151501.308/10/23
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A14.3114.2123.11.081151501.308/10/23
CCITY 2022-4A CLO B CCITY 2022-4AAA+ (sf)N/A16.43115.1123.61.07110138.21.2608/10/23
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA38.38122.5167.91.37120213.71.7808/10/23
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A19.62120128.91.071201681.408/10/23
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A20.81120.9130.51.08120169.71.4108/10/23
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A19.94121.8131.31.08120165.21.3808/10/23
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A19.94121.8131.31.08120165.21.3808/10/23
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A15.17114.5122.41.07110149.81.3608/10/23
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AAA25.03122.3134.21.1120165.41.3808/10/23
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA18.08121.61261.04120167.61.408/10/23
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA17.45121.6125.31.03120162.21.3508/10/23
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA18.04121.6127.81.05120202.61.6908/10/23
DEN17 2018-1A CLO BR DEN17 2018-1AAAA (sf)AA17.42121.6127.81.05120165.41.3808/10/23
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA19.55123.3129.61.05115173.41.5108/10/23
DRSLF 2022-104A CLO B1 DRSLF 2022-104AAAA (sf)N/A20.06121.6131.61.08120146.91.2208/10/23
DRSLF 2022-104A CLO B2 DRSLF 2022-104AAAA (sf)N/A20.06121.6131.61.08120146.91.2208/10/23
DRSLF 2022-106A CLO B1 DRSLF 2022-106AAAA (sf)AA21.93123.7133.81.08   08/10/23
DRSLF 2022-106A CLO B2 DRSLF 2022-106AAAA (sf)AA21.93123.7133.81.08   08/10/23
DRSLF 2022-108A CLO B DRSLF 2022-108AAAA (sf)AA20.06121.6131.91.08120163.11.3608/10/23
DRSLF 2022-109A CLO B DRSLF 2022-109AAAA (sf)AA19.53121.6131.21.08120165.11.3808/10/23
DRSLF 2022-112A CLO B DRSLF 2022-112AAAA (sf)AA20.08122131.91.08120150.21.2508/10/23
DRSLF 2022-113A CLO B DRSLF 2022-113AAAA (sf)AA21.17121.6132.61.09120154.91.2908/10/23
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A21.21120.7129.91.08120164.11.3708/10/23
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB+ (sf)N/A7.26      08/10/23
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB- (sf)N/A2.03      08/10/23
DRSLF 2013-28A CLO B3LR DRSLF 2013-28ACCC- (sf)N/A0.36      08/10/23
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AA+17.75120.8127.81.06120165.81.3808/10/23
DRSLF 2015-40A CLO BR DRSLF 2015-40AAAA (sf)AA+16.87121.6128.21.05120163.21.3608/10/23
DRSLF 2015-38A CLO BR DRSLF 2015-38AAAA (sf)AA+17.47120.9126.81.05120163.31.3608/10/23
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AA+17.98121.1127.51.05120169.81.4208/10/23
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A18.09121.6127.51.05120166.71.3908/10/23
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A19.31121.6130.61.07120170.31.4208/10/23
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAA+ (sf)N/A19.31121.6130.61.07120170.31.4208/10/23
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA18.06121.2127.81.05120164.21.3708/10/23
DRSLF 2017-47A CLO BR DRSLF 2017-47AAAA (sf)AA+25.51125.3136.21.091201741.4508/10/23
DRSLF 2017-50A CLO B DRSLF 2017-50AAAA (sf)AA+19.42121.6129.61.07120172.51.4408/10/23
DRSLF 2017-53A CLO B DRSLF 2017-53AAAA (sf)AAA19.01122.6129.41.06120170.61.4208/10/23
DRSLF 2017-54A CLO B DRSLF 2017-54AAAA (sf)AA19.06121.7128.91.061201661.3808/10/23