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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
CQS 2021-1A CLO B CQS 2021-1AAAA (sf)N/A19.62121.6132.51.09120177.51.4807/14/23
CGMS 2014-2RA CLO B CGMS 2014-2RAA+ (sf)N/A10.49115118.61.03110148.51.3507/14/23
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA30.77112.8117.21.04115145.31.2607/14/23
CGMS 2014-3RA CLO B CGMS 2014-3RAA+ (sf)N/A10.67112.8117.61.04115148.51.2907/14/23
CGMS 2014-4RA CLO A1B CGMS 2014-4RAAAA (sf)AAA30.22113.4117.61.041151491.307/14/23
CGMS 2014-4RA CLO B CGMS 2014-4RAA+ (sf)N/A9.88113.4117.61.041151491.307/14/23
CRNPT 2021-10A CLO B CRNPT 2021-10AAAA (sf)N/A19.54121.6131.61.08120163.61.3607/14/23
CRNPT 2021-11A CLO B CRNPT 2021-11AAAA (sf)AA20.04121.6131.91.08120165.71.3807/14/23
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+17.71123.3129.31.051201631.3607/14/23
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA16.67121.6126.91.04120155.51.307/14/23
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA19.23121.6131.41.08120163.31.3607/14/23
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A19.38121.6132.31.09120162.21.3507/14/23
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA32.07115.1124.21.08115154.71.3507/14/23
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A13.76115.1124.21.08115154.71.3507/14/23
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A33.44114122.81.08115146.61.2707/14/23
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A13.36114122.81.08115146.61.2707/14/23
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA32.25114.2123.11.08115149.41.307/14/23
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A13.35114.2123.11.08115149.41.307/14/23
CCITY 2022-4A CLO B CCITY 2022-4AAA (sf)N/A15.6115.1123.71.07110125.21.1407/14/23
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA36.02122.5168.71.38120210.31.7507/14/23
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A17.64120129.31.08120164.71.3707/14/23
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A18.75120.9131.31.09120165.91.3807/14/23
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A18.95121.8131.31.081201661.3807/14/23
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A18.95121.8131.31.081201661.3807/14/23
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A13.97114.5122.31.07110147.21.3407/14/23
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA16.09121.6126.11.04120164.81.3707/14/23
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA16.03121.6125.81.03120159.81.3307/14/23
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA17.85121.6127.81.05120160.31.3407/14/23
DEN17 2018-1A CLO BR DEN17 2018-1AAAA (sf)AA16.48121.6127.71.05120161.71.3507/14/23
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA18.38123.3129.61.05115170.11.4807/14/23
DRSLF 2022-104A CLO B1 DRSLF 2022-104AAAA (sf)N/A18.74121.6131.61.08120146.31.2207/14/23
DRSLF 2022-104A CLO B2 DRSLF 2022-104AAAA (sf)N/A18.74121.6131.61.08120146.31.2207/14/23
DRSLF 2022-106A CLO B1 DRSLF 2022-106AAAA (sf)AA21.08123.7134.41.09   07/14/23
DRSLF 2022-106A CLO B2 DRSLF 2022-106AAAA (sf)AA21.08123.7134.41.09   07/14/23
DRSLF 2022-108A CLO B DRSLF 2022-108AAAA (sf)AA18.76121.6131.91.08120160.11.3307/14/23
DRSLF 2022-109A CLO B DRSLF 2022-109AAAA (sf)AA18.26121.6131.31.08120163.11.3607/14/23
DRSLF 2022-113A CLO B DRSLF 2022-113AAAA (sf)AA19.96121.6132.61.09   07/14/23
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A19.18120.7130.31.08120159.61.3307/14/23
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ABBB+ (sf)N/A5.75      07/14/23
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ABB- (sf)N/A0.43      07/14/23
DRSLF 2013-28A CLO B3LR DRSLF 2013-28ACCC- (sf)N/A-1.27      07/14/23
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AA+16.25120.8127.81.06120165.41.3807/14/23
DRSLF 2015-38A CLO BR DRSLF 2015-38AAAA (sf)AA+16.15120.9126.81.05120163.21.3607/14/23
DRSLF 2015-40A CLO BR DRSLF 2015-40AAAA (sf)AA+16.87121.6128.21.05120163.21.3607/14/23
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AA+16.36121.1127.71.05120168.21.407/14/23
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A16.77121.61281.05120166.41.3907/14/23
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A18.03121.6130.71.07120170.51.4207/14/23
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAA (sf)N/A18.03121.6130.71.07120170.51.4207/14/23
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA16.73121.2127.81.05120163.71.3607/14/23
DRSLF 2017-47A CLO BR DRSLF 2017-47AAAA (sf)AA+22.46125.3136.51.09120170.71.4207/14/23