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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
CRNPT 2018-4A CLO B CRNPT 2018-4AAAA (sf)AA+22.95123.3132.71.08120163.91.3710/17/24
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA+20.3121.6128.31.06120162.81.3610/17/24
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA21.76121.6130.11.07120166.31.3910/17/24
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A21.95121.6131.11.08120165.71.3810/17/24
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA33.34115.11231.07115143.41.2510/17/24
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A15.37115.11231.07115143.41.2510/17/24
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.21114121.21.06115140.71.2210/17/24
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A14.37114121.21.06115140.71.2210/17/24
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA32.98114.2121.21.06115143.61.2510/17/24
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A14.28114.2121.21.06115143.61.2510/17/24
CCITY 2022-4A CLO B1R CCITY 2022-4AA+ (sf)N/A15.34114121.31.06115140.81.2210/17/24
CCITY 2022-4A CLO BF CCITY 2022-4ABBB+ (sf)N/A15.34114121.31.06115140.81.2210/17/24
CCITY 2023-5A CLO BR CCITY 2023-5AA+ (sf)N/A15.86114121.81.07110136.51.2410/17/24
CCITY 2023-5A CLO C1BR CCITY 2023-5ABB+ (sf)N/A10.73106.4112.21.05105122.31.1610/17/24
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A21.54121.8131.11.08120169.41.4110/17/24
CYGPK 2020-1A CLO B2R CYGPK 2020-1AAA- (sf)N/A21.54121.8131.11.08120169.41.4110/17/24
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA22.27121.6131.91.08120162.51.3510/17/24
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A17.1114.5122.51.07110145.71.3210/17/24
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A36.39114.5122.61.07110149.61.3610/17/24
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A17.21114.5122.61.07110149.61.3610/17/24
DCLO 2022-4A A2BR DCLO 2022-4AAA+ (sf)N/A24.41115122.81.07110139.61.2710/17/24
DCLO 2022-4A BR DCLO 2022-4AA+ (sf)N/A17.51115122.81.07110139.61.2710/17/24
CIFC 2021-4A CLO B CIFC 2021-4ANRN/A       10/17/24
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA+29.27121.6144.41.19120185.71.5510/17/24
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+26.26121.6138.71.14120171.91.4310/17/24
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+33.15121.6153.61.26120194.81.6210/17/24
DEN17 2018-1A CLO BRR DEN17 2018-1AAAA (sf)AAA23.65121.6134.71.11120168.81.4110/17/24
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA+27.5123.3141.21.15115183.21.5910/17/24
DANBY 2022-1A CLO A1A DANBY 2022-1AAAA (sf)AAA35.7123.3134.11.09120154.71.2910/17/24
DANBY 2022-1A CLO A1B DANBY 2022-1AAAA (sf)AAA35.7123.3134.11.09120154.71.2910/17/24
DANBY 2022-1A CLO A2 DANBY 2022-1AAAA (sf)N/A32.64123.3134.11.09120154.71.2910/17/24
DANBY 2022-1A CLO B DANBY 2022-1AAAA (sf)N/A23.45123.3134.11.09120154.71.2910/17/24
DANBY 2022-1A CLO C DANBY 2022-1AA+ (sf)N/A17.23115.31241.08115140.51.2210/17/24
DANBY 2022-1A CLO D DANBY 2022-1ABB+ (sf)N/A11.41109.2115.81.06110127.81.1610/17/24
DANBY 2022-1A CLO E DANBY 2022-1ABB- (sf)N/A8.25106.7111.81.05   10/17/24
DRSLF 2022-106A CLO B1 DRSLF 2022-106AAAA (sf)AA22.63123.71331.081201461.2210/17/24
DRSLF 2022-106A CLO B2 DRSLF 2022-106AAAA (sf)AA22.63123.71331.081201461.2210/17/24
DRSLF 2022-108A CLO BR DRSLF 2022-108AAAA (sf)AA21.9121.5131.41.081201581.3210/17/24
DRSLF 2022-109A CLO B DRSLF 2022-109AAAA (sf)AA20.3121.6129.21.06120156.11.310/17/24
DRSLF 2022-112A CLO BR DRSLF 2022-112AAAA (sf)N/A21.22121.6130.31.07120154.61.2910/17/24
DRSLF 2022-113A CLO BR DRSLF 2022-113AAAA (sf)AA21.9121.6131.51.08120156.61.310/17/24
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A25.83120.7135.91.13120162.21.3510/17/24
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AAA20.22120.81291.07120151.41.2610/17/24
DRSLF 2015-40A CLO BR2 DRSLF 2015-40AAAA (sf)AAA19.71121.6127.81.05120170.51.4210/17/24
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AAA23.38121.1134.51.11120169.51.4110/17/24
DRSLF 2016-42A CLO BRR DRSLF 2016-42AAAA (sf)AA21.21121.6130.51.07120157.71.3110/17/24
DRSLF 2016-42A CLO D1BRR DRSLF 2016-42ABB+ (sf)BBB-8.77106.9111.81.05110130.81.1910/17/24
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA+21.05121.2128.91.06120163.21.3610/17/24
DRSLF 2017-47A CLO BR DRSLF 2017-47AAAA (sf)AAA44.2125.3181.91.45120229.21.9110/17/24
DRSLF 2017-53A CLO B DRSLF 2017-53AAAA (sf)AAA20.99122.6129.81.06120162.21.3510/17/24