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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+20.85123.31291.05120157.11.3106/17/24
CRNPT 2018-7A CLO B CRNPT 2018-7AAAA (sf)AA+19.42121.6127.11.05120153.11.2806/17/24
CRNPT 2019-8A CLO BR CRNPT 2019-8AAAA (sf)AA22.04121.6130.51.07120166.11.3806/17/24
CRNPT 2020-9A CLO BR CRNPT 2020-9AAAA (sf)N/A22.17121.61311.08120167.21.3906/17/24
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA33.84115.1122.61.07115146.21.2706/17/24
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A16.01115.1122.61.07115146.21.2706/17/24
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.87114121.21.06115138.61.2106/17/24
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A15.22114121.21.06115138.61.2106/17/24
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA33.64114.2121.41.06115145.41.2606/17/24
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A15.13114.2121.41.06115145.41.2606/17/24
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA72.68122.5375.63.07120452.93.7706/17/24
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A29.29120144.81.21120178.71.4906/17/24
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A28.41120.9142.11.18120180.11.506/17/24
CYGPK 2020-1A CLO B1R CYGPK 2020-1AAAA (sf)N/A22.04121.8131.51.08120161.71.3506/17/24
CYGPK 2020-1A CLO B2R CYGPK 2020-1AA+ (sf)N/A22.04121.8131.51.08120161.71.3506/17/24
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA22.72121.6132.21.09120156.31.306/17/24
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A17.1114.5122.21.07110147.61.3406/17/24
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A36.5114.5122.31.07110153.11.3906/17/24
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A17.35114.5122.31.07110153.11.3906/17/24
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AAA36.34122.3161.71.32120193.51.6106/17/24
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA+25.77121.6137.21.13120178.81.4906/17/24
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+28.45121.61421.17120177.71.4806/17/24
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+22.94121.6128.81.06120166.11.3806/17/24
DEN17 2018-1A CLO BR DEN17 2018-1AAAA (sf)AA21.19121.6129.91.07120165.51.3806/17/24
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA+23.37123.3133.71.08115154.41.3406/17/24
DANBY 2022-1A CLO A1A DANBY 2022-1AAAA (sf)AAA36.13123.3134.21.09120153.21.2806/17/24
DANBY 2022-1A CLO A1B DANBY 2022-1AAAA (sf)AAA36.13123.3134.21.09120153.21.2806/17/24
DANBY 2022-1A CLO A2 DANBY 2022-1AAAA (sf)N/A33.08123.3134.21.09120153.21.2806/17/24
DANBY 2022-1A CLO B DANBY 2022-1AAAA (sf)N/A23.96123.3134.21.09120153.21.2806/17/24
DANBY 2022-1A CLO C DANBY 2022-1AA+ (sf)N/A17.78115.3124.11.08115139.11.2106/17/24
DANBY 2022-1A CLO D DANBY 2022-1ABB+ (sf)N/A12109.2115.91.06110126.61.1506/17/24
DANBY 2022-1A CLO E DANBY 2022-1ABB- (sf)N/A8.85106.7111.91.05   06/17/24
DRSLF 2022-104A CLO B1 DRSLF 2022-104AAAA (sf)N/A21.43121.61301.07120147.71.2306/17/24
DRSLF 2022-104A CLO B2 DRSLF 2022-104AAA+ (sf)N/A21.43121.61301.07120147.71.2306/17/24
DRSLF 2022-106A CLO B1 DRSLF 2022-106AAAA (sf)AA23.09123.7133.41.08120154.31.2906/17/24
DRSLF 2022-106A CLO B2 DRSLF 2022-106AAA+ (sf)AA23.09123.7133.41.08120154.31.2906/17/24
DRSLF 2022-108A CLO B DRSLF 2022-108AAAA (sf)AA21.22121.6130.81.08120139.61.1606/17/24
DRSLF 2022-109A CLO B DRSLF 2022-109AAAA (sf)AA20.42121.6129.61.07120148.51.2406/17/24
DRSLF 2022-112A CLO BR DRSLF 2022-112AAAA (sf)N/A21.36121.6130.51.07120144.41.206/17/24
DRSLF 2022-113A CLO BR DRSLF 2022-113AAAA (sf)AA21.95121.6131.81.08120149.21.2406/17/24
DRSLF 2013-26A CLO BR DRSLF 2013-26AAAA (sf)N/A23.79120.7133.71.11120159.91.3306/17/24
DRSLF 2013-28A CLO B1LR DRSLF 2013-28ANRN/A       06/17/24
DRSLF 2013-28A CLO B2LR DRSLF 2013-28ANRN/A       06/17/24
DRSLF 2013-28A CLO B3LR DRSLF 2013-28ANRN/A       06/17/24
DRSLF 2015-37A CLO BR DRSLF 2015-37AAAA (sf)AAA19.46120.8127.81.06120156.41.306/17/24
DRSLF 2015-38A CLO BRR DRSLF 2015-38AAAA (sf)AA+20.68120.9129.91.071201641.3706/17/24
DRSLF 2015-40A CLO BR2 DRSLF 2015-40AAAA (sf)AAA19.37121.6126.91.04120165.91.3806/17/24
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AAA21.04121.1130.41.08120161.51.3506/17/24
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A22.68121.6131.81.08120166.71.3906/17/24
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A20.21121.6129.41.06120151.21.2606/17/24