By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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 2020-9A CLO ER CRNPT 2020-9ABB- (sf)N/A6.05104108.51.04   06/17/24
CCITY 2020-1A CLO A1AR CCITY 2020-1AAAA (sf)AAA36.95115.1122.61.07115146.21.2706/17/24
CCITY 2020-1A CLO A1BR CCITY 2020-1AAAA (sf)AAA33.84115.1122.61.07115146.21.2706/17/24
CCITY 2020-1A CLO A2R CCITY 2020-1AAAA (sf)AA21.44115.1122.61.07115146.21.2706/17/24
CCITY 2020-1A CLO BR CCITY 2020-1AA+ (sf)A16.01115.1122.61.07115146.21.2706/17/24
CCITY 2020-1A CLO CR CCITY 2020-1ABB+ (sf)BBB-9.3108113.51.05110132.41.206/17/24
CCITY 2020-1A CLO DR CCITY 2020-1ABB- (sf)BB-5.16104108.61.04   06/17/24
CCITY 2020-2A CLO A1AR CCITY 2020-2AAAA (sf)N/A36.94114121.21.06115138.61.2106/17/24
CCITY 2020-2A CLO A1BR CCITY 2020-2AAAA (sf)N/A34.87114121.21.06115138.61.2106/17/24
CCITY 2020-2A CLO A2R CCITY 2020-2AAAA (sf)N/A21.43114121.21.06115138.61.2106/17/24
CCITY 2020-2A CLO BR CCITY 2020-2AA+ (sf)N/A15.22114121.21.06115138.61.2106/17/24
CCITY 2020-2A CLO CR CCITY 2020-2ABB+ (sf)N/A9.02107.61131.05110126.81.1506/17/24
CCITY 2020-2A CLO DR CCITY 2020-2ABB- (sf)N/A4.89103.7108.11.04   06/17/24
CCITY 2021-1A CLO A1A CCITY 2021-1AAAA (sf)AAA36.75114.2121.41.06115145.41.2606/17/24
CCITY 2021-1A CLO ANL CCITY 2021-1AAAA (sf)N/A36.75114.2121.41.06115145.41.2606/17/24
CCITY 2021-1A CLO A1B CCITY 2021-1AAAA (sf)AAA33.64114.2121.41.06115145.41.2606/17/24
CCITY 2021-1A CLO A2 CCITY 2021-1AAAA (sf)AA21.2114.2121.41.06115145.41.2606/17/24
CCITY 2021-1A CLO B CCITY 2021-1AA+ (sf)A15.13114.2121.41.06115145.41.2606/17/24
CCITY 2021-1A CLO C CCITY 2021-1ABB+ (sf)BBB-9.28108.3113.61.05110133.61.2106/17/24
CCITY 2021-1A CLO D CCITY 2021-1ABB- (sf)BB-5.13104.3108.61.04   06/17/24
CTWTR 2015-1A CLO BR CTWTR 2015-1AAAA (sf)AAA72.68122.5375.63.07120452.93.7706/17/24
CTWTR 2015-1A CLO CR CTWTR 2015-1AAAA (sf)AA+47.46115.3195.31.69110227.42.0706/17/24
CTWTR 2015-1A CLO DR CTWTR 2015-1AAAA (sf)BBB18.68108.3126.21.17105138.11.3206/17/24
CTWTR 2015-1A CLO ER CTWTR 2015-1ABB- (sf)B+-0.65104.21020.98   06/17/24
MKS 2017-1A CLO AR MKS 2017-1AAAA (sf)N/A57.38120144.81.21120178.71.4906/17/24
MKS 2017-1A CLO BR MKS 2017-1AAAA (sf)N/A29.29120144.81.21120178.71.4906/17/24
MKS 2017-1A CLO CR MKS 2017-1AAAA (sf)N/A20.37114128.61.13115155.41.3506/17/24
MKS 2017-1A CLO D MKS 2017-1AAA (sf)N/A11.69109.11161.06110134.81.2306/17/24
MKS 2017-1A CLO E MKS 2017-1ABB (sf)N/A2.77104.7105.31.01105114.61.0906/17/24
MKS 2017-2A CLO A MKS 2017-2AAAA (sf)AAA53.5120.9142.11.18120180.11.506/17/24
MKS 2017-2A CLO B MKS 2017-2AAAA (sf)N/A28.41120.9142.11.18120180.11.506/17/24
MKS 2017-2A CLO C MKS 2017-2AAAA (sf)N/A20.07114127.31.12115159.51.3906/17/24
MKS 2017-2A CLO D MKS 2017-2AA+ (sf)N/A12.68109.1116.51.07110143.91.3106/17/24
MKS 2017-2A CLO E MKS 2017-2ABB+ (sf)N/A5.09104.8107.21.02105125.71.206/17/24
CYGPK 2020-1A CLO AR CYGPK 2020-1AAAA (sf)N/A37.07121.8131.51.08120161.71.3506/17/24
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
CYGPK 2020-1A CLO CR CYGPK 2020-1AA+ (sf)N/A16.26114.7122.41.07110148.91.3506/17/24
CYGPK 2020-1A CLO DR CYGPK 2020-1ABB+ (sf)N/A9.71107.8113.51.05105135.11.2906/17/24
CYGPK 2020-1A CLO ER CYGPK 2020-1ABB (sf)N/A6.24104.6109.31.04   06/17/24
DAVIS 2022-1A CLO A DAVIS 2022-1AAAA (sf)AAA36.45121.6132.21.09120156.31.306/17/24
DAVIS 2022-1A CLO B DAVIS 2022-1AAAA (sf)AA22.72121.6132.21.09120156.31.306/17/24
DAVIS 2022-1A CLO C DAVIS 2022-1AA+ (sf)A17.13114.7123.31.07110144.71.3206/17/24
DAVIS 2022-1A CLO D DAVIS 2022-1ABB+ (sf)BBB-10.52107.6114.21.06105131.31.2506/17/24
DAVIS 2022-1A CLO E DAVIS 2022-1ABB (sf)BB-6.66104.4109.51.05   06/17/24
DCLO 2021-2A A1 DCLO 2021-2AAAA (sf)N/A38.33114.5122.21.07110147.61.3406/17/24
DCLO 2021-2A A2 DCLO 2021-2AAAA (sf)N/A25.18114.5122.21.07110147.61.3406/17/24
DCLO 2021-2A B DCLO 2021-2AA+ (sf)N/A17.1114.5122.21.07110147.61.3406/17/24
DCLO 2021-2A C DCLO 2021-2ABB+ (sf)N/A11.03107.6113.91.06105135.11.2906/17/24
DCLO 2021-2A D DCLO 2021-2ABB- (sf)N/A7.24104109.21.05101126.31.2506/17/24