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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
DCLO 2022-3A A1A DCLO 2022-3AAAA (sf)N/A39.53114.5122.31.07110153.11.3906/17/24
DCLO 2022-3A A1B DCLO 2022-3AAAA (sf)N/A36.5114.5122.31.07110153.11.3906/17/24
DCLO 2022-3A A2 DCLO 2022-3AAAA (sf)N/A23.9114.5122.31.07110153.11.3906/17/24
DCLO 2022-3A B DCLO 2022-3AA+ (sf)N/A17.35114.5122.31.07110153.11.3906/17/24
DCLO 2022-3A C DCLO 2022-3ABB+ (sf)N/A11.3107.61141.06105140.21.3406/17/24
DCLO 2022-3A D DCLO 2022-3ABB- (sf)N/A7.27103.71091.051011301.2906/17/24
DCRK 2017-1A CLO A DCRK 2017-1AAAA (sf)AAA55.58122.3161.71.32120193.51.6106/17/24
DCRK 2017-1A CLO B DCRK 2017-1AAAA (sf)AAA36.34122.3161.71.32120193.51.6106/17/24
DCRK 2017-1A CLO C DCRK 2017-1AAAA (sf)AA+26.53115.5140.11.21115165.71.4406/17/24
DCRK 2017-1A CLO D DCRK 2017-1AAA+ (sf)BBB+14.91108.41211.12110138.91.2606/17/24
DCRK 2017-1A CLO E DCRK 2017-1ABB+ (sf)BB-6.56104.2110.11.06   06/17/24
DEN12 2016-1A CLO A1R DEN12 2016-1AAAA (sf)AAA42.69121.6137.21.13120178.81.4906/17/24
DEN12 2016-1A CLO A2R DEN12 2016-1AAAA (sf)AAA42.69121.6137.21.13120178.81.4906/17/24
DEN12 2016-1A CLO BR DEN12 2016-1AAAA (sf)AA+25.77121.6137.21.13120178.81.4906/17/24
DEN12 2016-1A CLO CR DEN12 2016-1AAA+ (sf)A17.31114123.21.08115158.61.3806/17/24
DEN12 2016-1A CLO DR DEN12 2016-1ABB+ (sf)BB+9.56108.3112.61.04110142.11.2906/17/24
DEN12 2016-1A CLO ER DEN12 2016-1ABB- (sf)B+3.21104.7105.21105127.11.2106/17/24
DEN16 2018-1A CLO A DEN16 2018-1AAAA (sf)AAA46.87121.61421.17120177.71.4806/17/24
DEN16 2018-1A CLO B DEN16 2018-1AAAA (sf)AA+28.45121.61421.17120177.71.4806/17/24
DEN16 2018-1A CLO C DEN16 2018-1AAAA (sf)A+19.24114125.81.1115155.71.3506/17/24
DEN16 2018-1A CLO D DEN16 2018-1ABBB+ (sf)BBB-10.79108.3113.91.05110138.51.2606/17/24
DEN16 2018-1A CLO E DEN16 2018-1ABB- (sf)B+3.88104.7105.71.01105123.21.1706/17/24
DEN14 2016-1A CLO AR2 DEN14 2016-1AAAA (sf)AAA37.98121.6128.81.06120166.11.3806/17/24
DEN14 2016-1A CLO BR2 DEN14 2016-1AAAA (sf)AA+22.94121.6128.81.06120166.11.3806/17/24
DEN14 2016-1A CLO CR DEN14 2016-1AA+ (sf)A16.68115.5120.31.04115153.51.3306/17/24
DEN14 2016-1A CLO DR DEN14 2016-1ABB+ (sf)BB+9.16108.9111.51.02110139.31.2706/17/24
DEN14 2016-1A CLO ER DEN14 2016-1AB+ (sf)B+2.9104.7105.21105126.31.206/17/24
DEN14 2016-1A CLO FR DEN14 2016-1AD (sf)CCC1.94      06/17/24
DEN17 2018-1A CLO AR DEN17 2018-1AAAA (sf)AAA35.69121.6129.91.07120165.51.3806/17/24
DEN17 2018-1A CLO BR DEN17 2018-1AAAA (sf)AA21.19121.6129.91.07120165.51.3806/17/24
DEN17 2018-1A CLO C DEN17 2018-1AAA- (sf)A15.39115.51211.05115152.31.3206/17/24
DEN17 2018-1A CLO D DEN17 2018-1ABB+ (sf)BB+7.86108.3111.11.03110136.61.2406/17/24
DEN17 2018-1A CLO E DEN17 2018-1AB+ (sf)B+2.93104.7105.51.01105125.41.1906/17/24
DWOLF 2017-1A CLO AR DWOLF 2017-1AAAA (sf)AAA35.21123.3133.71.08115154.41.3406/17/24
DWOLF 2017-1A CLO BR DWOLF 2017-1AAAA (sf)AA+23.37123.3133.71.08115154.41.3406/17/24
DWOLF 2017-1A CLO CR DWOLF 2017-1AAA+ (sf)A+16.36116.1122.51.061101401.2706/17/24
DWOLF 2017-1A CLO DR DWOLF 2017-1ABBB- (sf)BBB-9.15108.9112.81.04105126.21.206/17/24
DWOLF 2017-1A CLO E DWOLF 2017-1AB+ (sf)B+3.23103.7105.91.02   06/17/24
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 A1 DRSLF 2022-104AAAA (sf)AAA36.68121.61301.07120147.71.2306/17/24
DRSLF 2022-104A CLO A2 DRSLF 2022-104AAAA (sf)AAA33.84121.61301.07120147.71.2306/17/24
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 2022-104A CLO C DRSLF 2022-104AA+ (sf)N/A15.54114.4120.91.061151351.1706/17/24