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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
DRSLF 2015-37A CLO FR DRSLF 2015-37AD (sf)CCC-0.72102.4102.21   06/17/24
DRSLF 2015-38A CLO ARR DRSLF 2015-38AAAA (sf)AAA35.88120.9129.91.071201641.3706/17/24
DRSLF 2015-38A CLO BRR DRSLF 2015-38AAAA (sf)AA+20.68120.9129.91.071201641.3706/17/24
DRSLF 2015-38A CLO CR DRSLF 2015-38AAAA (sf)A+15.16115.6121.51.05115151.81.3206/17/24
DRSLF 2015-38A CLO DR DRSLF 2015-38ABBB+ (sf)BBB-7.49108.7111.41.021101361.2406/17/24
DRSLF 2015-38A CLO ER DRSLF 2015-38ABB- (sf)BB-1.56104.7104.711051231.1706/17/24
DRSLF 2015-40A CLO ALR DRSLF 2015-40AAAA (sf)N/A32.53121.6126.91.04120165.91.3806/17/24
DRSLF 2015-40A CLO AR2 DRSLF 2015-40AAAA (sf)AAA32.53121.6126.91.04120165.91.3806/17/24
DRSLF 2015-40A CLO BR2 DRSLF 2015-40AAAA (sf)AAA19.37121.6126.91.04120165.91.3806/17/24
DRSLF 2015-40A CLO CR2 DRSLF 2015-40AAA+ (sf)AA-13.88115.2118.91.03110154.21.406/17/24
DRSLF 2015-40A CLO DR DRSLF 2015-40ABBB+ (sf)BBB-7.84109111.21.02105141.71.3506/17/24
DRSLF 2015-40A CLO ER DRSLF 2015-40ABB- (sf)BB-1.81103.5104.41.01   06/17/24
DRSLF 2015-40A CLO FR DRSLF 2015-40AD (sf)CCC-0.39      06/17/24
DRSLF 2015-41A CLO AR DRSLF 2015-41AAAA (sf)AAA34.98121.1130.41.08120161.51.3506/17/24
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AAA21.04121.1130.41.08120161.51.3506/17/24
DRSLF 2015-41A CLO CR DRSLF 2015-41AAAA (sf)AA-14.65114.8120.61.05115148.21.2906/17/24
DRSLF 2015-41A CLO DR DRSLF 2015-41ABBB (sf)BBB-6.6107.8110.21.02110132.81.2106/17/24
DRSLF 2015-41A CLO ER DRSLF 2015-41AB+ (sf)BB-0.9104.1103.91   06/17/24
DRSLF 2015-41A CLO FR DRSLF 2015-41AD (sf)CCC+-0.96      06/17/24
DRSLF 2016-42A CLO AR DRSLF 2016-42AAAA (sf)AAA40.35121.6131.81.08120166.71.3906/17/24
DRSLF 2016-42A CLO BR DRSLF 2016-42AAAA (sf)N/A22.68121.6131.81.08120166.71.3906/17/24
DRSLF 2016-42A CLO CR DRSLF 2016-42AAAA (sf)N/A15.111141201.051151501.306/17/24
DRSLF 2016-42A CLO DR DRSLF 2016-42ABBB- (sf)N/A7.54107.6110.21.021101351.2306/17/24
DRSLF 2016-42A CLO ER DRSLF 2016-42ABB- (sf)N/A2.58104.8104.61105124.31.1806/17/24
DRSLF 2016-42A CLO FR DRSLF 2016-42AC (sf)N/A0.37      06/17/24
DRSLF 2016-43A CLO AR2 DRSLF 2016-43AAAA (sf)AAA32.8121.6129.41.06120151.21.2606/17/24
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A20.21121.6129.41.06120151.21.2606/17/24
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAA+ (sf)N/A20.21121.6129.41.06120151.21.2606/17/24
DRSLF 2016-43A CLO CR2 DRSLF 2016-43AAA+ (sf)N/A13.91114119.91.05115138.81.2106/17/24
DRSLF 2016-43A CLO DR3 DRSLF 2016-43ABBB- (sf)N/A7.62107.7111.81.04110126.41.1506/17/24
DRSLF 2016-43A CLO ER3 DRSLF 2016-43ABB- (sf)N/A3.42103.7106.91.03   06/17/24
CCITY 2022-4A CLO A1 CCITY 2022-4ANRN/A       06/17/24
CCITY 2022-4A CLO B CCITY 2022-4ANRN/A       06/17/24
CCITY 2022-4A CLO A2 CCITY 2022-4ANRN/A       06/17/24
CCITY 2022-4A CLO C CCITY 2022-4ANRN/A       06/17/24
CCITY 2022-4A CLO D CCITY 2022-4ANRN/A       06/17/24
DRSLF 2016-45A CLO A1R DRSLF 2016-45AAAA (sf)AAA36.1121.2127.31.05120156.61.306/17/24
DRSLF 2016-45A CLO A2R DRSLF 2016-45AAAA (sf)AAA33.55121.2127.31.05120156.61.306/17/24
DRSLF 2016-45A CLO BR DRSLF 2016-45AAAA (sf)AA+19.75121.2127.31.05120156.61.306/17/24
DRSLF 2016-45A CLO CR DRSLF 2016-45AAA+ (sf)A+14.54115.5119.51.03115145.91.2706/17/24
DRSLF 2016-45A CLO DR DRSLF 2016-45ABBB+ (sf)BBB-8.1109111.11.02110133.21.2106/17/24
DRSLF 2016-45A CLO ER DRSLF 2016-45ABB- (sf)BB-1.87103.5104.11.01105119.91.1406/17/24
DRSLF 2016-45A CLO FR DRSLF 2016-45AD (sf)CCC+0.57      06/17/24
CCITY 2023-5A CLO B CCITY 2023-5ANRN/A       06/17/24
CCITY 2023-5A CLO C CCITY 2023-5ANRN/A       06/17/24
CCITY 2023-5A CLO D CCITY 2023-5ANRN/A       06/17/24
CCITY 2023-5A CLO A1 CCITY 2023-5ANRN/A       06/17/24
CCITY 2023-5A CLO A2 CCITY 2023-5ANRN/A       06/17/24
DRSLF 2017-47A CLO A1R DRSLF 2017-47AAAA (sf)AAA59.74125.3163.21.3120197.51.6506/17/24
DRSLF 2017-47A CLO A2R DRSLF 2017-47AAAA (sf)AAA50.24125.3163.21.3120197.51.6506/17/24