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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
OCT47 2020-1A CLO DR OCT47 2020-1ABB+ (sf)N/A7.88107.6111.11.03105134.71.2810/17/24
OCT47 2020-1A CLO ER OCT47 2020-1ABB- (sf)N/A3.69103.7106.31.03   10/17/24
OCT48 2020-3A CLO AR OCT48 2020-3AAAA (sf)N/A33.65121.6130.41.07120162.21.3510/17/24
OCT48 2020-3A CLO BR OCT48 2020-3AAAA (sf)N/A21.21121.6130.41.07120162.21.3510/17/24
OCT48 2020-3A CLO CR OCT48 2020-3AA+ (sf)N/A14.99114120.81.061101491.3510/17/24
OCT48 2020-3A CLO DR OCT48 2020-3ABB+ (sf)N/A8.77107.6112.61.05105136.41.310/17/24
OCT48 2020-3A CLO ER OCT48 2020-3ABB- (sf)N/A4.63103.2107.71.04   10/17/24
OCT49 2020-5A CLO X OCT49 2020-5AAAA (sf)N/A 121.6131.31.08120160.61.3410/17/24
OCT49 2020-5A CLO AR OCT49 2020-5AAAA (sf)AAA33.99121.6131.31.08120160.61.3410/17/24
OCT49 2020-5A CLO BR OCT49 2020-5AAAA (sf)N/A21.62121.6131.31.08120160.61.3410/17/24
OCT49 2020-5A CLO CR OCT49 2020-5AA+ (sf)N/A15.43114121.71.07115147.51.2810/17/24
OCT49 2020-5A CLO D1R OCT49 2020-5ABB+ (sf)N/A9.24107.6113.41.05110135.61.2310/17/24
OCT49 2020-5A CLO D2R OCT49 2020-5ABB (sf)N/A9.24107.6113.41.05110135.61.2310/17/24
OCT49 2020-5A CLO ER OCT49 2020-5AB+ (sf)N/A5.37104108.81.05   10/17/24
OCT50 2020-4A CLO AR OCT50 2020-4AAAA (sf)N/A32.25121.6128.31.06120162.81.3610/17/24
OCT50 2020-4A CLO BR OCT50 2020-4AAAA (sf)N/A19.55121.6128.31.06120162.81.3610/17/24
OCT50 2020-4A CLO CR OCT50 2020-4AA+ (sf)N/A13.19114118.91.04110149.61.3610/17/24
OCT50 2020-4A CLO DR OCT50 2020-4ABB+ (sf)N/A6.84107.6110.81.03105136.81.310/17/24
OCT50 2020-4A CLO ER OCT50 2020-4ABB- (sf)N/A2.61103.21061.03   10/17/24
OCT51 2021-1A CLO A OCT51 2021-1AAAA (sf)AAA33.52122.61301.06120162.61.3510/17/24
OCT51 2021-1A CLO B OCT51 2021-1AAAA (sf)AA21.05122.61301.06120162.61.3510/17/24
OCT51 2021-1A CLO C OCT51 2021-1AA+ (sf)A15.7115.8121.71.05110151.31.3810/17/24
OCT51 2021-1A CLO D OCT51 2021-1ABB+ (sf)BBB-8.85108112.61.04105137.21.3110/17/24
OCT51 2021-1A CLO E OCT51 2021-1ABB- (sf)BB-4.43103.2107.41.04   10/17/24
OCT51 2021-1A CLO F OCT51 2021-1AC (sf)B2.52      10/17/24
OCT52 2021-1A CLO X OCT52 2021-1AAAA (sf)AAA 121.6131.11.08120159.71.3310/17/24
OCT52 2021-1A CLO A1R OCT52 2021-1AAAA (sf)AAA34.31121.6131.11.08120159.71.3310/17/24
OCT52 2021-1A CLO A2R OCT52 2021-1AAAA (sf)AAA32.26121.6131.11.08120159.71.3310/17/24
OCT52 2021-1A CLO BR OCT52 2021-1AAAA (sf)AA22121.6131.11.08120159.71.3310/17/24
OCT52 2021-1A CLO CR OCT52 2021-1AA+ (sf)A15.84114121.51.07110146.81.3310/17/24
OCT52 2021-1A CLO D1R OCT52 2021-1ABB+ (sf)BBB-10.2106.7112.31.05105132.71.2610/17/24
OCT52 2021-1A CLO D2R OCT52 2021-1ABB (sf)BBB-8.91106.7112.31.05105132.71.2610/17/24
OCT52 2021-1A CLO ER OCT52 2021-1ABB- (sf)BB-5.58103.7108.31.04   10/17/24
OCT53 2021-1A CLO A OCT53 2021-1AAAA (sf)AAA34.23121.6128.21.051201601.3310/17/24
OCT53 2021-1A CLO B OCT53 2021-1AAAA (sf)N/A19.38121.6128.21.051201601.3310/17/24
OCT53 2021-1A CLO C OCT53 2021-1AA+ (sf)N/A13.01114118.81.04115147.11.2810/17/24
OCT53 2021-1A CLO D OCT53 2021-1ABB+ (sf)N/A6.65107.6110.71.03110134.71.2210/17/24
OCT53 2021-1A CLO E OCT53 2021-1AB+ (sf)N/A2.67103.5106.21.03   10/17/24
OCT54 2021-1A CLO A1 OCT54 2021-1AAAA (sf)AAA32.08122.5128.81.05120172.91.4410/17/24
OCT54 2021-1A CLO A2 OCT54 2021-1AAAA (sf)AAA32.08122.5128.81.05120172.91.4410/17/24
OCT54 2021-1A CLO B OCT54 2021-1AAAA (sf)AA19.87122.5128.81.05120172.91.4410/17/24
OCT54 2021-1A CLO C OCT54 2021-1AA+ (sf)A14.57116.2120.81.04110160.31.4610/17/24
OCT54 2021-1A CLO D OCT54 2021-1ABB+ (sf)BBB-7.67108.9111.81.03105144.51.3810/17/24
OCT54 2021-1A CLO E OCT54 2021-1AB+ (sf)BB-2.36103.2105.71.02   10/17/24
OCT55 2021-1A CLO A1 OCT55 2021-1AAAA (sf)AAA34.3121.6129.81.07120161.41.3410/17/24
OCT55 2021-1A CLO A2 OCT55 2021-1AAAA (sf)AAA32.21121.6129.81.07120161.41.3410/17/24
OCT55 2021-1A CLO B OCT55 2021-1AAAA (sf)AA20.74121.6129.81.07120161.41.3410/17/24
OCT55 2021-1A CLO C OCT55 2021-1AA+ (sf)A15.01114.7121.11.06110149.21.3610/17/24
OCT55 2021-1A CLO D OCT55 2021-1ABB+ (sf)BBB-8.75107.8112.81.05105136.41.310/17/24
OCT55 2021-1A CLO E OCT55 2021-1ABB- (sf)BB-4.06103.2107.31.04   10/17/24