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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
OCT27 2016-1A CLO A1R OCT27 2016-1AAAA (sf)AAA48.11121.6134.61.11120184.11.5311/11/24
OCT27 2016-1A CLO A2R OCT27 2016-1AAAA (sf)AAA41.9121.6134.61.11120184.11.5311/11/24
OCT27 2016-1A CLO B1R OCT27 2016-1AAAA (sf)N/A26.39121.6134.61.11120184.11.5311/11/24
OCT27 2016-1A CLO B2R OCT27 2016-1AAAA (sf)N/A26.39121.6134.61.11120184.11.5311/11/24
OCT27 2016-1A CLO CR OCT27 2016-1AAAA (sf)N/A15.53112.5119.41.06115159.61.3911/11/24
OCT27 2016-1A CLO DR OCT27 2016-1ABBB+ (sf)N/A7.77107.6110.51.03110144.31.3111/11/24
OCT27 2016-1A CLO ER OCT27 2016-1ABB (sf)N/A1.56104.2104.21105130.81.2511/11/24
OCT27 2016-1A CLO FR OCT27 2016-1ACC (sf)N/A-1.54      11/11/24
OCT28 2016-1A CLO XRR OCT28 2016-1AAAA (sf)AAA 121.9131.31.08   11/11/24
OCT28 2016-1A CLO A1RR OCT28 2016-1AAAA (sf)AAA35.88121.9131.31.08   11/11/24
OCT28 2016-1A CLO A2RR OCT28 2016-1AAAA (sf)AAA32.78121.9131.31.08   11/11/24
OCT28 2016-1A CLO BRR OCT28 2016-1AAAA (sf)AA21.61121.9131.31.08   11/11/24
OCT28 2016-1A CLO C1RR OCT28 2016-1AA+ (sf)A15.2114121.31.06   11/11/24
OCT28 2016-1A CLO CFRR OCT28 2016-1ABBB (sf)A15.2114121.31.06   11/11/24
OCT28 2016-1A CLO D1RR OCT28 2016-1ABB+ (sf)BBB10.54107.6113.11.05   11/11/24
OCT28 2016-1A CLO DJRR OCT28 2016-1ABB- (sf)BBB-8.99107.6113.11.05   11/11/24
OCT28 2016-1A CLO ERR OCT28 2016-1AB+ (sf)BB-4.85104.2108.21.04   11/11/24
OCT29 2016-1A CLO A1R2 OCT29 2016-1AAAA (sf)AAA34.49121.6131.41.08115174.61.5211/11/24
OCT29 2016-1A CLO A2R2 OCT29 2016-1AAAA (sf)AAA32.44121.6131.41.08115174.61.5211/11/24
OCT29 2016-1A CLO BR2 OCT29 2016-1AAAA (sf)AA22.21121.6131.41.08115174.61.5211/11/24
OCT29 2016-1A CLO CR2 OCT29 2016-1AA+ (sf)A16.06114121.81.07110160.51.4611/11/24
OCT29 2016-1A CLO DR2 OCT29 2016-1ABB+ (sf)BBB-9.92107.6113.51.051051471.411/11/24
OCT29 2016-1A CLO ER2 OCT29 2016-1ABB- (sf)BB-5.83103.2108.61.05   11/11/24
OCT32 2017-1A CLO A1R OCT32 2017-1AAAA (sf)AAA60.18123.3145.41.18120183.61.5311/11/24
OCT32 2017-1A CLO A2R OCT32 2017-1AAAA (sf)AAA52.84123.3145.41.18120183.61.5311/11/24
OCT32 2017-1A CLO BRR OCT32 2017-1AAAA (sf)AA+34.51123.3145.41.18120183.61.5311/11/24
OCT32 2017-1A CLO CR OCT32 2017-1AAAA (sf)A+21.67115125.31.09115155.21.3511/11/24
OCT32 2017-1A CLO D OCT32 2017-1AA+ (sf)BBB-11.59108.81131.04110135.71.2311/11/24
OCT32 2017-1A CLO E OCT32 2017-1ABB (sf)BB-3.34104.5104.61105119.61.1411/11/24
OCT34 2017-1A CLO A1 OCT34 2017-1AAAA (sf)AAA61.31123.3146.61.19120194.51.6211/11/24
OCT34 2017-1A CLO A2 OCT34 2017-1AAAA (sf)AAA53.71123.3146.61.19120194.51.6211/11/24
OCT34 2017-1A CLO B1 OCT34 2017-1AAAA (sf)AA+34.72123.3146.61.19120194.51.6211/11/24
OCT34 2017-1A CLO B2 OCT34 2017-1AAAA (sf)AA+34.72123.3146.61.19120194.51.6211/11/24
OCT34 2017-1A CLO C1 OCT34 2017-1AAAA (sf)AA30.5108.8113.51.04110145.61.3211/11/24
OCT34 2017-1A CLO C2 OCT34 2017-1AAAA (sf)A20.47108.8113.51.04110145.61.3211/11/24
OCT34 2017-1A CLO D OCT34 2017-1AA+ (sf)BBB-10.98108.8113.51.04110145.61.3211/11/24
OCT34 2017-1A CLO E1 OCT34 2017-1ABB (sf)BB-2.43104.2104.91.01105128.71.2311/11/24
OCT34 2017-1A CLO E2 OCT34 2017-1ABB (sf)BB-2.43104.2104.91.01105128.71.2311/11/24
OCT36 2018-1A CLO A1 OCT36 2018-1AAAA (sf)AAA48.47126.5137.11.081201761.4711/11/24
OCT36 2018-1A CLO A2 OCT36 2018-1AAAA (sf)AAA37.95126.5137.11.081201761.4711/11/24
OCT36 2018-1A CLO B OCT36 2018-1AAAA (sf)AAA29.19126.5137.11.081201761.4711/11/24
OCT36 2018-1A CLO C OCT36 2018-1AAAA (sf)A+16.91114.5119.81.051101521.3811/11/24
OCT36 2018-1A CLO D OCT36 2018-1ABBB+ (sf)BBB-8.5107.6110.31.03105137.51.3111/11/24
OCT36 2018-1A CLO E OCT36 2018-1ABB (sf)BB-2.89103.7104.81.01   11/11/24
OCT36 2018-1A CLO F OCT36 2018-1ACC (sf)CCC+0.08      11/11/24
OCTR 2020-10A CLO DR OCTR 2020-10ANRN/A       11/11/24
OCTR 2020-10A CLO AR OCTR 2020-10ANRN/A       11/11/24
OCTR 2020-10A CLO BR OCTR 2020-10ANRN/A       11/11/24
OCTR 2020-10A CLO CR OCTR 2020-10ANRN/A       11/11/24
OCT37 2018-2A CLO A1A OCT37 2018-2AAAA (sf)AAA45.97114.4121.21.06115150.91.3111/11/24