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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
OCT37 2018-2A CLO A1B OCT37 2018-2AAAA (sf)AAA38.1114.4121.21.06115150.91.3111/11/24
OCT37 2018-2A CLO A2 OCT37 2018-2AAAA (sf)N/A22.14114.4121.21.06115150.91.3111/11/24
OCT37 2018-2A CLO B OCT37 2018-2AAAA (sf)N/A14.92114.4121.21.06115150.91.3111/11/24
OCT37 2018-2A CLO C OCT37 2018-2ABBB+ (sf)N/A6.67107.7110.51.03110134.71.2211/11/24
OCT37 2018-2A CLO D OCT37 2018-2ABB (sf)N/A1.88105.2105.11105124.51.1911/11/24
OCT39 2018-3A CLO AR OCT39 2018-3AAAA (sf)AAA38.81121.61341.11201691.4111/11/24
OCT39 2018-3A CLO BR OCT39 2018-3AAAA (sf)AAA24.12121.61341.11201691.4111/11/24
OCT39 2018-3A CLO C OCT39 2018-3AAAA (sf)AA-18.24116.1124.31.07115154.81.3511/11/24
OCT39 2018-3A CLO D OCT39 2018-3AA+ (sf)BBB10.18109.1113.21.04110137.51.2511/11/24
OCT39 2018-3A CLO E OCT39 2018-3ABB (sf)BB-3.66104.2105.51.01105122.71.1711/11/24
OCT39 2018-3A CLO F OCT39 2018-3ACCC- (sf)B-1.11      11/11/24
OCT40 2019-1A CLO A1R OCT40 2019-1AAAA (sf)N/A33.24121.6127.51.051201611.3411/11/24
OCT40 2019-1A CLO A2R OCT40 2019-1AAAA (sf)N/A31.12121.6127.51.051201611.3411/11/24
OCT40 2019-1A CLO BR OCT40 2019-1AAAA (sf)N/A19.47121.6127.51.051201611.3411/11/24
OCT40 2019-1A CLO C1R OCT40 2019-1AA+ (sf)N/A13.11114118.21.04110149.11.3611/11/24
OCT40 2019-1A CLO C2R OCT40 2019-1ABBB (sf)N/A13.11114118.21.04110149.11.3611/11/24
OCT40 2019-1A CLO DR OCT40 2019-1ABB+ (sf)N/A6.75107.6110.11.02105136.11.311/11/24
OCT40 2019-1A CLO ER OCT40 2019-1AB+ (sf)N/A2.51103.7105.31.02   11/11/24
OCT41 2019-2A CLO A1R OCT41 2019-2AAAA (sf)AAA35.08122.5130.11.06120162.71.3611/11/24
OCT41 2019-2A CLO A2R OCT41 2019-2AAAA (sf)AAA32.99122.5130.11.06120162.71.3611/11/24
OCT41 2019-2A CLO B1R OCT41 2019-2AAAA (sf)AA20.97122.5130.11.06120162.71.3611/11/24
OCT41 2019-2A CLO B2R OCT41 2019-2AAA- (sf)AA20.97122.5130.11.06120162.71.3611/11/24
OCT41 2019-2A CLO CR OCT41 2019-2AA+ (sf)A16.07116.8122.51.05115151.91.3211/11/24
OCT41 2019-2A CLO DR OCT41 2019-2ABB+ (sf)BBB-9.54109.7113.61.04110138.11.2611/11/24
OCT41 2019-2A CLO ER OCT41 2019-2ABB- (sf)BB-3.67104.2106.71.02105123.41.1811/11/24
OCT42 2019-3A CLO X OCT42 2019-3AAAA (sf)AAA 121.9131.81.08120171.61.4311/11/24
OCT42 2019-3A CLO A1RR OCT42 2019-3AAAA (sf)AAA34.48121.9131.81.08120171.61.4311/11/24
OCT42 2019-3A CLO A2RR OCT42 2019-3AAAA (sf)AAA33.45121.9131.81.08120171.61.4311/11/24
OCT42 2019-3A CLO BRR OCT42 2019-3AAAA (sf)AA22.4121.9131.81.08120171.61.4311/11/24
OCT42 2019-3A CLO CRR OCT42 2019-3AA+ (sf)A16.46114.5122.51.07110158.51.4411/11/24
OCT42 2019-3A CLO D1RR OCT42 2019-3ABBB (sf)BBB-10.93107.6113.51.05105144.41.3811/11/24
OCT42 2019-3A CLO D2RR OCT42 2019-3ABB (sf)N/A9.91107.6113.51.05105144.41.3811/11/24
OCT42 2019-3A CLO ERR OCT42 2019-3ABB- (sf)BB-5.81103.7108.61.05   11/11/24
OCT43 2019-1A CLO A1L OCT43 2019-1AAAA (sf)N/A35.12121.6128.11.05120166.41.3911/11/24
OCT43 2019-1A CLO A2R OCT43 2019-1AAAA (sf)N/A31.98121.6128.11.05120166.41.3911/11/24
OCT43 2019-1A CLO BR OCT43 2019-1AAAA (sf)N/A20.47121.6128.11.05120166.41.3911/11/24
OCT43 2019-1A CLO CR OCT43 2019-1AA+ (sf)N/A14.77114.8119.51.04115153.51.3311/11/24
OCT43 2019-1A CLO D OCT43 2019-1ABB+ (sf)BBB-8.34108.2111.11.03110138.71.2611/11/24
OCT43 2019-1A CLO E OCT43 2019-1ABB- (sf)BB-3.73104.2105.81.02   11/11/24
OCT44 2019-1A CLO AR OCT44 2019-1AAAA (sf)AAA31.53121.6126.71.041201631.3611/11/24
OCT44 2019-1A CLO BR OCT44 2019-1AAAA (sf)AA18.69121.6126.71.041201631.3611/11/24
OCT44 2019-1A CLO CR OCT44 2019-1AA+ (sf)A13.55115.8119.11.03110152.21.3811/11/24
OCT44 2019-1A CLO DR OCT44 2019-1ABB+ (sf)BBB-7.05109.1110.81.02105138.81.3211/11/24
OCT44 2019-1A CLO ER OCT44 2019-1AB+ (sf)BB-1.57103.2104.61.01   11/11/24
OCT45 2019-1A CLO A1R OCT45 2019-1AAAA (sf)AAA32.26121.6128.21.051201651.3811/11/24
OCT45 2019-1A CLO A2R OCT45 2019-1AAAA (sf)AAA31.2121.6128.21.051201651.3811/11/24
OCT45 2019-1A CLO BR OCT45 2019-1AAAA (sf)N/A19.56121.6128.21.051201651.3811/11/24
OCT45 2019-1A CLO C1R OCT45 2019-1AA+ (sf)N/A15.33114118.81.04115151.61.3211/11/24
OCT45 2019-1A CLO C2R OCT45 2019-1ABBB+ (sf)N/A13.21114118.81.04115151.61.3211/11/24
OCT45 2019-1A CLO DR OCT45 2019-1ABB+ (sf)N/A6.86103.2105.91.03   11/11/24