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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
OCT54 2021-1A CLO C OCT54 2021-1AA+ (sf)A14.65116.2121.21.04110162.61.4811/11/24
OCT54 2021-1A CLO D OCT54 2021-1ABB+ (sf)BBB-7.76108.9112.21.03105146.61.411/11/24
OCT54 2021-1A CLO E OCT54 2021-1AB+ (sf)BB-2.46103.2106.11.03   11/11/24
OCT55 2021-1A CLO A1 OCT55 2021-1AAAA (sf)AAA34.3121.6129.81.07120161.41.3411/11/24
OCT55 2021-1A CLO A2 OCT55 2021-1AAAA (sf)AAA32.21121.6129.81.07120161.41.3411/11/24
OCT55 2021-1A CLO B OCT55 2021-1AAAA (sf)AA20.74121.6129.81.07120161.41.3411/11/24
OCT55 2021-1A CLO C OCT55 2021-1AA+ (sf)A15.01114.7121.11.06110149.21.3611/11/24
OCT55 2021-1A CLO D OCT55 2021-1ABB+ (sf)BBB-8.75107.8112.81.05105136.41.311/11/24
OCT55 2021-1A CLO E OCT55 2021-1ABB- (sf)BB-4.06103.2107.31.04   11/11/24
OCT56 2021-1A CLO A OCT56 2021-1AAAA (sf)AAA32.32121.6128.91.061201611.3411/11/24
OCT56 2021-1A CLO B OCT56 2021-1AAAA (sf)AA19.63121.6128.91.061201611.3411/11/24
OCT56 2021-1A CLO C OCT56 2021-1AA+ (sf)A13.81114.7120.21.05115149.11.311/11/24
OCT56 2021-1A CLO D OCT56 2021-1ABB+ (sf)BBB-7.2108111.61.03110135.81.2311/11/24
OCT56 2021-1A CLO E OCT56 2021-1AB+ (sf)BB-2.71103.2106.51.03   11/11/24
OCT57 2021-1A CLO A OCT57 2021-1AAAA (sf)N/A34.49121.6130.11.07120168.51.411/11/24
OCT57 2021-1A CLO B1 OCT57 2021-1AAAA (sf)N/A20.97121.6130.11.07120168.51.411/11/24
OCT57 2021-1A CLO B2 OCT57 2021-1AAA- (sf)N/A20.97121.6130.11.07120168.51.411/11/24
OCT57 2021-1A CLO C OCT57 2021-1AA+ (sf)N/A14.73114120.61.06115154.51.3411/11/24
OCT57 2021-1A CLO D OCT57 2021-1ABB+ (sf)N/A8.49107.6112.41.04110141.11.2811/11/24
OCT57 2021-1A CLO E OCT57 2021-1ABB- (sf)N/A4.33103.2107.51.04   11/11/24
OCT58 2022-1A CLO A1 OCT58 2022-1AAAA (sf)AAA35.73121.6130.61.07120164.51.3711/11/24
OCT58 2022-1A CLO A2 OCT58 2022-1AAAA (sf)AAA33.66121.6130.61.07120164.51.3711/11/24
OCT58 2022-1A CLO B OCT58 2022-1AAAA (sf)N/A21.22121.6130.61.07120164.51.3711/11/24
OCT58 2022-1A CLO C OCT58 2022-1AA+ (sf)N/A151141211.06115151.21.3111/11/24
OCT58 2022-1A CLO D OCT58 2022-1ABB+ (sf)N/A8.78107.6112.81.05110138.21.2611/11/24
OCT58 2022-1A CLO E OCT58 2022-1ABB- (sf)N/A4.63104.2107.91.04105127.91.2211/11/24
OCT59 2022-1A CLO A1 OCT59 2022-1AAAA (sf)AAA34.92121.61301.07120165.81.3811/11/24
OCT59 2022-1A CLO A2 OCT59 2022-1AAAA (sf)AAA32.82121.61301.07120165.81.3811/11/24
OCT59 2022-1A CLO B OCT59 2022-1AAAA (sf)AA20.23121.61301.07120165.81.3811/11/24
OCT59 2022-1A CLO C OCT59 2022-1AA+ (sf)A14.66115121.51.06110153.41.3911/11/24
OCT59 2022-1A CLO D OCT59 2022-1ABB+ (sf)BBB-8.37108.5113.21.04105139.71.3311/11/24
OCT59 2022-1A CLO E OCT59 2022-1ABB- (sf)BB-3.43103.7107.41.04   11/11/24
OCT60 2022-1A CLO A1 OCT60 2022-1AAAA (sf)AAA36.62122131.51.08120149.31.2411/11/24
OCT60 2022-1A CLO A2 OCT60 2022-1AAAA (sf)AAA33.56122131.51.08120149.31.2411/11/24
OCT60 2022-1A CLO B OCT60 2022-1AAAA (sf)AA22.57122131.51.08120149.31.2411/11/24
OCT60 2022-1A CLO C OCT60 2022-1AA+ (sf)A16.94116.1122.61.06115137.21.1911/11/24
OCT60 2022-1A CLO D1 OCT60 2022-1ABB+ (sf)BBB-10.56108.3113.81.05110124.21.1311/11/24
OCT60 2022-1A CLO D2 OCT60 2022-1ABB- (sf)BBB-10.56108.3113.81.05110124.21.1311/11/24
OCT60 2022-1A CLO E OCT60 2022-1AB+ (sf)BB-6.93105.3109.41.04105115.71.111/11/24
OCT61 2023-2A CLO A OCT61 2023-2AAAA (sf)AAA34.32121.6130.91.08120153.31.2811/11/24
OCT61 2023-2A CLO B OCT61 2023-2AAAA (sf)AA22.01121.6130.91.08120153.31.2811/11/24
OCT61 2023-2A CLO C OCT61 2023-2AA+ (sf)A16.36114.7122.11.06110141.51.2911/11/24
OCT61 2023-2A CLO D OCT61 2023-2ABB+ (sf)BBB-10.05108.1113.51.05105127.31.2111/11/24
OCT61 2023-2A CLO E OCT61 2023-2AB+ (sf)BB-6.62104.9109.31.04   11/11/24
OCT61 2023-2A CLO F OCT61 2023-2AC (sf)B-4.57      11/11/24
OCT62 2022-1A CLO X OCT62 2022-1AAAA (sf)AAA 123.5132.51.07120145.71.2111/11/24
OCT62 2022-1A CLO A1 OCT62 2022-1AAAA (sf)AAA37.81123.5132.51.07120145.71.2111/11/24
OCT62 2022-1A CLO A2A OCT62 2022-1AAAA (sf)AAA32.63123.5132.51.07120145.71.2111/11/24
OCT62 2022-1A CLO A2B OCT62 2022-1AAAA (sf)N/A32.63123.5132.51.07120145.71.2111/11/24
OCT62 2022-1A CLO B1 OCT62 2022-1AAAA (sf)AA22.37123.5132.51.07120145.71.2111/11/24