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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
APID 2021-36A CLO C APID 2021-36AA+ (sf)N/A16.07114121.81.07115151.11.3111/11/24
APID 2021-36A CLO D APID 2021-36ABB+ (sf)N/A9.93107.6113.51.05110138.51.2611/11/24
APID 2021-36A CLO E APID 2021-36ABB- (sf)N/A6.25104.71091.04   11/11/24
APID 2021-37A CLO A APID 2021-37AAAA (sf)N/A37.31121.6131.81.08120159.51.3311/11/24
APID 2021-37A CLO B APID 2021-37AAAA (sf)N/A22.53121.6131.81.08120159.51.3311/11/24
APID 2021-37A CLO C APID 2021-37AA+ (sf)N/A16.42114122.21.07115146.61.2711/11/24
APID 2021-37A CLO D APID 2021-37ABB+ (sf)N/A10.3107.6113.81.06110134.31.2211/11/24
APID 2021-37A CLO E APID 2021-37ABB- (sf)N/A6.63104.7109.41.04   11/11/24
APID 2021-38A CLO A1 APID 2021-38AAAA (sf)AAA36.56121.6131.61.08120166.61.3911/11/24
APID 2021-38A CLO A2 APID 2021-38AAAA (sf)AAA34.51121.6131.61.08120166.61.3911/11/24
APID 2021-38A CLO B APID 2021-38AAAA (sf)N/A22.23121.6131.61.08120166.61.3911/11/24
APID 2021-38A CLO C APID 2021-38AA+ (sf)N/A16.091141221.071151531.3311/11/24
APID 2021-38A CLO D APID 2021-38ABB+ (sf)N/A9.96107.6113.61.06110140.11.2711/11/24
APID 2021-38A CLO E1 APID 2021-38ABB (sf)N/A7.4      11/11/24
APID 2021-38A CLO E2 APID 2021-38AB+ (sf)N/A5.86      11/11/24
APID 2022-39A CLO A1 APID 2022-39AAAA (sf)AAA36.91121.6130.81.08120170.21.4211/11/24
APID 2022-39A CLO A2 APID 2022-39AAAA (sf)AAA34.35121.6130.81.08120170.21.4211/11/24
APID 2022-39A CLO B1 APID 2022-39AAAA (sf)AA22.04121.6130.81.08120170.21.4211/11/24
APID 2022-39A CLO B2 APID 2022-39AAA (sf)AA22.04121.6130.81.08120170.21.4211/11/24
APID 2022-39A CLO C APID 2022-39AA+ (sf)A15.88114121.21.06115155.91.3611/11/24
APID 2022-39A CLO D APID 2022-39ABB+ (sf)BBB-9.73107.6112.91.05110142.31.2911/11/24
APID 2022-39A CLO E APID 2022-39ABB- (sf)BB-5.62104.21081.04   11/11/24
APID 2022-40A CLO XR APID 2022-40AAAA (sf)N/A 121.6132.11.09120176.81.4711/11/24
APID 2022-40A CLO AR APID 2022-40AAAA (sf)N/A36.27121.6132.11.09120176.81.4711/11/24
APID 2022-40A CLO BR APID 2022-40AAAA (sf)N/A23.12121.6132.11.09120176.81.4711/11/24
APID 2022-40A CLO CR APID 2022-40AA+ (sf)N/A17.05114122.41.07110162.81.4811/11/24
APID 2022-40A CLO D1R APID 2022-40ABB+ (sf)N/A10.98106.4112.81.06105147.21.411/11/24
APID 2022-40A CLO D2R APID 2022-40ABB+ (sf)N/A9.97106.4112.81.06105147.21.411/11/24
APID 2022-40A CLO ER APID 2022-40ABB- (sf)N/A6.93103.7109.11.05   11/11/24
APID 2022-41A CLO A1R APID 2022-41AAAA (sf)AAA37.81123.4132.31.07120158.81.3211/11/24
APID 2022-41A CLO A2R APID 2022-41AAAA (sf)N/A33.26123.4132.31.07120158.81.3211/11/24
APID 2022-41A CLO BR APID 2022-41AAAA (sf)N/A23.14123.4132.31.07120158.81.3211/11/24
APID 2022-41A CLO CR APID 2022-41AA+ (sf)N/A17.08115.8122.71.06115144.81.2611/11/24
APID 2022-41A CLO D1R APID 2022-41ABB+ (sf)N/A11.01108.4113.41.05110129.81.1811/11/24
APID 2022-41A CLO D2R APID 2022-41ABB (sf)N/A10108.4113.41.05110129.81.1811/11/24
APID 2022-41A CLO ER APID 2022-41ABB- (sf)N/A6.96106.6110.21.03105123.31.1711/11/24
APID 2022-41A CLO FR APID 2022-41AB+ (sf)B-6.86      11/11/24
APID 2022-42A CLO A1 APID 2022-42AAAA (sf)AAA37.44123.5133.81.08120148.11.2311/11/24
APID 2022-42A CLO A2 APID 2022-42AAAA (sf)AAA34.92123.5133.81.08120148.11.2311/11/24
APID 2022-42A CLO B APID 2022-42AAAA (sf)AA24.43123.5133.81.08120148.11.2311/11/24
APID 2022-42A CLO C APID 2022-42AA+ (sf)A18.68116.1124.31.07115135.61.1811/11/24
APID 2022-42A CLO D APID 2022-42ABB+ (sf)BBB-12.22108.9115.21.06110121.81.1111/11/24
APID 2022-42A CLO E APID 2022-42ABB- (sf)BB+10107.1112.31.05   11/11/24
APID 2022-42A CLO F APID 2022-42AB+ (sf)B-9.8      11/11/24
APID 2023-43A CLO A1 APID 2023-43AAAA (sf)AAA38.08122.6132.81.08120155.11.2911/11/24
APID 2023-43A CLO A2 APID 2023-43AAAA (sf)AAA35.06122.6132.81.08120155.11.2911/11/24
APID 2023-43A CLO B APID 2023-43AAAA (sf)AA+24.09122.6132.81.08120155.11.2911/11/24
APID 2023-43A CLO C APID 2023-43AA+ (sf)A+17.65114.2122.41.07115141.21.2311/11/24
APID 2023-43A CLO D APID 2023-43ABB+ (sf)BBB-11.4107.6113.81.06110127.41.1611/11/24
APID 2023-43A CLO E APID 2023-43ABB- (sf)BB7.88104.8109.51.04105119.11.1311/11/24