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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
ICG 2018-3A CLO B1R ICG 2018-3AAAA (sf)AA21.46123133.11.08120174.41.4506/17/24
ICG 2018-3A CLO B2R ICG 2018-3AAAA (sf)AA21.46123133.11.08120174.41.4506/17/24
ICG 2018-3A CLO CR ICG 2018-3AAAA (sf)A15.73116.61241.06115161.21.406/17/24
ICG 2018-3A CLO D ICG 2018-3ABBB+ (sf)BBB-8.07108.9113.71.04105144.21.3706/17/24
ICG 2018-3A CLO E ICG 2018-3ABB- (sf)BB-2.11104.4106.81.02   06/17/24
ELMW8 2021-1A CLO A1 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO A2 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO B1 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO B2 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO E1 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO E2 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO C1 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO C2 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO D1 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO D2 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO F1 ELMW8 2021-1ANRN/A       06/17/24
ELMW8 2021-1A CLO F2 ELMW8 2021-1ANRN/A       06/17/24
IVYH 9A CLO XRR IVYH 9ANRN/A 133.9142.81.07120218.71.8206/17/24
IVYH 9A CLO A1RRR IVYH 9ANRN/A98.59133.9142.81.07120218.71.8206/17/24
IVYH 9A CLO A1TRR IVYH 9ANRN/A49.27133.9142.81.07120218.71.8206/17/24
IVYH 9A CLO A2RR IVYH 9ANRN/A42.2133.9142.81.07120218.71.8206/17/24
IVYH 9A CLO BRR IVYH 9ANRN/A28.41133.9142.81.07120218.71.8206/17/24
IVYH 9A CLO CRR IVYH 9ANRN/A20.46121.9128.51.05110192.71.7506/17/24
IVYH 9A CLO DRR IVYH 9ANRN/A15.68116.7121.21.04105178.11.706/17/24
IVYH 9A CLO ERR IVYH 9ANRN/A8.79108.6112.11.03   06/17/24
JMP 2017-1A CLO B JMP 2017-1ANRAAA 114.7837.67.3115806.57.0106/17/24
JTWN 2019-1A CLO A2 JTWN 2019-1ANRN/A       06/17/24
JTWN 2019-1A CLO B JTWN 2019-1ANRN/A       06/17/24
JTWN 2019-1A CLO A1 JTWN 2019-1ANRN/A       06/17/24
KKR 32A CLO A1 KKR 32ANRN/A       06/17/24
KKR 32A CLO A2 KKR 32ANRN/A       06/17/24
KKR 32A CLO B KKR 32ANRN/A       06/17/24
KKR 32A CLO E KKR 32ANRN/A       06/17/24
KKR 32A CLO D KKR 32ANRN/A       06/17/24
KKR 32A CLO C KKR 32ANRN/A       06/17/24
LJVI 2022-1A CLO A1 LJVI 2022-1ANRAAA36.4141.1145.41.03120233.31.9406/17/24
LJVI 2022-1A CLO A2 LJVI 2022-1ANRAAA36.4141.1145.41.03120233.31.9406/17/24
LJVI 2022-1A CLO B LJVI 2022-1ANRAA27.45141.1145.41.03120233.31.9406/17/24
LJVI 2022-1A CLO C1 LJVI 2022-1ANRA19.95129131.81.02115209.81.8206/17/24
LJVI 2022-1A CLO C2 LJVI 2022-1ANRA19.95129131.81.02115209.81.8206/17/24
LJVI 2022-1A CLO D LJVI 2022-1ANRBBB-11.36117.71191.01110179.41.6306/17/24
LJVI 2022-1A CLO E LJVI 2022-1ANRBB-3.51108.6109.31.01   06/17/24
THLLS 2019-1A CLO X THLLS 2019-1ANRAAA 140.4142.91.02120183.91.5306/17/24
KKR 29A CLO A KKR 29ANRN/A       06/17/24
KKR 29A CLO B KKR 29ANRN/A       06/17/24
KKR 29A CLO E KKR 29ANRN/A       06/17/24
KKR 29A CLO D KKR 29ANRN/A       06/17/24
KKR 29A CLO C KKR 29ANRN/A       06/17/24
RAD 2019-4A CLO C RAD 2019-4ANRN/A       06/17/24
RAD 2019-4A CLO D RAD 2019-4ANRN/A       06/17/24