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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
ALLEG 2019-2A CLO A2B ALLEG 2019-2AAAA (sf)AAA32.71121.6129.21.06120173.21.4411/11/24
ALLEG 2019-2A CLO BR ALLEG 2019-2AAAA (sf)N/A20.71121.6129.21.06120173.21.4411/11/24
ALLEG 2019-2A CLO CR ALLEG 2019-2AA+ (sf)N/A14.45114119.81.05115157.81.3711/11/24
ALLEG 2019-2A CLO DR ALLEG 2019-2ABBB- (sf)N/A9.23108.4112.91.04107.5145.51.3511/11/24
ALLEG 2019-2A CLO E1R ALLEG 2019-2ABB+ (sf)N/A6.89      11/11/24
ALLEG 2019-2A CLO E2 ALLEG 2019-2ABB- (sf)N/A4.54      11/11/24
ALLEG 2020-1A CLO A1R ALLEG 2020-1AAAA (sf)AAA34.63121.6133.71.1120168.81.4111/11/24
ALLEG 2020-1A CLO A2R ALLEG 2020-1AAAA (sf)AAA31.57121.6133.71.1120168.81.4111/11/24
ALLEG 2020-1A CLO BR ALLEG 2020-1AAAA (sf)AA22.38121.6133.71.1120168.81.4111/11/24
ALLEG 2020-1A CLO CR ALLEG 2020-1AAA+ (sf)A16.251141231.08110153.41.3911/11/24
ALLEG 2020-1A CLO D1R ALLEG 2020-1ABBB (sf)BBB-10.12108.11151.06105140.51.3411/11/24
ALLEG 2020-1A CLO D2R ALLEG 2020-1ABB+ (sf)BBB-9.1108.11151.06105140.51.3411/11/24
ALLEG 2020-1A CLO E1R ALLEG 2020-1ABB (sf)BB6.04103.8109.21.05   11/11/24
ALLEG 2020-1A CLO E2R ALLEG 2020-1AB+ (sf)BB-5.4103.8109.21.05   11/11/24
ALLEG 2021-1A CLO X ALLEG 2021-1AAAA (sf)AAA 121.61311.08120170.61.4211/11/24
ALLEG 2021-1A CLO AN ALLEG 2021-1AAAA (sf)AAA34.27121.61311.08120170.61.4211/11/24
ALLEG 2021-1A CLO AL ALLEG 2021-1AAAA (sf)AAA34.27121.61311.08120170.61.4211/11/24
ALLEG 2021-1A CLO B ALLEG 2021-1AAAA (sf)AA21.95121.61311.08120170.61.4211/11/24
ALLEG 2021-1A CLO C ALLEG 2021-1AA+ (sf)A-15.79114121.41.06115156.71.3611/11/24
ALLEG 2021-1A CLO D ALLEG 2021-1ABBB- (sf)BBB-10.65108.9114.41.05110145.31.3211/11/24
ALLEG 2021-1A CLO E ALLEG 2021-1ABB- (sf)BB-5.52103.7108.21.04   11/11/24
ALLEG 2021-2A CLO X ALLEG 2021-2AAAA (sf)AAA 121.6130.51.07120166.81.3911/11/24
ALLEG 2021-2A CLO A1N ALLEG 2021-2AAAA (sf)AAA36.04121.6130.51.07120166.81.3911/11/24
ALLEG 2021-2A CLO A1L ALLEG 2021-2AAAA (sf)N/A36.04121.6130.51.07120166.81.3911/11/24
ALLEG 2021-2A CLO A2 ALLEG 2021-2AAAA (sf)AAA33.47121.6130.51.07120166.81.3911/11/24
ALLEG 2021-2A CLO B ALLEG 2021-2AAAA (sf)AA21.6121.6130.51.07120166.81.3911/11/24
ALLEG 2021-2A CLO C ALLEG 2021-2AAA (sf)A16.45115.5122.41.06115155.21.3511/11/24
ALLEG 2021-2A CLO D ALLEG 2021-2ABBB- (sf)BBB-10.26108.91141.05110141.91.2911/11/24
ALLEG 2021-2A CLO E ALLEG 2021-2ABB- (sf)BB-5.1103.7107.81.04   11/11/24
ALLEG 2022-1A CLO AN ALLEG 2022-1AAAA (sf)AAA34.14121.6130.61.07120166.31.3911/11/24
ALLEG 2022-1A CLO AL ALLEG 2022-1AAAA (sf)N/A34.14121.6130.61.07120166.31.3911/11/24
ALLEG 2022-1A CLO B ALLEG 2022-1AAAA (sf)N/A21.79121.6130.61.07120166.31.3911/11/24
ALLEG 2022-1A CLO C ALLEG 2022-1AA+ (sf)N/A15.61114121.11.06110152.61.3911/11/24
ALLEG 2022-1A CLO D ALLEG 2022-1ABB+ (sf)N/A9.44107.6112.81.05105139.51.3311/11/24
ALLEG 2022-1A CLO E ALLEG 2022-1ABB- (sf)BB-5.84104.3108.51.04   11/11/24
ALLEG 2022-1A CLO F ALLEG 2022-1AB+ (sf)B-5.12103.5107.71.04   11/11/24
ALLEG 2017-1A CLO AR ALLEG 2017-1AAAA (sf)AAA41.09122.6130.31.06120178.41.4911/11/24
ALLEG 2017-1A CLO BR ALLEG 2017-1AAAA (sf)AA+24.63122.6130.31.06120178.41.4911/11/24
ALLEG 2017-1A CLO C ALLEG 2017-1AAAA (sf)A+17.23115.8120.41.04112.5162.81.4511/11/24
ALLEG 2017-1A CLO D ALLEG 2017-1ABBB+ (sf)BBB-8.03108.41101.01107.5144.81.3511/11/24
ALLEG 2017-1A CLO E ALLEG 2017-1AB+ (sf)BB-0.98104.1103.20.99   11/11/24
AGL 2020-5A CLO A2R AGL 2020-5ANRN/A       11/11/24
AGL 2020-5A CLO ER AGL 2020-5ANRN/A       11/11/24
AGL 2020-5A CLO BR AGL 2020-5ANRN/A       11/11/24
AGL 2020-5A CLO DR AGL 2020-5ANRN/A       11/11/24
AGL 2020-5A CLO CR AGL 2020-5ANRN/A       11/11/24
AGL 2020-5A CLO A1R AGL 2020-5ANRN/A       11/11/24
ALLEG 2017-2A CLO A ALLEG 2017-2AAAA (sf)AAA53.02121.8148.81.22120184.31.5411/11/24
ALLEG 2017-2A CLO B ALLEG 2017-2AAAA (sf)AA+31.81121.8148.81.22120184.31.5411/11/24
ALLEG 2017-2A CLO C ALLEG 2017-2AAAA (sf)A+22.09114.5130.31.14112.5159.71.4211/11/24
15,160 results