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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 2020-1A CLO BR ICG 2020-1AAAA (sf)N/A19.87123.3133.41.08120165.71.3806/09/23
ICG 2021-1A CLO B ICG 2021-1AAAA (sf)N/A18.39121.6131.51.08120159.21.3306/09/23
ICG 2021-2A CLO B1 ICG 2021-2AAAA (sf)AA18.89121.6131.91.08120170.51.4206/09/23
ICG 2021-2A CLO B2 ICG 2021-2AAA+ (sf)AA18.89121.6131.91.08120170.51.4206/09/23
ICG 2021-3A CLO B1 ICG 2021-3AAAA (sf)AA19.45121.6131.91.08120174.71.4606/09/23
ICG 2021-3A CLO B2 ICG 2021-3AAA+ (sf)AA19.45121.6131.91.08120174.71.4606/09/23
ICG 2021-4A CLO B ICG 2021-4AAAA (sf)AA17.97121.6130.41.07120168.31.406/09/23
ICG 2022-1A CLO B1 ICG 2022-1AAAA (sf)N/A20.37114122.61.08110167.11.5206/09/23
ICG 2022-1A CLO BF ICG 2022-1AAAA (sf)N/A20.37114122.61.08110167.11.5206/09/23
INGIM 2014-1A CLO A1BR2 INGIM 2014-1AAAA (sf)AAA29.97115.1118.71.03115150.31.3106/09/23
INGIM 2014-1A CLO BR2 INGIM 2014-1AA+ (sf)N/A10.44115.1118.71.03115150.31.3106/09/23
JTWN 2019-14A CLO A1B1 JTWN 2019-14AAAA (sf)AAA31.9115.6124.21.07115156.81.3606/09/23
JTWN 2019-14A CLO A1B2 JTWN 2019-14AAAA (sf)AAA31.9115.6124.21.07115156.81.3606/09/23
JTWN 2019-14A CLO BR JTWN 2019-14AAA+ (sf)A15.25115.6124.21.07115156.81.3606/09/23
JTWN 2021-16A CLO B JTWN 2021-16AAAA (sf)AA19.94121.61321.09120172.11.4306/09/23
JTWN 2022-18A CLO B1 JTWN 2022-18AAAA (sf)AA20.22121.6131.81.08120170.21.4206/09/23
JTWN 2022-18A CLO B2 JTWN 2022-18AAAA (sf)AA20.22121.6131.81.08120170.21.4206/09/23
KKR 29A CLO B KKR 29AAAA (sf)N/A19.94121.6131.91.08120165.31.3806/09/23
KKR 30A CLO BR KKR 30AAAA (sf)N/A20.26121.61321.09120168.71.4106/09/23
KKR 31A CLO B KKR 31AAAA (sf)N/A20.1121.6131.91.08120167.71.406/09/23
KKR 32A CLO B KKR 32AAAA (sf)N/A20.79121.6132.71.09120162.61.3506/09/23
KKR 33A CLO B KKR 33AAAA (sf)N/A19.83121.7131.81.08115165.51.4406/09/23
KKR 34A CLO B KKR 34AAAA (sf)AA20.19122.5132.71.08120168.61.4106/09/23
KKR 35A CLO B KKR 35AAAA (sf)N/A19.95121.6132.21.09120166.31.3906/09/23
KKR 36A CLO B KKR 36AAAA (sf)N/A19.52121.6131.31.08120169.31.4106/09/23
KKR 37A CLO B1 KKR 37AAAA (sf)AA19.57121.6131.61.08115170.11.4806/09/23
KKR 37A CLO B2 KKR 37AA+ (sf)AA19.57121.6131.61.08115170.11.4806/09/23
KKR 38A CLO B KKR 38AAAA (sf)AA19.61121.6131.61.08115172.81.506/09/23
KKR 39A CLO B1 KKR 39AAAA (sf)AA19.79121.6131.91.08120165.41.3806/09/23
KKR 39A CLO B2 KKR 39AAA+ (sf)AA19.79121.6131.91.08120165.41.3806/09/23
KKR 40A CLO B KKR 40AAAA (sf)AA19.26121.6131.11.08120160.51.3406/09/23
KKR 2022-41A CLO B KKR 2022-41AAAA (sf)AA19.51121.6131.51.08115173.11.5106/09/23
KKR 42A CLO B KKR 42AAAA (sf)AA20.32122.5132.41.08120164.61.3706/09/23
KKR 2022-43A CLO B1 KKR 2022-43AAAA (sf)AA23.13125.3135.41.08115147.51.2806/09/23
KKR 2022-43A CLO B2 KKR 2022-43AAAA (sf)AA23.13125.3135.41.08115147.51.2806/09/23
KKR 49A CLO B1 KKR 49AAAA (sf)AA20.96122.5132.51.08115170.41.4806/09/23
KKR 49A CLO B2 KKR 49AAAA (sf)AA20.96122.5132.51.08115170.41.4806/09/23
LCM 31A CLO B LCM 31AAAA (sf)N/A17.33121.6131.21.08120169.31.4106/09/23
LCM 32A CLO B LCM 32AAAA (sf)N/A18.11121.6131.71.08120169.81.4206/09/23
LCM 33A CLO B LCM 33AAAA (sf)AA17.98121.6131.41.08120168.31.406/09/23
LCM 34A CLO B LCM 34AAAA (sf)AA18.39121.6131.71.08120169.61.4106/09/23
LCM 35A CLO B LCM 35AAAA (sf)AA17.66121.6131.21.08120175.11.4606/09/23
LCM 36A CLO B LCM 36AAAA (sf)AA17.01121.6131.31.08120170.61.4206/09/23
LCM 37A CLO B LCM 37AAAA (sf)AA18.13121.6131.41.08120172.51.4406/09/23
LCM 38A CLO A1B LCM 38AAAA (sf)AAA33.38123.6133.71.08120164.91.3706/09/23
LCM 38A CLO B1 LCM 38AAAA (sf)AA20.85123.6133.71.08120164.91.3706/09/23
LCM 38A CLO B2 LCM 38AAAA (sf)AA20.85123.6133.71.08120164.91.3706/09/23
LCM 39A CLO B1 LCM 39AAAA (sf)AA22.77124.9134.91.08   06/09/23
LCM 39A CLO B2 LCM 39AAAA (sf)AA22.77124.9134.91.08   06/09/23
LCM 40A CLO B1 LCM 40AAAA (sf)AA20.25121.6131.71.08   06/09/23