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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
ANCHC 2022-24A CLO A2R ANCHC 2022-24AAAA (sf)AAA33.53124.7134.21.08120258.42.1511/11/24
ANCHC 2022-24A CLO BR ANCHC 2022-24AAAA (sf)AA24.39124.7134.21.08120258.42.1511/11/24
ANCHC 2022-24A CLO C1R ANCHC 2022-24AA+ (sf)A18.3116.2124.21.07115240.12.0911/11/24
ANCHC 2022-24A CLO C2R ANCHC 2022-24ABBB+ (sf)A18.3116.2124.21.07115240.12.0911/11/24
ANCHC 2022-24A CLO D1AR ANCHC 2022-24ABB+ (sf)BBB-12.211041091.05   11/11/24
ANCHC 2022-24A CLO D1BR ANCHC 2022-24ABB (sf)BBB-12.211041091.05   11/11/24
ANCHC 2022-24A CLO D2R ANCHC 2022-24ABB- (sf)BBB-11.21041091.05   11/11/24
ANCHC 2022-24A CLO ER ANCHC 2022-24ABB- (sf)BB-6.891041091.05   11/11/24
ANCHC 2022-25A CLO A1 ANCHC 2022-25AAAA (sf)AAA37.19124.5130.11.04120166.91.3911/11/24
ANCHC 2022-25A CLO A2 ANCHC 2022-25AAAA (sf)AAA33.95124.5130.11.04120166.91.3911/11/24
ANCHC 2022-25A CLO B ANCHC 2022-25AAAA (sf)AA+22.28124.5130.11.04120166.91.3911/11/24
ANCHC 2022-25A CLO C ANCHC 2022-25ABBB+ (sf)A+15.21115.3119.21.03110151.41.3811/11/24
ANCHC 2022-25A CLO D ANCHC 2022-25ABB+ (sf)BBB+9.3109.3111.51.02105138.91.3211/11/24
ANCHC 2022-25A CLO E ANCHC 2022-25AB+ (sf)BB-4.87105.4106.31.01   11/11/24
ANCHC 2023-26A CLO A1 ANCHC 2023-26AAAA (sf)AAA38.57125.61341.07120155.11.2911/11/24
ANCHC 2023-26A CLO A2 ANCHC 2023-26AAAA (sf)AAA36.52125.61341.07120155.11.2911/11/24
ANCHC 2023-26A CLO B ANCHC 2023-26AAAA (sf)AA24.49125.61341.07120155.11.2911/11/24
ANCHC 2023-26A CLO C1 ANCHC 2023-26ABBB+ (sf)A17.53116.7122.71.05115140.81.2211/11/24
ANCHC 2023-26A CLO C2 ANCHC 2023-26ABB+ (sf)A17.53116.7122.71.05115140.81.2211/11/24
ANCHC 2023-26A CLO D ANCHC 2023-26ABB (sf)BBB-10.82108.9113.51.041101261.1511/11/24
ANCHC 2023-26A CLO E ANCHC 2023-26AB+ (sf)BB+8.46107.4110.61.03   11/11/24
ANCHC 2023-26A CLO F ANCHC 2023-26ACCC (sf)B-8.29      11/11/24
ANCHC 2015-6A CLO XR3 ANCHC 2015-6AAAA (sf)AAA 121.6131.21.08120164.41.3711/11/24
ANCHC 2015-6A CLO AR3 ANCHC 2015-6AAAA (sf)AAA35.05121.6131.21.08120164.41.3711/11/24
ANCHC 2015-6A CLO BR3 ANCHC 2015-6AAAA (sf)AA22.87121.6131.21.08120164.41.3711/11/24
ANCHC 2015-6A CLO CR3 ANCHC 2015-6AA (sf)A16.78114121.61.07115150.31.3111/11/24
ANCHC 2015-6A CLO DR3 ANCHC 2015-6ABB+ (sf)BBB-10.7107.6113.31.05110136.51.2411/11/24
ANCHC 2015-6A CLO ER3 ANCHC 2015-6ABB- (sf)BB-6.89104108.71.05   11/11/24
ANCHC 2015-7A CLO XR3 ANCHC 2015-7AAAA (sf)AAA 122.9132.61.08120148.31.2411/11/24
ANCHC 2015-7A CLO AR3 ANCHC 2015-7AAAA (sf)AAA38.18122.9132.61.08120148.31.2411/11/24
ANCHC 2015-7A CLO BR3 ANCHC 2015-7AAAA (sf)AA23.75122.9132.61.08120148.31.2411/11/24
ANCHC 2015-7A CLO CR3 ANCHC 2015-7AA+ (sf)A17.92115.9123.21.06115137.51.211/11/24
ANCHC 2015-7A CLO DR3 ANCHC 2015-7ABB+ (sf)BBB-11.53108.5114.31.05110125.71.1411/11/24
ANCHC 2015-7A CLO ER3 ANCHC 2015-7ABB- (sf)BB-7.28104.3109.11.05   11/11/24
ANCHC 2015-7A CLO FR3 ANCHC 2015-7ACCC+ (sf)B-6.61      11/11/24
ANCHC 2016-8A CLO AR2A ANCHC 2016-8AAAA (sf)AAA37.26123.3128.91.05120169.71.4111/11/24
ANCHC 2016-8A CLO AR2B ANCHC 2016-8AAAA (sf)AAA33.33123.3128.91.05120169.71.4111/11/24
ANCHC 2016-8A CLO BR2 ANCHC 2016-8AAAA (sf)AA21.57123.3128.91.05120169.71.4111/11/24
ANCHC 2016-8A CLO CR2 ANCHC 2016-8ABBB+ (sf)A15.3115.5119.31.03115155.31.3511/11/24
ANCHC 2016-8A CLO DR2 ANCHC 2016-8ABB+ (sf)BBB9.28109.3111.41.021101421.2911/11/24
ANCHC 2016-8A CLO ER2 ANCHC 2016-8AB+ (sf)BB-3.79104.2105.11.01   11/11/24
ANCHC 2016-9A CLO XR3 ANCHC 2016-9AAAA (sf)AAA 124.7134.51.08   11/11/24
ANCHC 2016-9A CLO AR3 ANCHC 2016-9AAAA (sf)AAA35.57124.7134.51.08   11/11/24
ANCHC 2016-9A CLO AL ANCHC 2016-9AAAA (sf)N/A35.57124.7134.51.08   11/11/24
ANCHC 2016-9A CLO BR3 ANCHC 2016-9AAAA (sf)AA24.66124.7134.51.08   11/11/24
ANCHC 2016-9A CLO CR3 ANCHC 2016-9AA+ (sf)A18.06115.8123.71.07   11/11/24
ANCHC 2016-9A CLO DR3 ANCHC 2016-9ABB+ (sf)BBB-11.21108.3114.21.05   11/11/24
ANCHC 2016-9A CLO ER3 ANCHC 2016-9ABB- (sf)BB-6.9104108.91.05   11/11/24
ANCHC 2016-9A CLO FR3 ANCHC 2016-9AB+ (sf)B-6.07      11/11/24
ANCHF 2020-10A CLO A ANCHF 2020-10AAAA (sf)AAA47.63148.4158.71.07110383.13.4811/11/24