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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
AGL 2021-10A CLO B AGL 2021-10AAAA (sf)AA18.5122132.61.09120172.31.4411/30/22
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA18.88122.5132.91.08120168.11.411/30/22
AGL 2021-14A CLO B1 AGL 2021-14AAAA (sf)AA17.97121.6131.91.08120166.51.3911/30/22
AGL 2021-14A CLO B2 AGL 2021-14AA+ (sf)AA17.97121.6131.91.08120166.51.3911/30/22
AGL 2021-11A CLO B1 AGL 2021-11AAAA (sf)N/A18.18121.6132.11.09120173.51.4511/30/22
AGL 2021-11A CLO B2 AGL 2021-11AA+ (sf)N/A18.18121.6132.11.09120173.51.4511/30/22
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A18.36122.5133.11.09120172.71.4411/30/22
AGL 2020-3A CLO B2 AGL 2020-3AA+ (sf)N/A18.36122.5133.11.09120172.71.4411/30/22
AGL 2021-13A CLO B AGL 2021-13AAAA (sf)N/A18.23121.6131.91.08120168.31.411/30/22
AGL 2019-2A CLO B AGL 2019-2AAAA (sf)AA+28.35143151.51.06120185.51.5511/30/22
AIGIM 2019-2A CLO BR AIGIM 2019-2AAAA (sf)N/A19.41121.6131.61.081201561.311/30/22
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA23.05132140.61.07120178.41.4911/30/22
AIMCO 2017-AA CLO BR AIMCO 2017-AAAAA (sf)N/A19.99121.3131.71.09120157.91.3211/30/22
AIMCO 2015-AA CLO BR2 AIMCO 2015-AAAAA (sf)AA21.1117.6125.81.07115154.61.3411/30/22
AGL 2020-4A CLO B1R AGL 2020-4AAAA (sf)AAA26.54137.4146.81.07120196.41.6411/30/22
AGL 2020-4A CLO B2R AGL 2020-4ABB (sf)AAA26.54137.4146.81.07120196.41.6411/30/22
AGL 2021-16A CLO B AGL 2021-16AAAA (sf)AA17.99121.6131.71.08120167.41.411/30/22
AIGIM 2021-1A CLO B AIGIM 2021-1AAAA (sf)AA21.57125133.91.07120161.71.3511/30/22
AIGIM 2018-1A CLO BR AIGIM 2018-1AAAA (sf)N/A19.46121.6131.51.08120148.91.2411/30/22
AIGIM 2021-3A CLO B AIGIM 2021-3AAAA (sf)AA19.51121.6131.61.08120172.21.4311/30/22
AIGIM 2019-1A CLO BR AIGIM 2019-1AAAA (sf)AA20.52122.4132.11.08120153.41.2811/30/22
AIGIM 2021-2A CLO B AIGIM 2021-2AAAA (sf)AA20.19121.9131.81.081201591.3211/30/22
AIMCO 2018-BA CLO AR AIMCO 2018-BAAAA (sf)AAA30.86123.2132.81.08120162.21.3511/30/22
AIMCO 2018-BA CLO BR AIMCO 2018-BAAAA (sf)AA19.56123.2132.81.08120162.21.3511/30/22
AIMCO 2018-BA CLO CR AIMCO 2018-BAAAA (sf)A14.37117124.71.07110150.81.3711/30/22
AIMCO 2018-BA CLO D AIMCO 2018-BABBB+ (sf)BBB-7.59109.3115.61.06105136.41.311/30/22
AIMCO 2018-BA CLO E AIMCO 2018-BABB+ (sf)BB-2.14104.2109.11.05   11/30/22
AIMCO 2018-AA CLO B AIMCO 2018-AAAAA (sf)AA+19.01122.51321.08120162.11.3511/30/22
AIGIM 2020-1A CLO BR AIGIM 2020-1AAAA (sf)N/A19.73121.6131.21.08120157.81.3211/30/22
AGL 2020-5A CLO BR AGL 2020-5AAAA (sf)N/A18.26121.6132.11.09120165.81.3811/30/22
AGL 2020-7A CLO BR AGL 2020-7AAAA (sf)AA18.6121.6132.21.09120169.31.4111/30/22
AGL 2020-9A CLO B AGL 2020-9AAAA (sf)N/A18.6121.6132.31.09120152.21.2711/30/22
AGL 2020-8A CLO BR AGL 2020-8AAAA (sf)AAA26.24138146.61.06120187.61.5611/30/22
AGL 2020-6A CLO BR AGL 2020-6AAAA (sf)N/A18.54121.6132.21.09120163.91.3711/30/22
AIMCO 2019-10A CLO BR AIMCO 2019-10AAAA (sf)N/A22.29121.6131.91.08120154.51.2911/30/22
AIMCO 2020-11A CLO BR AIMCO 2020-11AAAA (sf)N/A21.15121.6131.91.08120157.81.3211/30/22
AIMCO 2020-12A CLO BR AIMCO 2020-12AAAA (sf)N/A19.44121.61321.09120164.61.3711/30/22
AIMCO 2021-14A CLO B AIMCO 2021-14AAAA (sf)N/A19.5121.61321.09120161.21.3411/30/22
AIMCO 2021-15A CLO B AIMCO 2021-15AAAA (sf)N/A19.41121.6131.81.08120162.71.3611/30/22
AIMCO 2021-16A CLO B AIMCO 2021-16AAAA (sf)N/A19.63121.6131.71.08120159.91.3311/30/22
ALLEG 2019-1A CLO BR ALLEG 2019-1AAAA (sf)AA18.08123.7131.31.06120171.51.4311/30/22
ALLEG 2019-2A CLO A1B ALLEG 2019-2AAAA (sf)AAA34.43121.61311.08120163.21.3611/30/22
ALLEG 2019-2A CLO A2B ALLEG 2019-2AAAA (sf)AAA30.67121.61311.08120163.21.3611/30/22
ALLEG 2019-2A CLO B ALLEG 2019-2AAAA (sf)N/A18.31121.61311.08120163.21.3611/30/22
ALLEG 2020-1A CLO B ALLEG 2020-1AAAA (sf)N/A19.47121.61321.09120149.11.2411/30/22
ALLEG 2021-1A CLO B ALLEG 2021-1AAAA (sf)AA19.68121.6131.81.08120156.21.311/30/22
ALLEG 2021-2A CLO B ALLEG 2021-2AAAA (sf)AA19.27121.6131.61.08120161.21.3411/30/22
ALLEG 2016-1A CLO BR2 ALLEG 2016-1AAAA (sf)AAA20.4122.3134.31.1120167.71.411/30/22
ALLEG 2017-1A CLO BR ALLEG 2017-1AAAA (sf)AA16.24122.6128.41.05120172.81.4411/30/22
ALLEG 2017-2A CLO B ALLEG 2017-2AAAA (sf)AA17.15121.8129.41.06120166.41.3911/30/22