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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
ANCHF 2020-10A CLO B ANCHF 2020-10AAAA (sf)AA-32.82148.4158.71.07110383.13.4811/11/24
ANCHF 2020-10A CLO C ANCHF 2020-10AAAA (sf)A-26.86141.5145.81.03105346.43.311/11/24
ANCHF 2020-10A CLO D ANCHF 2020-10AAA+ (sf)BBB-20.9132.2134.81.02   11/11/24
ANCHF 2020-10A CLO E ANCHF 2020-10AA (sf)BB-14.94124.2125.41.01   11/11/24
ANCHF 2020-12A CLO A1 ANCHF 2020-12AAAA (sf)AAA46.19148.4155.41.05110341.33.111/11/24
ANCHF 2020-12A CLO A2 ANCHF 2020-12AAAA (sf)AAA46.19148.4155.41.05110341.33.111/11/24
ANCHF 2020-12A CLO B ANCHF 2020-12AAAA (sf)AA-30.86148.4155.41.05110341.33.111/11/24
ANCHF 2020-12A CLO C ANCHF 2020-12AAA+ (sf)A-25.28139.7143.81.03105316.23.0111/11/24
ANCHF 2020-12A CLO D ANCHF 2020-12AA+ (sf)BBB-19.71131.4133.81.02   11/11/24
ANCHF 2020-12A CLO E ANCHF 2020-12ABB+ (sf)BB-13.02123123.51   11/11/24
ANCHF 2022-15A CLO A ANCHF 2022-15AAAA (sf)AAA50.07160.71731.08110306.12.7811/11/24
ANCHF 2022-15A CLO B ANCHF 2022-15AAAA (sf)AA-39.83160.71731.08110306.12.7811/11/24
ANCHF 2022-15A CLO C ANCHF 2022-15AA+ (sf)A-34.57150.2159.11.061052792.6611/11/24
ANCHF 2022-15A CLO D ANCHF 2022-15AA+ (sf)N/A22.87123.7129.61.05   11/11/24
ANCHF 2022-15A CLO E ANCHF 2022-15ABBB+ (sf)N/A16.39116.2119.91.03   11/11/24
ANCHF 2022-15A CLO F ANCHF 2022-15ABB+ (sf)N/A12.57      11/11/24
ANCHF 2018-5A CLO A ANCHF 2018-5AAAA (sf)AAA51.79149.6170.11.14110316.92.8811/11/24
ANCHF 2018-5A CLO BR2 ANCHF 2018-5AAAA (sf)AAA37.25149.6170.11.14110316.92.8811/11/24
ANCHF 2018-5A CLO CR2 ANCHF 2018-5AAAA (sf)AA+30.91141.6154.41.09105292.42.7811/11/24
ANCHF 2018-5A CLO DR2 ANCHF 2018-5AAA+ (sf)A+25.14133.4142.61.07   11/11/24
ANCHF 2018-5A CLO E ANCHF 2018-5AA+ (sf)BBB20.53127.6134.31.05   11/11/24
ANCHF 2019-7A CLO A ANCHF 2019-7AAAA (sf)AAA49.91153.31651.08110255.42.3211/11/24
ANCHF 2019-7A CLO BR ANCHF 2019-7AAAA (sf)AAA35.14153.31651.08110255.42.3211/11/24
ANCHF 2019-7A CLO CR ANCHF 2019-7AA+ (sf)AA+29.73147.7152.31.031052392.2811/11/24
ANCHF 2019-7A CLO DR ANCHF 2019-7AA+ (sf)AA-25.41141.3143.51.02   11/11/24
ANCHF 2019-7A CLO E ANCHF 2019-7ABBB+ (sf)BBB20      11/11/24
ANCHF 2019-9A CLO A ANCHF 2019-9AAAA (sf)AAA49.92151.4162.41.07110333.93.0411/11/24
ANCHF 2019-9A CLO BR ANCHF 2019-9AAAA (sf)AA+34.22151.4162.41.07110333.93.0411/11/24
ANCHF 2019-9A CLO CR ANCHF 2019-9AAAA (sf)AA-28.26144.2148.91.03105306.62.9211/11/24
ANCHF 2019-9A CLO DR ANCHF 2019-9AAAA (sf)A-22.85135.4138.51.02   11/11/24
ANCHF 2019-9A CLO EA ANCHF 2019-9AA+ (sf)BB+17.43127.9129.41.01   11/11/24
ANNSA 2016-2A CLO ARR ANNSA 2016-2AAAA (sf)AAA49.59120.7139.81.16120192.11.611/11/24
ANNSA 2016-2A CLO BRR ANNSA 2016-2AAAA (sf)AAA29.28120.7139.81.16120192.11.611/11/24
ANNSA 2016-2A CLO CRR ANNSA 2016-2AAAA (sf)AA21.97115.5128.31.11115174.91.5211/11/24
ANNSA 2016-2A CLO DRR ANNSA 2016-2AAA- (sf)BBB12.23108.9115.71.06110154.11.411/11/24
ANNSA 2016-2A CLO ERR ANNSA 2016-2ABB+ (sf)BB-4.11103.71071.031051341.2811/11/24
APEXC 2018-1A CLO A1A APEXC 2018-1AAAA (sf)AAA41.74121.6129.81.071201671.3911/11/24
APEXC 2018-1A CLO A1B APEXC 2018-1AAAA (sf)AAA35.11121.6129.81.071201671.3911/11/24
APEXC 2018-1A CLO A2 APEXC 2018-1AAAA (sf)AAA35.11121.6129.81.071201671.3911/11/24
APEXC 2018-1A CLO B APEXC 2018-1AAAA (sf)AA+21.14121.6129.81.071201671.3911/11/24
APEXC 2018-1A CLO C APEXC 2018-1AAAA (sf)A+13.94114.5119.61.04110152.31.3811/11/24
APEXC 2018-1A CLO D APEXC 2018-1ABBB+ (sf)BBB-6.74108.5110.81.02105138.61.3211/11/24
APEXC 2018-1A CLO E APEXC 2018-1ABB- (sf)BB-0.66104.1104.41   11/11/24
APEXC 2018-1A CLO F APEXC 2018-1ACC (sf)CCC+-1.45      11/11/24
APEXC 2018-2A CLO A1RR APEXC 2018-2AAAA (sf)AAA36.49120.7127.51.06120162.51.3511/11/24
APEXC 2018-2A CLO AJRR APEXC 2018-2AAAA (sf)AAA32.97120.7127.51.06120162.51.3511/11/24
APEXC 2018-2A CLO BRR APEXC 2018-2AAAA (sf)AAA19.47120.7127.51.06120162.51.3511/11/24
APEXC 2018-2A CLO CRR APEXC 2018-2AAA+ (sf)A+13.6114.7119.31.04115150.41.3111/11/24
APEXC 2018-2A CLO D APEXC 2018-2ABBB+ (sf)BBB-7.14108.9111.51.02110137.51.2511/11/24
APEXC 2018-2A CLO E APEXC 2018-2ABB (sf)BB-1.27104.7105.11   11/11/24