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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 2021-13A CLO B AGL 2021-13AAAA (sf)N/A18.12121.6131.91.08120184.61.5411/04/22
AGL 2020-5A CLO BR AGL 2020-5AAAA (sf)N/A18.13121.6132.11.09120177.31.4811/04/22
AGL 2020-7A CLO BR AGL 2020-7AAAA (sf)AA18.52121.6132.21.09120179.61.511/04/22
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA32.65121.6131.51.08120197.31.6411/04/22
AGL 2020-9A CLO B AGL 2020-9AAAA (sf)N/A18.49121.6132.31.09120164.71.3711/04/22
AIGIM 2019-1A CLO BR AIGIM 2019-1AAAA (sf)AA20.06122.4132.41.08120169.91.4211/04/22
BLUEM 2018-1A CLO E BLUEM 2018-1ABB- (sf)N/A-2.23104.8106.41.02105131.51.2511/04/22
BSP 2018-5BA CLO A2 BSP 2018-5BAAAA (sf)N/A19.97114121.51.07110157.61.4311/04/22
AIGIM 2021-1A CLO B AIGIM 2021-1AAAA (sf)AA22.451251341.07120175.31.4611/04/22
BLUEM 2018-1A CLO C BLUEM 2018-1AA+ (sf)N/A8.97114119.41.05115159.31.3911/04/22
BLUEM 2018-1A CLO A2 BLUEM 2018-1AAAA (sf)AAA28.81121.6128.91.06120174.61.4511/04/22
LCM 17A CLO A1BRR LCM 17AAAA (sf)AAA27.68121.61281.05120175.21.4611/04/22
CBAM 2019-9A CLO D CBAM 2019-9AA+ (sf)BBB5.28110.5115.11.04105139.91.3311/04/22
CBAM 2019-9A CLO C CBAM 2019-9AAAA (sf)A+12.59117.7124.61.06110158.11.4411/04/22
CBAM 2019-9A CLO A CBAM 2019-9AAAA (sf)AAA30.77123.3132.61.08120171.81.4311/04/22
AIMCO 2018-BA CLO D AIMCO 2018-BABBB+ (sf)BBB-7.45109.3115.61.06105144.11.3711/04/22
BSP 2015-VIA CLO X BSP 2015-VIAAAA (sf)N/A 121.7131.81.08120153.21.2811/04/22
CBAM 2020-12A CLO CR CBAM 2020-12AA+ (sf)A11.12117.11231.05110165.11.511/04/22
ALLEG 2019-2A CLO B ALLEG 2019-2AAAA (sf)N/A18.31121.61311.08120163.21.3611/04/22
ALLEG 2016-1A CLO BR2 ALLEG 2016-1AAAA (sf)AAA20.49122.3133.11.09120176.41.4711/04/22
OCT37 2018-2A CLO B OCT37 2018-2AAA+ (sf)N/A10.39114.4120.51.05115171.61.4911/04/22
ALM 2020-1A CLO A1B ALM 2020-1AAAA (sf)AAA27.42113.71211.06110160.41.4611/04/22
TICP 2020-15A CLO B TICP 2020-15AAAA (sf)N/A19.96121.9132.71.09115172.51.511/04/22
CBAM 2020-13A CLO D1 CBAM 2020-13ABB (sf)N/A-3.24      11/04/22
CBAM 2020-13A CLO B2 CBAM 2020-13ABB (sf)AA19.88130.21371.05120183.81.5311/04/22
AMMC 2017-20A CLO BR AMMC 2017-20AAAA (sf)N/A30.33121.7146.21.2120188.81.5711/04/22
CBAM 2021-14A CLO C CBAM 2021-14AA+ (sf)N/A10.28114121.51.07110170.91.5511/04/22
AMMC 2021-24A CLO B AMMC 2021-24AAAA (sf)AA19.17122.7132.91.08120180.61.511/04/22
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A16.84121.6131.11.08120187.51.5611/04/22
ANCHC 2019-13A CLO B2R ANCHC 2019-13AA (sf)N/A20.81125.2135.61.08120180.31.511/04/22
ANCHC 2021-17A CLO B ANCHC 2021-17AAAA (sf)AA20.67126135.71.08120188.51.5711/04/22
ANCHC 2015-6A CLO B1R ANCHC 2015-6AAAA (sf)AA+19.6125.1131.81.05120193.91.6211/04/22
ANCHC 2015-7A CLO BRR ANCHC 2015-7AAAA (sf)N/A19.67123.3130.81.06120175.21.4611/04/22
ANCHC 2016-8A CLO BR2 ANCHC 2016-8AAAA (sf)AA18.66123.3132.51.071201831.5211/04/22
ANCHF 2018-5A CLO BR2 ANCHF 2018-5AA+ (sf)AA+28.41149.6167.21.12110229.62.0911/04/22
ANNSA 2016-2A CLO BR ANNSA 2016-2AAAA (sf)AA16.92120.7129.61.07120168.51.411/04/22
JFIN 2017-2A CLO BR JFIN 2017-2AAAA (sf)AAA19.43122.5132.91.08120165.71.3811/04/22
APEXC 2018-1A CLO A1B APEXC 2018-1AAAA (sf)AAA27.66121.61291.06120177.91.4811/04/22
LCM 27A CLO B LCM 27AAAA (sf)N/A14.99121.6128.61.06120174.31.4511/04/22
APEXC 2018-2A CLO BR APEXC 2018-2AAAA (sf)AA+15.89120.7128.91.07120170.81.4211/04/22
APEXC 2019-1A CLO BR APEXC 2019-1AAA+ (sf)A11.51115.5122.21.06110156.31.4211/04/22
APEXC 2019-2A CLO BR APEXC 2019-2AAAA (sf)N/A17.51120.7131.21.09120170.41.4211/04/22
APID 2013-12A CLO BR APID 2013-12AAAA (sf)AA18.04123128.91.05120170.61.4211/04/22
APID 2013-15A CLO BRR APID 2013-15AAAA (sf)N/A17.96121.6129.11.06120176.71.4711/04/22
APID 2018-18A CLO B APID 2018-18AAAA (sf)AA+18.231221301.07120165.71.3811/04/22
APID 2016-24A CLO A1BRR APID 2016-24AAAA (sf)AAA29.59115119.61.041151711.4911/04/22
APID 2016-24A CLO BRR APID 2016-24AAA+ (sf)N/A11.17115119.61.041151711.4911/04/22
APID 2016-25A CLO B1R APID 2016-25AAA+ (sf)A12.22115.8120.71.04115154.41.3411/04/22
APID 2017-26A CLO A1BR APID 2017-26AAAA (sf)AAA32.24114120.21.05115158.51.3811/04/22
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-3.54108.7114.81.06105152.21.4511/04/22