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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
AIMCO 2018-BA CLO E AIMCO 2018-BABB+ (sf)BB-3.02104.2109.11.05   09/06/22
AIMCO 2020-11A CLO BR AIMCO 2020-11AAAA (sf)N/A20.87121.6131.91.08120160.51.3409/06/22
AIMCO 2017-AA CLO BR AIMCO 2017-AAAAA (sf)N/A17.7121.3131.61.08120160.31.3409/06/22
AIMCO 2019-10A CLO BR AIMCO 2019-10AAAA (sf)N/A22.35121.6131.81.08120157.51.3109/06/22
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.16123.3133.91.091151771.5409/06/22
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA24.8132140.41.061201911.5909/06/22
AGL 2021-16A CLO B AGL 2021-16AAAA (sf)AA19.87121.6131.71.08   09/06/22
AGL 2021-14A CLO B1 AGL 2021-14AAAA (sf)AA19.76121.6131.81.08120177.81.4809/06/22
AGL 2021-14A CLO B2 AGL 2021-14AA+ (sf)AA19.76121.6131.81.08120177.81.4809/06/22
AGL 2021-11A CLO B1 AGL 2021-11AAAA (sf)N/A19.61121.6131.91.08120180.31.509/06/22
AGL 2021-11A CLO B2 AGL 2021-11AA+ (sf)N/A19.61121.6131.91.08120180.31.509/06/22
AGL 2021-13A CLO B AGL 2021-13AAAA (sf)N/A19.99121.6131.81.08120176.81.4709/06/22
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA20.61122.5132.81.08120174.81.4609/06/22
AGCCM 2021-1A CLO B AGCCM 2021-1AAAA (sf)AA-26.83141.4156.11.1110283.22.5709/06/22
AGL 2021-10A CLO B AGL 2021-10AAAA (sf)AA19.85122132.31.08120185.61.5509/06/22
AGL 2020-8A CLO BR AGL 2020-8AAAA (sf)AAA27.67138146.31.06120201.81.6809/06/22
AGL 2019-1A CLO BR AGL 2019-1AAAA (sf)AA19.42121.8132.11.08120175.51.4609/06/22
AIGIM 2018-1A CLO BR AIGIM 2018-1AAAA (sf)N/A21.37121.6131.31.08120147.41.2309/06/22
AGL 2020-9A CLO B AGL 2020-9AAAA (sf)N/A20.23121.6132.11.09120127.21.0609/06/22
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A19.61122.5133.21.09120177.31.4809/06/22
AGL 2020-3A CLO B2 AGL 2020-3AAA+ (sf)N/A19.61122.5133.21.09120177.31.4809/06/22
AGL 2020-7A CLO BR AGL 2020-7AAAA (sf)AA19.86121.61321.09120176.31.4709/06/22
AGL 2020-6A CLO BR AGL 2020-6AAAA (sf)N/A20.16121.61321.09120171.81.4309/06/22
AGL 2020-5A CLO BR AGL 2020-5AAAA (sf)N/A19.89121.61321.09120175.91.4709/06/22
AIMCO 2021-14A CLO B AIMCO 2021-14AAAA (sf)N/A20.96121.6132.11.09120171.91.4309/06/22
AIMCO 2021-15A CLO B AIMCO 2021-15AAAA (sf)N/A20.32121.6131.91.08120171.21.4309/06/22
AIMCO 2021-16A CLO B AIMCO 2021-16AAAA (sf)N/A20.54121.6131.81.08120156.81.3109/06/22
ALLEG 2019-1A CLO BR ALLEG 2019-1AAAA (sf)AA20.3123.7131.61.06120171.91.4309/06/22
ALLEG 2019-2A CLO A1B ALLEG 2019-2AAAA (sf)AAA36121.6131.51.08120162.81.3609/06/22
ALLEG 2019-2A CLO A2B ALLEG 2019-2AAAA (sf)AAA32.33121.6131.51.08120162.81.3609/06/22
ALLEG 2019-2A CLO B ALLEG 2019-2AAAA (sf)N/A20.27121.6131.51.08120162.81.3609/06/22
ALLEG 2020-1A CLO B ALLEG 2020-1AAAA (sf)N/A21.15121.6131.81.08120162.71.3609/06/22
ALLEG 2021-1A CLO B ALLEG 2021-1AAAA (sf)AA21.4121.6131.71.08120168.91.4109/06/22
ALLEG 2021-2A CLO B ALLEG 2021-2AAAA (sf)AA20.39121.6131.61.08120173.71.4509/06/22
ALLEG 2016-1A CLO BR2 ALLEG 2016-1AAAA (sf)AA+20.99122.3134.11.1120175.91.4709/06/22
ALLEG 2017-1A CLO BR ALLEG 2017-1AAAA (sf)AA17.83122.6128.91.051201681.409/06/22
ALLEG 2017-2A CLO B ALLEG 2017-2AAAA (sf)AA16.32121.8129.81.07120238.51.9909/06/22
ALLEG 2018-1A CLO B ALLEG 2018-1AAAA (sf)AA18.03122.6129.61.06120173.91.4509/06/22
ALLEG 2018-2A CLO B1 ALLEG 2018-2AAAA (sf)AA19.12123131.11.07120180.91.5109/06/22
ALLEG 2018-2A CLO B2 ALLEG 2018-2AAA+ (sf)AA19.12123131.11.07120180.91.5109/06/22
ALLEG 2018-3A CLO B1 ALLEG 2018-3AAAA (sf)AA19.66123.5131.41.06120166.71.3909/06/22
ALLEG 2018-3A CLO B2 ALLEG 2018-3AAAA (sf)AA19.66123.5131.41.06120166.71.3909/06/22
ALM 2020-1A CLO A1B ALM 2020-1AAAA (sf)AAA28.41113.7121.11.07110158.11.4409/06/22
ALM 2020-1A CLO B ALM 2020-1AAA- (sf)N/A13.03113.7121.11.07110158.11.4409/06/22
AMMC 2012-11A CLO A3BRR AMMC 2012-11AAAA (sf)N/A30.62122.5130.41.06120180.81.5109/06/22
AMMC 2012-11A CLO BRR AMMC 2012-11AAAA (sf)N/A19.38122.5130.41.06120180.81.5109/06/22
AMMC 2014-14A CLO B1LR AMMC 2014-14AAA+ (sf)BBB7.67      09/06/22
AMMC 2014-14A CLO B2L1R AMMC 2014-14ABB+ (sf)BB-0.9      09/06/22
AMMC 2014-14A CLO B2L2R AMMC 2014-14ABB+ (sf)BB-0.9      09/06/22
AMMC 2016-18A CLO BR AMMC 2016-18AAAA (sf)AA19.15122.5129.41.06120203.11.6909/06/22