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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 2021-14A CLO B2 AGL 2021-14AA+ (sf)AA22.92121.6131.61.08   05/11/22
AGCCM 2021-1A CLO B AGCCM 2021-1AAAA (sf)AA-30.36141.41551.1110368.73.3505/11/22
AGL 2021-11A CLO B1 AGL 2021-11AAAA (sf)N/A23.02121.6131.71.08120326.12.7205/11/22
AGL 2021-11A CLO B2 AGL 2021-11AAA+ (sf)N/A23.02121.6131.71.08120326.12.7205/11/22
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA23.53122.5132.41.08120375.13.1305/11/22
AGL 2021-13A CLO B AGL 2021-13AAAA (sf)N/A22.97121.6131.61.08120336.62.8105/11/22
AGL 2019-1A CLO BR AGL 2019-1AAAA (sf)AA22.56121.8131.81.08120321.82.6805/11/22
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A23.22122.5132.91.08120299.12.4905/11/22
AGL 2020-8A CLO BR AGL 2020-8AAAA (sf)AAA30.36138146.11.06120384.73.2105/11/22
AGL 2020-3A CLO B2 AGL 2020-3AAAA (sf)N/A23.22122.5132.91.08120299.12.4905/11/22
AGL 2020-9A CLO B AGL 2020-9AAAA (sf)N/A23.14121.6131.81.08120271.52.2605/11/22
AGL 2020-7A CLO BR AGL 2020-7AAAA (sf)AA23.11121.6131.71.08120328.32.7405/11/22
AGL 2020-6A CLO BR AGL 2020-6AAAA (sf)N/A23.09121.6131.81.08120313.32.6105/11/22
AIGIM 2018-1A CLO BR AIGIM 2018-1AAAA (sf)N/A22.96121.6131.61.08120243.92.0305/11/22
AGL 2020-5A CLO BR AGL 2020-5AAAA (sf)N/A22.89121.6131.71.08120322.32.6905/11/22
AIMCO 2021-14A CLO B AIMCO 2021-14AAAA (sf)N/A22.95121.6131.91.08120359.12.9905/11/22
AIMCO 2021-15A CLO B AIMCO 2021-15AAAA (sf)N/A23.15121.6131.81.08120353.22.9405/11/22
AIMCO 2021-16A CLO B AIMCO 2021-16AAAA (sf)N/A23.17121.6131.71.08120274.62.2905/11/22
ALLEG 2019-1A CLO BR ALLEG 2019-1AAAA (sf)AA22.15123.7131.71.06120335.82.805/11/22
ALLEG 2019-2A CLO A1B ALLEG 2019-2AAAA (sf)AAA37.63121.6131.51.08120249.92.0805/11/22
ALLEG 2019-2A CLO A2B ALLEG 2019-2AAAA (sf)AAA34.05121.6131.51.08120249.92.0805/11/22
ALLEG 2019-2A CLO B ALLEG 2019-2AAAA (sf)N/A22.29121.6131.51.08120249.92.0805/11/22
ALLEG 2020-1A CLO B ALLEG 2020-1AAAA (sf)N/A22.79121.6131.81.08120314.22.6205/11/22
ALLEG 2021-1A CLO B ALLEG 2021-1AAAA (sf)AA23.11121.6131.71.08120327.72.7305/11/22
ALLEG 2021-2A CLO B ALLEG 2021-2AAAA (sf)AA23.1121.6131.61.08120369.63.0805/11/22
ALLEG 2016-1A CLO BR2 ALLEG 2016-1AAAA (sf)AA+22.8122.3132.91.091203582.9805/11/22
ALLEG 2017-1A CLO BR ALLEG 2017-1AAAA (sf)AA20.54122.6128.91.051203703.0805/11/22
ALLEG 2017-2A CLO B ALLEG 2017-2AAAA (sf)AA20.25121.8129.71.06120327.62.7305/11/22
ALLEG 2018-1A CLO B ALLEG 2018-1AAAA (sf)AA20.71122.6129.41.06120342.12.8505/11/22
ALLEG 2018-2A CLO B1 ALLEG 2018-2AAAA (sf)AA21.87123131.11.07120347.42.905/11/22
ALLEG 2018-2A CLO B2 ALLEG 2018-2AA+ (sf)AA21.87123131.11.07120347.42.905/11/22
ALLEG 2018-3A CLO B1 ALLEG 2018-3AAAA (sf)AA22.21123.5131.41.06120322.62.6905/11/22
ALLEG 2018-3A CLO B2 ALLEG 2018-3AAAA (sf)AA22.21123.5131.41.06120322.62.6905/11/22
ALM 2016-19A CLO A1BR2 ALM 2016-19ANRN/A       05/11/22
ALM 2016-19A CLO A2BR2 ALM 2016-19ANRN/A       05/11/22
ALM 2016-19A CLO BR2 ALM 2016-19ANRN/A       05/11/22
ALM 2020-1A CLO A1B ALM 2020-1AAAA (sf)AAA30.23113.7120.51.06110313.62.8505/11/22
ALM 2020-1A CLO B ALM 2020-1AA+ (sf)N/A15.84113.7120.51.06110313.62.8505/11/22
AMMC 2012-11A CLO A3BRR AMMC 2012-11AAAA (sf)N/A32.05122.51301.06120309.62.5805/11/22
AMMC 2012-11A CLO BRR AMMC 2012-11AAAA (sf)N/A21.05122.51301.06120309.62.5805/11/22
AMMC 2014-14A CLO B1LR AMMC 2014-14AA+ (sf)BBB9.87      05/11/22
AMMC 2014-14A CLO B2L1R AMMC 2014-14ABB (sf)BB-3.86      05/11/22
AMMC 2014-14A CLO B2L2R AMMC 2014-14ABB (sf)BB-3.86      05/11/22
AMMC 2016-18A CLO BR AMMC 2016-18AAAA (sf)AA20.87122.5129.11.05120278.32.3205/11/22
AMMC 2016-19A CLO BR AMMC 2016-19AAAA (sf)N/A36.541221571.29120325.52.7105/11/22
AMMC 2017-20A CLO BR AMMC 2017-20AAAA (sf)N/A27.3121.71371.13120355.12.9605/11/22
AMMC 2017-21A CLO B AMMC 2017-21AAAA (sf)N/A20.3122.6128.61.05120280.12.3305/11/22
AMMC 2018-22A CLO B AMMC 2018-22AAAA (sf)N/A22.05121.6130.61.07120333.22.7805/11/22
AMMC 2018-22A CLO E1B AMMC 2018-22ABB+ (sf)N/A6.33104.5108.61.04105222.52.1205/11/22
AMMC 2020-23A CLO BR AMMC 2020-23AAAA (sf)N/A23.16121.6132.31.09120357.62.9805/11/22