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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
AIGIM 2021-3A CLO B AIGIM 2021-3AAAA (sf)AA22.88121.6131.61.08120151.51.2610/17/24
AIMCO 2015-AA CLO BR3 AIMCO 2015-AAAAA (sf)AA22.6117.6122.61.04115305.22.6510/17/24
AIMCO 2017-AA CLO BR AIMCO 2017-AAAAA (sf)N/A21.21121.3128.91.06120162.11.3510/17/24
AIMCO 2018-BA CLO ARR AIMCO 2018-BAAAA (sf)N/A35.15121.6131.61.08120154.61.2910/17/24
AIMCO 2018-BA CLO BRR AIMCO 2018-BAAAA (sf)N/A22.99121.6131.61.08120154.61.2910/17/24
AIMCO 2018-BA CLO CRR AIMCO 2018-BAAA+ (sf)N/A16.911141221.071101421.2910/17/24
AIMCO 2018-BA CLO D1R AIMCO 2018-BABBB- (sf)N/A11.341071131.06105129.71.2410/17/24
AIMCO 2018-BA CLO D1FR AIMCO 2018-BABB+ (sf)N/A11.341071131.06105129.71.2410/17/24
AIMCO 2018-BA CLO D2R AIMCO 2018-BABB+ (sf)N/A10.321071131.06105129.71.2410/17/24
AIMCO 2018-BA CLO ER AIMCO 2018-BABB- (sf)N/A6.78103.7108.71.05   10/17/24
AIMCO 2019-10A CLO BRR AIMCO 2019-10AAAA (sf)N/A23121.6131.71.08120155.51.310/17/24
AIMCO 2020-11A CLO BR2 AIMCO 2020-11AAAA (sf)N/A22.15121.6130.41.07120155.51.310/17/24
AIMCO 2020-12A CLO BR AIMCO 2020-12AAAA (sf)N/A22.55121.6131.21.08120159.51.3310/17/24
AIMCO 2021-14A CLO B AIMCO 2021-14AAAA (sf)N/A22.06121.6130.31.07120160.71.3410/17/24
AIMCO 2021-15A CLO B AIMCO 2021-15AAAA (sf)N/A21.98121.6130.21.07120159.81.3310/17/24
AIMCO 2021-16A CLO BR AIMCO 2021-16AAAA (sf)N/A23.03121.6131.61.08120147.61.2310/17/24
AIMCO 2022-17A CLO B1R AIMCO 2022-17AAAA (sf)AA+23.04121.6131.71.08120157.71.3110/17/24
AIMCO 2022-17A CLO B2R AIMCO 2022-17AAA+ (sf)AA+23.04121.6131.71.08120157.71.3110/17/24
AIMCO 2022-18A CLO BR AIMCO 2022-18AAAA (sf)N/A22.94121.6131.81.081201581.3210/17/24
ALLEG 2019-1A CLO BRR ALLEG 2019-1AAAA (sf)AAA21.35123.7130.61.06120174.71.4610/17/24
ALLEG 2019-2A CLO A1B ALLEG 2019-2AAAA (sf)AAA36.25121.6129.11.06120163.21.3610/17/24
ALLEG 2019-2A CLO A2B ALLEG 2019-2AAAA (sf)AAA32.6121.6129.11.06120163.21.3610/17/24
ALLEG 2019-2A CLO BR ALLEG 2019-2AAAA (sf)N/A20.58121.6129.11.06120163.21.3610/17/24
ALLEG 2020-1A CLO BR ALLEG 2020-1AAAA (sf)AA22.38121.6133.71.1120168.81.4110/17/24
AGL 2020-4A CLO B1R AGL 2020-4ANRN/A       10/17/24
AGL 2020-4A CLO B2R AGL 2020-4ANRN/A       10/17/24
ALLEG 2021-1A CLO B ALLEG 2021-1AAAA (sf)AA21.76121.6130.91.08120168.21.410/17/24
ALLEG 2022-1A CLO B ALLEG 2022-1AAAA (sf)N/A21.34121.6130.91.08120162.81.3610/17/24
ALLEG 2017-1A CLO BR ALLEG 2017-1AAAA (sf)AA+24.63122.6130.31.06120178.41.4910/17/24
ALLEG 2017-2A CLO B ALLEG 2017-2AAAA (sf)AA+31.81121.8148.81.22120184.31.5410/17/24
ALLEG 2018-1A CLO BR ALLEG 2018-1AAAA (sf)AAA24.18122.6135.61.11120182.91.5210/17/24
ALLEG 2018-2A CLO B1 ALLEG 2018-2AAAA (sf)AAA26.38123139.31.13120188.21.5710/17/24
ALLEG 2018-2A CLO B2 ALLEG 2018-2AAAA (sf)AAA26.38123139.31.13120188.21.5710/17/24
ALLEG 2018-3A CLO B1R ALLEG 2018-3AAAA (sf)AAA25.17123.5136.41.1120178.21.4810/17/24
ALLEG 2018-3A CLO BFR ALLEG 2018-3AAAA (sf)AAA25.17123.5136.41.1120178.21.4810/17/24
ALLPK 2019-1A CLO BR ALLPK 2019-1AAAA (sf)AA21.21121.6130.51.07120157.51.3110/17/24
AMMC 2012-11A CLO A3BRR AMMC 2012-11AAAA (sf)N/A56.16122.51601.311202211.8410/17/24
AMMC 2012-11A CLO BRR AMMC 2012-11AAAA (sf)N/A36.35122.51601.311202211.8410/17/24
AMMC 2016-18A CLO BR AMMC 2016-18AAAA (sf)AAA33.62122.5142.71.16120185.81.5510/17/24
AMMC 2017-21A CLO B AMMC 2017-21AAAA (sf)N/A39.05122.6165.51.35120209.21.7410/17/24
AMMC 2018-22A CLO B AMMC 2018-22AAAA (sf)N/A36.06121.6159.11.31120200.61.6710/17/24
AMMC 2018-22A CLO E1B AMMC 2018-22ABBB+ (sf)N/A7.44104.5109.91.05105127.51.2110/17/24
AMMC 2020-23A CLO BR2 AMMC 2020-23AAAA (sf)N/A22.5121.6131.61.08120161.81.3510/17/24
AMMC 2021-24A CLO B AMMC 2021-24AAAA (sf)AA22.6122.7132.11.08120170.61.4210/17/24
AIMCO 2015-AA CLO BR2 AIMCO 2015-AANRN/A       10/17/24
AMMC 2023-26A CLO B1 AMMC 2023-26AAAA (sf)N/A22.74121.6131.31.08120160.11.3310/17/24
AMMC 2023-26A CLO BF AMMC 2023-26AAAA (sf)N/A22.74121.6131.31.08120160.11.3310/17/24
AMMC 2022-27A CLO B1 AMMC 2022-27AAAA (sf)N/A23.25122.51331.09120159.91.3310/17/24
AMMC 2022-27A CLO BF AMMC 2022-27AAA (sf)N/A23.25122.51331.09120159.91.3310/17/24
ANCHC 2019-11A CLO BR2 ANCHC 2019-11AAAA (sf)AA23.69122.9132.91.08120165.81.3810/17/24