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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 2020-9A CLO DR AGL 2020-9ABB+ (sf)BBB-9.97107.3113.61.061051371.311/11/24
AGL 2020-9A CLO ER AGL 2020-9ABB+ (sf)BB+6.13103.71091.05   11/11/24
AGL 2020-9A CLO F AGL 2020-9ABB+ (sf)B-6.06      11/11/24
AGL 2022-22A CLO AN AGL 2022-22AAAA (sf)AAA35.39122.91331.081201531.2711/11/24
AGL 2022-22A CLO ALL AGL 2022-22AAAA (sf)N/A35.39122.91331.081201531.2711/11/24
AGL 2022-22A CLO B1 AGL 2022-22AAAA (sf)AA22.83122.91331.081201531.2711/11/24
AGL 2022-22A CLO B2 AGL 2022-22AAA+ (sf)AA22.83122.91331.081201531.2711/11/24
AGL 2022-22A CLO C AGL 2022-22AA+ (sf)A16.93115.5123.51.07115139.51.2111/11/24
AGL 2022-22A CLO D AGL 2022-22ABB+ (sf)BBB-10.47108.5114.61.061101261.1511/11/24
AGL 2022-22A CLO E AGL 2022-22ABB- (sf)BB-6.68104.91101.05   11/11/24
AGL 2020-8A CLO A1L AGL 2020-8AAAA (sf)N/A33.88138145.51.05120185.71.5511/11/24
AGL 2020-8A CLO AR AGL 2020-8AAAA (sf)AAA33.88138145.51.05120185.71.5511/11/24
AGL 2020-8A CLO BR AGL 2020-8AAAA (sf)AAA29.24138145.51.05120185.71.5511/11/24
AGL 2020-6A CLO AR AGL 2020-6AAAA (sf)N/A36.19121.6131.81.08120164.21.3711/11/24
AGL 2020-6A CLO BR AGL 2020-6AAAA (sf)N/A21.78121.6131.81.08120164.21.3711/11/24
AGL 2020-6A CLO CR AGL 2020-6AA+ (sf)N/A15.6114122.21.07115150.81.3111/11/24
AGL 2020-6A CLO DR AGL 2020-6ABB+ (sf)N/A9.43107.6113.81.06110137.91.2511/11/24
AGL 2020-6A CLO ER AGL 2020-6ABB- (sf)N/A5.31103.7108.91.05   11/11/24
AGL 2020-7A CLO AR AGL 2020-7AAAA (sf)AAA34.22121.61321.09120164.91.3711/11/24
AGL 2020-7A CLO BR AGL 2020-7AAAA (sf)AA21.89121.61321.09120164.91.3711/11/24
AGL 2020-7A CLO CR AGL 2020-7AA+ (sf)A16.23114.7123.11.07110152.61.3911/11/24
AGL 2020-7A CLO DR AGL 2020-7ABB+ (sf)BBB-10.07108.3114.61.06105139.71.3311/11/24
AGL 2020-7A CLO ER AGL 2020-7ABB (sf)BB-5.44103.71091.05   11/11/24
AGL 2020-5A CLO A1RRL AGL 2020-5AAAA (sf)N/A32.95121.6131.41.08120164.71.3711/11/24
AGL 2020-5A CLO A1RR AGL 2020-5AAAA (sf)AAA32.95121.6131.41.08120164.71.3711/11/24
AGL 2020-5A CLO BRR AGL 2020-5AAAA (sf)N/A21.6121.6131.41.08120164.71.3711/11/24
AGL 2020-5A CLO CRR AGL 2020-5AA+ (sf)N/A15.41114121.81.07115151.41.3211/11/24
AGL 2020-5A CLO DRR AGL 2020-5ABB+ (sf)N/A9.22107.6113.51.05110138.61.2611/11/24
AGL 2020-5A CLO ERR AGL 2020-5ABB (sf)N/A5.09103.7108.51.05   11/11/24
AIGIM 2020-1A CLO A1RR AIGIM 2020-1AAAA (sf)AAA34.82121.6131.51.08   11/11/24
AIGIM 2020-1A CLO A2RR AIGIM 2020-1AAAA (sf)AAA33.81121.6131.51.08   11/11/24
AIGIM 2020-1A CLO BRR AIGIM 2020-1AAAA (sf)AA+22.6121.6131.51.08   11/11/24
AIGIM 2020-1A CLO CRR AIGIM 2020-1AA+ (sf)A+16.49114121.81.07   11/11/24
AIGIM 2020-1A CLO DRR AIGIM 2020-1ABB+ (sf)BBB10.38107.6113.51.05   11/11/24
AIGIM 2020-1A CLO ERR AIGIM 2020-1ABB- (sf)BB+6.37103.8108.71.05   11/11/24
AIGIM 2020-1A CLO FRR AIGIM 2020-1AB+ (sf)B-6.31      11/11/24
AIGIM 2021-1A CLO A AIGIM 2021-1AAAA (sf)AAA34.91125134.11.07120166.41.3911/11/24
AIGIM 2021-1A CLO B AIGIM 2021-1AAAA (sf)AA24.13125134.11.07120166.41.3911/11/24
AIGIM 2021-1A CLO C AIGIM 2021-1AAA (sf)A18.23116.9124.41.06110153.41.3911/11/24
AIGIM 2021-1A CLO D AIGIM 2021-1ABB+ (sf)BBB-11.11108.4114.41.06105138.21.3211/11/24
AIGIM 2021-1A CLO E AIGIM 2021-1ABB- (sf)BB-6.68103.51091.05   11/11/24
AIGIM 2021-1A CLO F AIGIM 2021-1ACCC- (sf)B-4.6      11/11/24
AIGIM 2021-2A CLO A AIGIM 2021-2AAAA (sf)AAA35.8121.9131.81.08120161.41.3411/11/24
AIGIM 2021-2A CLO AL AIGIM 2021-2AAAA (sf)N/A35.8121.9131.81.08120161.41.3411/11/24
AIGIM 2021-2A CLO B AIGIM 2021-2AAAA (sf)AA22.76121.9131.81.08120161.41.3411/11/24
AIGIM 2021-2A CLO C AIGIM 2021-2AA+ (sf)A17.67115.8123.71.07110150.41.3711/11/24
AIGIM 2021-2A CLO D AIGIM 2021-2ABB+ (sf)BBB-10.94108.4114.31.05105136.51.311/11/24
AIGIM 2021-2A CLO E AIGIM 2021-2ABB- (sf)BB-6.25103.7108.61.05   11/11/24
AIGIM 2021-3A CLO A AIGIM 2021-3AAAA (sf)AAA36.07121.6131.61.08120151.51.2611/11/24
AIGIM 2021-3A CLO B AIGIM 2021-3AAAA (sf)AA22.88121.6131.61.08120151.51.2611/11/24
15,160 results