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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 C AIGIM 2021-3AA+ (sf)A17.8115.5123.51.07110141.21.2811/11/24
AIGIM 2021-3A CLO D AIGIM 2021-3ABB+ (sf)BBB-11.21108.3114.31.06105128.21.2211/11/24
AIGIM 2021-3A CLO E AIGIM 2021-3ABB- (sf)BB-6.64103.7108.71.05   11/11/24
AIMCO 2015-AA CLO XR3 AIMCO 2015-AAAAA (sf)AAA 117.6122.81.04115142.51.2411/11/24
AIMCO 2015-AA CLO AR3 AIMCO 2015-AAAAA (sf)AAA33.59117.6122.81.04115142.51.2411/11/24
AIMCO 2015-AA CLO BR3 AIMCO 2015-AAAAA (sf)AA22.64117.6122.81.04115142.51.2411/11/24
AIMCO 2015-AA CLO CR3 AIMCO 2015-AAA+ (sf)A17.4117.6122.81.04115142.51.2411/11/24
AIMCO 2015-AA CLO DR3 AIMCO 2015-AABB+ (sf)BBB-10.76110.3113.61.03110129.41.1811/11/24
AIMCO 2015-AA CLO ER3 AIMCO 2015-AAB+ (sf)BB-4.74103.9106.51.03   11/11/24
AIMCO 2017-AA CLO X AIMCO 2017-AAAAA (sf)N/A 121.3128.91.06120159.51.3311/11/24
AIMCO 2017-AA CLO AR AIMCO 2017-AAAAA (sf)N/A34.84121.3128.91.06120159.51.3311/11/24
AIMCO 2017-AA CLO BR AIMCO 2017-AAAAA (sf)N/A21.39121.3128.91.06120159.51.3311/11/24
AIMCO 2017-AA CLO CR AIMCO 2017-AAA+ (sf)N/A14.67113118.81.05115145.21.2611/11/24
AIMCO 2017-AA CLO DR AIMCO 2017-AABB+ (sf)N/A8.98107.4111.31.04110133.71.2211/11/24
AIMCO 2017-AA CLO ER AIMCO 2017-AAB+ (sf)N/A5.51105.2107.21.02   11/11/24
AIMCO 2017-AA CLO FR AIMCO 2017-AACCC- (sf)N/A4.04      11/11/24
AGL 2022-20A CLO AF AGL 2022-20ANRN/A       11/11/24
AGL 2022-20A CLO D AGL 2022-20ANRN/A       11/11/24
AGL 2022-20A CLO F AGL 2022-20ANRN/A       11/11/24
AGL 2022-20A CLO A1 AGL 2022-20ANRN/A       11/11/24
AGL 2022-20A CLO B AGL 2022-20ANRN/A       11/11/24
AGL 2022-20A CLO C AGL 2022-20ANRN/A       11/11/24
AGL 2022-20A CLO E AGL 2022-20ANRN/A       11/11/24
AIMCO 2018-AA CLO A AIMCO 2018-AAAAA (sf)AAA52.75122.5145.21.19120184.31.5411/11/24
AIMCO 2018-AA CLO B AIMCO 2018-AAAAA (sf)AA+33.21122.5145.21.19120184.31.5411/11/24
AIMCO 2018-AA CLO C AIMCO 2018-AAAAA (sf)A23.44115.71291.111101621.4711/11/24
AIMCO 2018-AA CLO D AIMCO 2018-AAA+ (sf)BBB-13.67109.31161.06105142.81.3611/11/24
AIMCO 2018-AA CLO E AIMCO 2018-AABB (sf)BB-5.93104.4107.51.03   11/11/24
AIMCO 2018-BA CLO ARR AIMCO 2018-BAAAA (sf)N/A35.17121.6131.61.08120156.51.311/11/24
AIMCO 2018-BA CLO BRR AIMCO 2018-BAAAA (sf)N/A23.02121.6131.61.08120156.51.311/11/24
AIMCO 2018-BA CLO CRR AIMCO 2018-BAA+ (sf)N/A16.941141221.07110143.81.3111/11/24
AIMCO 2018-BA CLO D1R AIMCO 2018-BABB+ (sf)N/A11.371071131.06105131.31.2511/11/24
AIMCO 2018-BA CLO D1FR AIMCO 2018-BABB+ (sf)N/A11.371071131.06105131.31.2511/11/24
AIMCO 2018-BA CLO D2R AIMCO 2018-BABB+ (sf)N/A10.361071131.06105131.31.2511/11/24
AIMCO 2018-BA CLO ER AIMCO 2018-BABB- (sf)N/A6.81103.7108.71.05   11/11/24
AIMCO 2019-10A CLO ARR AIMCO 2019-10AAAA (sf)N/A35.3121.6131.81.08120157.91.3211/11/24
AIMCO 2019-10A CLO BRR AIMCO 2019-10AAAA (sf)N/A23.17121.6131.81.08120157.91.3211/11/24
AIMCO 2019-10A CLO CRR AIMCO 2019-10AA+ (sf)N/A17.11113.9122.11.07110145.51.3211/11/24
AIMCO 2019-10A CLO D1RR AIMCO 2019-10ABB+ (sf)N/A11.04106.3112.51.06105131.51.2511/11/24
AIMCO 2019-10A CLO D2RR AIMCO 2019-10ABB (sf)N/A10.03106.3112.51.06105131.51.2511/11/24
AIMCO 2019-10A CLO ERR AIMCO 2019-10ABB- (sf)N/A7103.7108.81.05   11/11/24
AIMCO 2020-11A CLO A1R2 AIMCO 2020-11AAAA (sf)N/A35.25121.6131.61.08120177.91.4811/11/24
AIMCO 2020-11A CLO A2R2 AIMCO 2020-11AAAA (sf)N/A32.22121.6131.61.08120177.91.4811/11/24
AIMCO 2020-11A CLO BR2 AIMCO 2020-11AAAA (sf)N/A23.12121.6131.61.08120177.91.4811/11/24
AIMCO 2020-11A CLO CR2 AIMCO 2020-11AA+ (sf)N/A17.051141221.071101641.4911/11/24
AIMCO 2020-11A CLO D1R2 AIMCO 2020-11ABB+ (sf)N/A10.98106112.11.06105147.51.411/11/24
AIMCO 2020-11A CLO D2R2 AIMCO 2020-11ABB (sf)N/A9.71106112.11.06105147.51.411/11/24
AIMCO 2020-11A CLO ER2 AIMCO 2020-11ABB- (sf)N/A6.93103.2108.71.05   11/11/24
AIMCO 2020-12A CLO XR AIMCO 2020-12AAAA (sf)N/A 121.6131.31.08120161.81.3511/11/24
AIMCO 2020-12A CLO AR AIMCO 2020-12AAAA (sf)N/A35.78121.6131.31.08120161.81.3511/11/24
15,160 results