By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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 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
ANCHC 2019-13A CLO B1R ANCHC 2019-13AAAA (sf)N/A23.56125.2132.31.06120175.11.4610/17/24
ANCHC 2019-13A CLO B2R ANCHC 2019-13AAA (sf)N/A23.56125.2132.31.06120175.11.4610/17/24
ANCHC 2020-16A CLO BR ANCHC 2020-16AAA+ (sf)AA21.44122.7129.11.05120162.91.3610/17/24
ALLEG 2019-1A CLO BR ALLEG 2019-1ANRN/A       10/17/24
ANCHC 2021-17A CLO B ANCHC 2021-17AAAA (sf)AA23.22126131.91.05120168.51.410/17/24
ANCHC 2021-18A CLO B1 ANCHC 2021-18AAAA (sf)N/A22.74125.1130.81.05120177.11.4810/17/24
ANCHC 2021-18A CLO B2 ANCHC 2021-18AAA (sf)N/A22.74125.1130.81.05120177.11.4810/17/24
ANCHC 2018-10A CLO A1B1R ANCHC 2018-10AAAA (sf)N/A53.42128.7151.41.18120210.51.7510/17/24
ANCHC 2018-10A CLO A1B2 ANCHC 2018-10AAAA (sf)AAA93.84128.7151.41.18120210.51.7510/17/24
ANCHC 2018-10A CLO BR ANCHC 2018-10AAAA (sf)N/A32.83128.7151.41.18120210.51.7510/17/24
ANCHC 2021-19A CLO B1 ANCHC 2021-19AAAA (sf)AA21.6123.4129.21.05120167.11.3910/17/24
ANCHC 2021-19A CLO B2 ANCHC 2021-19AA+ (sf)AA21.6123.4129.21.05120167.11.3910/17/24
ANCHC 2021-20A CLO B ANCHC 2021-20AAA+ (sf)N/A21.5123.3129.21.05120168.51.410/17/24
AIMCO 2020-11A CLO BR AIMCO 2020-11ANRN/A       10/17/24
ANCHC 2021-21A CLO B ANCHC 2021-21AAAA (sf)AA23.77127.5133.31.05120157.21.3110/17/24
ANCHC 2022-24A CLO BR ANCHC 2022-24AAAA (sf)AA24.31121.6127.41.05120157.71.3110/17/24
ANCHC 2022-24A CLO D1BR ANCHC 2022-24ABB+ (sf)BBB-12.12105.2106.21.01   10/17/24
ANCHC 2022-25A CLO B ANCHC 2022-25AAA+ (sf)AA+22.07124.5130.11.04120163.41.3610/17/24