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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
AMMC 2018-22A CLO E2 AMMC 2018-22ABBB+ (sf)N/A7.65104.5109.21.04105128.11.2211/11/24
AMMC 2020-23A CLO A1R2 AMMC 2020-23AAAA (sf)N/A36.81121.6131.61.08120164.51.3711/11/24
AMMC 2020-23A CLO A2R2 AMMC 2020-23AAAA (sf)N/A32.73121.6131.61.08120164.51.3711/11/24
AMMC 2020-23A CLO BR2 AMMC 2020-23AAAA (sf)N/A22.54121.6131.61.08120164.51.3711/11/24
AMMC 2020-23A CLO CR2 AMMC 2020-23AAA- (sf)N/A16.43114121.91.071101511.3711/11/24
AMMC 2020-23A CLO D1R2 AMMC 2020-23ABBB+ (sf)N/A11.33104109.31.05   11/11/24
AMMC 2020-23A CLO D2R2 AMMC 2020-23ABB+ (sf)N/A9.29104109.31.05   11/11/24
AMMC 2020-23A CLO ER2 AMMC 2020-23ABB- (sf)N/A6.74104109.31.05   11/11/24
AMMC 2021-24A CLO A AMMC 2021-24AAAA (sf)AAA34.32122.7131.91.07120171.91.4311/11/24
AMMC 2021-24A CLO B AMMC 2021-24AAAA (sf)AA22.65122.7131.91.07120171.91.4311/11/24
AMMC 2021-24A CLO C AMMC 2021-24AAA+ (sf)A17.26116123.31.06110159.31.4511/11/24
AMMC 2021-24A CLO D AMMC 2021-24ABBB+ (sf)BBB-10.77109114.31.05105144.61.3811/11/24
AMMC 2021-24A CLO E AMMC 2021-24ABB- (sf)BB-5.59103.71081.04   11/11/24
AMMC 2022-25A CLO A1R AMMC 2022-25AAAA (sf)AAA35.53121.6131.71.08120172.81.4411/11/24
AMMC 2022-25A CLO A2R AMMC 2022-25AAAA (sf)AAA33.48121.6131.71.08120172.81.4411/11/24
AMMC 2022-25A CLO BR AMMC 2022-25AAAA (sf)AA22.23121.6131.71.08120172.81.4411/11/24
AMMC 2022-25A CLO CR AMMC 2022-25AAA- (sf)A16.6114.7122.81.07110160.21.4611/11/24
AMMC 2022-25A CLO DR AMMC 2022-25ABBB+ (sf)BBB-10.46108.3114.41.06105146.51.411/11/24
AMMC 2022-25A CLO ER AMMC 2022-25ABB (sf)BB-5.85103.7108.81.05   11/11/24
AMMC 2023-26A CLO A1 AMMC 2023-26AAAA (sf)AAA36.96121.6131.71.08120161.61.3511/11/24
AMMC 2023-26A CLO A2 AMMC 2023-26AAAA (sf)AAA34.93121.6131.71.08120161.61.3511/11/24
AMMC 2023-26A CLO B1 AMMC 2023-26AAAA (sf)N/A22.73121.6131.71.08120161.61.3511/11/24
AMMC 2023-26A CLO BF AMMC 2023-26AAAA (sf)N/A22.73121.6131.71.08120161.61.3511/11/24
AMMC 2023-26A CLO C AMMC 2023-26AAA- (sf)N/A16.621141221.07110147.61.3411/11/24
AMMC 2023-26A CLO D AMMC 2023-26ABBB- (sf)N/A10.63107.8113.81.06105133.21.2711/11/24
AMMC 2023-26A CLO E AMMC 2023-26ABB (sf)N/A7.98105.5110.61.05   11/11/24
AMMC 2023-26A CLO F AMMC 2023-26AB+ (sf)N/A5.74      11/11/24
AMMC 2022-27A CLO A1A AMMC 2022-27AAAA (sf)AAA36.89122.5133.11.091201641.3711/11/24
AMMC 2022-27A CLO A1F AMMC 2022-27AAAA (sf)AAA36.89122.5133.11.091201641.3711/11/24
AMMC 2022-27A CLO AJ AMMC 2022-27AAAA (sf)AAA34.85122.5133.11.091201641.3711/11/24
AMMC 2022-27A CLO B1 AMMC 2022-27AAAA (sf)N/A23.15122.5133.11.091201641.3711/11/24
AMMC 2022-27A CLO BF AMMC 2022-27AAA+ (sf)N/A23.15122.5133.11.091201641.3711/11/24
AMMC 2022-27A CLO C AMMC 2022-27AA+ (sf)N/A17.8115.8124.41.071151511.3111/11/24
AMMC 2022-27A CLO D AMMC 2022-27ABBB- (sf)N/A12.45110.3116.81.06110137.81.2511/11/24
AMMC 2022-27A CLO E AMMC 2022-27ABB (sf)N/A8.64105.91121.06   11/11/24
ANCHC 2019-11A CLO XR2 ANCHC 2019-11AAAA (sf)AAA 122.9132.91.08120165.81.3811/11/24
ANCHC 2019-11A CLO AR2 ANCHC 2019-11AAAA (sf)AAA36.62122.9132.91.08120165.81.3811/11/24
ANCHC 2019-11A CLO BR2 ANCHC 2019-11AAAA (sf)AA23.69122.9132.91.08120165.81.3811/11/24
ANCHC 2019-11A CLO C1R2 ANCHC 2019-11AA+ (sf)A17.86115.5123.51.07110153.61.411/11/24
ANCHC 2019-11A CLO C2R2 ANCHC 2019-11ABBB+ (sf)A17.86115.5123.51.07110153.61.411/11/24
ANCHC 2019-11A CLO DR2 ANCHC 2019-11ABB+ (sf)BBB-11.27108.3114.31.061051391.3211/11/24
ANCHC 2019-11A CLO ER2 ANCHC 2019-11ABB- (sf)BB-6.961041091.05   11/11/24
ANCHC 2019-11A CLO FR2 ANCHC 2019-11ACCC (sf)B-5.84      11/11/24
ANCHC 2019-13A CLO AL ANCHC 2019-13AAAA (sf)N/A35.98125.2132.71.06120179.21.4911/11/24
ANCHC 2019-13A CLO AR ANCHC 2019-13AAAA (sf)N/A35.98125.2132.71.06120179.21.4911/11/24
ANCHC 2019-13A CLO B1R ANCHC 2019-13AAAA (sf)N/A23.64125.2132.71.06120179.21.4911/11/24
ANCHC 2019-13A CLO B2R ANCHC 2019-13AAA+ (sf)N/A23.64125.2132.71.06120179.21.4911/11/24
ANCHC 2019-13A CLO CR ANCHC 2019-13AA+ (sf)N/A16114.9120.61.05115159.71.3911/11/24
ANCHC 2019-13A CLO D1R ANCHC 2019-13ABB+ (sf)N/A10.44107.7111.51.04110143.51.311/11/24
ANCHC 2019-13A CLO D2R ANCHC 2019-13ABB (sf)N/A9.18107.7111.51.04110143.51.311/11/24