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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
ANCHF 2018-5A CLO CR2 ANCHF 2018-5AAA+ (sf)AA+27.71141.6151.31.07105285.52.7206/17/24
ANCHF 2018-5A CLO DR2 ANCHF 2018-5AA (sf)A+21.67133.4140.61.05   06/17/24
ANCHF 2018-5A CLO E ANCHF 2018-5ABBB (sf)BBB16.84127.6133.11.04   06/17/24
ANCHF 2019-7A CLO A ANCHF 2019-7AAAA (sf)AAA47.78153.3165.61.08110292.42.6606/17/24
ANCHF 2019-7A CLO BR ANCHF 2019-7AAAA (sf)AAA32.38153.3165.61.08110292.42.6606/17/24
ANCHF 2019-7A CLO CR ANCHF 2019-7AA+ (sf)AA+26.74147.7152.81.03105273.62.6106/17/24
ANCHF 2019-7A CLO DR ANCHF 2019-7AA (sf)AA-22.24141.31441.02   06/17/24
ANCHF 2019-7A CLO E ANCHF 2019-7ABBB- (sf)BBB16.6      06/17/24
ANCHF 2019-9A CLO A ANCHF 2019-9AAAA (sf)AAA48.28151.4163.41.081103383.0706/17/24
ANCHF 2019-9A CLO BR ANCHF 2019-9AAAA (sf)AA+32.06151.4163.41.081103383.0706/17/24
ANCHF 2019-9A CLO CR ANCHF 2019-9AAA+ (sf)AA-25.91144.2149.91.04105310.42.9606/17/24
ANCHF 2019-9A CLO DR ANCHF 2019-9AA+ (sf)A-20.32135.4139.41.03   06/17/24
ANCHF 2019-9A CLO EA ANCHF 2019-9ABBB+ (sf)BB+14.72127.9130.21.02   06/17/24
ANNSA 2016-2A CLO AR ANNSA 2016-2AAAA (sf)AAA38.87120.71341.11120157.51.3106/17/24
ANNSA 2016-2A CLO BR ANNSA 2016-2AAAA (sf)AA+23.06120.71341.11120157.51.3106/17/24
ANNSA 2016-2A CLO CR ANNSA 2016-2AAAA (sf)A+17.37115.5124.81.08115145.51.2706/17/24
ANNSA 2016-2A CLO DR ANNSA 2016-2AA (sf)BBB-9.78108.9114.31.05110130.51.1906/17/24
ANNSA 2016-2A CLO ER ANNSA 2016-2ABB (sf)BB-3.45103.7106.81.03105116.91.1106/17/24
JFIN 2017-2A CLO AR JFIN 2017-2ANRAAA       06/17/24
JFIN 2017-2A CLO BR JFIN 2017-2ANRAAA       06/17/24
JFIN 2017-2A CLO CR JFIN 2017-2ANRAA+       06/17/24
JFIN 2017-2A CLO D JFIN 2017-2ANRBBB+       06/17/24
JFIN 2017-2A CLO E JFIN 2017-2ANRBB-       06/17/24
APEXC 2018-1A CLO A1A APEXC 2018-1AAAA (sf)AAA37.83121.6127.41.05120160.61.3406/17/24
APEXC 2018-1A CLO A1B APEXC 2018-1AAAA (sf)AAA31.89121.6127.41.05120160.61.3406/17/24
APEXC 2018-1A CLO A2 APEXC 2018-1AAAA (sf)AAA31.89121.6127.41.05120160.61.3406/17/24
APEXC 2018-1A CLO B APEXC 2018-1AAAA (sf)AA+19.39121.6127.41.05120160.61.3406/17/24
APEXC 2018-1A CLO C APEXC 2018-1AAA+ (sf)A+12.94114.51181.03110147.31.3406/17/24
APEXC 2018-1A CLO D APEXC 2018-1ABBB (sf)BBB-6.5108.5109.81.01105134.81.2806/17/24
APEXC 2018-1A CLO E APEXC 2018-1ABB- (sf)BB-1.07104.1103.81   06/17/24
APEXC 2018-1A CLO F APEXC 2018-1AC (sf)CCC+-0.83      06/17/24
APEXC 2018-2A CLO AR APEXC 2018-2AAAA (sf)AAA30.64120.7126.41.05120165.11.3806/17/24
APEXC 2018-2A CLO BR APEXC 2018-2AAAA (sf)AA+18.26120.7126.41.05120165.11.3806/17/24
APEXC 2018-2A CLO C1 APEXC 2018-2AAA+ (sf)A+12.88114.7118.61.03115153.21.3306/17/24
APEXC 2018-2A CLO C2R APEXC 2018-2AAA+ (sf)A+12.88114.7118.61.03115153.21.3306/17/24
APEXC 2018-2A CLO D APEXC 2018-2ABBB (sf)BBB-6.96108.91111.02110140.81.2806/17/24
APEXC 2018-2A CLO E APEXC 2018-2ABB- (sf)BB-1.58104.71051   06/17/24
APEXC 2018-2A CLO F APEXC 2018-2ACC (sf)CCC-0.57      06/17/24
APEXC 2019-1A CLO AL APEXC 2019-1AAAA (sf)N/A20.65122.9129.61.05120164.91.3706/17/24
APEXC 2019-1A CLO ANR APEXC 2019-1AAAA (sf)AA+20.65122.9129.61.05120164.91.3706/17/24
APEXC 2019-1A CLO BR APEXC 2019-1AAA+ (sf)A14.59115.5120.31.04110151.51.3806/17/24
APEXC 2019-1A CLO C APEXC 2019-1ABBB+ (sf)BBB-8.53109.3112.41.03105137.91.3106/17/24
APEXC 2019-1A CLO D APEXC 2019-1ABB- (sf)BB-2.99104.21061.02   06/17/24
APEXC 2019-2A CLO A1RL APEXC 2019-2AAAA (sf)N/A35.64120.7128.81.07120172.21.4306/17/24
APEXC 2019-2A CLO A1RN APEXC 2019-2AAAA (sf)AAA35.64120.7128.81.07120172.21.4306/17/24
APEXC 2019-2A CLO A2R APEXC 2019-2AAAA (sf)N/A31.49120.7128.81.07120172.21.4306/17/24
APEXC 2019-2A CLO BR APEXC 2019-2AAAA (sf)N/A20.59120.7128.81.07120172.21.4306/17/24
APEXC 2019-2A CLO CR APEXC 2019-2AAA+ (sf)N/A14.88114120.21.05110158.71.4406/17/24
APEXC 2019-2A CLO D APEXC 2019-2ABBB+ (sf)N/A9.69108.9113.31.04105146.31.3906/17/24
APEXC 2019-2A CLO E APEXC 2019-2ABB (sf)N/A3.98103.6106.51.03   06/17/24