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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
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AA+20.2121.6132.61.09120204.21.704/17/23
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA30.66114151.91.33105187.61.7904/17/23
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA26.04122.6141.81.16120186.61.5504/17/23
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA17.98122.6129.81.06120169.11.4104/17/23
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A29.83122.1149.21.22120206.91.7204/17/23
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AA16.48122.31281.051201741.4504/17/23
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AA16.48122.31281.051201741.4504/17/23
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+28.45152.3152.11120208.41.7404/17/23
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AA+29.44149.4153.61.031202241.8704/17/23
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA33.18121.6132.11.09120161.71.3503/21/23
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA31.06121.6132.11.09120161.71.3503/21/23
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA31.06121.6132.11.09120161.71.3503/21/23
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A19.39121.6132.11.09120161.71.3503/21/23
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA+ (sf)N/A13.03114122.41.07110147.71.3403/21/23
ABBSL 2020-1A CLO DR ABBSL 2020-1ABBB+ (sf)N/A6.66107.1114.11.07105134.31.2803/21/23
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB+ (sf)N/A2.42103.2109.11.06   03/21/23
AGL 2021-10A CLO B AGL 2021-10AAAA (sf)AA20.7122132.71.09120172.31.4403/21/23
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A34.42121.6131.91.081201851.5403/21/23
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A20.88121.6131.91.081201851.5403/21/23
ABBSL 2021-3A CLO C ABBSL 2021-3AAA+ (sf)N/A14.64114122.31.07115169.61.4703/21/23
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB+ (sf)N/A8.39107.6113.91.06110154.51.403/21/23
ABBSL 2021-3A CLO E ABBSL 2021-3ABB+ (sf)N/A4.23103.71091.05   03/21/23
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA19.84123.3132.31.071151541.3403/21/23
AGL 2021-11A CLO B1 AGL 2021-11AAAA (sf)N/A20.41121.6132.31.09120172.81.4403/21/23
AGL 2021-11A CLO B2 AGL 2021-11AA+ (sf)N/A20.41121.6132.31.09120172.81.4403/21/23
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA17.3123.3130.11.06120164.81.3703/21/23
AGL 2019-1A CLO BR AGL 2019-1AAAA (sf)AA19.82121.8132.11.08120168.61.4103/21/23
AGL 2021-16A CLO B AGL 2021-16AAAA (sf)AA20.2121.6131.81.081201721.4303/21/23
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA25.09132140.71.07120181.91.5203/21/23
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA20.99122.5133.11.09120173.81.4503/21/23
AGL 2021-13A CLO B AGL 2021-13AAAA (sf)N/A20.36121.6132.11.09120172.31.4403/21/23
AGL 2021-14A CLO B1 AGL 2021-14AAAA (sf)AA20.1121.6132.11.09120178.91.4903/21/23
AGL 2021-14A CLO B2 AGL 2021-14AA+ (sf)AA20.1121.6132.11.09120178.91.4903/21/23
AIGIM 2019-2A CLO BR AIGIM 2019-2AAAA (sf)N/A21.33121.6131.61.08120146.81.2203/21/23
AGL 2019-2A CLO B AGL 2019-2AAAA (sf)AA+30.14143151.51.06120186.81.5603/21/23
AIMCO 2015-AA CLO BR2 AIMCO 2015-AAAAA (sf)AA21.3117.61261.07115162.31.4103/21/23
AGL 2020-4A CLO B1R AGL 2020-4AAAA (sf)AAA28.48137.41471.07120201.21.6803/21/23
AGL 2020-4A CLO B2R AGL 2020-4AB+ (sf)AAA28.48137.41471.07120201.21.6803/21/23
AIGIM 2019-1A CLO BR AIGIM 2019-1AAAA (sf)AA22.32122.4132.41.08120160.71.3403/21/23
AIMCO 2017-AA CLO BR AIMCO 2017-AAAAA (sf)N/A20121.3131.61.08120169.31.4103/21/23
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A20.45122.5133.21.09120170.71.4203/21/23
AGL 2020-3A CLO B2 AGL 2020-3AA+ (sf)N/A20.45122.5133.21.09120170.71.4203/21/23
AIGIM 2021-1A CLO B AIGIM 2021-1AAAA (sf)AA23.491251341.07120174.81.4603/21/23
AIGIM 2018-1A CLO BR AIGIM 2018-1AAAA (sf)N/A20.63121.6131.51.08120137.11.1403/21/23
AIMCO 2018-BA CLO AR AIMCO 2018-BAAAA (sf)AAA31.19123.2132.51.08120171.21.4303/21/23
AIMCO 2018-BA CLO BR AIMCO 2018-BAAAA (sf)AA19.94123.2132.51.08120171.21.4303/21/23
AIMCO 2018-BA CLO CR AIMCO 2018-BAAA+ (sf)A14.78117124.51.06110159.41.4503/21/23
AIMCO 2018-BA CLO D AIMCO 2018-BABBB+ (sf)BBB-8.03109.3115.31.05105144.61.3803/21/23
AIMCO 2018-BA CLO E AIMCO 2018-BABB (sf)BB-2.6104.2108.91.05   03/21/23
AIMCO 2018-AA CLO B AIMCO 2018-AAAAA (sf)AA+20.92122.5132.11.08120172.41.4403/21/23