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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
GNRT 7A CLO BR GNRT 7AAAA (sf)N/A21.93121.6131.31.08120157.71.3110/17/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.52121.6132.81.09120163.21.3610/17/24
ZAIS 2018-11A CLO BR ZAIS 2018-11AAAA (sf)AAA20.86121.6130.21.071201811.5110/17/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA35.49122.51271.04120211.11.7610/17/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA28.96122.51271.04120211.11.7610/17/24
ZAIS 2019-13A CLO B1R ZAIS 2019-13AAAA (sf)AAA18.61122.51271.04120211.11.7610/17/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA18.61122.51271.04120211.11.7610/17/24
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA63.93121.6153.41.26120262.42.1910/17/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA57.56121.6153.41.26120262.42.1910/17/24
ZAIS 2020-14A CLO B1RR ZAIS 2020-14AAAA (sf)AAA32.7121.6153.41.26120262.42.1910/17/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA32.7121.6153.41.26120262.42.1910/17/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA94.591141861.216.331052003.319.0810/17/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA71.89122.6358.52.92120451.13.7610/17/24
WELF 2022-1A CLO B1 WELF 2022-1ANRN/A       10/17/24
WELF 2022-1A CLO B2 WELF 2022-1ANRN/A       10/17/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA39.2122.6167.51.37120234.11.9510/17/24
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+48.63152.3203.71.34120261.52.1810/17/24
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA40.14149.4173.91.16120221.11.8410/17/24
ZCCP 2021-1A CLO B1AR ZCCP 2021-1AAAA (sf)AA+31.13115.5121.81.05110161.11.4610/17/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA31.13115.5121.81.05110161.11.4610/17/24
VOYA 2022-1A CLO B VOYA 2022-1ANRN/A       10/17/24
GNRT 2A CLO BR GNRT 2ANRN/A       10/17/24
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.39123.3130.71.06115165.81.4409/12/24
AGL 2019-2A CLO BR AGL 2019-2AAAA (sf)AA23.15125.31341.07   09/12/24
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA35.52121.6131.71.08120164.91.3709/12/24
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA33.47121.6131.71.08120164.91.3709/12/24
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA33.47121.6131.71.08120164.91.3709/12/24
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A22.22121.6131.71.08120164.91.3709/12/24
ABBSL 2020-1A CLO CR ABBSL 2020-1AA+ (sf)N/A16.07114122.11.07110151.11.3709/12/24
ABBSL 2020-1A CLO DR ABBSL 2020-1ABB+ (sf)N/A9.93107.1113.81.06105138.11.3209/12/24
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB- (sf)N/A5.84103.2108.81.05   09/12/24
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A34.82121.6130.91.08120156.51.309/12/24
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A21.37121.6130.91.08120156.51.309/12/24
ABBSL 2021-3A CLO C ABBSL 2021-3AAA- (sf)N/A15.17114121.31.06115143.81.2509/12/24
ABBSL 2021-3A CLO D ABBSL 2021-3ABB+ (sf)N/A8.96107.61131.05110131.51.209/12/24
ABBSL 2021-3A CLO E ABBSL 2021-3ABB- (sf)N/A4.82103.7108.11.04   09/12/24
AGL 2019-1A CLO BR AGL 2019-1AAAA (sf)AA20.5121.8130.71.07120157.81.3209/12/24
AGL 2022-22A CLO B1 AGL 2022-22AAAA (sf)AA22.46122.9132.91.08120145.11.2109/12/24
AGL 2022-22A CLO B2 AGL 2022-22AA+ (sf)AA22.46122.9132.91.08120145.11.2109/12/24
AGL 2023-25A CLO B AGL 2023-25AAAA (sf)AA22.46121.6131.71.08120145.51.2109/12/24
AGL 2021-11A CLO B1 AGL 2021-11AAAA (sf)N/A21.31121.6131.81.08120161.81.3509/12/24
AGL 2021-11A CLO B2 AGL 2021-11AA+ (sf)N/A21.31121.6131.81.08120161.81.3509/12/24
AIGIM 2019-1A CLO BR AIGIM 2019-1AAAA (sf)AA22.4122.4132.41.08120156.21.309/12/24
AGL 2023-24A CLO B AGL 2023-24AAAA (sf)AA22.68121.91321.08120158.41.3209/12/24
AGL 2021-14A CLO B1 AGL 2021-14AAAA (sf)AA21.16121.6131.51.081201641.3709/12/24
AGL 2021-14A CLO B2 AGL 2021-14AA+ (sf)AA21.16121.6131.51.081201641.3709/12/24
AGL 2022-17A CLO B AGL 2022-17AAAA (sf)AA21.58121.6131.81.08120160.71.3409/12/24
GLM 2017-1A CLO B1R2 GLM 2017-1AAAA (sf)N/A20.78119.9129.11.08120165.41.3809/12/24
GLM 2022-12A CLO B1R GLM 2022-12AAAA (sf)AA22.3121.6130.61.07120168.21.409/12/24
GLM 2022-12A CLO B2R GLM 2022-12AA+ (sf)AA22.3121.6130.61.07120168.21.409/12/24