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
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA30.3122.5129.91.06120201.41.6806/17/22
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA20.27122.5129.91.06120201.41.6806/17/22
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA20.27122.5129.91.06120201.41.6806/17/22
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA38.22121.6131.81.08120242.72.0206/17/22
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA34.77121.6131.81.08120242.72.0206/17/22
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AA+21.31121.6131.81.08120242.72.0206/17/22
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AA+21.31121.6131.81.08120242.72.0206/17/22
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AA+25.47114138.21.211051921.8306/17/22
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AA+23.06122.6134.11.09120239.9206/17/22
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AA+18.92122.6128.71.05120228.31.906/17/22
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A26.47122.1139.71.14120262.82.1906/17/22
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AA20.6122.3129.91.06120224.81.8706/17/22
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AA20.6122.3129.91.06120224.81.8706/17/22
ZCCP 2015-1A CLO BR ZCCP 2015-1AAAA (sf)N/A99.83121.658247.8479.0112080662.1672.1806/17/22
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA32.32152.3156.81.03120274.12.2806/17/22
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AA+32.98149.4155.41.04120319.82.6706/17/22
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA36.29121.6131.61.08120340.12.8305/11/22
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA34.27121.6131.61.08120340.12.8305/11/22
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA34.27121.6131.61.08120340.12.8305/11/22
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A23.15121.6131.61.08120340.12.8305/11/22
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA+ (sf)N/A17.081141221.07110301.62.7405/11/22
ABBSL 2020-1A CLO DR ABBSL 2020-1ABBB+ (sf)N/A11.01107.1113.71.06105261.52.4905/11/22
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB+ (sf)N/A6.97103.2108.71.05   05/11/22
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA20.24123.3128.91.05120293.72.4505/11/22
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA27.66132140.21.06   05/11/22
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A36.35121.6131.81.08120287.12.3905/11/22
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A23.22121.6131.81.08120287.12.3905/11/22
ABBSL 2021-3A CLO C ABBSL 2021-3AA+ (sf)N/A17.16114122.21.07115255.72.2205/11/22
AIGIM 2021-3A CLO B AIGIM 2021-3AAAA (sf)AA23.26121.6131.61.08   05/11/22
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB (sf)N/A11.09107.6113.91.06110219.9205/11/22
AIGIM 2021-2A CLO B AIGIM 2021-2AAAA (sf)AA23.43121.91321.08   05/11/22
ABBSL 2021-3A CLO E ABBSL 2021-3ABB+ (sf)N/A7.05103.7108.91.05   05/11/22
AIGIM 2020-1A CLO BR AIGIM 2020-1AAAA (sf)N/A23.16121.6131.61.081203412.8405/11/22
AIMCO 2015-AA CLO BR2 AIMCO 2015-AAAAA (sf)AA23.96117.6125.71.07115332.52.8905/11/22
AIGIM 2021-1A CLO B AIGIM 2021-1AAAA (sf)AA24.56125134.11.07120384.53.205/11/22
AIGIM 2019-2A CLO BR AIGIM 2019-2AAAA (sf)N/A23.07121.6131.61.08120270.12.2505/11/22
AIMCO 2020-12A CLO BR AIMCO 2020-12AAAA (sf)N/A23.04121.6131.91.08120392.33.2705/11/22
AIMCO 2017-AA CLO BR AIMCO 2017-AAAAA (sf)N/A22.58121.3131.61.08120344.52.8705/11/22
AIMCO 2020-11A CLO BR AIMCO 2020-11AAAA (sf)N/A23.11121.6131.71.08120360.83.0105/11/22
AIMCO 2018-AA CLO B AIMCO 2018-AAAAA (sf)AA+22.42122.51321.08120342.12.8505/11/22
AIMCO 2018-BA CLO AR AIMCO 2018-BAAAA (sf)AAA33.92123.2132.71.08120319.82.6705/11/22
AIMCO 2018-BA CLO BR AIMCO 2018-BAAAA (sf)AA23.11123.2132.71.08120319.82.6705/11/22
AGL 2021-16A CLO B AGL 2021-16AAAA (sf)AA23.06121.6131.71.08   05/11/22
AIMCO 2018-BA CLO CR AIMCO 2018-BAAA+ (sf)A18.16117124.61.061102892.6305/11/22
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.87123.3133.71.08115311.32.7105/11/22
AIMCO 2018-BA CLO D AIMCO 2018-BABBB+ (sf)BBB-11.68109.3115.51.06105246.22.3405/11/22
AIMCO 2019-10A CLO BR AIMCO 2019-10AAAA (sf)N/A22.56121.6131.81.081203242.705/11/22
AIMCO 2018-BA CLO E AIMCO 2018-BABB (sf)BB-6.47104.21091.05   05/11/22
AGL 2021-10A CLO B AGL 2021-10AAAA (sf)AA23.25122132.11.08120356.22.9705/11/22
AGL 2021-14A CLO B1 AGL 2021-14AAAA (sf)AA22.92121.6131.61.08   05/11/22