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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
WINDR 2022-1A CLO B2 WINDR 2022-1AAA- (sf)N/A19.92121.61291.06120157.11.3109/12/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.4121.6128.51.06120164.21.3709/12/24
WINDR 2022-2A CLO B1R WINDR 2022-2AAAA (sf)AA+18.62121.6128.51.06120164.21.3709/12/24
WINDR 2022-2A CLO B2 WINDR 2022-2AAA (sf)AA18.62121.6128.51.06120164.21.3709/12/24
GNRT 2A CLO BR GNRT 2AAAA (sf)AAA32.03122.5151.91.24120177.71.4809/12/24
GNRT 4A CLO BRR GNRT 4AAAA (sf)N/A22.57121.6136.21.12120177.71.4809/12/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA22.32121.6133.21.1120163.91.3709/12/24
GNRT 7A CLO BR GNRT 7AAAA (sf)N/A21.86121.6131.81.08120155.91.309/12/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.43121.6133.21.1120158.61.3209/12/24
ZAIS 2018-11A CLO BR ZAIS 2018-11AAAA (sf)AAA21.15121.6130.61.07120182.11.5209/12/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA35.24122.5127.21.04120168.81.4109/12/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA28.68122.5127.21.04120168.81.4109/12/24
ZAIS 2019-13A CLO B1R ZAIS 2019-13AAAA (sf)AAA18.28122.5127.21.04120168.81.4109/12/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA18.28122.5127.21.04120168.81.4109/12/24
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA63.81121.6154.21.27120261.12.1809/12/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA57.42121.6154.21.27120261.12.1809/12/24
ZAIS 2020-14A CLO B1RR ZAIS 2020-14AAAA (sf)AAA32.48121.6154.21.27120261.12.1809/12/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA32.48121.6154.21.27120261.12.1809/12/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA94.581141843.816.171051988.718.9409/12/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA71.65122.63572.91120430.33.5909/12/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA38.75122.6167.31.36120232.21.9309/12/24
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+49.1152.3208.31.37120257.62.1509/12/24
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA40.68149.4177.11.19120223.91.8709/12/24
ZCCP 2021-1A CLO B1AR ZCCP 2021-1AAAA (sf)AA+30.84115.51221.06110153.41.3909/12/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA30.84115.51221.06110153.41.3909/12/24
GNRT 4A CLO BR GNRT 4ANRN/A       09/12/24
WINDR 2021-1A CLO B1 WINDR 2021-1ANRN/A       09/12/24
WINDR 2021-1A CLO B2 WINDR 2021-1ANRN/A       09/12/24
ZAIS 2019-13A CLO B1 ZAIS 2019-13ANRN/A       09/12/24
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AAA34.06123.3160.11.3120200.71.6709/12/24
AGL 2022-19A CLO B1 AGL 2022-19AAAA (sf)AA21.93122132.11.08120157.31.3109/12/24
AGL 2022-19A CLO B2 AGL 2022-19AA+ (sf)AA21.93122132.11.08120157.31.3109/12/24
AIGIM 2018-1A CLO B1RR AIGIM 2018-1AAAA (sf)N/A22.12121.6131.91.08   09/12/24
AIGIM 2018-1A CLO B2RR AIGIM 2018-1AA+ (sf)N/A22.12121.6131.91.08   09/12/24
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA21.79122.5132.61.08120159.41.3309/12/24
AGCCM 2021-1A CLO B AGCCM 2021-1ANRAA-26.94141.4154.81.09110287.32.6109/12/24
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA25.98132140.21.061201681.409/12/24
AGL 2020-4A CLO B1R AGL 2020-4AAAA (sf)AAA29.18137.4146.41.07120190.31.5909/12/24
AGL 2020-4A CLO B2R AGL 2020-4AAAA (sf)AAA29.18137.4146.41.07120190.31.5909/12/24
AGL 2022-21A CLO BR AGL 2022-21AAAA (sf)AA+21.081251351.08120165.91.3809/12/24
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A21.15122.5131.91.08120160.81.3409/12/24
AGL 2020-3A CLO B2 AGL 2020-3AA+ (sf)N/A21.15122.5131.91.08120160.81.3409/12/24
AGL 2021-16A CLO B AGL 2021-16AAAA (sf)AA21.05121.6131.31.08120157.41.3109/12/24
AGL 2022-20A CLO B AGL 2022-20AAAA (sf)AA22.62123.3133.41.08120153.91.2809/12/24
AGL 2021-13A CLO B AGL 2021-13AAAA (sf)N/A21.2121.6131.71.08120160.31.3409/12/24
AGL 2020-5A CLO BR AGL 2020-5AAAA (sf)N/A21.16121.6131.51.081201581.3209/12/24
AGL 2022-23A CLO B AGL 2022-23AAAA (sf)AA22.98123.3133.31.08120139.81.1709/12/24
AGL 2020-8A CLO BR AGL 2020-8AAAA (sf)AAA28.85138145.61.06120177.11.4809/12/24
AGL 2021-10A CLO B AGL 2021-10AAAA (sf)AA21.56122132.41.09120160.91.3409/12/24
AGL 2020-6A CLO BR AGL 2020-6AAAA (sf)N/A21.42121.6131.91.08120157.61.3109/12/24