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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 6A CLO BR GNRT 6AAAA (sf)AA21.78121.6131.81.08   04/07/22
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A23.41122.5133.31.09120259.62.1604/07/22
GNRT 7A CLO B2 GNRT 7AAAA (sf)N/A23.41122.5133.31.09120259.62.1604/07/22
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA18.93121.6128.71.06120292.12.4304/07/22
ZCCP 2015-1A CLO BR ZCCP 2015-1AAAA (sf)N/A67.63121.6312.82.57120674.55.6204/07/22
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA38.79121.6131.71.08120323.82.704/07/22
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA35.37121.6131.71.08120323.82.704/07/22
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AA+22.04121.6131.71.08120323.82.704/07/22
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AA+22.04121.6131.71.08120323.82.704/07/22
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AA+22.16   105256.62.4404/07/22
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AA+19.47122.6128.61.05120328.12.7304/07/22
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AA20.78122.3130.11.06120307.42.5604/07/22
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AA20.78122.3130.11.06120307.42.5604/07/22
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AA+33.57149.4155.81.041204954.1204/07/22
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA36.6122.5129.91.06120255.62.1304/07/22
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA33.04152.3157.91.04120430.63.5904/07/22
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA30.26122.5129.91.06120255.62.1304/07/22
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA20.22122.5129.91.06120255.62.1304/07/22
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A24.15122.1134.71.1120411.53.4304/07/22
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA20.22122.5129.91.06120255.62.1304/07/22
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AA+21.67122.6131.21.07120348.82.9104/07/22
TSYMP 2016-1A CLO BR2 TSYMP 2016-1AAAA (sf)AA23.33121.8131.61.08115365.13.1704/07/22
BNPIP 2014-2A CLO CR BNPIP 2014-2AAAA (sf)N/A81.2113.5504.54.441158607.4804/07/22
BNPIP 2014-2A CLO DR BNPIP 2014-2AAAA (sf)N/A37.89108.3152.71.41110202.71.8404/07/22
BNPIP 2014-2A CLO E BNPIP 2014-2ACCC- (sf)N/A-3.78104.491.40.8810597.80.9304/07/22
ALM 2020-1A CLO A1B ALM 2020-1AAAA (sf)AAA29.48113.7120.51.06110301.12.7404/07/22
ALM 2020-1A CLO B ALM 2020-1AA+ (sf)N/A15.11113.7120.51.06110301.12.7404/07/22
AIGIM 2019-2A CLO BR AIGIM 2019-2AAAA (sf)N/A23.25121.6131.61.08120261.52.1804/07/22
AIMCO 2018-BA CLO AR AIMCO 2018-BAAAA (sf)AAA33.92123.2132.71.08120328.32.7404/07/22
ALLEG 2018-1A CLO B ALLEG 2018-1AAAA (sf)AA21.43122.6129.61.06120323.72.704/07/22
AIMCO 2018-BA CLO BR AIMCO 2018-BAAAA (sf)AA23.12123.2132.71.08120328.32.7404/07/22
AIMCO 2019-10A CLO BR AIMCO 2019-10AAAA (sf)N/A21.52121.6131.21.08120320.32.6704/07/22
AIMCO 2018-BA CLO CR AIMCO 2018-BAAA (sf)A18.16117124.71.07110296.72.704/07/22
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA23.72123.3133.61.081153092.6904/07/22
AIMCO 2015-AA CLO BR2 AIMCO 2015-AAAAA (sf)AA23.41117.6125.21.06115322.32.804/07/22
AIMCO 2018-BA CLO D AIMCO 2018-BABBB+ (sf)BBB-11.68109.3115.51.06105252.72.4104/07/22
AMMC 2016-19A CLO BR AMMC 2016-19AAAA (sf)N/A35.121221571.29120333.92.7804/07/22
AIMCO 2018-AA CLO B AIMCO 2018-AAAAA (sf)AA+22.39122.5131.61.07120341.42.8404/07/22
AIMCO 2018-BA CLO E AIMCO 2018-BABB (sf)BB-6.47104.2109.11.05   04/07/22
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA19.69123.3128.11.04120288.92.4104/07/22
ALLEG 2017-2A CLO B ALLEG 2017-2AAAA (sf)AA21.67121.8129.81.07120315.92.6304/07/22
AIMCO 2017-AA CLO BR AIMCO 2017-AAAAA (sf)N/A21.83121.3131.41.081203292.7404/07/22
ALLEG 2016-1A CLO BR2 ALLEG 2016-1AAAA (sf)AA+23.22122.3132.31.08120355.62.9604/07/22
AMMC 2012-11A CLO A3BRR AMMC 2012-11AAAA (sf)N/A32.74122.5129.91.06120304.62.5404/07/22
ALM 2016-19A CLO A1BR2 ALM 2016-19AAAA (sf)N/A30.65112.7120.21.07110324.42.9504/07/22
AMMC 2012-11A CLO BRR AMMC 2012-11AAAA (sf)N/A21.85122.5129.91.06120304.62.5404/07/22
ALLEG 2018-2A CLO B1 ALLEG 2018-2AAAA (sf)AA22.3123130.81.06120336.52.804/07/22
ALLEG 2018-2A CLO B2 ALLEG 2018-2AAA+ (sf)AA22.3123130.81.06120336.52.804/07/22
ALM 2016-19A CLO A2BR2 ALM 2016-19AAAA (sf)N/A23.02112.7120.21.07110324.42.9504/07/22
AMMC 2016-18A CLO BR AMMC 2016-18AAAA (sf)AA21.21122.5129.11.05120321.52.6804/07/22