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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
ZCCP 2021-1A CLO C1F ZCCP 2021-1AA+ (sf)A24.24115.5121.81.05110161.11.4610/17/24
ZCCP 2021-1A CLO D ZCCP 2021-1AA+ (sf)BBB-15.11115.5121.81.05110161.11.4610/17/24
ZCCP 2021-1A CLO E ZCCP 2021-1ABB+ (sf)BB-8.23108.2112.71.04105138.31.3210/17/24
VOYA 2022-1A CLO A1 VOYA 2022-1ANRN/A       10/17/24
VOYA 2022-1A CLO B VOYA 2022-1ANRN/A       10/17/24
VOYA 2022-1A CLO C VOYA 2022-1ANRN/A       10/17/24
VOYA 2022-1A CLO D VOYA 2022-1ANRN/A       10/17/24
VOYA 2022-1A CLO E VOYA 2022-1ANRN/A       10/17/24
GNRT 2A CLO BR GNRT 2ANRN/A       10/17/24
GNRT 2A CLO AR GNRT 2ANRN/A       10/17/24
GNRT 2A CLO F GNRT 2ANRN/A       10/17/24
GNRT 2A CLO CR GNRT 2ANRN/A       10/17/24
GNRT 2A CLO DR GNRT 2ANRN/A       10/17/24
GNRT 2A CLO ER GNRT 2ANRN/A       10/17/24
AGCCM 2021-1A CLO A AGCCM 2021-1ANRAAA37.8141.4154.81.09110287.32.6109/12/24
AGCCM 2021-1A CLO B AGCCM 2021-1ANRAA-26.94141.4154.81.09110287.32.6109/12/24
AGCCM 2021-1A CLO C AGCCM 2021-1ANRA-21.72134.6144.41.07105263.52.5109/12/24
AGCCM 2021-1A CLO D AGCCM 2021-1ANRBBB-15.66128.8134.11.04   09/12/24
AGL 2022-21A CLO D AGL 2022-21ANRN/A       09/12/24
AGL 2022-21A CLO E AGL 2022-21ANRN/A       09/12/24
AGL 2022-21A CLO F AGL 2022-21ANRN/A       09/12/24
AGL 2022-21A CLO C AGL 2022-21ANRN/A       09/12/24
AGL 2022-21A CLO A1 AGL 2022-21ANRN/A       09/12/24
AGL 2022-21A CLO A2 AGL 2022-21ANRN/A       09/12/24
AGL 2022-21A CLO B AGL 2022-21ANRN/A       09/12/24
AIMCO 2018-AA CLO A AIMCO 2018-AAAAA (sf)AAA47.6122.51451.18120178.71.4909/12/24
AIMCO 2018-AA CLO B AIMCO 2018-AAAAA (sf)AA+29.95122.51451.18120178.71.4909/12/24
AIMCO 2018-AA CLO C AIMCO 2018-AAAAA (sf)A21.13115.7128.81.111101571.4309/12/24
AIMCO 2018-AA CLO D AIMCO 2018-AABBB+ (sf)BBB-12.31109.3115.91.061051401.3309/12/24
AIMCO 2018-AA CLO E AIMCO 2018-AABB (sf)BB-5.33104.4107.31.03   09/12/24
ALLEG 2021-2A CLO X ALLEG 2021-2AAAA (sf)AAA 121.6130.91.08120167.11.3909/12/24
ALLEG 2021-2A CLO A1N ALLEG 2021-2AAAA (sf)AAA36.1121.6130.91.08120167.11.3909/12/24
ALLEG 2021-2A CLO A1L ALLEG 2021-2AAAA (sf)N/A36.1121.6130.91.08120167.11.3909/12/24
ALLEG 2021-2A CLO A2 ALLEG 2021-2AAAA (sf)AAA33.52121.6130.91.08120167.11.3909/12/24
ALLEG 2021-2A CLO B ALLEG 2021-2AAAA (sf)AA21.67121.6130.91.08120167.11.3909/12/24
ALLEG 2021-2A CLO C ALLEG 2021-2AAA- (sf)A16.52115.5122.81.06115155.51.3509/12/24
ALLEG 2021-2A CLO D ALLEG 2021-2ABBB- (sf)BBB-10.33108.9114.41.05110142.11.2909/12/24
ALLEG 2021-2A CLO E ALLEG 2021-2ABB- (sf)BB-5.18103.7108.21.04   09/12/24
AMMC 2022-25A CLO A1R AMMC 2022-25AAAA (sf)AAA35.1121.6131.91.08120168.91.4109/12/24
AMMC 2022-25A CLO A2R AMMC 2022-25AAAA (sf)AAA33.04121.6131.91.08120168.91.4109/12/24
AMMC 2022-25A CLO BR AMMC 2022-25AAAA (sf)AA21.7121.6131.91.08120168.91.4109/12/24
AMMC 2022-25A CLO CR AMMC 2022-25AAA- (sf)A16.04114.71231.07110156.51.4209/12/24
AMMC 2022-25A CLO DR AMMC 2022-25ABBB+ (sf)BBB-9.86108.3114.51.06105143.21.3609/12/24
AMMC 2022-25A CLO ER AMMC 2022-25ABB (sf)BB-5.22103.7108.91.05   09/12/24
AIMCO 2022-18A CLO A1 AIMCO 2022-18ANRN/A       09/12/24
AIMCO 2022-18A CLO E AIMCO 2022-18ANRN/A       09/12/24
AIMCO 2022-18A CLO A2 AIMCO 2022-18ANRN/A       09/12/24
AIMCO 2022-18A CLO B1 AIMCO 2022-18ANRN/A       09/12/24
AIMCO 2022-18A CLO D AIMCO 2022-18ANRN/A       09/12/24
AIMCO 2022-18A CLO B2 AIMCO 2022-18ANRN/A       09/12/24