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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
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)AAA34.6123.3146.11.18120191.31.5908/12/24
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA35.52121.6131.71.08120164.91.3708/12/24
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA33.47121.6131.71.08120164.91.3708/12/24
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA33.47121.6131.71.08120164.91.3708/12/24
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A22.22121.6131.71.08120164.91.3708/12/24
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA- (sf)N/A16.07114122.11.07110151.11.3708/12/24
ABBSL 2020-1A CLO DR ABBSL 2020-1ABBB (sf)N/A9.93107.1113.81.06105138.11.3208/12/24
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB (sf)N/A5.84103.2108.81.05   08/12/24
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA26.54132140.21.06120187.41.5608/12/24
AGL 2020-4A CLO B1R AGL 2020-4AAAA (sf)AAA29.72137.4146.41.07120207.51.7308/12/24
AGL 2020-4A CLO B2R AGL 2020-4AAAA (sf)AAA29.72137.4146.41.07120207.51.7308/12/24
AGL 2022-23A CLO B AGL 2022-23AAAA (sf)AA23.44123.3133.31.08120154.51.2908/12/24
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A35.05121.6130.81.08120164.81.3708/12/24
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A21.65121.6130.81.08120164.81.3708/12/24
ABBSL 2021-3A CLO C ABBSL 2021-3AAA+ (sf)N/A15.46114121.31.06115151.41.3208/12/24
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB- (sf)N/A9.28107.61131.05110138.61.2608/12/24
ABBSL 2021-3A CLO E ABBSL 2021-3ABB (sf)N/A5.15103.7108.11.04   08/12/24
AGL 2022-17A CLO B AGL 2022-17AAAA (sf)AA22.05121.6131.81.08120174.81.4608/12/24
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A21.79122.5131.91.08120172.11.4308/12/24
AGL 2020-3A CLO B2 AGL 2020-3AAA+ (sf)N/A21.79122.5131.91.08120172.11.4308/12/24
AGL 2021-14A CLO B1 AGL 2021-14AAAA (sf)AA21.68121.6131.51.081201801.508/12/24
AGL 2021-14A CLO B2 AGL 2021-14AAA+ (sf)AA21.68121.6131.51.081201801.508/12/24
AGL 2022-19A CLO B1 AGL 2022-19AAAA (sf)AA22.381221321.08120169.71.4108/12/24
AGL 2022-19A CLO B2 AGL 2022-19AAA+ (sf)AA22.381221321.08120169.71.4108/12/24
AGL 2023-24A CLO B AGL 2023-24AAAA (sf)AA22.68121.91321.08120158.41.3208/12/24
AGL 2021-10A CLO B AGL 2021-10AAAA (sf)AA22.2122132.41.09120172.11.4308/12/24
AGL 2019-1A CLO BR AGL 2019-1AAAA (sf)AA21.15121.8130.71.07120169.81.4208/12/24
AGL 2021-16A CLO B AGL 2021-16AAAA (sf)AA21.66121.6131.31.08120174.21.4508/12/24
AGL 2022-21A CLO B AGL 2022-21AAAA (sf)AA22.921251351.08120164.11.3708/12/24
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA22.4122.5132.61.08120175.11.4608/12/24
AGL 2022-22A CLO B1 AGL 2022-22AAAA (sf)AA22.97122.9132.91.08120161.41.3408/12/24
AGL 2022-22A CLO B2 AGL 2022-22AAA+ (sf)AA22.97122.9132.91.08120161.41.3408/12/24
AGL 2021-11A CLO B1 AGL 2021-11AAAA (sf)N/A21.92121.6131.81.08120175.21.4608/12/24