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
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA21.16122.6131.21.07120170.81.4206/17/24
WINDR 2021-3A CLO B2 WINDR 2021-3AAA+ (sf)AA21.16122.6131.21.07120170.81.4206/17/24
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A20.52121.6129.21.06120165.41.3806/17/24
WINDR 2022-1A CLO B2 WINDR 2022-1AA+ (sf)N/A20.52121.6129.21.06120165.41.3806/17/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA31.19121.6127.51.05120165.71.3806/17/24
WINDR 2022-2A CLO B1 WINDR 2022-2AAAA (sf)AA19.55121.6127.51.05120165.71.3806/17/24
WINDR 2022-2A CLO B2 WINDR 2022-2AA+ (sf)AA19.55121.6127.51.05120165.71.3806/17/24
GNRT 2A CLO BR GNRT 2AAAA (sf)AAA28.35122.5142.41.16120176.81.4706/17/24
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A25.1121.6136.21.12120170.21.4206/17/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA23.19121.6132.81.09120163.71.3606/17/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A23.25121.6132.81.09120161.71.3506/17/24
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA+18.9121.6128.11.05120162.31.3506/17/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA35.55122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA29.04122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA18.74122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA18.74122.5127.61.04120169.61.4106/17/24
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA55.84121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA50.44121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AAA29.36121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA29.36121.6138.71.14120212.71.7706/17/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA72.1114361.83.17105408.43.8906/17/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA51.21122.6209.11.71120240.3206/17/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA31.75122.6149.91.221202111.7606/17/24
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A68.96122.1320.82.63120435.83.6306/17/24
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA38.2149.4168.31.13120222.31.8506/17/24
ZCCP 2021-1A CLO B1A ZCCP 2021-1AAAA (sf)AA31.09115.5122.31.06110157.31.4306/17/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA31.09115.5122.31.06110157.31.4306/17/24
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AAA28.79123.3145.51.18120187.31.5606/17/24
AGL 2019-2A CLO B AGL 2019-2AAAA (sf)AA+31.49143149.31.04120191.51.606/17/24
AGL 2021-11A CLO B1 AGL 2021-11AAAA (sf)N/A22.21121.6131.31.08120173.21.4406/17/24
AGL 2021-11A CLO B2 AGL 2021-11AAA (sf)N/A22.21121.6131.31.08120173.21.4406/17/24
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.45123.3130.71.06115167.11.4506/17/24
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A35.42121.6130.81.08120163.81.3606/17/24
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A22.09121.6130.81.08120163.81.3606/17/24
ABBSL 2021-3A CLO C ABBSL 2021-3AAA+ (sf)N/A15.94114121.31.06115150.51.3106/17/24
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB- (sf)N/A9.79107.61131.05110137.71.2506/17/24
ABBSL 2021-3A CLO E ABBSL 2021-3ABB (sf)N/A5.69103.7108.11.04   06/17/24
AGL 2019-1A CLO BR AGL 2019-1AAAA (sf)AA21.41121.8130.91.07120168.21.406/17/24
AGL 2022-21A CLO B AGL 2022-21AAAA (sf)AA22.46125135.41.08120164.41.3706/17/24
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA22.66122.5132.11.081201731.4406/17/24
AGCCM 2021-1A CLO B AGCCM 2021-1AAA+ (sf)AA-24.83141.4153.51.09110325.62.9606/17/24
AGL 2023-24A CLO B AGL 2023-24AAAA (sf)AA22.88121.91321.08120160.41.3406/17/24
AGL 2022-23A CLO B AGL 2022-23AAAA (sf)AA23.74123.3133.21.08120153.21.2806/17/24
AGL 2021-10A CLO B AGL 2021-10AAAA (sf)AA22.45122131.81.08120170.11.4206/17/24
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA35.89121.6131.71.08120173.61.4506/17/24
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA33.86121.6131.71.08120173.61.4506/17/24
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA33.86121.6131.71.08120173.61.4506/17/24
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A22.67121.6131.71.08120173.61.4506/17/24
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA+ (sf)N/A16.56114122.11.07110159.11.4506/17/24
ABBSL 2020-1A CLO DR ABBSL 2020-1ABBB+ (sf)N/A10.45107.1113.81.06105145.41.3806/17/24