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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 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.95122.6131.81.08120173.31.4403/11/24
WINDR 2021-3A CLO B2 WINDR 2021-3AAAA (sf)AA20.95122.6131.81.08120173.31.4403/11/24
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA21.2123.8130.81.06120172.51.4403/11/24
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A20.62121.6130.21.07120169.51.4103/11/24
WINDR 2022-1A CLO B2 WINDR 2022-1AAA+ (sf)N/A20.62121.6130.21.07120169.51.4103/11/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA31.66121.6129.91.07120172.61.4403/11/24
WINDR 2022-2A CLO B1 WINDR 2022-2AAAA (sf)AA20.09121.6129.91.07120172.61.4403/11/24
WINDR 2022-2A CLO B2 WINDR 2022-2AAA (sf)AA20.09121.6129.91.07120172.61.4403/11/24
GNRT 2A CLO BR GNRT 2AAAA (sf)AA+24.88122.5136.71.121201771.4803/11/24
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A23.75121.61351.111201781.4803/11/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA22.81121.61331.091201711.4303/11/24
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A23.7122.5134.21.1120184.81.5403/11/24
GNRT 7A CLO B2 GNRT 7AAAA (sf)N/A23.7122.5134.21.1120184.81.5403/11/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.92121.6133.11.09120165.41.3803/11/24
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA+16.94121.6126.41.04120169.11.4103/11/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA34.92122.5127.61.04120183.71.5303/11/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA28.4122.5127.61.04120183.71.5303/11/24
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA18.09122.5127.61.04120183.71.5303/11/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA18.09122.5127.61.04120183.71.5303/11/24
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA48.47121.6138.71.14120224.51.8703/11/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA43.75121.6138.71.14120224.51.8703/11/24
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AAA25.32121.6138.71.14120224.51.8703/11/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA25.32121.6138.71.14120224.51.8703/11/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA61.15114264.32.32105349.53.3303/11/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA42.19122.61771.44120244.52.0403/11/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA26.28122.6138.91.13120203.11.6903/11/24
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A56.83122.1234.31.92120352.92.9403/11/24
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+39.67152.3171.71.13120234.61.9503/11/24
ZCCP 2021-1A CLO B1A ZCCP 2021-1AAAA (sf)AA31.44115.5122.91.06110172.51.5703/11/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA31.44115.5122.91.06110172.51.5703/11/24
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA23.88123.3138.91.13120176.21.4703/11/24
AGL 2022-19A CLO B1 AGL 2022-19AAAA (sf)AA22.31122131.91.08120167.21.3903/11/24
AGL 2022-19A CLO B2 AGL 2022-19AAA (sf)AA22.31122131.91.08120167.21.3903/11/24
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.86123.3131.41.07115161.81.4103/11/24
AGL 2019-2A CLO B AGL 2019-2AAAA (sf)AA+31.19143149.61.05120187.81.5703/11/24
AIGIM 2018-1A CLO BR AIGIM 2018-1AAAA (sf)N/A22.28121.6131.71.08120159.11.3303/11/24
AGL 2020-4A CLO B1R AGL 2020-4AAAA (sf)AAA29.68137.4146.31.06120199.31.6603/11/24
AGL 2020-4A CLO B2R AGL 2020-4AAAA (sf)AAA29.68137.4146.31.06120199.31.6603/11/24
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A21.73122.51321.08120173.61.4503/11/24
AGL 2020-3A CLO B2 AGL 2020-3AAA+ (sf)N/A21.73122.51321.08120173.61.4503/11/24
AGCCM 2021-1A CLO B AGCCM 2021-1AAAA (sf)AA-25.44141.4154.71.09110315.92.8703/11/24
AGL 2022-21A CLO B AGL 2022-21AAAA (sf)AA21.99125135.41.08120158.61.3203/11/24
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A35.16121.61311.08120160.61.3403/11/24
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A21.78121.61311.08120160.61.3403/11/24
ABBSL 2021-3A CLO C ABBSL 2021-3AAA+ (sf)N/A15.61114121.51.07115147.51.2803/11/24
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB+ (sf)N/A9.43107.6113.21.051101351.2303/11/24
ABBSL 2021-3A CLO E ABBSL 2021-3ABB (sf)N/A5.32103.7108.21.04   03/11/24
AGL 2021-16A CLO B AGL 2021-16AAAA (sf)AA21.54121.6131.21.08120169.61.4103/11/24
AGL 2023-25A CLO B AGL 2023-25AAAA (sf)AA22.88121.6131.61.08   03/11/24
AGL 2020-8A CLO BR AGL 2020-8AAAA (sf)AAA29.31138145.41.05120189.81.5803/11/24