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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)AA21.39122.6131.61.07120166.31.3902/06/24
WINDR 2021-3A CLO B2 WINDR 2021-3AAAA (sf)AA21.39122.6131.61.07120166.31.3902/06/24
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA21.63123.8131.11.06120163.61.3602/06/24
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A21.04121.6130.21.07120162.91.3602/06/24
WINDR 2022-1A CLO B2 WINDR 2022-1AAA+ (sf)N/A21.04121.6130.21.07120162.91.3602/06/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA31.99121.6129.61.07120159.21.3302/06/24
WINDR 2022-2A CLO B1 WINDR 2022-2AAAA (sf)AA20.48121.6129.61.07120159.21.3302/06/24
WINDR 2022-2A CLO B2 WINDR 2022-2AAA+ (sf)AA20.48121.6129.61.07120159.21.3302/06/24
GNRT 2A CLO BR GNRT 2AAAA (sf)AA+25.04122.5134.71.1120166.91.3902/06/24
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A24121.6134.41.11120166.71.3902/06/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA22.99121.6133.21.1120159.71.3302/06/24
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A23.88122.5134.31.11201761.4702/06/24
GNRT 7A CLO B2 GNRT 7AAAA (sf)N/A23.88122.5134.31.11201761.4702/06/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A23.01121.6133.21.1120157.81.3202/06/24
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA+17.04121.6126.31.04120152.71.2702/06/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA34.95122.5127.51.04120167.61.402/06/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA28.44122.5127.51.04120167.61.402/06/24
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA18.13122.5127.51.04120167.61.402/06/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA18.13122.5127.51.04120167.61.402/06/24
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA48.49121.6136.21.12120199.21.6602/06/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA43.77121.6136.21.12120199.21.6602/06/24
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AAA25.35121.6136.21.12120199.21.6602/06/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA25.35121.6136.21.12120199.21.6602/06/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA61.09114187.71.65105195.11.8602/06/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA41.66122.6164.21.34120211.71.7602/06/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA26.05122.6135.31.11201761.4702/06/24
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A56.61122.1187.71.54120244.62.0402/06/24
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+39.52152.3164.91.08120206.11.7202/06/24
ZCCP 2021-1A CLO B1A ZCCP 2021-1AAAA (sf)AA30.87115.5122.81.06110158.21.4402/06/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA30.87115.5122.81.06110158.21.4402/06/24
AIGIM 2018-1A CLO BR AIGIM 2018-1AAAA (sf)N/A21.51121.6131.81.08120150.41.2501/17/24
AIGIM 2019-1A CLO BR AIGIM 2019-1AAAA (sf)AA22.34122.4132.61.08120160.91.3401/17/24
AGL 2019-2A CLO B AGL 2019-2AAAA (sf)AA+30.66143150.11.05120180.71.5101/17/24
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A34.73121.61311.08120149.71.2501/17/24
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A21.26121.61311.08120149.71.2501/17/24
ABBSL 2021-3A CLO C ABBSL 2021-3AAA+ (sf)N/A15.04114121.41.06115137.51.201/17/24
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB+ (sf)N/A8.83107.6113.11.05110125.91.1401/17/24
ABBSL 2021-3A CLO E ABBSL 2021-3ABB+ (sf)N/A4.68103.7108.21.04   01/17/24
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A21.06122.5132.21.08120166.91.3901/17/24
AGL 2020-3A CLO B2 AGL 2020-3AAA+ (sf)N/A21.06122.5132.21.08120166.91.3901/17/24
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA25.81132140.41.06120175.31.4601/17/24
AGCCM 2021-1A CLO B AGCCM 2021-1AAA- (sf)AA-21.6141.4154.51.09110328.92.9901/17/24
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.01123.3130.81.06115165.31.4401/17/24
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA35.05121.61321.09120162.61.3501/17/24
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA32.98121.61321.09120162.61.3501/17/24
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA32.98121.61321.09120162.61.3501/17/24
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A21.64121.61321.09120162.61.3501/17/24
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA+ (sf)N/A15.46114122.31.071101491.3501/17/24
ABBSL 2020-1A CLO DR ABBSL 2020-1ABBB+ (sf)N/A9.27107.11141.06105136.21.301/17/24
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB+ (sf)N/A5.15103.21091.06   01/17/24