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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
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A22.9121.6134.31.1120160.41.3401/17/24
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A23.19122.5133.91.09120176.41.4701/17/24
GNRT 7A CLO B2 GNRT 7AAAA (sf)N/A23.19122.5133.91.09120176.41.4701/17/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.46121.6132.81.09120156.51.301/17/24
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA+16.33121.6126.51.04120153.91.2801/17/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA34.27122.5127.51.04120169.41.4101/17/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA27.7122.5127.51.04120169.41.4101/17/24
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA17.29122.5127.51.04120169.41.4101/17/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA17.29122.5127.51.04120169.41.4101/17/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA44.91114187.51.64105194.51.8501/17/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA36.81122.61641.34120206.91.7201/17/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA23.33122.6135.31.1120182.71.5201/17/24
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A45.15122.1186.61.53120240.3201/17/24
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+36.82152.3167.71.1120203.21.6901/17/24
ZCCP 2021-1A CLO B1A ZCCP 2021-1AAAA (sf)AA30.23115.5123.21.07110167.81.5301/17/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA30.23115.5123.21.07110167.81.5301/17/24
AGL 2021-11A CLO B1 AGL 2021-11AAAA (sf)N/A20.89121.6132.11.09120174.61.4512/12/23
AGL 2021-11A CLO B2 AGL 2021-11AAA (sf)N/A20.89121.6132.11.09120174.61.4512/12/23
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.16123.31311.06115160.91.412/12/23
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA20.4123.3133.31.08120161.81.3512/12/23
AGL 2021-10A CLO B AGL 2021-10AAAA (sf)AA21.16122132.51.09120173.11.4412/12/23
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A34.31121.61311.08120150.71.2612/12/23
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A20.76121.61311.08120150.71.2612/12/23
ABBSL 2021-3A CLO C ABBSL 2021-3AAA+ (sf)N/A14.5114121.41.06115138.51.212/12/23
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB+ (sf)N/A8.24107.6113.11.05110126.81.1512/12/23
ABBSL 2021-3A CLO E ABBSL 2021-3ABB+ (sf)N/A4.07103.7108.21.04   12/12/23
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA21.41122.5132.91.08120169.71.4112/12/23
AGL 2020-3A CLO B1 AGL 2020-3AAAA (sf)N/A20.71122.5132.11.08120171.81.4312/12/23
AGL 2020-3A CLO B2 AGL 2020-3AAA+ (sf)N/A20.71122.5132.11.08120171.81.4312/12/23
AGL 2019-2A CLO B AGL 2019-2AAAA (sf)AA+30.36143150.11.05120185.81.5512/12/23
AGCCM 2021-1A CLO B AGCCM 2021-1AA+ (sf)AA-20.16141.4154.41.09110408.43.7112/12/23
AIGIM 2019-1A CLO BR AIGIM 2019-1AAAA (sf)AA22.13122.4132.61.08120163.11.3612/12/23
AGL 2020-4A CLO B1R AGL 2020-4AAAA (sf)AAA28.84137.4146.71.07120201.31.6812/12/23
AGL 2020-4A CLO B2R AGL 2020-4AAAA (sf)AAA28.84137.4146.71.07120201.31.6812/12/23
AGL 2023-25A CLO B AGL 2023-25AAAA (sf)AA22.57121.6131.81.08   12/12/23
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA34.87121.6131.81.08120168.31.412/12/23
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA32.8121.6131.81.08120168.31.412/12/23
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA32.8121.6131.81.08120168.31.412/12/23
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A21.43121.6131.81.08120168.31.412/12/23
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA+ (sf)N/A15.23114122.21.07110154.21.412/12/23
ABBSL 2020-1A CLO DR ABBSL 2020-1ABBB (sf)N/A9.03107.1113.81.06105140.91.3412/12/23
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB (sf)N/A4.89103.2108.91.06   12/12/23
AIGIM 2018-1A CLO BR AIGIM 2018-1AAAA (sf)N/A21.3121.6131.11.08120153.71.2812/12/23
AGL 2022-17A CLO B AGL 2022-17AAAA (sf)AA21.16121.61321.09120169.51.4112/12/23
AGL 2021-14A CLO B1 AGL 2021-14AAAA (sf)AA20.6121.6131.81.08120179.11.4912/12/23
AGL 2021-14A CLO B2 AGL 2021-14AAA- (sf)AA20.6121.6131.81.08120179.11.4912/12/23
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA25.49132140.41.06120179.91.512/12/23
AGL 2021-16A CLO B AGL 2021-16AAAA (sf)AA20.57121.6131.51.08120166.41.3912/12/23
AGL 2022-21A CLO B AGL 2022-21AAAA (sf)AA21.5125135.41.08120163.11.3612/12/23
AGL 2021-13A CLO B AGL 2021-13AAAA (sf)N/A20.76121.6131.81.081201711.4312/12/23