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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 2020-1A CLO BR WINDR 2020-1AAAA (sf)AA21.33121.6132.31.09120155.61.309/12/24
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A20.25122.9131.41.07120160.61.3409/12/24
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.37122.6130.21.06120159.31.3309/12/24
WINDR 2021-3A CLO B2 WINDR 2021-3AAA+ (sf)AA20.37122.6130.21.06120159.31.3309/12/24
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA19.91123.8129.21.04120157.31.3109/12/24
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A19.92121.61291.06120157.11.3109/12/24
WINDR 2022-1A CLO B2 WINDR 2022-1AAA- (sf)N/A19.92121.61291.06120157.11.3109/12/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.4121.6128.51.06120164.21.3709/12/24
WINDR 2022-2A CLO B1R WINDR 2022-2AAAA (sf)AA+18.62121.6128.51.06120164.21.3709/12/24
WINDR 2022-2A CLO B2 WINDR 2022-2AAA (sf)AA18.62121.6128.51.06120164.21.3709/12/24
GNRT 2A CLO BR GNRT 2AAAA (sf)AAA32.03122.5151.91.24120177.71.4809/12/24
GNRT 4A CLO BRR GNRT 4AAAA (sf)N/A22.57121.6136.21.12120177.71.4809/12/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA22.32121.6133.21.1120163.91.3709/12/24
GNRT 7A CLO BR GNRT 7AAAA (sf)N/A21.86121.6131.81.08120155.91.309/12/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.43121.6133.21.1120158.61.3209/12/24
ZAIS 2018-11A CLO BR ZAIS 2018-11AAAA (sf)AAA21.15121.6130.61.07120182.11.5209/12/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA35.24122.5127.21.04120168.81.4109/12/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA28.68122.5127.21.04120168.81.4109/12/24
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
AGL 2019-2A CLO BR AGL 2019-2AAAA (sf)AA23.81143149.31.04120191.51.608/12/24
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.57123.3131.31.06115164.91.4308/12/24
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA36.84121.6128.41.06120158.71.3208/12/24
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA31.58121.6128.41.06120158.71.3208/12/24
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA20121.6128.41.06120158.71.3208/12/24
CBAM 2019-11RA CLO C CBAM 2019-11RAA+ (sf)A13.691141191.04110145.61.3208/12/24
CBAM 2019-11RA CLO D CBAM 2019-11RABB- (sf)N/A6.53115.51191.03   08/12/24
CBAM 2019-11RA CLO E CBAM 2019-11RAB+ (sf)N/A1.79116.31191.02   08/12/24
CBCF 2021-1A CLO A CBCF 2021-1AAAA (sf)AAA45.85148.3166.81.12110370.43.3708/12/24
CBCF 2021-1A CLO B CBCF 2021-1AAAA (sf)AA32.85148.3166.81.12110370.43.3708/12/24
CBCF 2021-1A CLO C CBCF 2021-1AAA (sf)A-25.811371511.1105327.43.1208/12/24
CBCF 2021-1A CLO D CBCF 2021-1AA+ (sf)BBB-20.94129.5141.71.09   08/12/24
CBCF 2021-1A CLO E CBCF 2021-1ABB+ (sf)BB-13.35120129.31.08   08/12/24
CBCF 2021-2A CLO A1 CBCF 2021-2AAAA (sf)AAA52.73143.91641.14110523.94.7608/12/24
CBCF 2021-2A CLO A2 CBCF 2021-2AAAA (sf)AA+43.88143.91641.14110523.94.7608/12/24