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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 2018-3A CLO B WINDR 2018-3AAAA (sf)N/A23.3121.6131.91.08120327.22.7302/28/22
WINDR 2019-1A CLO BR WINDR 2019-1AAAA (sf)N/A24.42123.3133.51.081203312.7602/28/22
WINDR 2019-2A CLO A1B WINDR 2019-2AAAA (sf)N/A37.88121.61321.09120269.12.2402/28/22
WINDR 2019-2A CLO B1 WINDR 2019-2AAAA (sf)N/A23.86121.6132.11.09120275.52.302/28/22
WINDR 2019-2A CLO B2 WINDR 2019-2AAAA (sf)N/A23.86121.6132.11.09120275.52.302/28/22
WINDR 2019-3A CLO BR WINDR 2019-3AAAA (sf)N/A22.97123.3131.21.06120355.52.9602/28/22
YCLO 2014-1A BRR YCLO 2014-1AAAA (sf)AA+23.39123.2132.51.081203322.7702/28/22
GNRT 2A CLO BR GNRT 2AAAA (sf)AA23.04122.5131.91.08120336.82.8102/28/22
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A23.15121.6132.21.09120350.72.9202/28/22
GNRT 6A CLO BR GNRT 6AAAA (sf)AA23.11121.6131.71.08   02/28/22
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A24.15122.5133.21.09120260.62.1702/28/22
GNRT 7A CLO B2 GNRT 7AAAA (sf)N/A24.15122.5133.21.09120260.62.1702/28/22
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA20.3121.6128.61.06120290.52.4202/28/22
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA37.23122.5129.81.06120249.72.0802/28/22
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA30.95122.5129.81.06120249.72.0802/28/22
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA21.01122.5129.81.06120249.72.0802/28/22
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA21.01122.5129.81.06120249.72.0802/28/22
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA39.27121.6131.61.08120316.42.6402/28/22
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA35.87121.6131.61.08120316.42.6402/28/22
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AA+22.64121.6131.61.08120316.42.6402/28/22
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AA+22.64121.6131.61.08120316.42.6402/28/22
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AA+22.77114132.31.16105253.12.4102/28/22
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AA+22.36122.6131.21.07120342.32.8502/28/22
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AA+20.19122.6128.61.05120314.92.6202/28/22
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A24.82122.1135.21.11120410.63.4202/28/22
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AA20.83122.31301.06120304.82.5402/28/22
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AA20.83122.31301.06120304.82.5402/28/22
ZCCP 2015-1A CLO BR ZCCP 2015-1AAAA (sf)N/A67.79121.6312.92.57120704.95.8702/28/22
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA34.06152.31581.04120415.83.4702/28/22
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AA+34.39149.4155.51.04120467.13.8902/28/22
BATLN 2019-14A CLO C1R BATLN 2019-14AAA+ (sf)A18.05115.5123.61.07110333.23.0302/28/22
BATLN 2019-14A CLO C2R BATLN 2019-14AAA+ (sf)A18.05115.5123.61.07110333.23.0302/28/22
BATLN 2019-14A CLO DR BATLN 2019-14ABBB+ (sf)BBB-11.98108.9115.11.06105283.72.702/28/22
BATLN 2019-14A CLO ER BATLN 2019-14ABB+ (sf)BB-7.86104.8109.91.05   02/28/22
BATLN 2020-15A CLO A1 BATLN 2020-15AAAA (sf)AAA37.63121.6131.71.08120316.22.6402/28/22
BATLN 2020-15A CLO A2 BATLN 2020-15AAAA (sf)AAA35.12121.6131.71.08120316.22.6402/28/22
BATLN 2020-15A CLO B BATLN 2020-15AAAA (sf)N/A23.55121.6131.71.08120316.22.6402/28/22
BATLN 2020-15A CLO C BATLN 2020-15AA+ (sf)N/A18.52115.5123.51.07115287.72.502/28/22
BATLN 2020-15A CLO D BATLN 2020-15ABBB+ (sf)N/A11.98108.3114.31.061102472.2502/28/22
BATLN 2020-15A CLO E BATLN 2020-15ABB+ (sf)N/A8.46104.91101.05   02/28/22
BATLN 2019-16A CLO AR BATLN 2019-16AAAA (sf)N/A36.63121.6132.21.09120580.44.8402/28/22
BATLN 2019-16A CLO BR BATLN 2019-16AAAA (sf)N/A23.56121.6132.21.09120580.44.8402/28/22
BATLN 2019-16A CLO CR BATLN 2019-16AAA+ (sf)N/A18.53115.51241.071155204.5202/28/22
BATLN 2019-16A CLO DR BATLN 2019-16ABBB+ (sf)N/A12.49108.9115.51.06110441.34.0102/28/22
BATLN 2019-16A CLO ER BATLN 2019-16ABB+ (sf)N/A8.47105.9110.41.04   02/28/22
BATLN 2014-7A CLO XRR BATLN 2014-7ANRN/A       02/28/22
BATLN 2014-7A CLO A1RR BATLN 2014-7ANRN/A       02/28/22
BATLN 2014-7A CLO A2RR BATLN 2014-7ANRN/A       02/28/22
BATLN 2014-7A CLO BRR BATLN 2014-7ANRN/A       02/28/22
BATLN 2014-7A CLO CRR BATLN 2014-7ANRN/A       02/28/22