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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 2022-2A CLO B2 WINDR 2022-2AAA+ (sf)AA19.06121.6128.61.06120162.41.3510/17/24
WINDR 2022-2A CLO CR WINDR 2022-2AAA- (sf)A+12.67114119.21.05110148.81.3510/17/24
WINDR 2022-2A CLO D WINDR 2022-2ABB+ (sf)BBB-6.28107.61111.03105134.11.2810/17/24
WINDR 2022-2A CLO E WINDR 2022-2ABB- (sf)BB-2.02103.5106.21.03   10/17/24
VERDE 2019-1A CLO DR VERDE 2019-1ANRN/A       10/17/24
VERDE 2019-1A CLO BR VERDE 2019-1ANRN/A       10/17/24
VERDE 2019-1A CLO CR VERDE 2019-1ANRN/A       10/17/24
VERDE 2019-1A CLO AR VERDE 2019-1ANRN/A       10/17/24
GNRT 4A CLO XRR GNRT 4AAAA (sf)N/A 121.6132.51.09120148.71.2410/17/24
GNRT 4A CLO ARR GNRT 4AAAA (sf)N/A36.64121.6132.51.09120148.71.2410/17/24
GNRT 4A CLO BRR GNRT 4AAAA (sf)N/A22.34121.6132.51.09120148.71.2410/17/24
GNRT 4A CLO CRR GNRT 4AAA+ (sf)N/A16.21114122.81.08115136.81.1910/17/24
GNRT 4A CLO D1RR GNRT 4ABBB+ (sf)N/A11.1106.4113.11.061101231.1210/17/24
GNRT 4A CLO D2RR GNRT 4ABB+ (sf)N/A9.05106.4113.11.061101231.1210/17/24
GNRT 4A CLO ERR GNRT 4ABB (sf)N/A5.99103.7109.41.05   10/17/24
GNRT 6A CLO A1R GNRT 6AAAA (sf)AAA36.74121.6132.91.09120163.61.3610/17/24
GNRT 6A CLO A2R GNRT 6AAAA (sf)AAA33.68121.6132.91.09120163.61.3610/17/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA22.45121.6132.91.09120163.61.3610/17/24
GNRT 6A CLO CR GNRT 6AAAA (sf)A17.76116.1125.41.08115152.81.3310/17/24
GNRT 6A CLO DR GNRT 6AA- (sf)BBB-11.64109116.71.07110139.31.2710/17/24
GNRT 6A CLO ER GNRT 6ABB+ (sf)BB-6.13103.7109.81.06   10/17/24
GNRT 7A CLO A1R GNRT 7AAAA (sf)N/A37.34121.6131.31.08120157.71.3110/17/24
GNRT 7A CLO A2R GNRT 7AAAA (sf)N/A33.23121.6131.31.08120157.71.3110/17/24
GNRT 7A CLO BR GNRT 7AAAA (sf)N/A21.93121.6131.31.08120157.71.3110/17/24
GNRT 7A CLO CR GNRT 7AAA+ (sf)N/A15.77114121.71.07115144.81.2610/17/24
GNRT 7A CLO D1R GNRT 7ABBB+ (sf)N/A9.6107.6113.41.05110132.61.2110/17/24
GNRT 7A CLO D2R GNRT 7ABB+ (sf)N/A9.6107.6113.41.05110132.61.2110/17/24
GNRT 7A CLO ER GNRT 7ABB (sf)N/A5.75103.5108.81.05   10/17/24
GNRT 8A CLO XR GNRT 8AAAA (sf)N/A 121.6132.81.09120163.21.3610/17/24
GNRT 8A CLO AR GNRT 8AAAA (sf)N/A36.79121.6132.81.09120163.21.3610/17/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.52121.6132.81.09120163.21.3610/17/24
GNRT 8A CLO CR GNRT 8AAA+ (sf)N/A16.4114123.11.08115149.81.310/17/24
GNRT 8A CLO DR GNRT 8ABBB+ (sf)N/A10.28104.3110.31.06   10/17/24
GNRT 8A CLO ER GNRT 8ABB+ (sf)N/A6.71104.3110.31.06   10/17/24
ZAIS 2018-11A CLO A1R ZAIS 2018-11AAAA (sf)AAA43.36121.6130.21.071201811.5110/17/24
ZAIS 2018-11A CLO A2R ZAIS 2018-11AAAA (sf)AAA37.73121.6130.21.071201811.5110/17/24
ZAIS 2018-11A CLO BR ZAIS 2018-11AAAA (sf)AAA20.86121.6130.21.071201811.5110/17/24
ZAIS 2018-11A CLO CR ZAIS 2018-11AAAA (sf)AA-13.47115.1119.11.03115163.31.4210/17/24
ZAIS 2018-11A CLO D ZAIS 2018-11AA+ (sf)BB+5.04108.6108.51110143.51.310/17/24
ZAIS 2018-11A CLO E ZAIS 2018-11ABB- (sf)B+-1.64103.7101.40.98   10/17/24
ZAIS 2019-13A CLO A1AR ZAIS 2019-13AAAA (sf)AAA35.49122.51271.04120211.11.7610/17/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA35.49122.51271.04120211.11.7610/17/24
ZAIS 2019-13A CLO A2AR ZAIS 2019-13AAAA (sf)AAA28.96122.51271.04120211.11.7610/17/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA28.96122.51271.04120211.11.7610/17/24
ZAIS 2019-13A CLO B1R ZAIS 2019-13AAAA (sf)AAA18.61122.51271.04120211.11.7610/17/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA18.61122.51271.04120211.11.7610/17/24
ZAIS 2019-13A CLO C1R ZAIS 2019-13AAAA (sf)AA-12.34115.1117.91.02115193.31.6810/17/24
ZAIS 2019-13A CLO C2 ZAIS 2019-13AA+ (sf)A12.34115.1117.91.02115193.31.6810/17/24
ZAIS 2019-13A CLO D1 ZAIS 2019-13AA+ (sf)BB+5.8108.6109.71.01110166.61.5110/17/24
ZAIS 2019-13A CLO D2 ZAIS 2019-13ABB+ (sf)BB+5.8108.6109.71.01110166.61.5110/17/24