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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 2019-2A CLO BR WINDR 2019-2AAAA (sf)N/A19.87121.6129.71.07120165.41.3808/12/24
WINDR 2019-3A CLO BR WINDR 2019-3AAAA (sf)N/A20.85123.3126.81.03120164.61.3708/12/24
WINDR 2020-1A CLO BR WINDR 2020-1AAAA (sf)AA21.8121.6132.11.09120202.81.6908/12/24
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A21.14122.9131.41.07120167.41.408/12/24
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.87122.6130.81.07120171.21.4308/12/24
WINDR 2021-3A CLO B2 WINDR 2021-3AAAA (sf)AA20.87122.6130.81.07120171.21.4308/12/24
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA20.4123.8129.51.051201671.3908/12/24
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A20.3121.6129.41.06120166.91.3908/12/24
WINDR 2022-1A CLO B2 WINDR 2022-1AAA+ (sf)N/A20.3121.6129.41.06120166.91.3908/12/24
WINDR 2018-2A CLO B WINDR 2018-2ANRN/A       08/12/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.73121.6128.81.06120261.72.1808/12/24
WINDR 2022-2A CLO B1R WINDR 2022-2AAAA (sf)AA+19.01121.6128.81.06120261.72.1808/12/24
WINDR 2022-2A CLO B2 WINDR 2022-2AAA+ (sf)AA19.01121.6128.81.06120261.72.1808/12/24
GNRT 2A CLO BR GNRT 2AAAA (sf)AAA32.35122.5142.51.16120185.51.5508/12/24
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A25.01121.6136.41.12120170.81.4208/12/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA22.75121.61331.09120164.41.3708/12/24
GNRT 7A CLO BR GNRT 7AAAA (sf)N/A22.32121.6131.81.08120163.51.3608/12/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.83121.6133.11.09120165.51.3808/12/24
ZAIS 2018-11A CLO BR ZAIS 2018-11AAAA (sf)AAA21.54121.61271.04120274.42.2908/12/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA35.63122.5127.51.04120169.51.4108/12/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA29.11122.5127.51.04120169.51.4108/12/24
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA18.78122.5127.51.04120169.51.4108/12/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA18.78122.5127.51.04120169.51.4108/12/24
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA64.23121.6146.11.21202361.9708/12/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA57.91121.6146.11.21202361.9708/12/24
ZAIS 2020-14A CLO B1RR ZAIS 2020-14AAAA (sf)AAA33.25121.6146.11.21202361.9708/12/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA33.25121.6146.11.21202361.9708/12/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA94.57114362.93.18105443.94.2308/12/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA71.85122.6209.11.71120259.42.1608/12/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA39.08122.6150.81.23120207.21.7308/12/24
ZAIS8 2018-1A CLO B ZAIS8 2018-1ANRN/A 122.1325.32.66120493.64.1108/12/24
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+48.97152.3187.41.23120235.31.9608/12/24
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA40.97149.4167.51.12120221.51.8508/12/24
ZCCP 2021-1A CLO B1AR ZCCP 2021-1AAAA (sf)AA+30.76115.5122.21.06110163.81.4908/12/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA30.76115.5122.21.06110163.81.4908/12/24
ZCCP 2021-1A CLO B1A ZCCP 2021-1ANRN/A       08/12/24
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AAA34.6123.3146.11.18120191.31.5908/12/24
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA35.52121.6131.71.08120164.91.3708/12/24
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA33.47121.6131.71.08120164.91.3708/12/24
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA33.47121.6131.71.08120164.91.3708/12/24
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A22.22121.6131.71.08120164.91.3708/12/24
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA- (sf)N/A16.07114122.11.07110151.11.3708/12/24
ABBSL 2020-1A CLO DR ABBSL 2020-1ABBB (sf)N/A9.93107.1113.81.06105138.11.3208/12/24
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB (sf)N/A5.84103.2108.81.05   08/12/24
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA26.54132140.21.06120187.41.5608/12/24
AGL 2020-4A CLO B1R AGL 2020-4AAAA (sf)AAA29.72137.4146.41.07120207.51.7308/12/24
AGL 2020-4A CLO B2R AGL 2020-4AAAA (sf)AAA29.72137.4146.41.07120207.51.7308/12/24
AGL 2022-23A CLO B AGL 2022-23AAAA (sf)AA23.44123.3133.31.08120154.51.2908/12/24
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A35.05121.6130.81.08120164.81.3708/12/24
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A21.65121.6130.81.08120164.81.3708/12/24