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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
WELF 2018-2A CLO B WELF 2018-2ANRN/A       11/11/24
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A20.84122.9130.31.06120163.81.3611/11/24
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.71122.6130.11.06120158.11.3211/11/24
WINDR 2021-3A CLO B2 WINDR 2021-3AAAA (sf)AA20.71122.6130.11.06120158.11.3211/11/24
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA20.28123.8129.61.05120163.41.3611/11/24
WINDR 2022-1A CLO B1R WINDR 2022-1AAAA (sf)N/A20.19121.6129.31.06120151.31.2611/11/24
WINDR 2022-1A CLO B2 WINDR 2022-1AAAA (sf)N/A20.19121.6129.31.06120151.31.2611/11/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.86121.61271.04120167.81.411/11/24
WINDR 2022-2A CLO B1R WINDR 2022-2AAAA (sf)AA+19.16121.61271.04120167.81.411/11/24
WINDR 2022-2A CLO B2 WINDR 2022-2AAA+ (sf)AA19.16121.61271.04120167.81.411/11/24
GNRT 4A CLO BRR GNRT 4AAAA (sf)N/A22.34121.6132.51.09120148.71.2411/11/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA22.45121.6132.91.09120163.61.3611/11/24
GNRT 7A CLO BR GNRT 7AAAA (sf)N/A22.01121.6131.31.08120163.21.3611/11/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.59121.6132.81.09120170.71.4211/11/24
ZAIS 2018-11A CLO BR ZAIS 2018-11AAAA (sf)AAA23.11121.61301.07120179.31.4911/11/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA37.14122.5127.31.041202071.7311/11/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA30.31122.5127.31.041202071.7311/11/24
ZAIS 2019-13A CLO B1R ZAIS 2019-13AAAA (sf)AAA19.5122.5127.31.041202071.7311/11/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA19.5122.5127.31.041202071.7311/11/24
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA70.56121.6153.51.26120250.12.0811/11/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA63.53121.6153.51.26120250.12.0811/11/24
ZAIS 2020-14A CLO B1RR ZAIS 2020-14AAAA (sf)AAA36.09121.6153.51.26120250.12.0811/11/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA36.09121.6153.51.26120250.12.0811/11/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2ANRAAA 114184816.211051947.918.5511/11/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA92.46122.6359.52.93120449.63.7511/11/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA44.59122.6167.41.37120223.61.8611/11/24
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+58.19152.3203.71.34120264.22.211/11/24
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA47.95149.4173.91.16120229.51.9111/11/24
ZCCP 2021-1A CLO B1AR ZCCP 2021-1AAAA (sf)AA+31.39115.5121.81.05110165.21.511/11/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA31.39115.5121.81.05110165.21.511/11/24
WINDR 2022-1A CLO B1 WINDR 2022-1ANRN/A       11/11/24
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A35.09121.6130.81.08120159.71.3311/11/24
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A21.7121.6130.81.08120159.71.3311/11/24
ABBSL 2021-3A CLO C ABBSL 2021-3AA+ (sf)N/A15.51114121.21.06115146.71.2811/11/24
ABBSL 2021-3A CLO D ABBSL 2021-3ABB+ (sf)N/A9.33107.6112.91.05110134.21.2211/11/24
ABBSL 2021-3A CLO E ABBSL 2021-3ABB- (sf)N/A5.21103.71081.04   11/11/24
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA22.17122.5132.51.08120166.91.3911/11/24
AGL 2021-10A CLO B AGL 2021-10AAAA (sf)AA21.9122132.31.08120167.81.411/11/24
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA35.53121.6131.71.08120167.31.3911/11/24
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA33.48121.6131.71.08120167.31.3911/11/24
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA33.48121.6131.71.08120167.31.3911/11/24
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A22.23121.6131.71.08120167.31.3911/11/24
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA- (sf)N/A16.091141221.07110153.31.3911/11/24
ABBSL 2020-1A CLO DR ABBSL 2020-1ABB+ (sf)N/A9.95107.1113.71.06105140.11.3311/11/24
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB (sf)N/A5.85103.2108.81.05   11/11/24
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AAA42.56123.3159.71.3120205.91.7211/11/24
AGL 2019-2A CLO BR AGL 2019-2AAAA (sf)AA23.32125.3133.81.07   11/11/24
AGL 2022-20A CLO BR AGL 2022-20AAAA (sf)AA+21.9123.3133.31.08120156.91.3111/11/24
AGL 2021-13A CLO B AGL 2021-13AAAA (sf)N/A21.59121.6131.61.08120167.21.3911/11/24
AGL 2021-16A CLO B AGL 2021-16AAAA (sf)AA21.39121.6131.31.08120164.81.3711/11/24