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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 2017-3A CLO BR WINDR 2017-3AAAA (sf)N/A19.94121.6128.91.06120155.31.2910/17/24
WINDR 2018-1A CLO B WINDR 2018-1AAAA (sf)N/A27.74121.6141.21.16120175.51.4610/17/24
WINDR 2018-3A CLO B WINDR 2018-3AAAA (sf)N/A26.2121.6138.81.14120181.11.5110/17/24
WINDR 2019-1A CLO BR WINDR 2019-1AAAA (sf)N/A19.98123.3128.61.04120155.61.310/17/24
WINDR 2019-2A CLO BR WINDR 2019-2AAAA (sf)N/A19.96121.6129.51.06120158.21.3210/17/24
WINDR 2019-3A CLO BR WINDR 2019-3AAAA (sf)N/A20.93123.3129.31.05120167.61.410/17/24
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A20.7122.9130.91.07120161.11.3410/17/24
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.71122.6130.11.06120158.11.3210/17/24
WINDR 2021-3A CLO B2 WINDR 2021-3AAAA (sf)AA20.71122.6130.11.06120158.11.3210/17/24
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA20.24123.8129.31.041201581.3210/17/24
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A20.12121.6129.21.06120155.51.310/17/24
WINDR 2022-1A CLO B2 WINDR 2022-1AAAA (sf)N/A20.12121.6129.21.06120155.51.310/17/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.78121.6128.61.06120162.41.3510/17/24
WINDR 2022-2A CLO B1R WINDR 2022-2AAAA (sf)AA+19.06121.6128.61.06120162.41.3510/17/24
WINDR 2022-2A CLO B2 WINDR 2022-2AAA+ (sf)AA19.06121.6128.61.06120162.41.3510/17/24
VERDE 2019-1A CLO BR VERDE 2019-1ANRN/A       10/17/24
GNRT 4A CLO BRR GNRT 4AAAA (sf)N/A22.34121.6132.51.09120148.71.2410/17/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA22.45121.6132.91.09120163.61.3610/17/24
GNRT 7A CLO BR GNRT 7AAAA (sf)N/A21.93121.6131.31.08120157.71.3110/17/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.52121.6132.81.09120163.21.3610/17/24
ZAIS 2018-11A CLO BR ZAIS 2018-11AAAA (sf)AAA20.86121.6130.21.071201811.5110/17/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA35.49122.51271.04120211.11.7610/17/24
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 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA63.93121.6153.41.26120262.42.1910/17/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA57.56121.6153.41.26120262.42.1910/17/24
ZAIS 2020-14A CLO B1RR ZAIS 2020-14AAAA (sf)AAA32.7121.6153.41.26120262.42.1910/17/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA32.7121.6153.41.26120262.42.1910/17/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA94.591141861.216.331052003.319.0810/17/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA71.89122.6358.52.92120451.13.7610/17/24
WELF 2022-1A CLO B1 WELF 2022-1ANRN/A       10/17/24
WELF 2022-1A CLO B2 WELF 2022-1ANRN/A       10/17/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA39.2122.6167.51.37120234.11.9510/17/24
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+48.63152.3203.71.34120261.52.1810/17/24
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA40.14149.4173.91.16120221.11.8410/17/24
ZCCP 2021-1A CLO B1AR ZCCP 2021-1AAAA (sf)AA+31.13115.5121.81.05110161.11.4610/17/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA31.13115.5121.81.05110161.11.4610/17/24
VOYA 2022-1A CLO B VOYA 2022-1ANRN/A       10/17/24
GNRT 2A CLO BR GNRT 2ANRN/A       10/17/24
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.39123.3130.71.06115165.81.4409/12/24
AGL 2019-2A CLO BR AGL 2019-2AAAA (sf)AA23.15125.31341.07   09/12/24
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA35.52121.6131.71.08120164.91.3709/12/24
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA33.47121.6131.71.08120164.91.3709/12/24
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA33.47121.6131.71.08120164.91.3709/12/24
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A22.22121.6131.71.08120164.91.3709/12/24
ABBSL 2020-1A CLO CR ABBSL 2020-1AA+ (sf)N/A16.07114122.11.07110151.11.3709/12/24
ABBSL 2020-1A CLO DR ABBSL 2020-1ABB+ (sf)N/A9.93107.1113.81.06105138.11.3209/12/24
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB- (sf)N/A5.84103.2108.81.05   09/12/24
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A34.82121.6130.91.08120156.51.309/12/24