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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 2021-1A CLO B1 WINDR 2021-1AAAA (sf)N/A19.43121.6130.21.07120169.51.4111/20/23
WINDR 2021-1A CLO B2 WINDR 2021-1AAA+ (sf)N/A19.43121.6130.21.07120169.51.4111/20/23
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A20.53122.91331.08120170.91.4211/20/23
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.64122.6132.91.08120173.81.4511/20/23
WINDR 2021-3A CLO B2 WINDR 2021-3AAAA (sf)AA20.64122.6132.91.08120173.81.4511/20/23
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA20.99123.81321.07120168.41.411/20/23
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A20121.6131.21.08120165.31.3811/20/23
WINDR 2022-1A CLO B2 WINDR 2022-1AAA+ (sf)N/A20121.6131.21.08120165.31.3811/20/23
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA31.01121.6130.61.07120166.31.3911/20/23
WINDR 2022-2A CLO B1 WINDR 2022-2AAAA (sf)AA19.33121.6130.61.07120166.31.3911/20/23
WINDR 2022-2A CLO B2 WINDR 2022-2AAA+ (sf)AA19.33121.6130.61.07120166.31.3911/20/23
GNRT 2A CLO BR GNRT 2AAAA (sf)AA+23.37122.5133.21.09120176.11.4711/20/23
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A22.82121.61341.1120179.91.511/20/23
GNRT 6A CLO BR GNRT 6AAAA (sf)AA22.34121.6133.41.1120175.41.4611/20/23
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A23.23122.5134.41.1120189.71.5811/20/23
GNRT 7A CLO B2 GNRT 7AAAA (sf)N/A23.23122.5134.41.1120189.71.5811/20/23
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.29121.6133.31.1120168.11.411/20/23
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA16.49121.6126.91.04120165.81.3811/20/23
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA34.59122.5128.11.05120185.31.5411/20/23
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA28.05122.5128.11.05120185.31.5411/20/23
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA17.69122.5128.11.05120185.31.5411/20/23
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA17.69122.5128.11.05120185.31.5411/20/23
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA45.79114169.61.49105199.31.911/20/23
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA37.7122.6156.21.27120206.81.7211/20/23
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA23.86122.6131.81.08120173.61.4511/20/23
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A46.01122.1170.11.39120236.71.9711/20/23
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AAA18.69122.3127.71.04120180.71.5111/20/23
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AAA18.69122.3127.71.04120180.71.5111/20/23
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+36.81152.3161.11.06120216.21.811/20/23
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA31.32149.4153.11.02120206.21.7211/20/23
ZCCP 2021-1A CLO B1A ZCCP 2021-1AAAA (sf)AA30.05115.5124.51.08110160.11.4611/20/23
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA30.05115.5124.51.08110160.11.4611/20/23
LCM 38A CLO A1B LCM 38ANRN/A       11/20/23
LCM 38A CLO B1 LCM 38ANRN/A       11/20/23
LCM 38A CLO B2 LCM 38ANRN/A       11/20/23
BATLN 2022-23A CLO C BATLN 2022-23AAA+ (sf)N/A13.99114122.31.07110156.21.4211/20/23
BATLN 2022-23A CLO D BATLN 2022-23ABBB+ (sf)N/A7.69107.61141.06105142.11.3511/20/23
BATLN 2022-23A CLO E BATLN 2022-23ABB (sf)N/A3.5103.21091.06   11/20/23
BATLN 2015-9A CLO AR BATLN 2015-9AAAA (sf)AAA30.37124.4132.41.06120179.51.511/20/23
BATLN 2015-9A CLO BR BATLN 2015-9AAAA (sf)AA+20.19124.4132.41.06120179.51.511/20/23
BATLN 2015-9A CLO CR BATLN 2015-9AAA+ (sf)A+14.23117.2123.31.05110165.91.5111/20/23
BATLN 2015-9A CLO DR BATLN 2015-9ABBB+ (sf)BBB-7.18109.71141.04105150.11.4311/20/23
BATLN 2015-9A CLO ER BATLN 2015-9ABB (sf)BB-1.11103.7107.11.03   11/20/23
BBAM 2022-1A CLO A1 BBAM 2022-1AAAA (sf)N/A35.54114122.31.07110157.31.4311/20/23
BBAM 2022-1A CLO A2 BBAM 2022-1AAAA (sf)N/A23.77114122.31.07110157.31.4311/20/23
BBAM 2022-1A CLO B BBAM 2022-1AAA+ (sf)N/A16.1114122.31.07110157.31.4311/20/23
BBAM 2022-1A CLO C BBAM 2022-1ABBB+ (sf)N/A9.96107.61141.061051441.3711/20/23
BBAM 2022-1A CLO D BBAM 2022-1ABB+ (sf)N/A6.02103.9109.21.05   11/20/23
BOBA 2020-1A CLO AR BOBA 2020-1AAAA (sf)N/A34.08121.6129.31.06120163.81.3611/20/23
BOBA 2020-1A CLO BR BOBA 2020-1AAAA (sf)N/A19.19121.6129.31.06120163.81.3611/20/23