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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 2020-1A CLO B WINDR 2020-1AAAA (sf)AA29.12136.9149.71.091201881.5708/10/23
WINDR 2021-1A CLO B1 WINDR 2021-1AAAA (sf)N/A18.95121.6130.11.07120172.21.4308/10/23
WINDR 2021-1A CLO B2 WINDR 2021-1AA+ (sf)N/A18.95121.6130.11.07120172.21.4308/10/23
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A20.18122.9133.51.091201721.4308/10/23
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.44122.6133.21.09120173.71.4508/10/23
WINDR 2021-3A CLO B2 WINDR 2021-3AAA+ (sf)AA20.44122.6133.21.09120173.71.4508/10/23
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA20.62123.8132.81.07120175.11.4608/10/23
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A19.54121.6131.81.08120166.41.3908/10/23
WINDR 2022-1A CLO B2 WINDR 2022-1AAAA (sf)N/A19.54121.6131.81.08120166.41.3908/10/23
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.74121.6131.41.08120165.41.3808/10/23
WINDR 2022-2A CLO B1 WINDR 2022-2AAAA (sf)AA19.02121.6131.41.08120165.41.3808/10/23
WINDR 2022-2A CLO B2 WINDR 2022-2AAAA (sf)AA19.02121.6131.41.08120165.41.3808/10/23
GNRT 2A CLO BR GNRT 2AAAA (sf)AA+21.92122.5132.71.08120170.41.4208/10/23
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A21.83121.6132.41.09120172.51.4408/10/23
GNRT 6A CLO BR GNRT 6AAAA (sf)AA21.54121.6132.11.09120166.21.3908/10/23
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A22.5122.5133.61.09120183.71.5308/10/23
GNRT 7A CLO B2 GNRT 7AAA+ (sf)N/A22.5122.5133.61.09120183.71.5308/10/23
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A20.97121.6132.71.09120166.31.3908/10/23
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA16.2121.6127.31.05120161.91.3508/10/23
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA34.09122.5128.81.05120172.61.4408/10/23
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA27.5122.5128.81.05120172.61.4408/10/23
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA17.07122.5128.81.05120172.61.4408/10/23
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA17.07122.5128.81.05120172.61.4408/10/23
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA42.64121.6133.31.1120198.81.6608/10/23
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA38.44121.6133.31.1120198.81.6608/10/23
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AAA22.05121.6133.31.1120198.81.6608/10/23
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA22.05121.6133.31.1120198.81.6608/10/23
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA38.13114159.61.4105172.91.6508/10/23
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA33.12122.6148.51.21120189.11.5808/10/23
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA20.63122.6128.91.05120168.61.4108/10/23
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A39.42122.1160.61.32120218.81.8208/10/23
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AAA17.25122.3127.51.04120178.41.4908/10/23
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AAA17.25122.3127.51.04120178.41.4908/10/23
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+32.46152.3158.31.04120216.61.808/10/23
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA29.3149.4154.11.03120215.91.808/10/23
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA16.96123.3129.81.05120164.51.3707/14/23
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A33.14121.61311.08120160.21.3307/14/23
BSP 2018-15A CLO A1 BSP 2018-15AAAA (sf)AAA30.64117.8122.81.04110156.21.4207/14/23
BSP 2018-15A CLO A2A BSP 2018-15AAAA (sf)AAA19.47117.8122.81.04110156.21.4207/14/23
BSP 2018-15A CLO A2B BSP 2018-15AAAA (sf)AAA19.47117.8122.81.04110156.21.4207/14/23
BSP 2018-15A CLO B BSP 2018-15AAA+ (sf)A+13.19117.8122.81.04110156.21.4207/14/23
BSP 2018-15A CLO C BSP 2018-15ABBB+ (sf)BBB6.79110.3114.31.041051431.3607/14/23
BSP 2018-15A CLO D BSP 2018-15ABB (sf)BB-0.83104.3107.51.03102129.21.2707/14/23
BSP 2018-15A CLO E BSP 2018-15ACCC (sf)CCC+-0.79      07/14/23
BSP 2018-16A CLO A1R BSP 2018-16AAAA (sf)AAA30.96124.3132.51.071201721.4307/14/23
BSP 2018-16A CLO A2R BSP 2018-16AAAA (sf)AAA28.26124.3132.51.071201721.4307/14/23
BSP 2018-16A CLO BR BSP 2018-16AAAA (sf)AA+19.71124.3132.51.071201721.4307/14/23
BSP 2018-16A CLO CR BSP 2018-16AAA+ (sf)A14.23117.81241.05115159.61.3907/14/23
BSP 2018-16A CLO DR BSP 2018-16ABBB+ (sf)BBB-7.75111115.31.04110145.41.3207/14/23
BSP 2018-16A CLO E BSP 2018-16ABB (sf)BB-1.42104.4107.91.03   07/14/23