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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 2017-4A CLO B WINDR 2017-4AAAA (sf)AA+22.2123.3136.81.11120180.51.507/14/23
WINDR 2018-1A CLO B WINDR 2018-1AAAA (sf)N/A18.25121.6130.11.07120165.11.3807/14/23
WINDR 2018-2A CLO B WINDR 2018-2AAAA (sf)N/A17.26121.6128.91.06120161.41.3407/14/23
WINDR 2018-3A CLO B WINDR 2018-3AAAA (sf)N/A18.88121.6131.41.08120165.31.3807/14/23
WINDR 2019-1A CLO BR WINDR 2019-1AAAA (sf)N/A18.63123.3132.21.07120165.71.3807/14/23
WINDR 2019-2A CLO BR WINDR 2019-2AAAA (sf)N/A18.55121.6131.71.08120167.51.407/14/23
WINDR 2019-3A CLO BR WINDR 2019-3AAAA (sf)N/A17.76123.3129.91.051201671.3907/14/23
WINDR 2020-1A CLO B WINDR 2020-1AAAA (sf)AA28.3136.9149.71.09120185.11.5407/14/23
WINDR 2021-1A CLO B1 WINDR 2021-1AAAA (sf)N/A18.06121.6130.51.071201711.4307/14/23
WINDR 2021-1A CLO B2 WINDR 2021-1AA+ (sf)N/A18.06121.6130.51.071201711.4307/14/23
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A19.32122.9133.51.09120171.11.4307/14/23
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA19.47122.6133.21.09120173.31.4407/14/23
WINDR 2021-3A CLO B2 WINDR 2021-3AAA+ (sf)AA19.47122.6133.21.09120173.31.4407/14/23
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA19.73123.8132.91.07120170.71.4207/14/23
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A18.54121.6131.91.08120165.81.3807/14/23
WINDR 2022-1A CLO B2 WINDR 2022-1AAAA (sf)N/A18.54121.6131.91.08120165.81.3807/14/23
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA29.94121.6131.41.08120166.81.3907/14/23
WINDR 2022-2A CLO B1 WINDR 2022-2AAAA (sf)AA18.09121.6131.41.08120166.81.3907/14/23
WINDR 2022-2A CLO B2 WINDR 2022-2AAAA (sf)AA18.09121.6131.41.08120166.81.3907/14/23
YCLO 2014-1A BRR YCLO 2014-1AAAA (sf)AAA25.5123.2139.61.13120172.21.4307/14/23
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A20.32121.6132.91.091201701.4207/14/23
GNRT 6A CLO BR GNRT 6AAAA (sf)AA20.27121.6132.31.09120163.61.3607/14/23
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A20.93122.5133.71.09120179.31.4907/14/23
GNRT 7A CLO B2 GNRT 7AAAA (sf)N/A20.93122.5133.71.09120179.31.4907/14/23
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A20.68121.61331.09120162.51.3507/14/23
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA15.28121.6127.31.05120161.51.3507/14/23
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA33.25122.5128.71.05120172.61.4407/14/23
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA26.58122.5128.71.05120172.61.4407/14/23
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA16.01122.5128.71.05120172.61.4407/14/23
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA16.01122.5128.71.05120172.61.4407/14/23
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA39.97121.6133.21.1120201.81.6807/14/23
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA35.91121.6133.21.1120201.81.6807/14/23
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AAA20.07121.6133.21.1120201.81.6807/14/23
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA20.07121.6133.21.1120201.81.6807/14/23
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA34.36114160.21.41105173.21.6507/14/23
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA29.38122.6148.51.21120186.61.5507/14/23
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA18122.6129.21.051201741.4507/14/23
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A34.94122.1160.71.32120216.41.807/14/23
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AAA15.79122.3127.31.041201831.5207/14/23
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AAA15.79122.3127.31.041201831.5207/14/23
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+29.76152.3157.51.03120207.91.7307/14/23
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA28.18149.4153.61.03120210.41.7507/14/23
AMMC 2022-27A CLO B1 AMMC 2022-27AAAA (sf)N/A21.5122.5133.11.09   06/09/23
AMMC 2022-27A CLO BF AMMC 2022-27AAAA (sf)N/A21.5122.5133.11.09   06/09/23
AIMCO 2022-17A CLO B AIMCO 2022-17AAAA (sf)AA21.16121.6131.71.08120163.91.3706/09/23
AGL 2022-19A CLO B1 AGL 2022-19AAAA (sf)AA20.14122132.21.08120166.71.3906/09/23
AGL 2022-19A CLO B2 AGL 2022-19AAAA (sf)AA20.14122132.21.08120166.71.3906/09/23
ANCHC 2022-25A CLO B ANCHC 2022-25AAAA (sf)AA+20.71124.5133.51.07120173.91.4506/09/23
AGL 2022-21A CLO B AGL 2022-21AAAA (sf)AA20.77125135.21.08120172.61.4406/09/23
AGL 2022-17A CLO B AGL 2022-17AAAA (sf)AA19.48121.61321.09120169.11.4106/09/23