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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
VOYA 2022-1A CLO B VOYA 2022-1AAAA (sf)AA20.65121.6131.51.081201701.4206/09/23
VOYA 2022-2A CLO B VOYA 2022-2AAAA (sf)AA21.09121.6131.61.08120147.31.2306/09/23
VOYA 2022-3A CLO B VOYA 2022-3AAAA (sf)AA21.32121.6131.81.08   06/09/23
VOYA 2022-4A CLO B VOYA 2022-4AAAA (sf)AA22.18121.6131.61.08   06/09/23
WELF 2020-2A CLO BR WELF 2020-2AAAA (sf)N/A17.87121.6131.41.08120150.41.2506/09/23
WELF 2021-1A CLO B WELF 2021-1AAAA (sf)N/A18.54121.6131.41.08120169.51.4106/09/23
WELF 2021-2A CLO B WELF 2021-2AAAA (sf)AA18.35122.51321.08120170.51.4206/09/23
WELF 2021-3A CLO B WELF 2021-3AAAA (sf)AA17.87121.6130.81.08120169.11.4106/09/23
WELF 2022-1A CLO B1 WELF 2022-1AAAA (sf)N/A19.5122.5132.21.08120161.81.3506/09/23
WELF 2022-1A CLO B2 WELF 2022-1AAAA (sf)N/A19.5122.5132.21.08120161.81.3506/09/23
WELF 2022-2A CLO B WELF 2022-2AAAA (sf)N/A23.36127.9137.91.08120148.81.2406/09/23
WINDR 2020-1A CLO B WINDR 2020-1AAAA (sf)AA31.81136.9149.31.09120181.41.5106/09/23
WINDR 2021-1A CLO B1 WINDR 2021-1AAAA (sf)N/A18.07121.6131.21.08120165.81.3806/09/23
WINDR 2021-1A CLO B2 WINDR 2021-1AA+ (sf)N/A18.07121.6131.21.08120165.81.3806/09/23
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A19.6122.9133.21.08120168.31.406/09/23
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA19.71122.6133.21.09120170.41.4206/09/23
WINDR 2021-3A CLO B2 WINDR 2021-3AAA+ (sf)AA19.71122.6133.21.09120170.41.4206/09/23
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA19.93123.8133.21.08120168.81.4106/09/23
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A19.05121.6131.71.081201641.3706/09/23
WINDR 2022-1A CLO B2 WINDR 2022-1AAAA (sf)N/A19.05121.6131.71.081201641.3706/09/23
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.22121.6131.11.08120164.81.3706/09/23
WINDR 2022-2A CLO B1 WINDR 2022-2AAAA (sf)AA18.42121.6131.11.08120164.81.3706/09/23
WINDR 2022-2A CLO B2 WINDR 2022-2AAAA (sf)AA18.42121.6131.11.08120164.81.3706/09/23
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A20.64121.6132.91.09120159.81.3306/09/23
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA33.57121.6131.61.08120160.31.3406/09/23
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA31.46121.6131.61.08120160.31.3406/09/23
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA31.46121.6131.61.08120160.31.3406/09/23
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A19.86121.6131.61.08120160.31.3406/09/23
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA+ (sf)N/A13.531141221.07110146.71.3306/09/23
ABBSL 2020-1A CLO DR ABBSL 2020-1ABBB+ (sf)N/A7.2107.1113.71.061051341.2806/09/23
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB+ (sf)N/A2.98103.2108.71.05   06/09/23
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A33.16121.61311.08120157.61.3106/09/23
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A19.37121.61311.08120157.61.3106/09/23
ABBSL 2021-3A CLO C ABBSL 2021-3AAA+ (sf)N/A13.01114121.41.06115144.71.2606/09/23
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB+ (sf)N/A6.64107.6113.11.05110132.31.206/09/23
ABBSL 2021-3A CLO E ABBSL 2021-3ABB (sf)N/A2.4103.7108.21.04   06/09/23
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA17.37123.3130.41.06120164.21.3706/09/23
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA19.91123.3132.21.07115176.31.5306/09/23
AGCCM 2021-1A CLO B AGCCM 2021-1AA+ (sf)AA-21.37141.4154.11.09110336.23.0606/09/23
AGL 2019-1A CLO BR AGL 2019-1AAAA (sf)AA18.4121.8131.31.08120170.11.4206/09/23
AGL 2021-10A CLO B AGL 2021-10AAAA (sf)AA19.43122132.91.09120172.41.4406/09/23
AGL 2021-11A CLO B1 AGL 2021-11AAAA (sf)N/A19.02121.6132.41.09120174.51.4506/09/23
AGL 2021-11A CLO B2 AGL 2021-11AA+ (sf)N/A19.02121.6132.41.09120174.51.4506/09/23
AGL 2021-12A CLO B AGL 2021-12AAAA (sf)AA19.63122.5133.31.09120173.91.4506/09/23
AGL 2021-13A CLO B AGL 2021-13AAAA (sf)N/A18.99121.6132.31.09120173.11.4406/09/23
AGL 2021-14A CLO B1 AGL 2021-14AAAA (sf)AA18.72121.6132.21.09120175.21.4606/09/23
AGL 2021-14A CLO B2 AGL 2021-14AA+ (sf)AA18.72121.6132.21.09120175.21.4606/09/23
AGL 2021-15A CLO B AGL 2021-15AAAA (sf)AA23.79132140.91.07120182.91.5206/09/23
AGL 2021-16A CLO B AGL 2021-16AAAA (sf)AA18.86121.61321.09120169.61.4106/09/23
AGL 2019-2A CLO B AGL 2019-2AAAA (sf)AA+29143150.91.06120186.61.5506/09/23