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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 2021-3A CLO D WINDR 2021-3ABBB+ (sf)BBB-8.61108.4113.21.04105142.41.3606/17/24
WINDR 2021-3A CLO E WINDR 2021-3ABB- (sf)BB-4.07103.5107.81.04   06/17/24
WINDR 2022-1A CLO A WINDR 2022-1AAAA (sf)N/A37.25121.6129.21.06120165.41.3806/17/24
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A20.52121.6129.21.06120165.41.3806/17/24
WINDR 2022-1A CLO B2 WINDR 2022-1AA+ (sf)N/A20.52121.6129.21.06120165.41.3806/17/24
WINDR 2022-1A CLO C WINDR 2022-1AA+ (sf)N/A14.24114119.71.05115151.61.3206/17/24
WINDR 2022-1A CLO D1 WINDR 2022-1ABB+ (sf)N/A10.32104.51071.02   06/17/24
WINDR 2022-1A CLO D2 WINDR 2022-1ABB+ (sf)N/A7.97104.51071.02   06/17/24
WINDR 2022-1A CLO E WINDR 2022-1AB+ (sf)N/A4.04104.51071.02   06/17/24
WINDR 2022-2A CLO A1 WINDR 2022-2AAAA (sf)AAA36.49121.6127.51.05120165.71.3806/17/24
WINDR 2022-2A CLO A2A WINDR 2022-2AAAA (sf)AAA31.19121.6127.51.05120165.71.3806/17/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA31.19121.6127.51.05120165.71.3806/17/24
WINDR 2022-2A CLO B1 WINDR 2022-2AAAA (sf)AA19.55121.6127.51.05120165.71.3806/17/24
WINDR 2022-2A CLO B2 WINDR 2022-2AA+ (sf)AA19.55121.6127.51.05120165.71.3806/17/24
WINDR 2022-2A CLO C WINDR 2022-2AA+ (sf)A13.2114118.21.04110150.81.3706/17/24
WINDR 2022-2A CLO D WINDR 2022-2ABB+ (sf)BBB-6.85107.6110.21.02105136.71.306/17/24
WINDR 2022-2A CLO E WINDR 2022-2AB+ (sf)BB-2.61103.5105.41.02   06/17/24
GNRT 2A CLO AR GNRT 2AAAA (sf)AAA42.92122.5142.41.16120176.81.4706/17/24
GNRT 2A CLO BR GNRT 2AAAA (sf)AAA28.35122.5142.41.16120176.81.4706/17/24
GNRT 2A CLO CR GNRT 2AAAA (sf)AA+21.47115.6129.91.12110160.11.4606/17/24
GNRT 2A CLO DR GNRT 2AA+ (sf)BBB+12.51107.6116.61.08105140.81.3406/17/24
GNRT 2A CLO ER GNRT 2ABB+ (sf)BB7.45104.7110.31.05   06/17/24
GNRT 2A CLO F GNRT 2AB+ (sf)B+5.62      06/17/24
GNRT 4A CLO A1R GNRT 4AAAA (sf)AAA40.58121.6136.21.12120170.21.4206/17/24
GNRT 4A CLO A2R GNRT 4AAAA (sf)N/A37.3121.6136.21.12120170.21.4206/17/24
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A25.1121.6136.21.12120170.21.4206/17/24
GNRT 4A CLO CR GNRT 4AAAA (sf)N/A18.45113.9125.11.1110154.51.406/17/24
GNRT 4A CLO DR GNRT 4ABBB+ (sf)N/A12.38108.3116.41.07105141.11.3406/17/24
GNRT 4A CLO ER GNRT 4ABB+ (sf)N/A7.2103.5109.91.06   06/17/24
GNRT 6A CLO A1R GNRT 6AAAA (sf)AAA37.34121.6132.81.09120163.71.3606/17/24
GNRT 6A CLO A2R GNRT 6AAAA (sf)AAA34.31121.6132.81.09120163.71.3606/17/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA23.19121.6132.81.09120163.71.3606/17/24
GNRT 6A CLO CR GNRT 6AAA+ (sf)A18.55116.1125.21.08115152.91.3306/17/24
GNRT 6A CLO DR GNRT 6ABBB+ (sf)BBB-12.48109116.51.07110139.31.2706/17/24
GNRT 6A CLO ER GNRT 6ABB+ (sf)BB-7.03103.7109.71.06   06/17/24
GNRT 8A CLO XR GNRT 8AAAA (sf)N/A 121.6132.81.09120161.71.3506/17/24
GNRT 8A CLO AR GNRT 8AAAA (sf)N/A37.38121.6132.81.09120161.71.3506/17/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A23.25121.6132.81.09120161.71.3506/17/24
GNRT 8A CLO CR GNRT 8AAA+ (sf)N/A17.19114123.11.08115148.51.2906/17/24
GNRT 8A CLO DR GNRT 8ABBB+ (sf)N/A11.13104.3110.31.06   06/17/24
GNRT 8A CLO ER GNRT 8ABB (sf)N/A7.59104.3110.31.06   06/17/24
ZAIS 2018-11A CLO A1 ZAIS 2018-11AAAA (sf)AAA38.27121.6128.11.05120162.31.3506/17/24
ZAIS 2018-11A CLO A2 ZAIS 2018-11AAAA (sf)AAA33.42121.6128.11.05120162.31.3506/17/24
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA+18.9121.6128.11.05120162.31.3506/17/24
ZAIS 2018-11A CLO C ZAIS 2018-11AAAA (sf)A+12.55115.1118.81.03115148.41.2906/17/24
ZAIS 2018-11A CLO D ZAIS 2018-11ABBB (sf)BB+5.29108.6109.71.01110133.71.2206/17/24
ZAIS 2018-11A CLO E ZAIS 2018-11AB+ (sf)B+-0.46103.7103.41   06/17/24
ZAIS 2019-13A CLO A1A ZAIS 2019-13AAAA (sf)AAA35.55122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA35.55122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO A2A ZAIS 2019-13AAAA (sf)AAA29.04122.5127.61.04120169.61.4106/17/24