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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
WELF 2020-1A CLO BR WELF 2020-1AAA+ (sf)A15.27115.5121.41.05115255.12.2208/12/24
WELF 2020-2A CLO BR WELF 2020-2AAAA (sf)N/A20.06121.6128.51.06120160.41.3408/12/24
WELF 2021-1A CLO B WELF 2021-1AAAA (sf)N/A20.66121.6130.11.07120163.21.3608/12/24
WELF 2021-2A CLO B WELF 2021-2AAAA (sf)AA20.52122.5129.61.06120164.31.3708/12/24
WELF 2021-3A CLO B WELF 2021-3AAAA (sf)AA20.12121.6129.31.06120163.41.3608/12/24
WELF 2022-1A CLO B1 WELF 2022-1AAAA (sf)N/A21.28122.5131.11.07120162.81.3608/12/24
WELF 2022-1A CLO B2 WELF 2022-1AAA+ (sf)N/A21.28122.5131.11.07120162.81.3608/12/24
VENTR 2018-34A CLO B VENTR 2018-34ANRN/A       08/12/24
WELF 2022-2A CLO B WELF 2022-2AAAA (sf)N/A25.19127.9137.11.07120150.21.2508/12/24
WINDR 2013-1A CLO BRR WINDR 2013-1AAAA (sf)N/A34.01113.9145.71.28110185.81.6908/12/24
WINDR 2014-3A CLO A1B2R WINDR 2014-3AAAA (sf)AAA50.2123.3130.51.06115179.81.5608/12/24
WINDR 2014-3A CLO BR2 WINDR 2014-3AAAA (sf)N/A25.96123.3130.51.06115179.81.5608/12/24
WINDR 2016-2A CLO BR WINDR 2016-2AAAA (sf)AA+22.41121.91321.08120171.71.4308/12/24
WINDR 2017-1A CLO BR WINDR 2017-1AAAA (sf)N/A20.11121.6129.21.06120165.11.3808/12/24
WINDR 2017-3A CLO BR WINDR 2017-3AAAA (sf)N/A19.93121.6129.11.06120162.71.3608/12/24
WINDR 2018-1A CLO B WINDR 2018-1AAAA (sf)N/A27.79121.6136.61.12120180.91.5108/12/24
WINDR 2018-3A CLO B WINDR 2018-3AAAA (sf)N/A26.19121.6132.81.09120172.31.4408/12/24
WINDR 2019-1A CLO BR WINDR 2019-1AAAA (sf)N/A19.93123.3128.61.04120159.51.3308/12/24
WINDR 2019-2A CLO BR WINDR 2019-2AAAA (sf)N/A19.87121.6129.71.07120165.41.3808/12/24
WINDR 2019-3A CLO BR WINDR 2019-3AAAA (sf)N/A20.85123.3126.81.03120164.61.3708/12/24
WINDR 2020-1A CLO BR WINDR 2020-1AAAA (sf)AA21.8121.6132.11.09120202.81.6908/12/24
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A21.14122.9131.41.07120167.41.408/12/24
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.87122.6130.81.07120171.21.4308/12/24
WINDR 2021-3A CLO B2 WINDR 2021-3AAAA (sf)AA20.87122.6130.81.07120171.21.4308/12/24
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA20.4123.8129.51.051201671.3908/12/24
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A20.3121.6129.41.06120166.91.3908/12/24
WINDR 2022-1A CLO B2 WINDR 2022-1AAA+ (sf)N/A20.3121.6129.41.06120166.91.3908/12/24
WINDR 2018-2A CLO B WINDR 2018-2ANRN/A       08/12/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.73121.6128.81.06120261.72.1808/12/24
WINDR 2022-2A CLO B1R WINDR 2022-2AAAA (sf)AA+19.01121.6128.81.06120261.72.1808/12/24
WINDR 2022-2A CLO B2 WINDR 2022-2AAA+ (sf)AA19.01121.6128.81.06120261.72.1808/12/24
GNRT 2A CLO BR GNRT 2AAAA (sf)AAA32.35122.5142.51.16120185.51.5508/12/24
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A25.01121.6136.41.12120170.81.4208/12/24
GNRT 6A CLO BR GNRT 6AAAA (sf)AA22.75121.61331.09120164.41.3708/12/24
GNRT 7A CLO BR GNRT 7AAAA (sf)N/A22.32121.6131.81.08120163.51.3608/12/24
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.83121.6133.11.09120165.51.3808/12/24
ZAIS 2018-11A CLO BR ZAIS 2018-11AAAA (sf)AAA21.54121.61271.04120274.42.2908/12/24
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA35.63122.5127.51.04120169.51.4108/12/24
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA29.11122.5127.51.04120169.51.4108/12/24
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA18.78122.5127.51.04120169.51.4108/12/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA18.78122.5127.51.04120169.51.4108/12/24
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA64.23121.6146.11.21202361.9708/12/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA57.91121.6146.11.21202361.9708/12/24
ZAIS 2020-14A CLO B1RR ZAIS 2020-14AAAA (sf)AAA33.25121.6146.11.21202361.9708/12/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA33.25121.6146.11.21202361.9708/12/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA94.57114362.93.18105443.94.2308/12/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA71.85122.6209.11.71120259.42.1608/12/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA39.08122.6150.81.23120207.21.7308/12/24
ZAIS8 2018-1A CLO B ZAIS8 2018-1ANRN/A 122.1325.32.66120493.64.1108/12/24
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+48.97152.3187.41.23120235.31.9608/12/24