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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 2018-3A CLO E WINDR 2018-3ABB+ (sf)N/A5.02104.9107.81.03105132.21.2610/17/24
WINDR 2019-1A CLO X WINDR 2019-1AAAA (sf)N/A 123.3128.61.04120155.61.310/17/24
WINDR 2019-1A CLO AR WINDR 2019-1AAAA (sf)N/A35.98123.3128.61.04120155.61.310/17/24
WINDR 2019-1A CLO BR WINDR 2019-1AAAA (sf)N/A19.98123.3128.61.04120155.61.310/17/24
WINDR 2019-1A CLO CR WINDR 2019-1AAA- (sf)N/A12.51114117.71.03115140.61.2210/17/24
WINDR 2019-1A CLO DR WINDR 2019-1ABB+ (sf)N/A6.1107.6109.61.02110128.31.1710/17/24
WINDR 2019-1A CLO ER WINDR 2019-1AB+ (sf)N/A2.1104105.21.01105119.51.1410/17/24
WINDR 2019-1A CLO FR WINDR 2019-1ACCC (sf)N/A1.46      10/17/24
WINDR 2019-2A CLO A1R WINDR 2019-2AAAA (sf)AAA32.6121.6129.51.06120158.21.3210/17/24
WINDR 2019-2A CLO BR WINDR 2019-2AAAA (sf)N/A19.96121.6129.51.06120158.21.3210/17/24
WINDR 2019-2A CLO CR WINDR 2019-2AAA (sf)N/A13.641141201.05110145.31.3210/17/24
WINDR 2019-2A CLO DR WINDR 2019-2ABB+ (sf)N/A7.32107.6111.91.041051331.2710/17/24
WINDR 2019-2A CLO ER WINDR 2019-2ABB- (sf)N/A3.11103.21071.04   10/17/24
WINDR 2019-3A CLO AR WINDR 2019-3AAAA (sf)AAA33.93123.3129.31.05120167.61.410/17/24
WINDR 2019-3A CLO BR WINDR 2019-3AAAA (sf)N/A20.93123.3129.31.05120167.61.410/17/24
WINDR 2019-3A CLO CR WINDR 2019-3AAAA (sf)N/A13.18114.6117.81.03115150.61.3110/17/24
WINDR 2019-3A CLO DR WINDR 2019-3ABBB+ (sf)N/A6.74107.8109.61.02110137.11.2510/17/24
WINDR 2019-3A CLO E1R WINDR 2019-3ABB+ (sf)N/A4.38103.3104.31.011051261.210/17/24
WINDR 2019-3A CLO E2R WINDR 2019-3AB+ (sf)N/A2.01103.3104.31.011051261.210/17/24
WINDR 2021-2A CLO A1 WINDR 2021-2AAAA (sf)AAA36.77122.9130.91.07120161.11.3410/17/24
WINDR 2021-2A CLO A2 WINDR 2021-2AAAA (sf)AAA32.55122.9130.91.07120161.11.3410/17/24
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A20.7122.9130.91.07120161.11.3410/17/24
WINDR 2021-2A CLO C WINDR 2021-2AA+ (sf)N/A14.11114.7120.91.05110147.51.3410/17/24
WINDR 2021-2A CLO D WINDR 2021-2ABB+ (sf)N/A7.26107.11121.05105133.91.2810/17/24
WINDR 2021-2A CLO E WINDR 2021-2ABB- (sf)BB-3.05103.2107.11.04   10/17/24
WINDR 2021-3A CLO A WINDR 2021-3AAAA (sf)AAA34.8122.6130.11.06120158.11.3210/17/24
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.71122.6130.11.06120158.11.3210/17/24
WINDR 2021-3A CLO B2 WINDR 2021-3AAAA (sf)AA20.71122.6130.11.06120158.11.3210/17/24
WINDR 2021-3A CLO C WINDR 2021-3AAA+ (sf)A15.24116.1121.71.05110146.41.3310/17/24
WINDR 2021-3A CLO D WINDR 2021-3ABBB+ (sf)BBB-8.09108.4112.21.04105131.71.2510/17/24
WINDR 2021-3A CLO E WINDR 2021-3ABB (sf)BB-3.52103.5106.91.03   10/17/24
WINDR 2021-4A CLO A WINDR 2021-4AAAA (sf)AAA31.71123.8129.31.041201581.3210/17/24
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA20.24123.8129.31.041201581.3210/17/24
WINDR 2021-4A CLO C WINDR 2021-4AAA+ (sf)A14.51116.8120.71.03115146.21.2710/17/24
WINDR 2021-4A CLO D WINDR 2021-4ABBB (sf)BBB-7.44109.3111.51.02110132.21.210/17/24
WINDR 2021-4A CLO E1 WINDR 2021-4ABB+ (sf)BB+6.26      10/17/24
WINDR 2021-4A CLO E2 WINDR 2021-4ABB- (sf)BB3.54      10/17/24
WINDR 2021-4A CLO E3 WINDR 2021-4AB+ (sf)BB-1.84      10/17/24
WINDR 2021-4A CLO F WINDR 2021-4AC (sf)B--0.3      10/17/24
WINDR 2022-1A CLO A WINDR 2022-1AAAA (sf)N/A36.94121.6129.21.06120155.51.310/17/24
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A20.12121.6129.21.06120155.51.310/17/24
WINDR 2022-1A CLO B2 WINDR 2022-1AAAA (sf)N/A20.12121.6129.21.06120155.51.310/17/24
WINDR 2022-1A CLO C WINDR 2022-1AAA- (sf)N/A13.81114119.81.05115142.51.2410/17/24
WINDR 2022-1A CLO D1 WINDR 2022-1ABBB+ (sf)N/A9.87104.51071.02   10/17/24
WINDR 2022-1A CLO D2 WINDR 2022-1ABB+ (sf)N/A7.51104.51071.02   10/17/24
WINDR 2022-1A CLO E WINDR 2022-1ABB- (sf)N/A3.57104.51071.02   10/17/24
WINDR 2022-2A CLO A1R WINDR 2022-2AAAA (sf)AAA36.1121.6128.61.06120162.41.3510/17/24
WINDR 2022-2A CLO A2AR WINDR 2022-2AAAA (sf)AAA30.78121.6128.61.06120162.41.3510/17/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.78121.6128.61.06120162.41.3510/17/24
WINDR 2022-2A CLO B1R WINDR 2022-2AAAA (sf)AA+19.06121.6128.61.06120162.41.3510/17/24