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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 2020-2A CLO DR WELF 2020-2ABB+ (sf)N/A7.13107.6111.61.04110132.11.211/11/24
WELF 2020-2A CLO ER WELF 2020-2AB+ (sf)N/A3.17104107.11.03   11/11/24
WELF 2021-1A CLO A1 WELF 2021-1AAAA (sf)AAA37.27121.6130.21.071201611.3411/11/24
WELF 2021-1A CLO A2 WELF 2021-1AAAA (sf)AAA34.14121.6130.21.071201611.3411/11/24
WELF 2021-1A CLO B WELF 2021-1AAAA (sf)N/A20.55121.6130.21.071201611.3411/11/24
WELF 2021-1A CLO C WELF 2021-1AA+ (sf)N/A14.27114120.61.06115148.31.2911/11/24
WELF 2021-1A CLO D WELF 2021-1ABB+ (sf)N/A8107.6112.41.04110135.81.2311/11/24
WELF 2021-1A CLO E WELF 2021-1ABB- (sf)N/A4.34104.8108.11.03   11/11/24
WELF 2021-2A CLO A1 WELF 2021-2AAAA (sf)AAA36.66122.5130.21.06120158.51.3211/11/24
WELF 2021-2A CLO A2 WELF 2021-2AAAA (sf)AAA32.44122.5130.21.06120158.51.3211/11/24
WELF 2021-2A CLO B WELF 2021-2AAAA (sf)AA20.3122.5130.21.06120158.51.3211/11/24
WELF 2021-2A CLO C WELF 2021-2AA+ (sf)A14.22115.11211.05115146.21.2711/11/24
WELF 2021-2A CLO D WELF 2021-2ABB+ (sf)BBB-7.89108.6112.61.04110133.61.2111/11/24
WELF 2021-2A CLO E WELF 2021-2AB+ (sf)BB-2.87103.7106.81.03   11/11/24
WELF 2021-3A CLO A WELF 2021-3AAAA (sf)AAA33.61121.6129.21.061201601.3311/11/24
WELF 2021-3A CLO B WELF 2021-3AAAA (sf)AA19.91121.6129.21.061201601.3311/11/24
WELF 2021-3A CLO C WELF 2021-3AA+ (sf)A14.33115120.81.05115148.31.2911/11/24
WELF 2021-3A CLO D WELF 2021-3ABB+ (sf)BBB-8.11108.7112.61.04110135.61.2311/11/24
WELF 2021-3A CLO E WELF 2021-3ABB- (sf)BB-3.58104.3107.31.03   11/11/24
WELF 2022-1A CLO XR WELF 2022-1AAAA (sf)AAA 123.3133.31.081201881.5711/11/24
WELF 2022-1A CLO A1RL WELF 2022-1AAAA (sf)N/A34.89123.3133.31.081201881.5711/11/24
WELF 2022-1A CLO A1RN WELF 2022-1AAAA (sf)AAA34.89123.3133.31.081201881.5711/11/24
WELF 2022-1A CLO A2R WELF 2022-1AAAA (sf)AAA33.34123.3133.31.081201881.5711/11/24
WELF 2022-1A CLO BR WELF 2022-1AAAA (sf)AA+22.49123.3133.31.081201881.5711/11/24
WELF 2022-1A CLO CR WELF 2022-1AA+ (sf)A15.26114121.91.07110171.31.5611/11/24
WELF 2022-1A CLO D1R WELF 2022-1ABB+ (sf)BBB-9.57107112.91.06105155.31.4811/11/24
WELF 2022-1A CLO D2R WELF 2022-1ABB (sf)BBB-8.54107112.91.06105155.31.4811/11/24
WELF 2022-1A CLO ER WELF 2022-1ABB- (sf)BB-4.92103.7108.71.05   11/11/24
WELF 2022-1A CLO FR WELF 2022-1AB+ (sf)B-4.76      11/11/24
WELF 2022-2A CLO XR WELF 2022-2AAAA (sf)N/A       11/11/24
WELF 2022-2A CLO AR WELF 2022-2AAAA (sf)N/A39.61      11/11/24
WELF 2022-2A CLO BR WELF 2022-2AAAA (sf)N/A22.21      11/11/24
WELF 2022-2A CLO CR WELF 2022-2AA+ (sf)N/A16.07      11/11/24
WELF 2022-2A CLO D1R WELF 2022-2ABBB- (sf)N/A10.95      11/11/24
WELF 2022-2A CLO D2R WELF 2022-2ABB- (sf)N/A9.36      11/11/24
WELF 2022-2A CLO ER WELF 2022-2ABB- (sf)N/A6.34      11/11/24
WBOX 2023-4A CLO A1 WBOX 2023-4AAAA (sf)AAA39.61121.6131.71.08120144.61.211/11/24
WBOX 2023-4A CLO A2 WBOX 2023-4AAAA (sf)AAA34.57121.6131.71.08120144.61.211/11/24
WBOX 2023-4A CLO B WBOX 2023-4AAAA (sf)N/A23.5121.6131.71.08120144.61.211/11/24
WBOX 2023-4A CLO C WBOX 2023-4AAA- (sf)N/A17.96114.7122.81.07110133.81.2211/11/24
WBOX 2023-4A CLO D WBOX 2023-4ABBB- (sf)N/A12.43108.91151.06105122.41.1711/11/24
WBOX 2023-4A CLO E WBOX 2023-4ABB (sf)N/A9.41106.1111.21.05   11/11/24
WINDR 2013-1A CLO A1RR WINDR 2013-1ANRN/A 113.9156.91.381101921.7511/11/24
WINDR 2013-1A CLO A2RR WINDR 2013-1AAAA (sf)N/A66.24113.9156.91.381101921.7511/11/24
WINDR 2013-1A CLO BRR WINDR 2013-1AAAA (sf)N/A40.81113.9156.91.381101921.7511/11/24
WINDR 2013-1A CLO CR WINDR 2013-1AAAA (sf)N/A19.35108.31231.14105142.11.3511/11/24
WINDR 2013-1A CLO DR WINDR 2013-1ABB (sf)N/A1.88104.2104.61   11/11/24
WINDR 2014-3A CLO A1A2 WINDR 2014-3AAAA (sf)AAA57.56123.3137.41.11115186.11.6211/11/24
WINDR 2014-3A CLO A1B2R WINDR 2014-3AAAA (sf)AAA57.56123.3137.41.11115186.11.6211/11/24
WINDR 2014-3A CLO A2R2 WINDR 2014-3AAAA (sf)AAA51.04123.3137.41.11115186.11.6211/11/24