By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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 2019-3A CLO DR WINDR 2019-3ABBB (sf)N/A7.62107.8109.61.02110136.41.2411/11/24
WINDR 2019-3A CLO E1R WINDR 2019-3ABB (sf)N/A4.92103.3104.31.01105125.41.1911/11/24
WINDR 2019-3A CLO E2R WINDR 2019-3AB+ (sf)N/A2.22103.3104.31.01105125.41.1911/11/24
WINDR 2020-1A CLO XR WINDR 2020-1AAAA (sf)AAA 121.6131.71.08120159.21.3311/11/24
WINDR 2020-1A CLO A1R WINDR 2020-1AAAA (sf)AAA36.26121.6131.71.08120159.21.3311/11/24
WINDR 2020-1A CLO A2R WINDR 2020-1AAAA (sf)AAA31.12121.6131.71.08120159.21.3311/11/24
WINDR 2020-1A CLO BR WINDR 2020-1AAAA (sf)AA21.86121.6131.71.08120159.21.3311/11/24
WINDR 2020-1A CLO CR WINDR 2020-1AA+ (sf)A15.71141221.07110146.31.3311/11/24
WINDR 2020-1A CLO D1R WINDR 2020-1ABBB- (sf)BBB-10.55107.6113.71.06105133.21.2711/11/24
WINDR 2020-1A CLO D2R WINDR 2020-1ABB+ (sf)BBB-9.53107.6113.71.06105133.21.2711/11/24
WINDR 2020-1A CLO ER WINDR 2020-1ABB- (sf)BB-5.93104.3109.41.05   11/11/24
WELF 2018-2A CLO B WELF 2018-2ANRN/A       11/11/24
WELF 2018-2A CLO A2 WELF 2018-2ANRN/A       11/11/24
WELF 2018-2A CLO C WELF 2018-2ANRN/A       11/11/24
WELF 2018-2A CLO A1 WELF 2018-2ANRN/A       11/11/24
WINDR 2021-2A CLO A1 WINDR 2021-2AAAA (sf)AAA36.88122.9130.31.06120163.81.3611/11/24
WINDR 2021-2A CLO A2 WINDR 2021-2AAAA (sf)AAA32.67122.9130.31.06120163.81.3611/11/24
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A20.84122.9130.31.06120163.81.3611/11/24
WINDR 2021-2A CLO C WINDR 2021-2AA+ (sf)N/A14.26114.7120.31.05110149.91.3611/11/24
WINDR 2021-2A CLO D WINDR 2021-2ABB+ (sf)N/A7.42107.1111.41.04105136.11.311/11/24
WINDR 2021-2A CLO E WINDR 2021-2AB+ (sf)BB-3.21103.2106.61.03   11/11/24
WINDR 2021-3A CLO A WINDR 2021-3AAAA (sf)AAA34.8122.6130.11.06120158.11.3211/11/24
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.71122.6130.11.06120158.11.3211/11/24
WINDR 2021-3A CLO B2 WINDR 2021-3AAAA (sf)AA20.71122.6130.11.06120158.11.3211/11/24
WINDR 2021-3A CLO C WINDR 2021-3AAA+ (sf)A15.24116.1121.71.05110146.41.3311/11/24
WINDR 2021-3A CLO D WINDR 2021-3ABBB+ (sf)BBB-8.09108.4112.21.04105131.71.2511/11/24
WINDR 2021-3A CLO E WINDR 2021-3ABB- (sf)BB-3.52103.5106.91.03   11/11/24
WINDR 2021-4A CLO A WINDR 2021-4AAAA (sf)AAA31.75123.8129.61.05120163.41.3611/11/24
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA20.28123.8129.61.05120163.41.3611/11/24
WINDR 2021-4A CLO C WINDR 2021-4AA+ (sf)A14.55116.8120.91.04115151.31.3211/11/24
WINDR 2021-4A CLO D WINDR 2021-4ABB+ (sf)BBB-7.48109.3111.71.02110136.81.2411/11/24
WINDR 2021-4A CLO E1 WINDR 2021-4ABB (sf)BB+6.31      11/11/24
WINDR 2021-4A CLO E2 WINDR 2021-4ABB- (sf)BB3.59      11/11/24
WINDR 2021-4A CLO E3 WINDR 2021-4AB- (sf)BB-1.88      11/11/24
WINDR 2021-4A CLO F WINDR 2021-4AD (sf)B--0.25      11/11/24
WINDR 2022-1A CLO AR WINDR 2022-1AAAA (sf)N/A36.99121.6129.31.06120151.31.2611/11/24
WINDR 2022-1A CLO B1R WINDR 2022-1AAAA (sf)N/A20.19121.6129.31.06120151.31.2611/11/24
WINDR 2022-1A CLO B2 WINDR 2022-1AAAA (sf)N/A20.19121.6129.31.06120151.31.2611/11/24
WINDR 2022-1A CLO CR WINDR 2022-1AA+ (sf)N/A13.89114119.91.05115138.71.2111/11/24
WINDR 2022-1A CLO D1R WINDR 2022-1ABBB+ (sf)N/A9.95104.5107.11.02   11/11/24
WINDR 2022-1A CLO D2 WINDR 2022-1ABB+ (sf)N/A7.59104.5107.11.02   11/11/24
WINDR 2022-1A CLO E WINDR 2022-1ABB- (sf)N/A3.65104.5107.11.02   11/11/24
WINDR 2022-2A CLO A1R WINDR 2022-2AAAA (sf)AAA36.18121.61271.04120167.81.411/11/24
WINDR 2022-2A CLO A2AR WINDR 2022-2AAAA (sf)AAA30.86121.61271.04120167.81.411/11/24
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.86121.61271.04120167.81.411/11/24
WINDR 2022-2A CLO B1R WINDR 2022-2AAAA (sf)AA+19.16121.61271.04120167.81.411/11/24
WINDR 2022-2A CLO B2 WINDR 2022-2AAA+ (sf)AA19.16121.61271.04120167.81.411/11/24
WINDR 2022-2A CLO CR WINDR 2022-2AA+ (sf)A+12.78114117.71.03110153.71.411/11/24
WINDR 2022-2A CLO D WINDR 2022-2ABB+ (sf)BBB-6.4107.6109.71.02105138.51.3211/11/24
WINDR 2022-2A CLO E WINDR 2022-2AB+ (sf)BB-2.14103.5104.91.01   11/11/24