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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 2021-1A CLO B WELF 2021-1AAAA (sf)N/A19.97121.6131.21.081201601.3312/12/23
WELF 2021-2A CLO B WELF 2021-2AAAA (sf)AA19.8122.5131.31.07120165.11.3812/12/23
WELF 2021-3A CLO B WELF 2021-3AAAA (sf)AA19.65121.6131.11.08120164.91.3712/12/23
WELF 2022-1A CLO B1 WELF 2022-1AAAA (sf)N/A20.81122.51321.08120159.41.3312/12/23
WELF 2022-1A CLO B2 WELF 2022-1AAA (sf)N/A20.81122.51321.08120159.41.3312/12/23
WELF 2022-2A CLO B WELF 2022-2AAAA (sf)N/A24.77127.9137.81.08120150.51.2512/12/23
WINDR 2013-1A CLO BRR WINDR 2013-1AAAA (sf)N/A18.72113.9127.51.12110155.71.4212/12/23
WINDR 2014-3A CLO A1B2R WINDR 2014-3AAAA (sf)AAA36.38123.3128.71.04115171.81.4912/12/23
WINDR 2014-3A CLO BR2 WINDR 2014-3AAAA (sf)N/A18.38123.3128.71.04115171.81.4912/12/23
WINDR 2016-2A CLO BR WINDR 2016-2AAAA (sf)AA+18.7121.9127.71.05120168.71.4112/12/23
WINDR 2017-1A CLO BR WINDR 2017-1AAAA (sf)N/A19.72121.61301.07120168.31.412/12/23
WINDR 2017-4A CLO B WINDR 2017-4AAAA (sf)AA+25.75123.3137.71.12120178.31.4912/12/23
WINDR 2018-1A CLO B WINDR 2018-1AAAA (sf)N/A19.66121.6129.41.06120167.31.3912/12/23
WINDR 2018-2A CLO B WINDR 2018-2AAAA (sf)N/A18.45121.6128.11.05120160.51.3412/12/23
WINDR 2018-3A CLO B WINDR 2018-3AAAA (sf)N/A20.25121.6130.91.08120163.91.3712/12/23
WINDR 2019-2A CLO BR WINDR 2019-2AAAA (sf)N/A19.92121.61311.08120167.21.3912/12/23
WINDR 2020-1A CLO B WINDR 2020-1AAAA (sf)AA29.66136.9148.91.09120182.91.5212/12/23
WINDR 2021-1A CLO B1 WINDR 2021-1AAAA (sf)N/A19.43121.6130.41.07120164.71.3712/12/23
WINDR 2021-1A CLO B2 WINDR 2021-1AAA (sf)N/A19.43121.6130.41.07120164.71.3712/12/23
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.65122.6132.21.08120168.31.412/12/23
WINDR 2021-3A CLO B2 WINDR 2021-3AAA+ (sf)AA20.65122.6132.21.08120168.31.412/12/23
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A20.05121.6130.61.07120164.81.3712/12/23
WINDR 2022-1A CLO B2 WINDR 2022-1AA+ (sf)N/A20.05121.6130.61.07120164.81.3712/12/23
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA31.14121.6130.31.07120161.71.3512/12/23
WINDR 2022-2A CLO B1 WINDR 2022-2AAAA (sf)AA19.49121.6130.31.07120161.71.3512/12/23
WINDR 2022-2A CLO B2 WINDR 2022-2AA+ (sf)AA19.49121.6130.31.07120161.71.3512/12/23
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A22.72121.6133.91.11201661.3812/12/23
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A22.96122.51341.09120177.11.4812/12/23
GNRT 7A CLO B2 GNRT 7AAAA (sf)N/A22.96122.51341.09120177.11.4812/12/23
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A22.19121.6132.91.09120157.51.3112/12/23
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA+16.21121.6126.81.04120158.11.3212/12/23
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA34.27122.5128.21.05120168.61.4112/12/23
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA27.7122.5128.21.05120168.61.4112/12/23
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA17.29122.5128.21.05120168.61.4112/12/23
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA17.29122.5128.21.05120168.61.4112/12/23
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA45.09114189.21.66105182.61.7412/12/23
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA37.27122.6165.31.35120207.51.7312/12/23
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA23.35122.61361.11120185.31.5412/12/23
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A45.38122.1187.51.54120233.91.9512/12/23
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+36.75152.3169.81.11120213.41.7812/12/23
ZCCP 2021-1A CLO B1A ZCCP 2021-1AAAA (sf)AA29.94115.5124.31.08110164.61.512/12/23
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA29.94115.5124.31.08110164.61.512/12/23
BLUEM 2018-23A CLO D BLUEM 2018-23ABB+ (sf)N/A6.34107.7112.11.04110132.31.212/12/23
BLUEM 2018-23A CLO E BLUEM 2018-23ABB (sf)N/A2.72105.51081.02   12/12/23
BLUEM 2019-24A CLO AR BLUEM 2019-24AAAA (sf)N/A32.2121.61311.08120152.81.2712/12/23
BLUEM 2019-24A CLO BR BLUEM 2019-24AAAA (sf)N/A19.49121.61311.08120152.81.2712/12/23
BLUEM 2019-24A CLO CR BLUEM 2019-24AAA (sf)N/A13.13114121.41.06110140.51.2812/12/23
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABBB+ (sf)N/A7.83107.6113.21.05105127.81.2212/12/23
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A6.77107.6113.21.05105127.81.2212/12/23
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB (sf)N/A2.8103.5108.51.05   12/12/23