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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 2021-2A CLO B WELF 2021-2AAAA (sf)AA19122.5131.31.07120170.71.4208/10/23
WELF 2021-3A CLO B WELF 2021-3AAAA (sf)AA18.62121.6130.61.071201691.4108/10/23
WELF 2022-1A CLO B1 WELF 2022-1AAAA (sf)N/A20.22122.5132.11.08120167.31.3908/10/23
WELF 2022-1A CLO B2 WELF 2022-1AAAA (sf)N/A20.22122.5132.11.08120167.31.3908/10/23
WELF 2022-2A CLO B WELF 2022-2AAAA (sf)N/A24.25127.9137.91.08120153.61.2808/10/23
WINDR 2013-1A CLO BRR WINDR 2013-1AAAA (sf)N/A16.59113.9121.71.07110153.91.408/10/23
WINDR 2014-3A CLO A1B2R WINDR 2014-3AAAA (sf)AAA36.31123.3129.31.051151711.4908/10/23
WINDR 2014-3A CLO BR2 WINDR 2014-3AAAA (sf)N/A18.29123.3129.31.051151711.4908/10/23
WINDR 2016-2A CLO BR WINDR 2016-2AAAA (sf)AA17.96121.9128.81.06120168.11.408/10/23
WINDR 2017-1A CLO BR WINDR 2017-1AAAA (sf)N/A19.35121.6130.61.07120166.71.3908/10/23
WINDR 2017-3A CLO BR WINDR 2017-3AAAA (sf)N/A19.46121.6130.51.07120163.61.3608/10/23
WINDR 2017-4A CLO B WINDR 2017-4AAAA (sf)AA+23123.3136.51.11120179.71.508/10/23
WINDR 2018-1A CLO B WINDR 2018-1AAAA (sf)N/A19.02121.61301.07120168.51.408/10/23
WINDR 2018-2A CLO B WINDR 2018-2AAAA (sf)N/A18.13121.6128.71.06120164.61.3708/10/23
WINDR 2018-3A CLO B WINDR 2018-3AAAA (sf)N/A19.76121.6130.91.08120166.91.3908/10/23
WINDR 2019-1A CLO BR WINDR 2019-1AAAA (sf)N/A19.54123.3132.11.07120167.61.408/10/23
WINDR 2019-2A CLO BR WINDR 2019-2AAAA (sf)N/A19.17121.6131.71.08120168.11.408/10/23
WINDR 2019-3A CLO BR WINDR 2019-3AAAA (sf)N/A18.52123.3129.71.05120168.91.4108/10/23
WINDR 2020-1A CLO B WINDR 2020-1AAAA (sf)AA29.12136.9149.71.091201881.5708/10/23
WINDR 2021-1A CLO B1 WINDR 2021-1AAAA (sf)N/A18.95121.6130.11.07120172.21.4308/10/23
WINDR 2021-1A CLO B2 WINDR 2021-1AA+ (sf)N/A18.95121.6130.11.07120172.21.4308/10/23
WINDR 2021-2A CLO B WINDR 2021-2AAAA (sf)N/A20.18122.9133.51.091201721.4308/10/23
WINDR 2021-3A CLO B1 WINDR 2021-3AAAA (sf)AA20.44122.6133.21.09120173.71.4508/10/23
WINDR 2021-3A CLO B2 WINDR 2021-3AAA+ (sf)AA20.44122.6133.21.09120173.71.4508/10/23
WINDR 2021-4A CLO B WINDR 2021-4AAAA (sf)AA20.62123.8132.81.07120175.11.4608/10/23
WINDR 2022-1A CLO B1 WINDR 2022-1AAAA (sf)N/A19.54121.6131.81.08120166.41.3908/10/23
WINDR 2022-1A CLO B2 WINDR 2022-1AAAA (sf)N/A19.54121.6131.81.08120166.41.3908/10/23
WINDR 2022-2A CLO A2B WINDR 2022-2AAAA (sf)AAA30.74121.6131.41.08120165.41.3808/10/23
WINDR 2022-2A CLO B1 WINDR 2022-2AAAA (sf)AA19.02121.6131.41.08120165.41.3808/10/23
WINDR 2022-2A CLO B2 WINDR 2022-2AAAA (sf)AA19.02121.6131.41.08120165.41.3808/10/23
GNRT 2A CLO BR GNRT 2AAAA (sf)AA+21.92122.5132.71.08120170.41.4208/10/23
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A21.83121.6132.41.09120172.51.4408/10/23
GNRT 6A CLO BR GNRT 6AAAA (sf)AA21.54121.6132.11.09120166.21.3908/10/23
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A22.5122.5133.61.09120183.71.5308/10/23
GNRT 7A CLO B2 GNRT 7AAA+ (sf)N/A22.5122.5133.61.09120183.71.5308/10/23
GNRT 8A CLO BR GNRT 8AAAA (sf)N/A20.97121.6132.71.09120166.31.3908/10/23
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA16.2121.6127.31.05120161.91.3508/10/23
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA34.09122.5128.81.05120172.61.4408/10/23
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA27.5122.5128.81.05120172.61.4408/10/23
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA17.07122.5128.81.05120172.61.4408/10/23
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA17.07122.5128.81.05120172.61.4408/10/23
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA42.64121.6133.31.1120198.81.6608/10/23
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA38.44121.6133.31.1120198.81.6608/10/23
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AAA22.05121.6133.31.1120198.81.6608/10/23
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA22.05121.6133.31.1120198.81.6608/10/23
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA38.13114159.61.4105172.91.6508/10/23
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA33.12122.6148.51.21120189.11.5808/10/23
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA20.63122.6128.91.05120168.61.4108/10/23
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A39.42122.1160.61.32120218.81.8208/10/23
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AAA17.25122.3127.51.04120178.41.4908/10/23