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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
ZAIS 2020-14A CLO DRR ZAIS 2020-14AAAA (sf)A-12.88108.41171.08110174.61.5911/11/24
ZAIS 2020-14A CLO E ZAIS 2020-14ABBB (sf)BB3.38104.3106.61.02   11/11/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2ANRAAA 114184816.211051947.918.5511/11/24
ZAIS5 2016-2A CLO C ZAIS5 2016-2AAAA (sf)AA-54.22108.4174.91.61102164.21.6111/11/24
ZAIS5 2016-2A CLO D ZAIS5 2016-2ABB (sf)B--4.73103.798.10.95   11/11/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA92.46122.6359.52.93120449.63.7511/11/24
ZAIS6 2017-1A CLO CR ZAIS6 2017-1AAAA (sf)AAA57.83114.5184.21.61110218.11.9811/11/24
ZAIS6 2017-1A CLO D ZAIS6 2017-1AAAA (sf)A-28.97108.91311.21051461.3911/11/24
ZAIS6 2017-1A CLO E ZAIS6 2017-1ABB+ (sf)B+0.11103.7101.60.98   11/11/24
ZAIS7 2017-2A CLO A ZAIS7 2017-2AAAA (sf)AAA79.68122.6167.41.37120223.61.8611/11/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA44.59122.6167.41.37120223.61.8611/11/24
ZAIS7 2017-2A CLO C ZAIS7 2017-2AAAA (sf)A27.05114.5133.41.17110173.81.5811/11/24
ZAIS7 2017-2A CLO D ZAIS7 2017-2AAA+ (sf)BB+10.97108.1112.51.04105140.41.3411/11/24
ZAIS7 2017-2A CLO E ZAIS7 2017-2AB+ (sf)B+-2.6103.799.40.96   11/11/24
ZAIS8 2018-1A CLO C ZAIS8 2018-1ANRN/A 114.2290.22.54110371.23.3711/11/24
ZAIS8 2018-1A CLO D ZAIS8 2018-1ANRN/A72.13107.4139.91.3105168.21.611/11/24
ZAIS8 2018-1A CLO E ZAIS8 2018-1ANRN/A7.57103.71041   11/11/24
ZCCP 2018-1A CLO A1 ZCCP 2018-1AAAA (sf)AAA75.83152.3203.71.34120264.22.211/11/24
ZCCP 2018-1A CLO A2 ZCCP 2018-1AAAA (sf)AAA75.83152.3203.71.34120264.22.211/11/24
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA+58.19152.3203.71.34120264.22.211/11/24
ZCCP 2018-1A CLO C ZCCP 2018-1AAAA (sf)A+41.8136.1160.31.18115196.81.7111/11/24
ZCCP 2018-1A CLO D ZCCP 2018-1AAAA (sf)BBB-24.16122.5130.41.06110152.21.3811/11/24
ZCCP 2018-1A CLO E ZCCP 2018-1ABB+ (sf)BB-7.61113.1110.90.98105116.41.1111/11/24
ZCCP 2019-1A CLO A1R ZCCP 2019-1AAAA (sf)AAA62.41149.4173.91.16120229.51.9111/11/24
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA47.95149.4173.91.16120229.51.9111/11/24
ZCCP 2019-1A CLO CR ZCCP 2019-1AAAA (sf)AA35.71135.3148.31.1115190.71.6611/11/24
ZCCP 2019-1A CLO DR ZCCP 2019-1AAA+ (sf)BBB+20.97121.71261.04110152.11.3811/11/24
ZCCP 2019-1A CLO E ZCCP 2019-1ABB+ (sf)BB-8.25111.7111.61105122.21.1611/11/24
ZCCP 2021-1A CLO A1AR ZCCP 2021-1AAAA (sf)AAA47.35115.5121.81.05110165.21.511/11/24
ZCCP 2021-1A CLO A1F ZCCP 2021-1AAAA (sf)AAA47.35115.5121.81.05110165.21.511/11/24
ZCCP 2021-1A CLO A2AR ZCCP 2021-1AAAA (sf)AAA40.97115.5121.81.05110165.21.511/11/24
ZCCP 2021-1A CLO B1AR ZCCP 2021-1AAAA (sf)AA+31.39115.5121.81.05110165.21.511/11/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA31.39115.5121.81.05110165.21.511/11/24
ZCCP 2021-1A CLO C1AR ZCCP 2021-1AAAA (sf)A+24.53115.5121.81.05110165.21.511/11/24
ZCCP 2021-1A CLO C1F ZCCP 2021-1AA+ (sf)A24.53115.5121.81.05110165.21.511/11/24
ZCCP 2021-1A CLO D ZCCP 2021-1AA- (sf)BBB-15.44115.5121.81.05110165.21.511/11/24
ZCCP 2021-1A CLO E ZCCP 2021-1ABB+ (sf)BB-8.58108.2112.71.04105141.81.3511/11/24
WINDR 2022-1A CLO A WINDR 2022-1ANRN/A       11/11/24
WINDR 2022-1A CLO B1 WINDR 2022-1ANRN/A       11/11/24
WINDR 2022-1A CLO C WINDR 2022-1ANRN/A       11/11/24
WINDR 2022-1A CLO D1 WINDR 2022-1ANRN/A       11/11/24
AGL 2020-4A CLO B1R AGL 2020-4ANRN/A       10/17/24
AGL 2020-4A CLO B2R AGL 2020-4ANRN/A       10/17/24
AGL 2020-4A CLO A1R AGL 2020-4ANRN/A       10/17/24
AGL 2020-4A CLO A2R AGL 2020-4ANRN/A       10/17/24
AIMCO 2015-AA CLO BR2 AIMCO 2015-AANRN/A       10/17/24
AIMCO 2015-AA CLO DR2 AIMCO 2015-AANRN/A       10/17/24
AIMCO 2015-AA CLO AR2 AIMCO 2015-AANRN/A       10/17/24
AIMCO 2015-AA CLO ER2 AIMCO 2015-AANRN/A       10/17/24
AIMCO 2015-AA CLO X AIMCO 2015-AANRN/A       10/17/24