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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
GNRT 4A CLO BR GNRT 4AAAA (sf)N/A17.69121.6132.41.091202492.0808/08/22
GNRT 6A CLO BR GNRT 6AAAA (sf)AA17.73121.6132.21.091202271.8908/08/22
GNRT 7A CLO B1 GNRT 7AAAA (sf)N/A18.79122.5133.61.09120208.81.7408/08/22
GNRT 7A CLO B2 GNRT 7AAAA (sf)N/A18.79122.5133.61.09120208.81.7408/08/22
ZAIS 2018-11A CLO B ZAIS 2018-11AAAA (sf)AA14.45121.6129.41.06120227.81.908/08/22
ZAIS 2019-13A CLO A1B ZAIS 2019-13AAAA (sf)AAA32.49122.5130.31.06120208.81.7408/08/22
ZAIS 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA25.74122.5130.31.06120208.81.7408/08/22
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA15.05122.5130.31.06120208.81.7408/08/22
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA15.05122.5130.31.06120208.81.7408/08/22
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA34.89121.6131.71.08120254.32.1208/08/22
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA31.22121.6131.71.08120254.32.1208/08/22
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AA+16.92121.6131.71.08120254.32.1208/08/22
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AA+16.92121.6131.71.08120254.32.1208/08/22
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AA+24.01114136.31.2105193.61.8408/08/22
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AA+20.98122.6133.41.09120246.12.0508/08/22
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AA+15.03122.6128.21.05120240.3208/08/22
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A24.68122.1137.91.13120271.12.2608/08/22
ZAIS9 2018-2A CLO B1 ZAIS9 2018-2AAAA (sf)AA14.95122.3130.51.07120234.81.9608/08/22
ZAIS9 2018-2A CLO B2 ZAIS9 2018-2AAAA (sf)AA14.95122.3130.51.07120234.81.9608/08/22
ZCCP 2018-1A CLO B ZCCP 2018-1AAAA (sf)AA28.16152.3155.61.02120294.72.4608/08/22
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AA+29.72149.4154.21.03120324.82.7108/08/22
CIFC 2017-1A CLO B CIFC 2017-1AAAA (sf)AAA21.65125.3133.71.07120224.61.8707/15/22
CIFC 2017-2A CLO BR CIFC 2017-2AAAA (sf)AA20.23123.3131.61.07120249.42.0807/15/22
CIFC 2017-3A CLO B CIFC 2017-3AA+ (sf)A13.05114.5120.91.06115195.71.707/15/22
CIFC 2017-4A CLO BR CIFC 2017-4AA+ (sf)A13.62114.6121.51.06115214.11.8607/15/22
CIFC 2017-5A CLO B CIFC 2017-5AA+ (sf)A13.49114.7121.51.06115205.91.7907/15/22
CIFC 2018-1A CLO B CIFC 2018-1AAAA (sf)AA19.49121.6130.51.07120252.52.107/15/22
CIFC 2018-2A CLO B CIFC 2018-2AAA (sf)A17.2115.7122.81.06110230.42.0907/15/22
CIFC 2018-3A CLO B CIFC 2018-3AAAA (sf)AA20.77122.9132.11.07120237.11.9807/15/22
CIFC 2018-5A CLO B CIFC 2018-5AAA+ (sf)A15.72116.8124.71.07115204.51.7807/15/22
CIFC 2019-1A CLO BR CIFC 2019-1AAAA (sf)AA20.73122.5131.91.081202381.9807/15/22
CIFC 2019-2A CLO BL CIFC 2019-2AAAA (sf)N/A20.64121.6132.11.09120239.7207/15/22
CIFC 2019-2A CLO BR CIFC 2019-2AAAA (sf)N/A20.64121.6132.11.09120239.7207/15/22
CIFC 2019-3A CLO BR CIFC 2019-3AAA+ (sf)A15.88116.2124.51.07110214.81.9507/15/22
CIFC 2019-4A CLO BR CIFC 2019-4AA+ (sf)A14.43114.5122.71.07110215.21.9607/15/22
CIFC 2019-5A CLO BR CIFC 2019-5AAA- (sf)A14.56114.7122.71.07110208.71.907/15/22
CIFC 2019-6A CLO B CIFC 2019-6AAAA (sf)N/A20.53121.6132.11.09120216.71.8107/15/22
CIFC 2020-1A CLO BR CIFC 2020-1AAAA (sf)N/A20.48121.6131.81.08120232.81.9407/15/22
CIFC 2020-2A CLO BR CIFC 2020-2AAAA (sf)N/A22.05122.6131.81.08120235.71.9607/15/22
CIFC 2020-3A CLO BR CIFC 2020-3AAAA (sf)N/A20.87121.6131.81.081202381.9807/15/22
CIFC 2020-4A CLO B CIFC 2020-4AAAA (sf)N/A20.64121.6131.81.081202251.8807/15/22
CIFC 2021-1A CLO B CIFC 2021-1AAAA (sf)N/A20.38122.6131.81.08120234.21.9507/15/22
CIFC 2021-2A CLO B CIFC 2021-2AAAA (sf)N/A20.4121.6131.71.08120249.22.0807/15/22
CIFC 2021-3A CLO B CIFC 2021-3AAAA (sf)N/A20.4121.6131.71.08120241.22.0107/15/22
CIFC 2021-4A CLO B CIFC 2021-4AAAA (sf)N/A20.44122.6131.71.07120250.72.0907/15/22
CIFC 2021-5A CLO B CIFC 2021-5AAAA (sf)N/A22.91121.6131.71.08120249.92.0807/15/22
CIFC 2021-6A CLO B CIFC 2021-6AAAA (sf)N/A20.48121.6131.81.08   07/15/22
CIFC 2021-7A CLO B CIFC 2021-7AAAA (sf)N/A20.83122.6131.81.081202371.9807/15/22
CIFC LOF-1A CLO B CIFC LOF-1ABBB+ (sf)N/A10115.4119.11.03115163.71.4207/15/22
CIRUS 2018-1A CLO BR CIRUS 2018-1AAAA (sf)AA+35.5155.4169.91.09110166.51.5107/15/22