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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 2019-13A CLO A2B ZAIS 2019-13AAAA (sf)AAA29.04122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO B1 ZAIS 2019-13AAAA (sf)AA18.74122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO B2 ZAIS 2019-13AAAA (sf)AA18.74122.5127.61.04120169.61.4106/17/24
ZAIS 2019-13A CLO C1 ZAIS 2019-13AAAA (sf)A12.5115.1118.51.031151541.3406/17/24
ZAIS 2019-13A CLO C2 ZAIS 2019-13ABBB+ (sf)A12.5115.1118.51.031151541.3406/17/24
ZAIS 2019-13A CLO D1 ZAIS 2019-13ABBB+ (sf)BB+5.99108.6110.31.02110139.41.2706/17/24
ZAIS 2019-13A CLO D2 ZAIS 2019-13ABB+ (sf)BB+5.99108.6110.31.02110139.41.2706/17/24
ZAIS 2019-13A CLO E ZAIS 2019-13ABB (sf)B+1.38105.3105.11   06/17/24
ZAIS 2020-14A CLO A1AR ZAIS 2020-14AAAA (sf)AAA55.84121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO A1BR ZAIS 2020-14AAAA (sf)AAA55.84121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO A2AR ZAIS 2020-14AAAA (sf)AAA50.44121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO A2BR ZAIS 2020-14AAAA (sf)AAA50.44121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO B1R ZAIS 2020-14AAAA (sf)AAA29.36121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO B2R ZAIS 2020-14AAAA (sf)AAA29.36121.6138.71.14120212.71.7706/17/24
ZAIS 2020-14A CLO CR ZAIS 2020-14AAAA (sf)AA-21.26115.5126.71.1115189.51.6506/17/24
ZAIS 2020-14A CLO DR ZAIS 2020-14AAA+ (sf)BBB11.53108.4114.81.06110162.31.4806/17/24
ZAIS 2020-14A CLO E ZAIS 2020-14ABB+ (sf)BB4.24104.3107.21.03   06/17/24
ZAIS5 2016-2A CLO B ZAIS5 2016-2AAAA (sf)AAA72.1114361.83.17105408.43.8906/17/24
ZAIS5 2016-2A CLO C ZAIS5 2016-2AAAA (sf)AA-32.58108.4149.71.38102156.61.5406/17/24
ZAIS5 2016-2A CLO D ZAIS5 2016-2ABB- (sf)B--1.58103.799.30.96   06/17/24
ZAIS6 2017-1A CLO A1R ZAIS6 2017-1AAAA (sf)AAA95.16122.6209.11.71120240.3206/17/24
ZAIS6 2017-1A CLO A2 ZAIS6 2017-1AAAA (sf)AAA79.46122.6209.11.71120240.3206/17/24
ZAIS6 2017-1A CLO BR ZAIS6 2017-1AAAA (sf)AAA51.21122.6209.11.71120240.3206/17/24
ZAIS6 2017-1A CLO CR ZAIS6 2017-1AAAA (sf)AAA32.38114.5150.81.32110166.81.5206/17/24
ZAIS6 2017-1A CLO D ZAIS6 2017-1AAAA (sf)A-16.69108.9122.41.12105129.11.2306/17/24
ZAIS6 2017-1A CLO E ZAIS6 2017-1ABB- (sf)B+0.99103.71030.99   06/17/24
ZAIS7 2017-2A CLO A ZAIS7 2017-2AAAA (sf)AAA56.99122.6149.91.221202111.7606/17/24
ZAIS7 2017-2A CLO B ZAIS7 2017-2AAAA (sf)AAA31.75122.6149.91.221202111.7606/17/24
ZAIS7 2017-2A CLO C ZAIS7 2017-2AAAA (sf)A19.13114.5126.51.1110174.41.5906/17/24
ZAIS7 2017-2A CLO D ZAIS7 2017-2AA+ (sf)BB+7.56108.1110.71.02105147.11.406/17/24
ZAIS7 2017-2A CLO E ZAIS7 2017-2AB+ (sf)B+-2.2103.7100.10.97   06/17/24
ZAIS8 2018-1A CLO B ZAIS8 2018-1AAAA (sf)N/A68.96122.1320.82.63120435.83.6306/17/24
ZAIS8 2018-1A CLO C ZAIS8 2018-1AAAA (sf)N/A43.65114.2176.71.55110235.62.1406/17/24
ZAIS8 2018-1A CLO D ZAIS8 2018-1AAAA (sf)N/A18.34107.4121.91.14105155.41.4806/17/24
ZAIS8 2018-1A CLO E ZAIS8 2018-1ABB (sf)N/A1.46103.71010.97   06/17/24
ZCCP 2019-1A CLO A1R ZCCP 2019-1AAAA (sf)AAA49.07149.4168.31.13120222.31.8506/17/24
ZCCP 2019-1A CLO BR ZCCP 2019-1AAAA (sf)AAA38.2149.4168.31.13120222.31.8506/17/24
ZCCP 2019-1A CLO CR ZCCP 2019-1AAAA (sf)AA29135.3146.51.08115189.11.6406/17/24
ZCCP 2019-1A CLO DR ZCCP 2019-1AAA- (sf)BBB+17.92121.7126.71.04110154.41.406/17/24
ZCCP 2019-1A CLO E ZCCP 2019-1ABB+ (sf)BB-8.36111.7113.51.02105126.41.206/17/24
ZCCP 2021-1A CLO A1A ZCCP 2021-1AAAA (sf)AAA47.11115.5122.31.06110157.31.4306/17/24
ZCCP 2021-1A CLO A1F ZCCP 2021-1AAAA (sf)AAA47.11115.5122.31.06110157.31.4306/17/24
ZCCP 2021-1A CLO A2A ZCCP 2021-1AAAA (sf)AAA40.7115.5122.31.06110157.31.4306/17/24
ZCCP 2021-1A CLO B1A ZCCP 2021-1AAAA (sf)AA31.09115.5122.31.06110157.31.4306/17/24
ZCCP 2021-1A CLO B1F ZCCP 2021-1AAAA (sf)AA31.09115.5122.31.06110157.31.4306/17/24
ZCCP 2021-1A CLO C1A ZCCP 2021-1AAAA (sf)A24.19115.5122.31.06110157.31.4306/17/24
ZCCP 2021-1A CLO C1F ZCCP 2021-1AA+ (sf)A24.19115.5122.31.06110157.31.4306/17/24
ZCCP 2021-1A CLO D ZCCP 2021-1ABBB+ (sf)BBB-15.06115.5122.31.06110157.31.4306/17/24
ZCCP 2021-1A CLO E ZCCP 2021-1ABB (sf)BB-8.17108.2113.21.051051361.306/17/24
HLA 2015-3A CLO BR HLA 2015-3ANRAAA 117.11243.910.621151693.714.7305/16/24