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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
CBAM 2020-13A CLO C CBAM 2020-13ABBB+ (sf)N/A10.76      11/11/24
CBAM 2020-13A CLO D1 CBAM 2020-13ABB (sf)N/A6.02      11/11/24
CBAM 2020-13A CLO D2 CBAM 2020-13ABB (sf)N/A6.02      11/11/24
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A33.97121.6129.11.06120160.31.3411/11/24
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A19.71121.6129.11.06120160.31.3411/11/24
CBAM 2021-14A CLO C CBAM 2021-14AA (sf)N/A13.37114119.71.05110147.21.3411/11/24
CBAM 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A7.03107.6111.51.04105134.61.2811/11/24
CBAM 2021-14A CLO E CBAM 2021-14AB+ (sf)N/A3.07104106.91.03   11/11/24
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA34.01121.6130.21.07120157.81.3211/11/24
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA20.4121.6130.21.07120157.81.3211/11/24
CBAM 2021-15A CLO B2 CBAM 2021-15AAAA (sf)AA20.4121.6130.21.07120157.81.3211/11/24
CBAM 2021-15A CLO C CBAM 2021-15AA+ (sf)A15.16115.5122.11.06110146.81.3311/11/24
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-8.67108.7113.51.04105133.61.2711/11/24
CBAM 2021-15A CLO E CBAM 2021-15AB+ (sf)BB-3.64103.2107.51.04   11/11/24
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA36.47121.6128.31.06120156.91.3111/11/24
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA31.18121.6128.31.06120156.91.3111/11/24
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA19.53121.6128.31.06120156.91.3111/11/24
CBAM 2019-11RA CLO C CBAM 2019-11RAA+ (sf)A13.17114118.91.041101441.3111/11/24
CBAM 2019-11RA CLO D CBAM 2019-11RABB+ (sf)N/A6.93115.5118.91.03   11/11/24
CBAM 2019-11RA CLO E CBAM 2019-11RAB+ (sf)N/A2.17116.3118.91.02   11/11/24
CBCF 2021-2A CLO A1 CBCF 2021-2AAAA (sf)AAA52.72143.9159.81.11110761.26.9211/11/24
CBCF 2021-2A CLO A2 CBCF 2021-2AAAA (sf)AA+43.86143.9159.81.11110761.26.9211/11/24
CBCF 2021-2A CLO B CBCF 2021-2AA+ (sf)AA-32.19143.9159.81.11110761.26.9211/11/24
CBCF 2021-2A CLO C CBCF 2021-2AA- (sf)A-27.21137.1148.81.09105697.76.6411/11/24
CBCF 2021-2A CLO D CBCF 2021-2ABB+ (sf)BBB-21.29127.6137.61.08   11/11/24
CBCF 2021-2A CLO E CBCF 2021-2ABB (sf)BB-13.84118.5125.71.06   11/11/24
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A21.36121.6130.31.07120164.91.3711/11/24
CEDF 2019-11A CLO B1 CEDF 2019-11AAAA (sf)N/A19.6120.7126.81.05120166.61.3911/11/24
CEDF 2019-11A CLO B2R CEDF 2019-11AAAA (sf)N/A19.6120.7126.81.05120166.61.3911/11/24
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A21.11121.5130.21.07120160.31.3411/11/24
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A20.97121.6129.91.07120163.61.3611/11/24
CEDF 2022-15A CLO B CEDF 2022-15AAAA (sf)N/A21.82121.6131.51.08120160.21.3311/11/24
CEDF 2014-4A CLO BRR CEDF 2014-4AAAA (sf)AA21121.91301.07120161.51.3511/11/24
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A23.94121.6131.71.08120192.91.6111/11/24
CEDF 2016-6A CLO BRR CEDF 2016-6AAAA (sf)N/A21.27121.6130.81.08120165.81.3811/11/24
CEDF 2017-8A CLO BR CEDF 2017-8AAAA (sf)N/A20.9121.6129.91.07120160.71.3411/11/24
CEDF 2018-9A CLO BR CEDF 2018-9AAAA (sf)N/A22.14121.6131.71.081201601.3311/11/24
CGMS C17A CLO A1BR CGMS C17AAAA (sf)AAA42.02116.4125.71.08115157.11.3711/11/24
CGMS C17A CLO BR CGMS C17AAAA (sf)A+18.4116.4125.71.08115157.11.3711/11/24
CECLO 2014-21A BR3 CECLO 2014-21AAAA (sf)N/A32.09116.2152.51.311152101.8311/11/24
CFIP 2017-1A CLO BR CFIP 2017-1AAAA (sf)N/A19.44121.6128.21.05120161.41.3411/11/24
CFIP 2018-1A CLO B CFIP 2018-1AAAA (sf)N/A56.95121.6188.81.55120256.12.1311/11/24
CFIP 2021-1A CLO B1 CFIP 2021-1AAAA (sf)N/A21.05121.6129.21.06120171.61.4311/11/24
CFIP 2021-1A CLO B2 CFIP 2021-1AAA+ (sf)N/A21.05121.6129.21.06120171.61.4311/11/24
CHPRK 2018-1A CLO A1B CHPRK 2018-1AAAA (sf)AAA46.9113.91241.09115160.21.3911/11/24
CHPRK 2018-1A CLO B CHPRK 2018-1AAAA (sf)N/A19.32113.91241.09115160.21.3911/11/24
CIFC 2013-1A CLO BR CIFC 2013-1AAAA (sf)N/A18.31114.1123.91.09115151.81.3211/11/24
CIFC 2015-4A CLO A1B2 CIFC 2015-4AAAA (sf)AAA35.56114.7121.91.06110155.71.4211/11/24
CIFC 2015-4A CLO BR2 CIFC 2015-4AA+ (sf)N/A15.29114.7121.91.06110155.71.4211/11/24
CIFC 2017-1A CLO BRR CIFC 2017-1AAAA (sf)N/A21.96121.6131.61.08   11/11/24