By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A6.03107.6113.11.05105154.41.4710/05/22
CBAM 2021-14A CLO E CBAM 2021-14ABB (sf)N/A2.03104108.51.04   10/05/22
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA32.63121.6131.61.08120187.51.5610/05/22
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA18.72121.6131.61.08120187.51.5610/05/22
CBAM 2021-15A CLO B2 CBAM 2021-15AAAA (sf)AA18.72121.6131.61.08120187.51.5610/05/22
CBAM 2021-15A CLO C CBAM 2021-15AA (sf)A13.38115.5123.51.07110172.51.5710/05/22
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-6.75108.7114.71.06105153.81.4610/05/22
CBAM 2021-15A CLO E CBAM 2021-15ABB- (sf)BB-1.61103.2108.71.05   10/05/22
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA35.63121.61311.08120178.41.4910/05/22
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA30.27121.61311.08120178.41.4910/05/22
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA18.46121.61311.08120178.41.4910/05/22
CBAM 2019-11RA CLO C CBAM 2019-11RAA+ (sf)A12.03114121.41.06110162.51.4810/05/22
CBAM 2019-11RA CLO D CBAM 2019-11RAB+ (sf)N/A1.22115.5121.41.05   10/05/22
CBAM 2019-11RA CLO E CBAM 2019-11RAB+ (sf)N/A-3.61116.3121.41.04   10/05/22
CBCF 2021-1A CLO A CBCF 2021-1AAAA (sf)AAA41.26148.3163.41.11103052.7710/05/22
CBCF 2021-1A CLO B CBCF 2021-1AAAA (sf)AA27.16148.3163.41.11103052.7710/05/22
CBCF 2021-1A CLO C CBCF 2021-1AAA+ (sf)A-19.53137147.91.08105269.52.5710/05/22
CBCF 2021-1A CLO D CBCF 2021-1AAA- (sf)BBB-14.24129.5138.81.07   10/05/22
CBCF 2021-1A CLO E CBCF 2021-1ABBB+ (sf)BB-6.02120126.71.06   10/05/22
CBCF 2021-2A CLO A1 CBCF 2021-2AAAA (sf)AAA48.63143.9160.71.12110297.52.710/05/22
CBCF 2021-2A CLO A2 CBCF 2021-2AAAA (sf)AA+39.01143.9160.71.12110297.52.710/05/22
CBCF 2021-2A CLO B CBCF 2021-2AAAA (sf)AA-26.33143.9160.71.12110297.52.710/05/22
CBCF 2021-2A CLO C CBCF 2021-2AAA+ (sf)A-20.92137.1149.71.09105272.72.610/05/22
CBCF 2021-2A CLO D CBCF 2021-2AA+ (sf)BBB-14.49127.6138.51.09   10/05/22
CBCF 2021-2A CLO E CBCF 2021-2ABBB+ (sf)BB-6.4118.5126.51.07   10/05/22
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A20.04121.6131.81.08120171.11.4310/05/22
CEDF 2019-11A CLO B1 CEDF 2019-11AAAA (sf)N/A18.01120.7129.91.08120171.21.4310/05/22
CEDF 2019-11A CLO B2R CEDF 2019-11AAAA (sf)N/A18.01120.7129.91.08120171.21.4310/05/22
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A19.89121.5131.81.08120166.71.3910/05/22
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A19.83121.61321.09120180.31.510/05/22
CEDF 2014-4A CLO BRR CEDF 2014-4AAAA (sf)AA20.09121.9131.91.08120165.81.3810/05/22
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A18.71121.61301.07120176.71.4710/05/22
CEDF 2016-6A CLO BRR CEDF 2016-6AAAA (sf)N/A20.59121.61321.09120172.81.4410/05/22
CEDF 2017-8A CLO BR CEDF 2017-8AAAA (sf)N/A19.69121.6131.61.08120165.91.3810/05/22
CEDF 2018-9A CLO B CEDF 2018-9AAAA (sf)N/A19.25121.5130.81.08120175.41.4610/05/22
CGMS C17A CLO A1BR CGMS C17AAAA (sf)AAA32.7116.41231.06115159.41.3910/05/22
CGMS C17A CLO BR CGMS C17AAA (sf)A14.28116.41231.06115159.41.3910/05/22
CFIP 2013-1A CLO BR CFIP 2013-1AAAA (sf)N/A37.52123.6163.61.32120164.51.3710/05/22
CFIP 2014-1A CLO BR CFIP 2014-1AAAA (sf)N/A28.261241471.19120173.51.4510/05/22
CFIP 2017-1A CLO BR CFIP 2017-1AAAA (sf)N/A18.94121.6130.71.07120158.91.3210/05/22
CFIP 2018-1A CLO B CFIP 2018-1AAAA (sf)N/A20.53121.6133.11.09120161.11.3410/05/22
CFIP 2021-1A CLO B1 CFIP 2021-1AAAA (sf)N/A20.2121.6131.61.08120172.11.4310/05/22
CFIP 2021-1A CLO B2 CFIP 2021-1AAAA (sf)N/A20.2121.6131.61.08120172.11.4310/05/22
CFIP 2017-1A CLO B CFIP 2017-1ANRN/A       10/05/22
CHPRK 2018-1A CLO A1B CHPRK 2018-1AAAA (sf)AAA29.98113.9119.91.05115160.91.410/05/22
CHPRK 2018-1A CLO B CHPRK 2018-1AA+ (sf)N/A11.62113.9119.91.05115160.91.410/05/22
CEDF 2019-10A CLO B CEDF 2019-10ANRN/A       10/05/22
CIFC 2012-2RA CLO B CIFC 2012-2RAAAA (sf)AA17.26112.5125.91.12115156.81.3610/05/22
CIFC 2013-1A CLO BR CIFC 2013-1AA+ (sf)N/A11.48114.1119.51.05115142.51.2410/05/22
CIFC 2014-2RA CLO B1 CIFC 2014-2RABBB+ (sf)BBB10.26      10/05/22