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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
TREST 2021-4A CLO B1 TREST 2021-4AAAA (sf)N/A21.98121.6129.71.07120168.41.411/11/24
TREST 2021-4A CLO B2 TREST 2021-4AA+ (sf)N/A21.98121.6129.71.07120168.41.411/11/24
TREST 2021-4A CLO C TREST 2021-4AA+ (sf)N/A16.33114.7120.91.05115155.21.3511/11/24
TREST 2021-4A CLO D TREST 2021-4ABB+ (sf)N/A9.66107.61121.04110140.31.2811/11/24
TREST 2021-4A CLO E TREST 2021-4AB+ (sf)N/A6.07104.3107.71.03   11/11/24
TREST 2021-5A CLO A1 TREST 2021-5AAAA (sf)N/A37.04121.6129.11.06120169.61.4111/11/24
TREST 2021-5A CLO A2 TREST 2021-5AAAA (sf)N/A37.04121.6129.11.06120169.61.4111/11/24
TREST 2021-5A CLO B1 TREST 2021-5AAAA (sf)N/A21.56121.6129.11.06120169.61.4111/11/24
TREST 2021-5A CLO B2 TREST 2021-5AA+ (sf)N/A21.56121.6129.11.06120169.61.4111/11/24
TREST 2021-5A CLO C TREST 2021-5AA+ (sf)N/A15.88114.7120.31.05110156.11.4211/11/24
TREST 2021-5A CLO D TREST 2021-5ABB+ (sf)N/A9.18107.6111.51.04105141.11.3411/11/24
TREST 2021-5A CLO E TREST 2021-5AB+ (sf)N/A5.56104.3107.21.03   11/11/24
CAVU 2019-1A CLO A1 CAVU 2019-1AAAA (sf)AAA38.65121.9129.51.06120155.91.311/11/24
CAVU 2019-1A CLO A2 CAVU 2019-1AAAA (sf)AAA32.62121.9129.51.06120155.91.311/11/24
CAVU 2019-1A CLO B CAVU 2019-1AAAA (sf)N/A21.18121.9129.51.06120155.91.311/11/24
CAVU 2019-1A CLO C1 CAVU 2019-1AA+ (sf)N/A14.73114119.71.05115143.61.2511/11/24
CAVU 2019-1A CLO C2 CAVU 2019-1ABBB- (sf)N/A14.73114119.71.05115143.61.2511/11/24
CAVU 2019-1A CLO D CAVU 2019-1ABB+ (sf)N/A9.32108.7112.51.03110132.31.211/11/24
CAVU 2019-1A CLO E CAVU 2019-1ABB- (sf)N/A5.13104.6107.61.03   11/11/24
CAVU 2019-2A CLO AL CAVU 2019-2AAAA (sf)N/A21.84123.3130.91.06120156.91.3111/11/24
CAVU 2019-2A CLO ANA CAVU 2019-2AAAA (sf)AAA34.35123.3130.91.06120156.91.3111/11/24
CAVU 2019-2A CLO ANB CAVU 2019-2AAAA (sf)N/A21.84123.3130.91.06120156.91.3111/11/24
CAVU 2019-2A CLO B CAVU 2019-2ABBB+ (sf)N/A14.55114119.71.05115147.21.2811/11/24
CAVU 2019-2A CLO C CAVU 2019-2ABB+ (sf)N/A8.29107.6111.51.04110132.51.211/11/24
CAVU 2019-2A CLO D CAVU 2019-2ABB- (sf)N/A4.65105.3107.31.02   11/11/24
CAVU 2021-1A CLO XR CAVU 2021-1AAAA (sf)N/A 121.6131.71.08   11/11/24
CAVU 2021-1A CLO AR CAVU 2021-1AAAA (sf)N/A35.82121.6131.71.08   11/11/24
CAVU 2021-1A CLO BR CAVU 2021-1AAAA (sf)N/A22.58121.6131.71.08   11/11/24
CAVU 2021-1A CLO CR CAVU 2021-1AAA- (sf)N/A16.47114122.11.07   11/11/24
CAVU 2021-1A CLO D1R CAVU 2021-1ABBB- (sf)N/A10.36106.7112.81.06   11/11/24
CAVU 2021-1A CLO D2R CAVU 2021-1ABB+ (sf)N/A9.59106.7112.81.06   11/11/24
CAVU 2021-1A CLO ER CAVU 2021-1ABB (sf)N/A6.28103.7108.81.05   11/11/24
CAVU 2021-2A CLO A CAVU 2021-2AAAA (sf)N/A35.21121.6129.61.07120162.71.3611/11/24
CAVU 2021-2A CLO B1 CAVU 2021-2AAAA (sf)N/A21.84121.6129.61.07120162.71.3611/11/24
CAVU 2021-2A CLO B2 CAVU 2021-2AAA+ (sf)N/A21.84121.6129.61.07120162.71.3611/11/24
CAVU 2021-2A CLO C CAVU 2021-2AA+ (sf)N/A15.67114120.11.05115148.71.2911/11/24
CAVU 2021-2A CLO D1 CAVU 2021-2ABB+ (sf)N/A11.55103.9107.21.03   11/11/24
CAVU 2021-2A CLO D2 CAVU 2021-2ABB+ (sf)N/A9.5103.9107.21.03   11/11/24
CAVU 2021-2A CLO E CAVU 2021-2AB+ (sf)N/A5.54103.9107.21.03   11/11/24
CAVU 2021-3A CLO A CAVU 2021-3AAAA (sf)AAA34121.6129.91.07120164.21.3711/11/24
CAVU 2021-3A CLO B1 CAVU 2021-3AAAA (sf)AA21.63121.6129.91.07120164.21.3711/11/24
CAVU 2021-3A CLO B2 CAVU 2021-3AAA+ (sf)AA21.63121.6129.91.07120164.21.3711/11/24
CAVU 2021-3A CLO C1 CAVU 2021-3AAA- (sf)A16.22115.1121.51.06115151.61.3211/11/24
CAVU 2021-3A CLO C2 CAVU 2021-3AAA- (sf)A16.22115.1121.51.06115151.61.3211/11/24
CAVU 2021-3A CLO D CAVU 2021-3ABBB- (sf)BBB-10.29108.9113.51.041101381.2511/11/24
CAVU 2021-3A CLO E CAVU 2021-3ABB- (sf)BB-5.65104.3107.91.03   11/11/24
CAVU 2022-1A CLO A CAVU 2022-1AAAA (sf)N/A37.18121.6130.81.08120145.61.2111/11/24
CAVU 2022-1A CLO B1 CAVU 2022-1AAAA (sf)N/A22.36121.6130.81.08120145.61.2111/11/24
CAVU 2022-1A CLO B2 CAVU 2022-1AA+ (sf)N/A22.36121.6130.81.08120145.61.2111/11/24
CAVU 2022-1A CLO C CAVU 2022-1AA+ (sf)N/A16.9114.9122.21.06110134.11.2211/11/24