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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
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 AR CEDF 2019-10AAAA (sf)N/A33.26121.6130.31.07120164.91.3711/11/24
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A21.36121.6130.31.07120164.91.3711/11/24
CEDF 2019-10A CLO CR CEDF 2019-10AA+ (sf)N/A15.15114120.71.06115151.41.3211/11/24
CEDF 2019-10A CLO DR CEDF 2019-10ABB+ (sf)N/A8.94107.6112.51.05110138.31.2611/11/24
CEDF 2019-10A CLO ER CEDF 2019-10ABB- (sf)N/A4.8104.7107.61.03105128.21.2211/11/24
CEDF 2019-11A CLO A1R CEDF 2019-11AAAA (sf)N/A36.94120.7126.81.05120166.61.3911/11/24
CEDF 2019-11A CLO A2R CEDF 2019-11AAAA (sf)N/A31.69120.7126.81.05120166.61.3911/11/24
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 2019-11A CLO C CEDF 2019-11AA+ (sf)N/A12.77112.5116.81.04110150.81.3711/11/24
CEDF 2019-11A CLO D CEDF 2019-11ABB+ (sf)N/A7.51107.6110.21.02105139.31.3311/11/24
CEDF 2019-11A CLO E CEDF 2019-11ABB- (sf)N/A3.97104.9106.11.01   11/11/24
CEDF 2019-11A CLO F CEDF 2019-11ACC (sf)N/A1.86      11/11/24
CEDF 2020-12A CLO XR CEDF 2020-12AAAA (sf)N/A 121.5130.21.07120160.31.3411/11/24
CEDF 2020-12A CLO A1R CEDF 2020-12AAAA (sf)N/A35.64121.5130.21.07120160.31.3411/11/24
CEDF 2020-12A CLO A2R CEDF 2020-12AAAA (sf)N/A33.57121.5130.21.07120160.31.3411/11/24
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A21.11121.5130.21.07120160.31.3411/11/24
CEDF 2020-12A CLO CR CEDF 2020-12AA (sf)N/A14.88113.9120.71.06115147.41.2811/11/24
CEDF 2020-12A CLO DR CEDF 2020-12ABB+ (sf)N/A8.86107.9112.71.04110135.21.2311/11/24
CEDF 2020-12A CLO ER CEDF 2020-12AB+ (sf)N/A4.6103.8107.71.04   11/11/24
CEDF 2021-14A CLO A CEDF 2021-14AAAA (sf)N/A33.78121.6129.91.07120163.61.3611/11/24
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A20.97121.6129.91.07120163.61.3611/11/24
CEDF 2021-14A CLO C CEDF 2021-14AA+ (sf)N/A14.57114120.41.06115150.51.3111/11/24
CEDF 2021-14A CLO D CEDF 2021-14ABB+ (sf)N/A8.16107.6112.21.04110137.41.2511/11/24
CEDF 2021-14A CLO E CEDF 2021-14AB+ (sf)N/A4.27103.6107.71.04   11/11/24
CEDF 2022-15A CLO AL CEDF 2022-15AAAA (sf)N/A34.16121.6131.51.08120160.21.3311/11/24
CEDF 2022-15A CLO A CEDF 2022-15AAAA (sf)N/A34.16121.6131.51.08120160.21.3311/11/24
CEDF 2022-15A CLO B CEDF 2022-15AAAA (sf)N/A21.82121.6131.51.08120160.21.3311/11/24
CEDF 2022-15A CLO C CEDF 2022-15AA+ (sf)N/A15.65114121.91.07110147.31.3411/11/24
CEDF 2022-15A CLO D CEDF 2022-15ABB+ (sf)N/A9.48107.6113.61.06105134.91.2811/11/24
CEDF 2022-15A CLO E CEDF 2022-15ABB- (sf)N/A5.36103.2108.61.05   11/11/24
CEDF 2014-4A CLO X CEDF 2014-4AAAA (sf)AAA 121.91301.07120161.51.3511/11/24
CEDF 2014-4A CLO ALRR CEDF 2014-4AAAA (sf)N/A33.32121.91301.07120161.51.3511/11/24
CEDF 2014-4A CLO ANRR CEDF 2014-4AAAA (sf)AAA33.32121.91301.07120161.51.3511/11/24
CEDF 2014-4A CLO BRR CEDF 2014-4AAAA (sf)AA21121.91301.07120161.51.3511/11/24
CEDF 2014-4A CLO CRR CEDF 2014-4AA+ (sf)A15.98116122.21.05110150.81.3711/11/24
CEDF 2014-4A CLO DRR CEDF 2014-4ABB+ (sf)BBB-10.14109.9114.31.04105138.71.3211/11/24
CEDF 2014-4A CLO ERR CEDF 2014-4ABB- (sf)BB-4.41104107.41.03   11/11/24
CEDF 2016-5A CLO A1R CEDF 2016-5AAAA (sf)AAA42.44121.6131.71.08120192.91.6111/11/24
CEDF 2016-5A CLO AFRR CEDF 2016-5AAAA (sf)N/A42.44121.6131.71.08120192.91.6111/11/24
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A23.94121.6131.71.08120192.91.6111/11/24
CEDF 2016-5A CLO CR CEDF 2016-5AAAA (sf)N/A15.02112.5118.61.05115169.41.4711/11/24
CEDF 2016-5A CLO DR CEDF 2016-5ABBB+ (sf)N/A8.32107.3110.41.03110153.61.411/11/24
CEDF 2016-5A CLO ER CEDF 2016-5ABB- (sf)N/A3.38104.51051   11/11/24
CEDF 2016-6A CLO ARR CEDF 2016-6AAAA (sf)N/A32.82121.6130.81.08120165.81.3811/11/24