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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 2021-14A CLO E CBAM 2021-14ABB- (sf)N/A2.6104107.11.03   01/17/24
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA33.42121.6130.71.07120174.61.4501/17/24
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA19.68121.6130.71.07120174.61.4501/17/24
CBAM 2021-15A CLO B2 CBAM 2021-15AAAA (sf)AA19.68121.6130.71.07120174.61.4501/17/24
CBAM 2021-15A CLO C CBAM 2021-15AA+ (sf)A14.39115.5122.61.06110161.51.4701/17/24
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-7.84108.7113.91.05105146.11.3901/17/24
CBAM 2021-15A CLO E CBAM 2021-15ABB- (sf)BB-2.76103.21081.05   01/17/24
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA35.77121.61291.06120161.51.3501/17/24
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA30.41121.61291.06120161.51.3501/17/24
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA18.64121.61291.06120161.51.3501/17/24
CBAM 2019-11RA CLO C CBAM 2019-11RAA+ (sf)A12.21114119.61.05110148.21.3501/17/24
CBAM 2019-11RA CLO D CBAM 2019-11RABB- (sf)N/A3.8115.5119.61.04   01/17/24
CBAM 2019-11RA CLO E CBAM 2019-11RAB (sf)N/A-1.01116.3119.61.03   01/17/24
CBCF 2021-1A CLO A CBCF 2021-1AAAA (sf)AAA45.33148.3166.51.12110316.12.8701/17/24
CBCF 2021-1A CLO B CBCF 2021-1AAAA (sf)AA32.21148.3166.51.12110316.12.8701/17/24
CBCF 2021-1A CLO C CBCF 2021-1AA+ (sf)A-25.1137150.71.1105279.42.6601/17/24
CBCF 2021-1A CLO D CBCF 2021-1ABBB+ (sf)BBB-20.18129.5141.41.09   01/17/24
CBCF 2021-1A CLO E CBCF 2021-1ABB+ (sf)BB-12.53120129.11.08   01/17/24
CBCF 2021-2A CLO A1 CBCF 2021-2AAAA (sf)AAA52.46143.9164.81.15110402.53.6601/17/24
CBCF 2021-2A CLO A2 CBCF 2021-2AAAA (sf)AA+43.55143.9164.81.15110402.53.6601/17/24
CBCF 2021-2A CLO B CBCF 2021-2AAA+ (sf)AA-31.82143.9164.81.15110402.53.6601/17/24
CBCF 2021-2A CLO C CBCF 2021-2AA+ (sf)A-26.8137.1153.51.12105368.93.5101/17/24
CBCF 2021-2A CLO D CBCF 2021-2ABBB+ (sf)BBB-20.85127.6141.91.11   01/17/24
CBCF 2021-2A CLO E CBCF 2021-2ABB+ (sf)BB-13.37118.5129.71.09   01/17/24
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A20.63121.6130.31.07120153.11.2801/17/24
CEDF 2019-11A CLO B1 CEDF 2019-11AAAA (sf)N/A18.95120.7127.51.06120163.91.3701/17/24
CEDF 2019-11A CLO B2R CEDF 2019-11AAAA (sf)N/A18.95120.7127.51.06120163.91.3701/17/24
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A20.35121.5130.11.07120156.31.301/17/24
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A19.86121.6129.91.07120152.41.2701/17/24
CEDF 2022-15A CLO B CEDF 2022-15AAAA (sf)N/A21.3121.6131.71.08120153.11.2801/17/24
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A19.19121.6127.71.05120169.71.4101/17/24
CEDF 2016-6A CLO BRR CEDF 2016-6AAAA (sf)N/A20.58121.6130.41.07120155.81.301/17/24
CEDF 2017-8A CLO BR CEDF 2017-8AAAA (sf)N/A20.22121.6129.71.07120155.11.2901/17/24
CEDF 2018-9A CLO B CEDF 2018-9AAAA (sf)N/A19.81121.5128.11.05120152.31.2701/17/24
CGMS C17A CLO A1BR CGMS C17AAAA (sf)AAA32.81116.4120.41.03115149.31.301/17/24
CGMS C17A CLO BR CGMS C17AAA+ (sf)A+13.99116.4120.41.03115149.31.301/17/24
CECLO 2014-21A BR3 CECLO 2014-21AAAA (sf)N/A17.7116.2126.31.09115155.21.3501/17/24
CFIP 2017-1A CLO BR CFIP 2017-1AAAA (sf)N/A19.4121.6129.41.06120154.61.2901/17/24
CFIP 2018-1A CLO B CFIP 2018-1AAAA (sf)N/A22.3121.6133.71.1120158.71.3201/17/24
CFIP 2021-1A CLO B1 CFIP 2021-1AAAA (sf)N/A21.02121.6131.41.08120153.21.2801/17/24
CFIP 2021-1A CLO B2 CFIP 2021-1AAA+ (sf)N/A21.02121.6131.41.08120153.21.2801/17/24
CHPRK 2018-1A CLO A1B CHPRK 2018-1AAAA (sf)AAA31.03113.9118.41.04115146.71.2801/17/24
CHPRK 2018-1A CLO B CHPRK 2018-1AA+ (sf)N/A12.16113.9118.41.04115146.71.2801/17/24
CIFC 2013-1A CLO BR CIFC 2013-1AAA+ (sf)N/A13.2114.1118.81.04115140.21.2201/17/24
CIFC 2014-2RA CLO B1 CIFC 2014-2RAA+ (sf)BBB9.61      01/17/24
CIFC 2014-2RA CLO B2 CIFC 2014-2RABB (sf)BB-2.13      01/17/24
CIFC 2015-4A CLO A1B2 CIFC 2015-4AAAA (sf)AAA35.22114.7122.21.07110148.51.3501/17/24
CIFC 2015-4A CLO BR2 CIFC 2015-4AA+ (sf)N/A14.85114.7122.21.07110148.51.3501/17/24
CIFC 2017-2A CLO BR CIFC 2017-2AAAA (sf)AAA21.91123.3132.31.07120159.81.3301/17/24
CIFC 2017-3A CLO B CIFC 2017-3AAAA (sf)A14.92114.51221.07115140.91.2301/17/24