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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
CEDF 2019-11A CLO E CEDF 2019-11ABB- (sf)N/A3.99104.9106.21.01   09/12/24
CEDF 2019-11A CLO F CEDF 2019-11ACCC- (sf)N/A1.89      09/12/24
CEDF 2020-12A CLO XR CEDF 2020-12AAAA (sf)N/A 121.5129.31.06120159.41.3309/12/24
CEDF 2020-12A CLO A1R CEDF 2020-12AAAA (sf)N/A35.15121.5129.31.06120159.41.3309/12/24
CEDF 2020-12A CLO A2R CEDF 2020-12AAAA (sf)N/A33.06121.5129.31.06120159.41.3309/12/24
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A20.51121.5129.31.06120159.41.3309/12/24
CEDF 2020-12A CLO CR CEDF 2020-12AA- (sf)N/A14.24113.9119.91.05115146.51.2709/12/24
CEDF 2020-12A CLO DR CEDF 2020-12ABB+ (sf)N/A8.17107.9111.91.04110134.41.2209/12/24
CEDF 2020-12A CLO ER CEDF 2020-12AB+ (sf)N/A3.88103.81071.03   09/12/24
CEDF 2021-14A CLO A CEDF 2021-14AAAA (sf)N/A32.53121.6129.41.06120159.21.3309/12/24
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A19.88121.6129.41.06120159.21.3309/12/24
CEDF 2021-14A CLO C CEDF 2021-14AA- (sf)N/A13.56114119.91.05115146.51.2709/12/24
CEDF 2021-14A CLO D CEDF 2021-14ABB+ (sf)N/A7.23107.6111.71.04110133.81.2209/12/24
CEDF 2021-14A CLO E CEDF 2021-14AB+ (sf)N/A3.39103.6107.31.04   09/12/24
CEDF 2022-15A CLO AL CEDF 2022-15AAAA (sf)N/A33.83121.6131.21.08120161.11.3409/12/24
CEDF 2022-15A CLO A CEDF 2022-15AAAA (sf)N/A33.83121.6131.21.08120161.11.3409/12/24
CEDF 2022-15A CLO B CEDF 2022-15AAAA (sf)N/A21.43121.6131.21.08120161.11.3409/12/24
CEDF 2022-15A CLO C CEDF 2022-15AA+ (sf)N/A15.23114121.61.07110148.11.3509/12/24
CEDF 2022-15A CLO D CEDF 2022-15ABB+ (sf)N/A9.02107.6113.31.05105135.71.2909/12/24
CEDF 2022-15A CLO E CEDF 2022-15ABB- (sf)N/A4.89103.2108.41.05   09/12/24
CEDF 2014-4A CLO X CEDF 2014-4AAAA (sf)AAA 121.9129.31.06120159.11.3309/12/24
CEDF 2014-4A CLO ALRR CEDF 2014-4AAAA (sf)N/A32.9121.9129.31.06120159.11.3309/12/24
CEDF 2014-4A CLO ANRR CEDF 2014-4AAAA (sf)AAA32.9121.9129.31.06120159.11.3309/12/24
CEDF 2014-4A CLO BRR CEDF 2014-4AAAA (sf)AA20.5121.9129.31.06120159.11.3309/12/24
CEDF 2014-4A CLO CRR CEDF 2014-4AA+ (sf)A15.44116121.61.05110148.61.3509/12/24
CEDF 2014-4A CLO DRR CEDF 2014-4ABB+ (sf)BBB-9.57109.9113.71.03105136.71.309/12/24
CEDF 2014-4A CLO ERR CEDF 2014-4AB+ (sf)BB-3.8104106.91.03   09/12/24
CEDF 2016-5A CLO A1R CEDF 2016-5AAAA (sf)AAA40.16121.6131.21.08120182.61.5209/12/24
CEDF 2016-5A CLO AFRR CEDF 2016-5AAAA (sf)N/A40.16121.6131.21.08120182.61.5209/12/24
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A22.45121.6131.21.08120182.61.5209/12/24
CEDF 2016-5A CLO CR CEDF 2016-5AAA+ (sf)N/A13.9112.5118.11.05115160.31.3909/12/24
CEDF 2016-5A CLO DR CEDF 2016-5ABBB (sf)N/A7.49107.31101.03110145.41.3209/12/24
CEDF 2016-5A CLO ER CEDF 2016-5ABB- (sf)N/A2.76104.5104.61   09/12/24
CEDF 2016-6A CLO ARR CEDF 2016-6AAAA (sf)N/A32.51121.6130.11.07120163.21.3609/12/24
CEDF 2016-6A CLO BRR CEDF 2016-6AAAA (sf)N/A20.91121.6130.11.07120163.21.3609/12/24
CEDF 2016-6A CLO CRR CEDF 2016-6AA+ (sf)N/A14.69114120.61.061151501.309/12/24
CEDF 2016-6A CLO DRR CEDF 2016-6ABB+ (sf)N/A8.47104.2107.51.03   09/12/24
CEDF 2016-6A CLO ERR CEDF 2016-6ABB- (sf)N/A4.28104.2107.51.03   09/12/24
CEDF 2017-8A CLO A1L CEDF 2017-8AAAA (sf)N/A37.24121.6129.31.06120158.81.3209/12/24
CEDF 2017-8A CLO A1N CEDF 2017-8AAAA (sf)N/A37.24121.6129.31.06120158.81.3209/12/24
CEDF 2017-8A CLO A2R CEDF 2017-8AAAA (sf)N/A33.06121.6129.31.06120158.81.3209/12/24
CEDF 2017-8A CLO BR CEDF 2017-8AAAA (sf)N/A20.5121.6129.31.06120158.81.3209/12/24
CEDF 2017-8A CLO CR CEDF 2017-8AA+ (sf)N/A14.23114119.91.05115145.91.2709/12/24
CEDF 2017-8A CLO DR CEDF 2017-8ABB+ (sf)N/A8.74108.6112.61.04110134.51.2209/12/24
CEDF 2017-8A CLO ER CEDF 2017-8ABB- (sf)N/A4.19104.2107.31.03105123.71.1809/12/24
CGMS C17A CLO A1AR CGMS C17AAAA (sf)AAA51.56116.4122.51.05115154.61.3409/12/24
CGMS C17A CLO A1BR CGMS C17AAAA (sf)AAA41.97116.4122.51.05115154.61.3409/12/24
CGMS C17A CLO A2R CGMS C17AAAA (sf)AAA25.7116.4122.51.05115154.61.3409/12/24
CGMS C17A CLO BR CGMS C17AAAA (sf)A+18.33116.4122.51.05115154.61.3409/12/24
CGMS C17A CLO CR CGMS C17ABBB+ (sf)BBB-9.94109.1112.51.03107.5139.31.309/12/24