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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 2021-5A CLO B1 TREST 2021-5AAAA (sf)N/A21.46121.6131.21.08120175.61.4612/12/23
TREST 2021-5A CLO B2 TREST 2021-5AA+ (sf)N/A21.46121.6131.21.08120175.61.4612/12/23
CAVU 2019-1A CLO B CAVU 2019-1AAAA (sf)N/A22.17121.9130.61.07120153.71.2812/12/23
CAVU 2019-2A CLO ANB CAVU 2019-2AAAA (sf)N/A22.77123.3131.71.07120162.11.3512/12/23
CAVU 2019-2A CLO B CAVU 2019-2ABBB+ (sf)N/A15.56114120.41.06115152.21.3212/12/23
CAVU 2021-1A CLO B CAVU 2021-1AAAA (sf)N/A21.55121.6131.61.08120162.21.3512/12/23
CAVU 2021-2A CLO B1 CAVU 2021-2AAAA (sf)N/A23.47121.61311.081201641.3712/12/23
CAVU 2021-2A CLO B2 CAVU 2021-2AAA+ (sf)N/A23.47121.61311.081201641.3712/12/23
CAVU 2021-3A CLO B1 CAVU 2021-3AAAA (sf)AA21.24121.6131.11.08120164.11.3712/12/23
CAVU 2021-3A CLO B2 CAVU 2021-3AAA+ (sf)AA21.24121.6131.11.08120164.11.3712/12/23
CAVU 2022-1A CLO B1 CAVU 2022-1AAAA (sf)N/A22.16121.6131.31.08120147.81.2312/12/23
CAVU 2022-1A CLO B2 CAVU 2022-1AAA+ (sf)N/A22.16121.6131.31.08120147.81.2312/12/23
CAVU 2022-2A CLO B1 CAVU 2022-2AAAA (sf)N/A23.49123.31331.08120145.41.2112/12/23
CAVU 2022-2A CLO B2 CAVU 2022-2AAA+ (sf)N/A23.49123.31331.08120145.41.2112/12/23
TRNTS 2019-10A CLO B1R TRNTS 2019-10AAAA (sf)AA19.22122.6129.31.05120167.61.412/12/23
TRNTS 2019-10A CLO B2R TRNTS 2019-10AAA+ (sf)AA19.22122.6129.31.05120167.61.412/12/23
TRNTS 2019-11A CLO BR TRNTS 2019-11AAAA (sf)AA18.49115.2119.41.04115148.41.2912/12/23
TRNTS 2020-14A CLO A1B TRNTS 2020-14AAAA (sf)AAA36.64121.6129.61.07120147.11.2312/12/23
TRNTS 2020-14A CLO B TRNTS 2020-14AAAA (sf)N/A19.74121.6129.61.07120147.11.2312/12/23
TRNTS 2021-15A CLO B1 TRNTS 2021-15AAAA (sf)N/A19.02121.6129.41.06120170.81.4212/12/23
TRNTS 2021-15A CLO B2 TRNTS 2021-15AAA (sf)N/A19.02121.6129.41.06120170.81.4212/12/23
TRNTS 2021-16A CLO B1 TRNTS 2021-16AAAA (sf)AA20.13122.5131.11.07120162.61.3512/12/23
TRNTS 2021-16A CLO B2 TRNTS 2021-16AAA+ (sf)AA20.13122.5131.11.07120162.61.3512/12/23
TRNTS 2021-17A CLO B1 TRNTS 2021-17AAAA (sf)AA19.88121.9130.21.07120158.21.3212/12/23
TRNTS 2021-17A CLO B2 TRNTS 2021-17AAA (sf)AA19.88121.9130.21.07120158.21.3212/12/23
TRNTS 2021-18A CLO B TRNTS 2021-18AAAA (sf)N/A19.56121.6129.11.06120161.81.3512/12/23
TRNTS 2022-19A CLO B TRNTS 2022-19AAAA (sf)AA19.64121.6129.31.06120161.41.3412/12/23
TRNTS 2022-20A CLO B TRNTS 2022-20AAAA (sf)N/A20.11121.6129.81.07120148.61.2412/12/23
TRNTS 2022-21A CLO B1 TRNTS 2022-21AAAA (sf)N/A22.92123.3133.31.08120140.11.1712/12/23
TRNTS 2022-21A CLO B2 TRNTS 2022-21AAA+ (sf)N/A22.92123.3133.31.08120140.11.1712/12/23
TRNTS 2016-5A CLO BRR TRNTS 2016-5AAAA (sf)N/A68.62121.6330.12.71120365.93.0512/12/23
TRNTS 2017-6A CLO BR1 TRNTS 2017-6AAAA (sf)N/A18.58121.61281.05120160.81.3412/12/23
TRNTS 2017-6A CLO BR2 TRNTS 2017-6AAA+ (sf)N/A18.58121.61281.05120160.81.3412/12/23
TRNTS 2017-7A CLO B1R TRNTS 2017-7AAAA (sf)N/A18.52121.71281.05115164.61.4312/12/23
TRNTS 2017-7A CLO B2R TRNTS 2017-7AAA+ (sf)N/A18.52121.71281.05115164.61.4312/12/23
MP3 2013-1A CLO BR MP3 2013-1AAAA (sf)AA20.39123.3130.51.06120159.31.3311/20/23
ABBSL 2021-3A CLO A ABBSL 2021-3AAAA (sf)N/A34.3121.6130.81.08120168.31.411/20/23
ABBSL 2021-3A CLO B ABBSL 2021-3AAAA (sf)N/A20.75121.6130.81.08120168.31.411/20/23
ABBSL 2021-3A CLO C ABBSL 2021-3AAA+ (sf)N/A14.49114121.31.06115154.61.3411/20/23
ABBSL 2021-3A CLO D ABBSL 2021-3ABBB+ (sf)N/A8.23107.61131.05110141.51.2911/20/23
ABBSL 2021-3A CLO E ABBSL 2021-3ABB (sf)N/A4.06103.7108.11.04   11/20/23
ABBSL 2020-1A CLO A1R ABBSL 2020-1AAAA (sf)AAA34.87121.6131.81.08120168.31.411/20/23
ABBSL 2020-1A CLO A2AR ABBSL 2020-1AAAA (sf)AAA32.8121.6131.81.08120168.31.411/20/23
ABBSL 2020-1A CLO A2BR ABBSL 2020-1AAAA (sf)AAA32.8121.6131.81.08120168.31.411/20/23
ABBSL 2020-1A CLO BR ABBSL 2020-1AAAA (sf)N/A21.43121.6131.81.08120168.31.411/20/23
ABBSL 2020-1A CLO CR ABBSL 2020-1AAA+ (sf)N/A15.23114122.21.07110154.21.411/20/23
ABBSL 2020-1A CLO DR ABBSL 2020-1ABBB+ (sf)N/A9.03107.1113.81.06105140.91.3411/20/23
ABBSL 2020-1A CLO ER ABBSL 2020-1ABB+ (sf)N/A4.89103.2108.91.06   11/20/23
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA21.75123.3131.21.06115160.51.411/20/23
AGL 2019-2A CLO B AGL 2019-2AAAA (sf)AA+30.35143149.81.051201851.5411/20/23