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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 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA30.28121.6129.31.061201611.3411/20/23
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA18.48121.6129.31.061201611.3411/20/23
CBAM 2019-11RA CLO C CBAM 2019-11RAA+ (sf)A12.04114119.91.05110147.71.3411/20/23
CBAM 2019-11RA CLO D CBAM 2019-11RABB (sf)N/A3.61115.5119.91.04   11/20/23
CBCF 2021-1A CLO A CBCF 2021-1AAAA (sf)AAA43.98148.3166.51.12110406.93.711/20/23
CBAM 2019-11RA CLO E CBAM 2019-11RAB+ (sf)N/A-1.21116.3119.91.03   11/20/23
CBCF 2021-1A CLO B CBCF 2021-1AAAA (sf)AA30.53148.3166.51.12110406.93.711/20/23
CBCF 2021-1A CLO C CBCF 2021-1AA+ (sf)A-23.25137150.71.1105359.63.4211/20/23
CBCF 2021-1A CLO D CBCF 2021-1ABBB+ (sf)BBB-18.21129.5141.41.09   11/20/23
CBCF 2021-1A CLO E CBCF 2021-1ABB+ (sf)BB-10.371201291.07   11/20/23
CBCF 2021-2A CLO A1 CBCF 2021-2AAAA (sf)AAA50143.91651.15110395.23.5911/20/23
CBCF 2021-2A CLO A2 CBCF 2021-2AAAA (sf)AA+40.63143.91651.15110395.23.5911/20/23
CBCF 2021-2A CLO B CBCF 2021-2AAAA (sf)AA-28.29143.91651.15110395.23.5911/20/23
CBCF 2021-2A CLO C CBCF 2021-2AA+ (sf)A-23.02137.1153.71.12105362.33.4511/20/23
CBCF 2021-2A CLO D CBCF 2021-2ABBB+ (sf)BBB-16.76127.6142.21.11   11/20/23
CBCF 2021-2A CLO E CBCF 2021-2ABB+ (sf)BB-8.89118.5129.91.1   11/20/23
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A20.44121.6130.61.071201641.3711/20/23
CEDF 2019-11A CLO B1 CEDF 2019-11AAAA (sf)N/A19.45120.7127.91.06120162.41.3511/20/23
CEDF 2019-11A CLO B2R CEDF 2019-11AAAA (sf)N/A19.45120.7127.91.06120162.41.3511/20/23
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A19.96121.5130.51.07120153.71.2811/20/23
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A19.82121.6130.51.07120161.71.3511/20/23
CEDF 2022-15A CLO B CEDF 2022-15AAAA (sf)N/A20.88121.6131.61.08120164.41.3711/20/23
CEDF 2014-4A CLO BRR CEDF 2014-4AAAA (sf)AA19.97121.9129.81.06120161.41.3411/20/23
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A19.06121.6128.31.061201851.5411/20/23
CEDF 2016-6A CLO BRR CEDF 2016-6AAAA (sf)N/A20.22121.6130.71.07120157.81.3211/20/23
CEDF 2017-8A CLO BR CEDF 2017-8AAAA (sf)N/A19.84121.6130.31.07120154.11.2811/20/23
CEDF 2018-9A CLO B CEDF 2018-9AAAA (sf)N/A19.6121.5128.41.06120166.81.3911/20/23
CGMS C17A CLO A1BR CGMS C17AAAA (sf)AAA32.8116.4120.31.03115148.41.2911/20/23
CGMS C17A CLO BR CGMS C17AAA+ (sf)A+14.38116.4120.31.03115148.41.2911/20/23
CECLO 2014-21A BR3 CECLO 2014-21AAAA (sf)N/A17.79116.2122.71.06115152.31.3211/20/23
CFIP 2017-1A CLO BR CFIP 2017-1AAAA (sf)N/A19.63121.6129.71.07120161.11.3411/20/23
CFIP 2018-1A CLO B CFIP 2018-1AAAA (sf)N/A22.47121.6131.21.081201611.3411/20/23
CFIP 2021-1A CLO B1 CFIP 2021-1AAAA (sf)N/A21.31121.6131.41.08120166.61.3911/20/23
CFIP 2021-1A CLO B2 CFIP 2021-1AAA+ (sf)N/A21.31121.6131.41.08120166.61.3911/20/23
CHPRK 2018-1A CLO A1B CHPRK 2018-1AAAA (sf)AAA30.9113.9118.11.04115147.61.2811/20/23
CHPRK 2018-1A CLO B CHPRK 2018-1AA+ (sf)N/A12113.9118.11.04115147.61.2811/20/23
CIFC 2013-1A CLO BR CIFC 2013-1AAA- (sf)N/A13114.1117.81.03115141.81.2311/20/23
CIFC 2014-2RA CLO B1 CIFC 2014-2RAA+ (sf)BBB8.98      11/20/23
CIFC 2014-2RA CLO B2 CIFC 2014-2RABB- (sf)BB-2.11      11/20/23
CIFC 2015-4A CLO A1B2 CIFC 2015-4AAAA (sf)AAA34.95114.7121.71.06110150.91.3711/20/23
CIFC 2015-4A CLO BR2 CIFC 2015-4AA+ (sf)N/A14.5114.7121.71.06110150.91.3711/20/23
CIFC 2017-1A CLO B CIFC 2017-1AAAA (sf)AAA28.85125.3138.21.1120153.41.2811/20/23
CIFC 2017-2A CLO BR CIFC 2017-2AAAA (sf)AA21.72123.3130.21.06120159.11.3311/20/23
CIFC 2017-3A CLO B CIFC 2017-3AAAA (sf)A14.91114.5120.51.05115139.21.2111/20/23
CIFC 2017-4A CLO BR CIFC 2017-4AAAA (sf)A15.29114.6120.81.05115150.41.3111/20/23
CIFC 2017-5A CLO B CIFC 2017-5AAAA (sf)A+14.89114.7120.51.05115147.21.2811/20/23
CIFC 2018-1A CLO B CIFC 2018-1AAAA (sf)AA+19.88121.6128.81.06120168.11.411/20/23
CIFC 2018-2A CLO B CIFC 2018-2AAA (sf)A+15.37115.71221.05110153.51.411/20/23
CIFC 2018-3A CLO B CIFC 2018-3AAAA (sf)AA+21.3122.9131.41.07120169.51.4111/20/23
CIFC 2018-5A CLO B CIFC 2018-5AAA (sf)A16.92116.8124.21.06115156.61.3611/20/23