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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 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA23.01130.2134.81.04120160.41.3410/17/24
CBAM 2020-13A CLO B2 CBAM 2020-13AAA+ (sf)AA23.01130.2134.81.04120160.41.3410/17/24
CBAM 2020-13A CLO C CBAM 2020-13ABB+ (sf)N/A10.17      10/17/24
CBAM 2020-13A CLO D1 CBAM 2020-13ABB (sf)N/A5.42      10/17/24
CBAM 2020-13A CLO D2 CBAM 2020-13ABB (sf)N/A5.42      10/17/24
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A33.98121.6129.21.06120158.81.3210/17/24
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A19.72121.6129.21.06120158.81.3210/17/24
CBAM 2021-14A CLO C CBAM 2021-14AA (sf)N/A13.38114119.71.05110145.81.3310/17/24
CBAM 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A7.04107.6111.51.04105133.31.2710/17/24
CBAM 2021-14A CLO E CBAM 2021-14AB+ (sf)N/A3.081041071.03   10/17/24
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA33.96121.6130.31.07120155.41.310/17/24
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA20.34121.6130.31.07120155.41.310/17/24
CBAM 2021-15A CLO B2 CBAM 2021-15AAAA (sf)AA20.34121.6130.31.07120155.41.310/17/24
CBAM 2021-15A CLO C CBAM 2021-15AA+ (sf)A15.1115.5122.21.06110144.61.3110/17/24
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-8.6108.7113.61.05105131.61.2510/17/24
CBAM 2021-15A CLO E CBAM 2021-15AB+ (sf)BB-3.56103.2107.61.04   10/17/24
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA36.44121.6128.51.06120155.21.2910/17/24
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA31.14121.6128.51.06120155.21.2910/17/24
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA19.48121.6128.51.06120155.21.2910/17/24
CBAM 2019-11RA CLO C CBAM 2019-11RAA+ (sf)A13.13114119.11.04110142.41.2910/17/24
CBAM 2019-11RA CLO D CBAM 2019-11RABB- (sf)N/A6.4115.5119.11.03   10/17/24
CBAM 2019-11RA CLO E CBAM 2019-11RAB+ (sf)N/A1.63116.3119.11.02   10/17/24
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A21.11121.6130.31.07120164.41.3710/17/24
CEDF 2019-11A CLO B1 CEDF 2019-11AAAA (sf)N/A19.37120.7126.41.05120162.31.3510/17/24
CEDF 2019-11A CLO B2R CEDF 2019-11AAAA (sf)N/A19.37120.7126.41.05120162.31.3510/17/24
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A20.74121.5129.51.07120157.91.3210/17/24
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A20.43121.6129.51.06120161.71.3510/17/24
CEDF 2022-15A CLO B CEDF 2022-15AAAA (sf)N/A21.6121.6131.51.08120162.81.3610/17/24
CEDF 2014-4A CLO BRR CEDF 2014-4AAAA (sf)AA20.68121.9129.41.06120160.21.3310/17/24
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A22.66121.6131.41.08120189.51.5810/17/24
CEDF 2016-6A CLO BRR CEDF 2016-6AAAA (sf)N/A21.12121.6130.21.07120165.31.3810/17/24
CEDF 2017-8A CLO BR CEDF 2017-8AAAA (sf)N/A20.74121.6129.41.06120160.81.3410/17/24
CGMS C17A CLO A1BR CGMS C17AAAA (sf)AAA41.87116.4125.91.08115156.81.3610/17/24
CGMS C17A CLO BR CGMS C17AAAA (sf)A+18.19116.4125.91.08115156.81.3610/17/24
CECLO 2014-21A BR3 CECLO 2014-21AAAA (sf)N/A31.87116.2152.11.31115189.51.6510/17/24
CFIP 2017-1A CLO BR CFIP 2017-1AAAA (sf)N/A19.72121.6127.81.05120161.71.3510/17/24
CFIP 2018-1A CLO B CFIP 2018-1AAAA (sf)N/A45.85121.6188.11.55120258.52.1510/17/24
CFIP 2021-1A CLO B1 CFIP 2021-1AAAA (sf)N/A21.09121.61291.06120171.91.4310/17/24
CFIP 2021-1A CLO B2 CFIP 2021-1AAA (sf)N/A21.09121.61291.06120171.91.4310/17/24
CHPRK 2018-1A CLO A1B CHPRK 2018-1AAAA (sf)AAA43.03113.9124.31.09115156.11.3610/17/24
CHPRK 2018-1A CLO B CHPRK 2018-1AAA+ (sf)N/A17.6113.9124.31.09115156.11.3610/17/24
CIFC 2013-1A CLO BR CIFC 2013-1AAAA (sf)N/A17.25114.1123.71.08115149.71.310/17/24
CIFC 2015-4A CLO A1B2 CIFC 2015-4AAAA (sf)AAA35.56114.7121.91.06110155.71.4210/17/24
CIFC 2015-4A CLO BR2 CIFC 2015-4AA+ (sf)N/A15.29114.7121.91.06110155.71.4210/17/24
CIFC 2017-1A CLO BRR CIFC 2017-1AAAA (sf)N/A21.96121.6131.61.08   10/17/24
CIFC 2017-2A CLO BR CIFC 2017-2AAAA (sf)AAA27.91123.3141.91.15120183.51.5310/17/24
CIFC 2017-3A CLO BR CIFC 2017-3AAAA (sf)AA21.03121.6131.41.08120148.61.2410/17/24
CIFC 2017-4A CLO BR CIFC 2017-4AAAA (sf)A21.02114.6129.81.13115166.41.4510/17/24
CIFC 2017-5A CLO BR CIFC 2017-5AAAA (sf)AA22.09121.6131.51.08120149.51.2510/17/24
CIFC 2018-1A CLO B CIFC 2018-1AAAA (sf)AA+25.48121.6137.91.13120176.31.4710/17/24