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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 2020-12A CLO BR CBAM 2020-12AAAA (sf)AA18.04121.6131.21.08120166.31.3907/14/23
CBAM 2020-12A CLO CR CBAM 2020-12AA+ (sf)A12.1117.1122.41.05110153.51.407/14/23
CBAM 2020-12A CLO DR CBAM 2020-12AB+ (sf)N/A2.15      07/14/23
CBAM 2020-12A CLO ER CBAM 2020-12AB+ (sf)N/A-1.89      07/14/23
CBAM 2020-13A CLO A CBAM 2020-13AAAA (sf)AAA32.53130.2135.61.04120169.51.4107/14/23
CBAM 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA20.57130.2135.61.04120169.51.4107/14/23
CBAM 2020-13A CLO B2 CBAM 2020-13ABB- (sf)AA20.57130.2135.61.04120169.51.4107/14/23
CBAM 2020-13A CLO C CBAM 2020-13ABB- (sf)N/A3.7      07/14/23
CBAM 2020-13A CLO D1 CBAM 2020-13ABB- (sf)N/A-1.19      07/14/23
CBAM 2020-13A CLO D2 CBAM 2020-13ACCC (sf)N/A-1.19      07/14/23
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA31.73121.6130.91.08120177.91.4807/14/23
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA17.65121.6130.91.08120177.91.4807/14/23
CBAM 2021-15A CLO B2 CBAM 2021-15AAAA (sf)AA17.65121.6130.91.08120177.91.4807/14/23
CBAM 2021-15A CLO C CBAM 2021-15AA- (sf)A12.23115.5122.91.06110164.51.507/14/23
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-5.51108.7114.11.05105148.61.4207/14/23
CBAM 2021-15A CLO E CBAM 2021-15ABB- (sf)BB-0.31103.2108.21.05   07/14/23
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A32.29121.6130.51.07120168.71.4107/14/23
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A17.66121.6130.51.07120168.71.4107/14/23
CBAM 2021-14A CLO C CBAM 2021-14AA (sf)N/A11.16114120.91.06110154.81.4107/14/23
CBAM 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A4.66107.6112.71.05105141.51.3507/14/23
CBAM 2021-14A CLO E CBAM 2021-14ABB- (sf)N/A0.6104108.11.04   07/14/23
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA35121.61301.07120164.51.3707/14/23
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA29.59121.61301.07120164.51.3707/14/23
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA17.67121.6130.21.07120167.41.407/14/23
CBAM 2019-11RA CLO C CBAM 2019-11RAA (sf)A11.17114120.61.06110153.51.407/14/23
CBAM 2019-11RA CLO D CBAM 2019-11RAB+ (sf)N/A1.53115.5120.61.04   07/14/23
CBAM 2019-11RA CLO E CBAM 2019-11RAB+ (sf)N/A-3.35116.3120.61.04   07/14/23
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A19.27121.6131.31.08120163.61.3607/14/23
CEDF 2019-11A CLO B1 CEDF 2019-11AAAA (sf)N/A17.68120.7128.81.07120163.71.3607/14/23
CEDF 2019-11A CLO B2R CEDF 2019-11AAAA (sf)N/A17.68120.7128.81.07120163.71.3607/14/23
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A19.01121.5131.41.08120160.61.3407/14/23
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A18.29121.6131.51.08120163.31.3607/14/23
CEDF 2022-15A CLO B CEDF 2022-15AAAA (sf)N/A20.21121.6131.81.08120162.71.3607/14/23
CEDF 2014-4A CLO BRR CEDF 2014-4AAAA (sf)AA18.9121.91311.07120160.61.3407/14/23
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A17.87121.6129.11.06120181.91.5207/14/23
CEDF 2016-6A CLO BRR CEDF 2016-6AAAA (sf)N/A19.12121.6131.11.08120165.31.3807/14/23
CEDF 2017-8A CLO BR CEDF 2017-8AAAA (sf)N/A18.79121.6131.21.08120160.51.3407/14/23
CEDF 2018-9A CLO B CEDF 2018-9AAAA (sf)N/A18.23121.5129.71.071201681.407/14/23
CGMS C17A CLO A1BR CGMS C17AAAA (sf)AAA31.09116.4120.21.03115148.41.2907/14/23
CGMS C17A CLO BR CGMS C17AAA- (sf)A+12.22116.4120.21.03115148.41.2907/14/23
CECLO 2014-21A BR3 CECLO 2014-21AAAA (sf)N/A11.58116.2120.81.04115140.71.2207/14/23
CFIP 2014-1A CLO BR CFIP 2014-1ANRN/A       07/14/23
CFIP 2017-1A CLO BR CFIP 2017-1AAAA (sf)N/A17.31121.6129.31.06120161.81.3507/14/23
CFIP 2018-1A CLO B CFIP 2018-1AAAA (sf)N/A19.06121.6131.21.08120164.81.3707/14/23
CFIP 2021-1A CLO B1 CFIP 2021-1AAAA (sf)N/A18.91121.6131.21.08120165.91.3807/14/23
CFIP 2021-1A CLO B2 CFIP 2021-1AAA- (sf)N/A18.91121.6131.21.08120165.91.3807/14/23
CHPRK 2018-1A CLO A1B CHPRK 2018-1AAAA (sf)AAA28.51113.9118.11.04115151.11.3107/14/23
CHPRK 2018-1A CLO B CHPRK 2018-1AA+ (sf)N/A9.75113.9118.11.04115151.11.3107/14/23
CIFC 2012-2RA CLO B CIFC 2012-2RAAAA (sf)AAA22.58112.5133.61.19115175.91.5307/14/23
CIFC 2013-1A CLO BR CIFC 2013-1AA+ (sf)N/A10.56114.1117.91.03115146.31.2707/14/23