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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 2021-15A CLO E CBAM 2021-15ABB- (sf)BB-4.02103.2107.81.04   06/17/24
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA36.68121.6128.21.051201661.3806/17/24
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA31.4121.6128.21.051201661.3806/17/24
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA19.79121.6128.21.051201661.3806/17/24
CBAM 2019-11RA CLO C CBAM 2019-11RAA- (sf)A13.46114118.81.04110152.31.3806/17/24
CBAM 2019-11RA CLO D CBAM 2019-11RABB- (sf)N/A6.28115.5118.81.03   06/17/24
CBAM 2019-11RA CLO E CBAM 2019-11RAB (sf)N/A1.54116.3118.81.02   06/17/24
CGMS 2018-2A CLO A1 CGMS 2018-2ANRN/A       06/17/24
CGMS 2018-2A CLO A2 CGMS 2018-2ANRN/A       06/17/24
CBCF 2021-1A CLO A CBCF 2021-1AAAA (sf)AAA45.56148.31671.13110386.63.5106/17/24
CBCF 2021-1A CLO B CBCF 2021-1AAAA (sf)AA32.5148.31671.13110386.63.5106/17/24
CBCF 2021-1A CLO C CBCF 2021-1AA+ (sf)A-25.42137151.21.1105341.73.2506/17/24
CBCF 2021-1A CLO D CBCF 2021-1ABBB+ (sf)BBB-20.52129.5141.91.1   06/17/24
CBCF 2021-1A CLO E CBCF 2021-1ABB+ (sf)BB-12.9120129.41.08   06/17/24
CBCF 2021-2A CLO A1 CBCF 2021-2AAAA (sf)AAA52.74143.9165.31.15110409.63.7206/17/24
CBCF 2021-2A CLO A2 CBCF 2021-2AAAA (sf)AA+43.88143.9165.31.15110409.63.7206/17/24
CBCF 2021-2A CLO B CBCF 2021-2AAA+ (sf)AA-32.22143.9165.31.15110409.63.7206/17/24
CBCF 2021-2A CLO C CBCF 2021-2AA+ (sf)A-27.24137.1153.91.12105375.53.5806/17/24
CBCF 2021-2A CLO D CBCF 2021-2ABBB+ (sf)BBB-21.32127.6142.41.12   06/17/24
CBCF 2021-2A CLO E CBCF 2021-2ABB+ (sf)BB-13.88118.5130.11.1   06/17/24
CEDF 2019-10A CLO AR CEDF 2019-10AAAA (sf)N/A33.25121.6129.91.07120162.51.3506/17/24
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A21.35121.6129.91.07120162.51.3506/17/24
CEDF 2019-10A CLO CR CEDF 2019-10AA+ (sf)N/A15.14114120.41.06115149.21.306/17/24
CEDF 2019-10A CLO DR CEDF 2019-10ABB+ (sf)N/A8.94107.6112.21.04110136.41.2406/17/24
CEDF 2019-10A CLO ER CEDF 2019-10ABB- (sf)N/A4.8104.7107.31.02105126.41.206/17/24
CEDF 2019-11A CLO A1R CEDF 2019-11AAAA (sf)N/A36.92120.7127.41.06120161.51.3506/17/24
CEDF 2019-11A CLO A2R CEDF 2019-11AAAA (sf)N/A31.66120.7127.41.06120161.51.3506/17/24
CEDF 2019-11A CLO B1 CEDF 2019-11AAAA (sf)N/A19.57120.7127.41.06120161.51.3506/17/24
CEDF 2019-11A CLO B2R CEDF 2019-11AAAA (sf)N/A19.57120.7127.41.06120161.51.3506/17/24
CEDF 2019-11A CLO C CEDF 2019-11AA+ (sf)N/A12.74112.5117.41.04110146.31.3306/17/24
CEDF 2019-11A CLO D CEDF 2019-11ABB+ (sf)N/A7.48107.6110.71.03105135.21.2906/17/24
CEDF 2019-11A CLO E CEDF 2019-11ABB- (sf)N/A3.94104.9106.61.02   06/17/24
CEDF 2019-11A CLO F CEDF 2019-11AC (sf)N/A1.83      06/17/24
CEDF 2020-12A CLO XR CEDF 2020-12AAAA (sf)N/A 121.5129.81.07120164.51.3706/17/24
CEDF 2020-12A CLO A1R CEDF 2020-12AAAA (sf)N/A35.32121.5129.81.07120164.51.3706/17/24
CEDF 2020-12A CLO A2R CEDF 2020-12AAAA (sf)N/A33.24121.5129.81.07120164.51.3706/17/24
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A20.72121.5129.81.07120164.51.3706/17/24
CEDF 2020-12A CLO CR CEDF 2020-12AA (sf)N/A14.46113.9120.31.06115151.21.3106/17/24
CEDF 2020-12A CLO DR CEDF 2020-12ABB+ (sf)N/A8.41107.9112.41.04110138.71.2606/17/24
CEDF 2020-12A CLO ER CEDF 2020-12AB+ (sf)N/A4.13103.8107.31.03   06/17/24
CEDF 2021-14A CLO A CEDF 2021-14AAAA (sf)N/A33.14121.6129.61.07120163.11.3606/17/24
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A20.6121.6129.61.07120163.11.3606/17/24
CEDF 2021-14A CLO C CEDF 2021-14AA+ (sf)N/A14.33114120.11.05115150.11.3106/17/24
CEDF 2021-14A CLO D CEDF 2021-14ABB+ (sf)N/A8.06107.6111.91.04110137.11.2506/17/24
CEDF 2021-14A CLO E CEDF 2021-14AB+ (sf)N/A4.25103.6107.51.04   06/17/24
CEDF 2022-15A CLO AL CEDF 2022-15AAAA (sf)N/A34.18121.6131.21.08120164.21.3706/17/24
CEDF 2022-15A CLO A CEDF 2022-15AAAA (sf)N/A34.18121.6131.21.08120164.21.3706/17/24
CEDF 2022-15A CLO B CEDF 2022-15AAAA (sf)N/A21.84121.6131.21.08120164.21.3706/17/24
CEDF 2022-15A CLO C CEDF 2022-15AA+ (sf)N/A15.67114121.61.07110150.91.3706/17/24
CEDF 2022-15A CLO D CEDF 2022-15ABB+ (sf)N/A9.5107.6113.31.05105138.31.3206/17/24