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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
CATLK 2021-8A CLO B CATLK 2021-8AAAA (sf)N/A20.05123.3133.91.09120178.51.4905/10/23
CATSK 2017-1A CLO A1B CATSK 2017-1AAAA (sf)AAA34.96114.81201.051151561.3605/10/23
CATSK 2017-1A CLO B CATSK 2017-1AAAA (sf)A13.89114.81201.051151561.3605/10/23
CAVY 2013-3A CLO BR2 CAVY 2013-3AAAA (sf)AA20.97124.2133.21.07120177.31.4805/10/23
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA36.97121.6129.81.07120172.61.4405/10/23
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA29.08121.6129.81.07120172.61.4405/10/23
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA+18.94121.6129.81.07120172.61.4405/10/23
CBAM 2017-1A CLO C CBAM 2017-1AAAA (sf)A+12.52114.4120.71.06115157.71.3705/10/23
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-5.75108112.31.04110142.31.2905/10/23
CBAM 2017-1A CLO E CBAM 2017-1ABB (sf)BB-0.91104.71071.02   05/10/23
CBAM 2017-2A CLO X CBAM 2017-2AAAA (sf)AAA 121.6131.51.08120160.91.3405/10/23
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA31.39121.6131.51.08120160.91.3405/10/23
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA18.53121.6131.51.08120160.91.3405/10/23
CBAM 2017-2A CLO CR CBAM 2017-2AAA- (sf)A13.07115.3123.21.07110149.61.3605/10/23
CBAM 2017-2A CLO DR CBAM 2017-2ABBB (sf)BBB-6.63108.8114.71.05105136.61.305/10/23
CBAM 2017-2A CLO ER CBAM 2017-2ABB (sf)BB-1.38103.7108.61.05   05/10/23
CBAM 2017-3A CLO XR CBAM 2017-3AAAA (sf)AAA 121.6131.41.08120163.31.3605/10/23
CBAM 2017-3A CLO AR CBAM 2017-3AAAA (sf)AAA31.31121.6131.41.08120163.31.3605/10/23
CBAM 2017-3A CLO BR CBAM 2017-3AAAA (sf)AA18.44121.6131.41.08120163.31.3605/10/23
CBAM 2017-3A CLO CR CBAM 2017-3AA+ (sf)A12.96115.3123.11.07110151.61.3805/10/23
CBAM 2017-3A CLO DR CBAM 2017-3ABBB (sf)BBB-6.63108.9114.81.05105138.51.3205/10/23
CBAM 2017-3A CLO ER CBAM 2017-3ABB (sf)BB-1.26103.7108.51.05   05/10/23
CBAM 2017-4A CLO A CBAM 2017-4AAAA (sf)AAA30.8122.5130.21.06120171.21.4305/10/23
CBAM 2017-4A CLO B1 CBAM 2017-4AAAA (sf)AA+18.13122.5130.21.06120171.21.4305/10/23
CBAM 2017-4A CLO B2 CBAM 2017-4AAAA (sf)AA+18.13122.5130.21.06120171.21.4305/10/23
CBAM 2017-4A CLO C CBAM 2017-4AAA- (sf)A+12.07115.5121.41.05115158.71.3805/10/23
CBAM 2017-4A CLO D CBAM 2017-4ABB+ (sf)BBB-4.91108.3112.41.04110144.61.3105/10/23
CBAM 2017-4A CLO E CBAM 2017-4ABB- (sf)BB--0.05103.7106.91.03   05/10/23
CBAM 2018-5A CLO A CBAM 2018-5AAAA (sf)AAA30.28121.6129.81.07120175.51.4605/10/23
CBAM 2018-5A CLO B1 CBAM 2018-5AAAA (sf)AA+17.21121.6129.81.07120175.51.4605/10/23
CBAM 2018-5A CLO B2 CBAM 2018-5AAAA (sf)AA+17.21121.6129.81.07120175.51.4605/10/23
CBAM 2018-5A CLO C CBAM 2018-5AA+ (sf)A+11.49115.1121.41.051151631.4205/10/23
CBAM 2018-5A CLO D CBAM 2018-5ABB+ (sf)BBB-4.68108.3112.71.04110148.81.3505/10/23
CBAM 2018-5A CLO E CBAM 2018-5ABB- (sf)BB--0.22103.7107.21.03   05/10/23
CBAM 2018-6A CLO A1R CBAM 2018-6AAAA (sf)AAA30.11121.2129.21.07120165.81.3805/10/23
CBAM 2018-6A CLO A2R CBAM 2018-6AAAA (sf)AAA30.11121.2129.21.07120165.81.3805/10/23
CBAM 2018-6A CLO B1R CBAM 2018-6AAAA (sf)AA16.73121.2129.21.07120165.81.3805/10/23
CBAM 2018-6A CLO B2R CBAM 2018-6AAAA (sf)AA16.73121.2129.21.07120165.81.3805/10/23
CBAM 2018-6A CLO CR CBAM 2018-6AA+ (sf)A11.82115.81221.05115154.81.3505/10/23
CBAM 2018-6A CLO DR CBAM 2018-6ABB+ (sf)BBB-5.16109.1113.41.04110140.21.2705/10/23
CBAM 2018-6A CLO ER CBAM 2018-6ABB- (sf)BB--0.47104.2107.11.03   05/10/23
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA29.67123.1130.41.06120173.31.4405/10/23
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA17.41123.1130.41.06120173.31.4405/10/23
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA17.41123.1130.41.06120173.31.4405/10/23
CBAM 2018-7A CLO C CBAM 2018-7AA+ (sf)A11.75116.51221.05115160.91.405/10/23
CBAM 2018-7A CLO D CBAM 2018-7ABB+ (sf)BBB-4.39108.9112.71.03110145.61.3205/10/23
CBAM 2018-7A CLO E CBAM 2018-7ABB- (sf)BB--1.1103.7106.51.03   05/10/23
CBAM 2018-8A CLO A1 CBAM 2018-8AAAA (sf)AAA39.34122.5140.11.14120172.81.4405/10/23
CBAM 2018-8A CLO A2 CBAM 2018-8AAAA (sf)AAA39.34122.5140.11.14120172.81.4405/10/23
CBAM 2018-8A CLO B1 CBAM 2018-8AAAA (sf)AAA24.57122.5140.11.14120172.81.4405/10/23