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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
CAVY 2013-3A CLO BR2 CAVY 2013-3AAAA (sf)AA20.15124.2133.51.07120178.81.4911/30/22
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA33.93121.6129.41.06120171.71.4311/30/22
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA26.2121.6129.41.06120171.71.4311/30/22
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA+16.25121.6129.41.06120171.71.4311/30/22
CBAM 2017-1A CLO C CBAM 2017-1AAA+ (sf)A+9.96114.4120.41.05115156.31.3611/30/22
CBAM 2017-1A CLO D CBAM 2017-1ABBB+ (sf)BBB-3.33108112.21.04110139.61.2711/30/22
CBAM 2017-1A CLO E CBAM 2017-1ABB- (sf)BB--1.42104.7106.91.02   11/30/22
CBAM 2017-2A CLO X CBAM 2017-2AAAA (sf)AAA 121.6130.41.07120158.11.3211/30/22
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA28.98121.6130.41.07120158.11.3211/30/22
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA15.66121.6130.41.07120158.11.3211/30/22
CBAM 2017-2A CLO CR CBAM 2017-2AA+ (sf)A10.01115.3122.21.06110146.41.3311/30/22
CBAM 2017-2A CLO DR CBAM 2017-2ABB+ (sf)BBB-3.35108.8113.81.05105132.51.2611/30/22
CBAM 2017-2A CLO ER CBAM 2017-2ABB- (sf)BB--2.09103.7107.81.04   11/30/22
CBAM 2017-3A CLO XR CBAM 2017-3AAAA (sf)AAA 121.6130.31.071201501.2511/30/22
CBAM 2017-3A CLO AR CBAM 2017-3AAAA (sf)AAA29.48121.6130.31.071201501.2511/30/22
CBAM 2017-3A CLO BR CBAM 2017-3AAAA (sf)AA16.26121.6130.31.071201501.2511/30/22
CBAM 2017-3A CLO CR CBAM 2017-3AA+ (sf)A10.64115.3122.11.06110139.11.2611/30/22
CBAM 2017-3A CLO DR CBAM 2017-3ABB+ (sf)BBB-4.14108.9113.91.05105126.81.2111/30/22
CBAM 2017-3A CLO ER CBAM 2017-3ABB- (sf)BB--1.37103.7107.71.04   11/30/22
CBAM 2017-4A CLO A CBAM 2017-4AAAA (sf)AAA28.66122.5130.51.07120177.41.4811/30/22
CBAM 2017-4A CLO B1 CBAM 2017-4AAAA (sf)AA15.85122.5130.51.07120177.41.4811/30/22
CBAM 2017-4A CLO B2 CBAM 2017-4AAAA (sf)AA15.85122.5130.51.07120177.41.4811/30/22
CBAM 2017-4A CLO C CBAM 2017-4AA+ (sf)A9.72115.5121.61.05115163.81.4211/30/22
CBAM 2017-4A CLO D CBAM 2017-4ABB+ (sf)BBB-2.47108.3112.61.04110147.81.3411/30/22
CBAM 2017-4A CLO E CBAM 2017-4ABB- (sf)BB--2.54103.7107.11.03   11/30/22
CBAM 2018-5A CLO A CBAM 2018-5AAAA (sf)AAA28.54121.6130.31.07120178.11.4811/30/22
CBAM 2018-5A CLO B1 CBAM 2018-5AAAA (sf)AA15.14121.6130.31.07120178.11.4811/30/22
CBAM 2018-5A CLO B2 CBAM 2018-5AAAA (sf)AA15.14121.6130.31.07120178.11.4811/30/22
CBAM 2018-5A CLO C CBAM 2018-5AA+ (sf)A9.28115.1121.91.06115164.71.4311/30/22
CBAM 2018-5A CLO D CBAM 2018-5ABB+ (sf)BBB-2.3108.3113.21.05110149.11.3611/30/22
CBAM 2018-5A CLO E CBAM 2018-5ABB- (sf)BB--2.73103.7107.71.04   11/30/22
CBAM 2018-6A CLO A1R CBAM 2018-6AAAA (sf)AAA28.27121.2129.91.07120166.41.3911/30/22
CBAM 2018-6A CLO A2R CBAM 2018-6AAAA (sf)AAA28.27121.2129.91.07120166.41.3911/30/22
CBAM 2018-6A CLO B1R CBAM 2018-6AAAA (sf)AA14.54121.2129.91.07120166.41.3911/30/22
CBAM 2018-6A CLO B2R CBAM 2018-6AAAA (sf)AA14.54121.2129.91.07120166.41.3911/30/22
CBAM 2018-6A CLO CR CBAM 2018-6AA+ (sf)A9.5115.8122.71.06115154.41.3411/30/22
CBAM 2018-6A CLO DR CBAM 2018-6ABB+ (sf)BBB-2.66109.11141.04110138.11.2611/30/22
CBAM 2018-6A CLO ER CBAM 2018-6ABB- (sf)BB--3.11104.2107.71.03   11/30/22
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA28.09123.1130.51.06120179.11.4911/30/22
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA15.56123.1130.51.06120179.11.4911/30/22
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA15.56123.1130.51.06120179.11.4911/30/22
CBAM 2018-7A CLO C CBAM 2018-7AA+ (sf)A9.77116.5122.11.05115165.61.4411/30/22
CBAM 2018-7A CLO D CBAM 2018-7ABB+ (sf)BBB-2.24108.9112.71.03110148.31.3511/30/22
CBAM 2018-7A CLO E CBAM 2018-7ABB- (sf)BB--3.38103.7106.61.03   11/30/22
CBAM 2018-8A CLO A1 CBAM 2018-8AAAA (sf)AAA34.4122.5135.31.1120179.21.4911/30/22
CBAM 2018-8A CLO A2 CBAM 2018-8AAAA (sf)AAA34.4122.5135.31.1120179.21.4911/30/22
CBAM 2018-8A CLO B1 CBAM 2018-8AAAA (sf)AAA20.12122.5135.31.1120179.21.4911/30/22
CBAM 2018-8A CLO B2 CBAM 2018-8AAAA (sf)AAA20.12122.5135.31.1120179.21.4911/30/22
CBAM 2018-8A CLO C CBAM 2018-8AAAA (sf)AA-13.63116.2125.31.08110163.11.4811/30/22
CBAM 2018-8A CLO D CBAM 2018-8AA+ (sf)BBB5.33109.1114.41.05105143.41.3711/30/22