By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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 2018-5A CLO B2 CBAM 2018-5AAAA (sf)AA16.81121.61291.06120177.81.4810/05/22
CBAM 2018-5A CLO C CBAM 2018-5AA+ (sf)A11.06115.1120.61.05115164.51.4310/05/22
CBAM 2018-5A CLO D CBAM 2018-5ABB+ (sf)BBB-4.22108.31121.03110148.91.3510/05/22
CBAM 2018-5A CLO E CBAM 2018-5ABB- (sf)BB--0.71103.7106.51.03   10/05/22
CBAM 2018-6A CLO A1R CBAM 2018-6AAAA (sf)AAA29.8121.2128.61.06120165.81.3810/05/22
CBAM 2018-6A CLO A2R CBAM 2018-6AAAA (sf)AAA29.8121.2128.61.06120165.81.3810/05/22
CBAM 2018-6A CLO B1R CBAM 2018-6AAAA (sf)AA16.36121.2128.61.06120165.81.3810/05/22
CBAM 2018-6A CLO B2R CBAM 2018-6AAAA (sf)AA16.36121.2128.61.06120165.81.3810/05/22
CBAM 2018-6A CLO CR CBAM 2018-6AA+ (sf)A11.43115.8121.41.05115153.91.3410/05/22
CBAM 2018-6A CLO DR CBAM 2018-6ABB+ (sf)BBB-4.73109.1112.91.03110137.61.2510/05/22
CBAM 2018-6A CLO ER CBAM 2018-6AB+ (sf)BB--0.91104.2106.51.02   10/05/22
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA29.16123.1129.21.051201781.4810/05/22
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA16.81123.1129.21.051201781.4810/05/22
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA16.81123.1129.21.051201781.4810/05/22
CBAM 2018-7A CLO C CBAM 2018-7AA+ (sf)A11.11116.51211.04115164.61.4310/05/22
CBAM 2018-7A CLO D CBAM 2018-7ABB+ (sf)BBB-3.7108.9111.71.03110147.41.3410/05/22
CBAM 2018-7A CLO E CBAM 2018-7ABB- (sf)BB--1.84103.7105.61.02   10/05/22
CBAM 2018-8A CLO A1 CBAM 2018-8AAAA (sf)AAA35.05122.5134.91.11201781.4810/05/22
CBAM 2018-8A CLO A2 CBAM 2018-8AAAA (sf)AAA35.05122.5134.91.11201781.4810/05/22
CBAM 2018-8A CLO B1 CBAM 2018-8AAAA (sf)AAA21.13122.5134.91.11201781.4810/05/22
CBAM 2018-8A CLO B2 CBAM 2018-8AAAA (sf)AAA21.13122.5134.91.11201781.4810/05/22
CBAM 2018-8A CLO C CBAM 2018-8AAAA (sf)AA-14.81116.2124.81.07110162.11.4710/05/22
CBAM 2018-8A CLO D CBAM 2018-8AA+ (sf)BBB6.71109.11141.04105142.51.3610/05/22
CBAM 2018-8A CLO E CBAM 2018-8ABB+ (sf)BB-0.26103.7106.61.03   10/05/22
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA32.68125.6133.71.06120177.11.4810/05/22
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA30.64125.6133.71.06120177.11.4810/05/22
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AA19.92125.6133.71.06120177.11.4810/05/22
CBAM 2019-10A CLO CR CBAM 2019-10AAA+ (sf)A14.36118.81251.05115162.71.4110/05/22
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-7.37111.2115.61.04110144.41.3110/05/22
CBAM 2019-10A CLO E CBAM 2019-10ABB- (sf)BB-0.45104.6107.61.03   10/05/22
CBAM 2019-9A CLO A CBAM 2019-9AAAA (sf)AAA32.06123.3132.81.081201711.4310/05/22
CBAM 2019-9A CLO B1 CBAM 2019-9AAAA (sf)AA+19.67123.3132.81.081201711.4310/05/22
CBAM 2019-9A CLO B2 CBAM 2019-9AAAA (sf)AA+19.67123.3132.81.081201711.4310/05/22
CBAM 2019-9A CLO C CBAM 2019-9AAAA (sf)A+14.54117.7124.81.06110157.41.4310/05/22
CBAM 2019-9A CLO D CBAM 2019-9AA+ (sf)BBB7.5110.5115.31.04105139.31.3310/05/22
CBAM 2019-9A CLO E CBAM 2019-9ABB (sf)BB-0.69103.9107.41.03   10/05/22
CBAM 2020-12A CLO AR CBAM 2020-12AAAA (sf)AAA33.9121.6131.81.08120177.11.4810/05/22
CBAM 2020-12A CLO BR CBAM 2020-12AAAA (sf)AA18.98121.6131.81.08120177.11.4810/05/22
CBAM 2020-12A CLO CR CBAM 2020-12AA+ (sf)A13.11117.11231.05110162.51.4810/05/22
CBAM 2020-12A CLO DR CBAM 2020-12ABB- (sf)N/A1.95      10/05/22
CBAM 2020-12A CLO ER CBAM 2020-12ABB- (sf)N/A-2.05      10/05/22
CBAM 2020-13A CLO A CBAM 2020-13AAAA (sf)AAA33.5130.2136.91.05120181.51.5110/05/22
CBAM 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA21.7130.2136.91.05120181.51.5110/05/22
CBAM 2020-13A CLO B2 CBAM 2020-13ABBB- (sf)AA21.7130.2136.91.05120181.51.5110/05/22
CBAM 2020-13A CLO C CBAM 2020-13ABB (sf)N/A3.45      10/05/22
CBAM 2020-13A CLO D1 CBAM 2020-13ABB (sf)N/A-1.38      10/05/22
CBAM 2020-13A CLO D2 CBAM 2020-13ACCC+ (sf)N/A-1.38      10/05/22
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A33.26121.6130.91.08120187.61.5610/05/22
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A18.85121.6130.91.08120187.61.5610/05/22
CBAM 2021-14A CLO C CBAM 2021-14AA+ (sf)N/A12.44114121.41.061101711.5510/05/22