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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
CARVL 2022-2A CLO C CARVL 2022-2ANRN/A       11/11/24
CAVY 2013-3A CLO A1R3 CAVY 2013-3AAAA (sf)AAA34.58121.1131.11.08120151.31.2611/11/24
CAVY 2013-3A CLO A2R3 CAVY 2013-3AAAA (sf)AAA31.51121.1131.11.08120151.31.2611/11/24
CAVY 2013-3A CLO BR3 CAVY 2013-3AAAA (sf)AA22.32121.1131.11.08120151.31.2611/11/24
CAVY 2013-3A CLO CR3 CAVY 2013-3AA+ (sf)A16.19113.5121.51.07110139.21.2711/11/24
CAVY 2013-3A CLO D1R3 CAVY 2013-3ABB+ (sf)BBB-10.05106111.91.06105125.11.1911/11/24
CAVY 2013-3A CLO D2R3 CAVY 2013-3ABB (sf)BBB-9.03106111.91.06105125.11.1911/11/24
CAVY 2013-3A CLO ER3 CAVY 2013-3ABB- (sf)BB-5.96102.8108.31.05   11/11/24
CBAM 2017-1A CLO A1 CBAM 2017-1AAAA (sf)AAA72.04121.6156.71.29120179.31.4911/11/24
CBAM 2017-1A CLO A2R CBAM 2017-1AAAA (sf)AAA57.85121.6156.71.29120179.31.4911/11/24
CBAM 2017-1A CLO B CBAM 2017-1AAAA (sf)AA+39.62121.6156.71.29120179.31.4911/11/24
CBAM 2017-1A CLO C CBAM 2017-1AAAA (sf)A+28.07114.4135.21.18115148.61.2911/11/24
CBAM 2017-1A CLO D CBAM 2017-1AAAA (sf)BBB-15.91108118.21.09110122.71.1211/11/24
CBAM 2017-1A CLO E CBAM 2017-1ABB+ (sf)BB-7.2104.7108.41.04   11/11/24
CBAM 2017-2A CLO AR CBAM 2017-2AAAA (sf)AAA32.78121.6129.41.06120164.31.3711/11/24
CBAM 2017-2A CLO BR CBAM 2017-2AAAA (sf)AA20.17121.6129.41.06120164.31.3711/11/24
CBAM 2017-2A CLO CR CBAM 2017-2AA+ (sf)A14.82115.3121.31.05110152.61.3911/11/24
CBAM 2017-2A CLO DR CBAM 2017-2ABB+ (sf)BBB-8.52108.81131.04105139.31.3311/11/24
CBAM 2017-2A CLO ER CBAM 2017-2AB+ (sf)BB-3.37103.7106.91.03   11/11/24
CBAM 2017-3A CLO AR CBAM 2017-3AAAA (sf)AAA32.69121.6129.51.06120156.21.311/11/24
CBAM 2017-3A CLO BR CBAM 2017-3AAAA (sf)AA20.07121.6129.51.06120156.21.311/11/24
CBAM 2017-3A CLO CR CBAM 2017-3AA+ (sf)A14.71115.3121.31.05110144.91.3211/11/24
CBAM 2017-3A CLO DR CBAM 2017-3ABB+ (sf)BBB-8.5108.9113.11.04105132.31.2611/11/24
CBAM 2017-3A CLO ER CBAM 2017-3AB+ (sf)BB-3.24103.71071.03   11/11/24
CBAM 2017-4A CLO A CBAM 2017-4AAAA (sf)AAA52.42122.5144.21.18120152.81.2711/11/24
CBAM 2017-4A CLO B1 CBAM 2017-4AAAA (sf)AA+32.52122.5144.21.18120152.81.2711/11/24
CBAM 2017-4A CLO B2 CBAM 2017-4AAAA (sf)AA+32.52122.5144.21.18120152.81.2711/11/24
CBAM 2017-4A CLO C CBAM 2017-4AAAA (sf)A+23.01115.5128.91.12115135.61.1811/11/24
CBAM 2017-4A CLO D CBAM 2017-4AA+ (sf)BBB-11.77108.3114.71.06110118.11.0711/11/24
CBAM 2017-4A CLO E CBAM 2017-4ABB (sf)BB-3.98103.7106.51.03   11/11/24
CBAM 2018-5A CLO A CBAM 2018-5AAAA (sf)AAA46.54121.6138.11.14120145.51.2111/11/24
CBAM 2018-5A CLO B1 CBAM 2018-5AAAA (sf)AA+28.33121.6138.11.14120145.51.2111/11/24
CBAM 2018-5A CLO B2 CBAM 2018-5AAAA (sf)AA+28.33121.6138.11.14120145.51.2111/11/24
CBAM 2018-5A CLO C CBAM 2018-5AAAA (sf)A+20.36115.1125.81.09115131.51.1411/11/24
CBAM 2018-5A CLO D CBAM 2018-5AA+ (sf)BBB-10.88108.3113.81.05110116.71.0611/11/24
CBAM 2018-5A CLO E CBAM 2018-5ABB (sf)BB-4.05103.7106.51.03   11/11/24
CBAM 2018-6A CLO A1R CBAM 2018-6AAAA (sf)AAA43.23121.2135.41.12120147.11.2311/11/24
CBAM 2018-6A CLO A2R CBAM 2018-6AAAA (sf)AAA43.23121.2135.41.12120147.11.2311/11/24
CBAM 2018-6A CLO B1R CBAM 2018-6AAAA (sf)AA25.73121.2135.41.12120147.11.2311/11/24
CBAM 2018-6A CLO B2R CBAM 2018-6AAAA (sf)AA25.73121.2135.41.12120147.11.2311/11/24
CBAM 2018-6A CLO CR CBAM 2018-6AAAA (sf)A19.31115.8125.61.08115134.61.1711/11/24
CBAM 2018-6A CLO DR CBAM 2018-6ABBB+ (sf)BBB-10.6109.1114.41.05110119.11.0811/11/24
CBAM 2018-6A CLO ER CBAM 2018-6ABB- (sf)BB-3.24104.2106.41.02   11/11/24
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA39.61123.11351.1120143.41.211/11/24
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA+24.88123.11351.1120143.41.211/11/24
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA+24.88123.11351.1120143.41.211/11/24
CBAM 2018-7A CLO C CBAM 2018-7AAAA (sf)A18.07116.5124.41.071151311.1411/11/24
CBAM 2018-7A CLO D CBAM 2018-7ABBB+ (sf)BBB-9.22108.9112.91.04110116.41.0611/11/24
CBAM 2018-7A CLO E CBAM 2018-7ABB- (sf)B+2.61103.7105.51.02   11/11/24
CBAM 2018-8A CLO X CBAM 2018-8AAAA (sf)AAA 123133.21.08120149.81.2511/11/24