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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 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
CBAM 2018-8A CLO A1R CBAM 2018-8AAAA (sf)AAA36.56123133.21.08120149.81.2511/11/24
CBAM 2018-8A CLO A2R CBAM 2018-8AAAA (sf)AAA32.47123133.21.08120149.81.2511/11/24
CBAM 2018-8A CLO B1R CBAM 2018-8AAAA (sf)AA23.77123133.21.08120149.81.2511/11/24
CBAM 2018-8A CLO B2R CBAM 2018-8AAA+ (sf)AA23.77123133.21.08120149.81.2511/11/24
CBAM 2018-8A CLO CR CBAM 2018-8AA+ (sf)A17.12114.4122.51.07110136.41.2411/11/24
CBAM 2018-8A CLO DR CBAM 2018-8ABB+ (sf)BBB-9.96106.6112.81.06105122.31.1611/11/24
CBAM 2018-8A CLO E1R CBAM 2018-8AB+ (sf)BB-6.64103.1108.81.06   11/11/24
CBAM 2018-8A CLO E2R CBAM 2018-8AB+ (sf)BB-6.64103.1108.81.06   11/11/24
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA38.63125.61341.071201771.4811/11/24
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA36.44125.61341.071201771.4811/11/24
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AAA24.9125.61341.071201771.4811/11/24
CBAM 2019-10A CLO CR CBAM 2019-10AAAA (sf)AA-18.91118.8124.91.05115163.11.4211/11/24
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-11.38111.21151.03110146.51.3311/11/24
CBAM 2019-10A CLO E CBAM 2019-10ABB- (sf)BB-3.93104.6106.71.02   11/11/24
CBAM 2019-9A CLO X CBAM 2019-9AAAA (sf)AAA 122.7132.71.081201611.3411/11/24
CBAM 2019-9A CLO AR CBAM 2019-9AAAA (sf)AAA34.53122.7132.71.081201611.3411/11/24
CBAM 2019-9A CLO B1R CBAM 2019-9AAAA (sf)AA23.28122.7132.71.081201611.3411/11/24
CBAM 2019-9A CLO B2R CBAM 2019-9AAA+ (sf)AA23.28122.7132.71.081201611.3411/11/24
CBAM 2019-9A CLO CR CBAM 2019-9AA+ (sf)A16.12113.3121.41.07110145.41.3211/11/24
CBAM 2019-9A CLO DR CBAM 2019-9ABB+ (sf)BBB-9.98107.1113.11.06105132.41.2611/11/24
CBAM 2019-9A CLO ER CBAM 2019-9AB+ (sf)BB-6.4103.2108.81.05   11/11/24
CBAM 2020-12A CLO AR CBAM 2020-12AAAA (sf)AAA35.02121.6130.21.07120159.31.3311/11/24
CBAM 2020-12A CLO BR CBAM 2020-12AAAA (sf)AA20.34121.6130.21.07120159.31.3311/11/24
CBAM 2020-12A CLO CR CBAM 2020-12AA+ (sf)A14.58117.1121.41.04110147.21.3411/11/24
CBAM 2020-12A CLO DR CBAM 2020-12ABB+ (sf)N/A8.32      11/11/24
CBAM 2020-12A CLO ER CBAM 2020-12AB+ (sf)N/A4.39      11/11/24
CBAM 2020-13A CLO A CBAM 2020-13AAAA (sf)AAA34.57130.2134.71.031201621.3511/11/24
CBAM 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA22.96130.2134.71.031201621.3511/11/24
CBAM 2020-13A CLO B2 CBAM 2020-13AAA+ (sf)AA22.96130.2134.71.031201621.3511/11/24