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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 D CBAM 2017-4ABB+ (sf)BBB-6.19108.3110.41.021101341.2201/17/24
CBAM 2017-4A CLO E CBAM 2017-4ABB- (sf)BB-1.05103.7104.71.01   01/17/24
CBAM 2018-5A CLO A CBAM 2018-5AAAA (sf)AAA32.18121.6127.71.05120163.71.3601/17/24
CBAM 2018-5A CLO B1 CBAM 2018-5AAAA (sf)AA+18.83121.6127.71.05120163.71.3601/17/24
CBAM 2018-5A CLO B2 CBAM 2018-5AAAA (sf)AA+18.83121.6127.71.05120163.71.3601/17/24
CBAM 2018-5A CLO C CBAM 2018-5AAA- (sf)A+12.99115.1119.11.03115151.71.3201/17/24
CBAM 2018-5A CLO D CBAM 2018-5ABB+ (sf)BBB-6.03108.3110.31.02110138.41.2601/17/24
CBAM 2018-5A CLO E CBAM 2018-5ABB- (sf)BB-1.02103.7104.71.01   01/17/24
CBAM 2018-6A CLO A1R CBAM 2018-6AAAA (sf)AAA32.17121.2127.51.05120160.91.3401/17/24
CBAM 2018-6A CLO A2R CBAM 2018-6AAAA (sf)AAA32.17121.2127.51.05120160.91.3401/17/24
CBAM 2018-6A CLO B1R CBAM 2018-6AAAA (sf)AA18.53121.2127.51.05120160.91.3401/17/24
CBAM 2018-6A CLO B2R CBAM 2018-6AAAA (sf)AA18.53121.2127.51.05120160.91.3401/17/24
CBAM 2018-6A CLO CR CBAM 2018-6AA+ (sf)A13.51115.8120.11.04115149.81.301/17/24
CBAM 2018-6A CLO DR CBAM 2018-6ABB+ (sf)BBB-6.72109.1111.31.02110135.61.2301/17/24
CBAM 2018-6A CLO ER CBAM 2018-6AB+ (sf)BB-0.98104.2104.91.01   01/17/24
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA31.35123.1128.41.04120160.11.3301/17/24
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA19.09123.1128.41.04120160.11.3301/17/24
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA19.09123.1128.41.04120160.11.3301/17/24
CBAM 2018-7A CLO C CBAM 2018-7AA+ (sf)A13.43116.51201.03115148.61.2901/17/24
CBAM 2018-7A CLO D CBAM 2018-7ABB+ (sf)BBB-6.06108.9110.61.02110134.51.2201/17/24
CBAM 2018-7A CLO E CBAM 2018-7ABB- (sf)BB-0.57103.7104.51.01   01/17/24
CBAM 2018-8A CLO A1 CBAM 2018-8AAAA (sf)AAA46.55122.5146.21.19120180.11.501/17/24
CBAM 2018-8A CLO A2 CBAM 2018-8AAAA (sf)AAA46.55122.5146.21.19120180.11.501/17/24
CBAM 2018-8A CLO B1 CBAM 2018-8AAAA (sf)AAA29.69122.5146.21.19120180.11.501/17/24
CBAM 2018-8A CLO B2 CBAM 2018-8AAAA (sf)AAA29.69122.5146.21.19120180.11.501/17/24
CBAM 2018-8A CLO C CBAM 2018-8AAAA (sf)AA+22.03116.2131.81.13110160.21.4601/17/24
CBAM 2018-8A CLO D CBAM 2018-8AAAA (sf)A-12.22109.1117.11.07105138.21.3201/17/24
CBAM 2018-8A CLO E CBAM 2018-8ABB+ (sf)BB-4.41103.7107.51.04   01/17/24
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA34.62125.6133.41.06120164.11.3701/17/24
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA32.65125.6133.41.06120164.11.3701/17/24
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AA22.23125.6133.41.06120164.11.3701/17/24
CBAM 2019-10A CLO CR CBAM 2019-10AAA+ (sf)A16.83118.8124.81.05115151.91.3201/17/24
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-10.04111.2115.41.04110137.11.2501/17/24
CBAM 2019-10A CLO E CBAM 2019-10ABB (sf)BB-3.32104.6107.31.03   01/17/24
CBAM 2019-9A CLO A CBAM 2019-9AAAA (sf)AAA38.48123.3136.81.11120164.31.3701/17/24
CBAM 2019-9A CLO B1 CBAM 2019-9AAAA (sf)AA+24.65123.3136.81.11120164.31.3701/17/24
CBAM 2019-9A CLO B2 CBAM 2019-9AAAA (sf)AA+24.65123.3136.81.11120164.31.3701/17/24
CBAM 2019-9A CLO C CBAM 2019-9AAAA (sf)A+18.93117.7127.21.08110150.71.3701/17/24
CBAM 2019-9A CLO D CBAM 2019-9AAA+ (sf)BBB11.07110.5115.91.05105133.61.2701/17/24
CBAM 2019-9A CLO E CBAM 2019-9ABB+ (sf)BB-3.46103.9106.81.03   01/17/24
CBAM 2020-13A CLO A CBAM 2020-13AAAA (sf)AAA34.15130.2135.11.04120159.91.3301/17/24
CBAM 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA22.46130.2135.11.04120159.91.3301/17/24
CBAM 2020-13A CLO B2 CBAM 2020-13AAA+ (sf)AA22.46130.2135.11.04120159.91.3301/17/24
CBAM 2020-13A CLO C CBAM 2020-13ABB+ (sf)N/A7.44      01/17/24
CBAM 2020-13A CLO D1 CBAM 2020-13ABB- (sf)N/A2.66      01/17/24
CBAM 2020-13A CLO D2 CBAM 2020-13ABB- (sf)N/A2.66      01/17/24
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A33.65121.6129.31.06120157.11.3101/17/24
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A19.32121.6129.31.06120157.11.3101/17/24
CBAM 2021-14A CLO C CBAM 2021-14AA+ (sf)N/A12.95114119.81.05110144.21.3101/17/24
CBAM 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A6.58107.6111.71.041051321.2601/17/24