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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 2017-4AA+ (sf)BBB-10.15108.3114.21.05110135.71.2310/17/24
CBAM 2017-4A CLO E CBAM 2017-4ABB (sf)BB-3.25103.71061.02   10/17/24
CBAM 2018-5A CLO A CBAM 2018-5AAAA (sf)AAA41.96121.6137.71.13120174.41.4510/17/24
CBAM 2018-5A CLO B1 CBAM 2018-5AAAA (sf)AA+25.37121.6137.71.13120174.41.4510/17/24
CBAM 2018-5A CLO B2 CBAM 2018-5AAAA (sf)AA+25.37121.6137.71.13120174.41.4510/17/24
CBAM 2018-5A CLO C CBAM 2018-5AAAA (sf)A+18.12115.1125.51.09115157.61.3710/17/24
CBAM 2018-5A CLO D CBAM 2018-5AA- (sf)BBB-9.48108.3113.51.05110139.91.2710/17/24
CBAM 2018-5A CLO E CBAM 2018-5ABB (sf)BB-3.26103.7106.21.02   10/17/24
CBAM 2018-6A CLO A1R CBAM 2018-6AAAA (sf)AAA39.8121.2135.21.12120165.61.3810/17/24
CBAM 2018-6A CLO A2R CBAM 2018-6AAAA (sf)AAA39.8121.2135.21.12120165.61.3810/17/24
CBAM 2018-6A CLO B1R CBAM 2018-6AAAA (sf)AA23.59121.2135.21.12120165.61.3810/17/24
CBAM 2018-6A CLO B2R CBAM 2018-6AAAA (sf)AA23.59121.2135.21.12120165.61.3810/17/24
CBAM 2018-6A CLO CR CBAM 2018-6AAAA (sf)A17.64115.8125.41.08115151.51.3210/17/24
CBAM 2018-6A CLO DR CBAM 2018-6ABBB+ (sf)BBB-9.57109.1114.21.051101341.2210/17/24
CBAM 2018-6A CLO ER CBAM 2018-6ABB- (sf)BB-2.75104.2106.21.02   10/17/24
CGMS 2012-4A CLO BR3 CGMS 2012-4ANRN/A       10/17/24
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA37.58123.1134.51.09120171.61.4310/17/24
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA+23.42123.1134.51.09120171.61.4310/17/24
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA+23.42123.1134.51.09120171.61.4310/17/24
CBAM 2018-7A CLO C CBAM 2018-7AAA+ (sf)A16.88116.51241.06115156.81.3610/17/24
CBAM 2018-7A CLO D CBAM 2018-7ABBB (sf)BBB-8.37108.9112.41.03110139.31.2710/17/24
CBAM 2018-7A CLO E CBAM 2018-7ABB- (sf)B+2.02103.7105.21.01   10/17/24
CBAM 2018-8A CLO X CBAM 2018-8AAAA (sf)AAA 123132.81.08120139.31.1610/17/24
CBAM 2018-8A CLO A1R CBAM 2018-8AAAA (sf)AAA36.35123132.81.08120139.31.1610/17/24
CBAM 2018-8A CLO A2R CBAM 2018-8AAAA (sf)AAA32.25123132.81.08120139.31.1610/17/24
CBAM 2018-8A CLO B1R CBAM 2018-8AAAA (sf)AA23.52123132.81.08120139.31.1610/17/24
CBAM 2018-8A CLO B2R CBAM 2018-8AAA+ (sf)AA23.52123132.81.08120139.31.1610/17/24
CBAM 2018-8A CLO CR CBAM 2018-8AA+ (sf)A16.85114.4122.11.07110126.91.1510/17/24
CBAM 2018-8A CLO DR CBAM 2018-8ABB+ (sf)BBB-9.66106.6112.41.05105113.71.0810/17/24
CBAM 2018-8A CLO E1R CBAM 2018-8AB+ (sf)BB-6.33103.1108.41.05   10/17/24
CBAM 2018-8A CLO E2R CBAM 2018-8AB+ (sf)BB-6.33103.1108.41.05   10/17/24
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA36.2125.6134.61.07120176.51.4710/17/24
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA34.14125.6134.61.07120176.51.4710/17/24
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AAA23.32125.6134.61.07120176.51.4710/17/24
CBAM 2019-10A CLO CR CBAM 2019-10AAAA (sf)AA-17.7118.8125.41.06115162.71.4110/17/24
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-10.65111.2115.51.04110146.11.3310/17/24
CBAM 2019-10A CLO E CBAM 2019-10ABB- (sf)BB-3.66104.6107.11.02   10/17/24
CBAM 2019-9A CLO X CBAM 2019-9AAAA (sf)AAA 122.7132.51.08120146.61.2210/17/24
CBAM 2019-9A CLO AR CBAM 2019-9AAAA (sf)AAA34.42122.7132.51.08120146.61.2210/17/24
CBAM 2019-9A CLO B1R CBAM 2019-9AAAA (sf)AA23.15122.7132.51.08120146.61.2210/17/24
CBAM 2019-9A CLO B2R CBAM 2019-9AAA+ (sf)AA23.15122.7132.51.08120146.61.2210/17/24
CBAM 2019-9A CLO CR CBAM 2019-9AA+ (sf)A15.98113.3121.21.07110132.31.210/17/24
CBAM 2019-9A CLO DR CBAM 2019-9ABB+ (sf)BBB-9.83107.1112.91.05105120.51.1510/17/24
CBAM 2019-9A CLO ER CBAM 2019-9AB+ (sf)BB-6.25103.2108.61.05   10/17/24
CBAM 2020-12A CLO AR CBAM 2020-12AAAA (sf)AAA35.06121.6130.21.07120157.11.3110/17/24
CBAM 2020-12A CLO BR CBAM 2020-12AAAA (sf)AA20.39121.6130.21.07120157.11.3110/17/24
CBAM 2020-12A CLO CR CBAM 2020-12AA+ (sf)A14.63117.1121.51.04110145.11.3210/17/24
CBAM 2020-12A CLO DR CBAM 2020-12ABB (sf)N/A7.84      10/17/24
CBAM 2020-12A CLO ER CBAM 2020-12AB+ (sf)N/A3.91      10/17/24
CBAM 2020-13A CLO A CBAM 2020-13AAAA (sf)AAA34.61130.2134.81.04120160.41.3410/17/24