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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 2017-3A CLO AR CBAM 2017-3AAAA (sf)AAA31.43121.6131.41.08120159.51.3307/14/23
CBAM 2017-3A CLO BR CBAM 2017-3AAAA (sf)AA18.57121.6131.41.08120159.51.3307/14/23
CBAM 2017-3A CLO CR CBAM 2017-3AA+ (sf)A13.11115.3123.21.07110148.21.3507/14/23
CBAM 2017-3A CLO DR CBAM 2017-3ABB+ (sf)BBB-6.79108.9114.81.05105135.51.2907/14/23
CBAM 2017-3A CLO ER CBAM 2017-3ABB- (sf)BB-1.43103.7108.61.05   07/14/23
CBAM 2017-4A CLO A CBAM 2017-4AAAA (sf)AAA30.8122.5130.21.06120163.11.3607/14/23
CBAM 2017-4A CLO B1 CBAM 2017-4AAAA (sf)AA+18.13122.5129.91.06120166.71.3907/14/23
CBAM 2017-4A CLO B2 CBAM 2017-4AAAA (sf)AA+18.13122.5129.91.06120166.71.3907/14/23
CBAM 2017-4A CLO C CBAM 2017-4AA+ (sf)A+12.07115.51211.05115154.41.3407/14/23
CBAM 2017-4A CLO D CBAM 2017-4ABB+ (sf)BBB-4.91108.3111.91.03110140.61.2807/14/23
CBAM 2017-4A CLO E CBAM 2017-4ABB- (sf)BB--0.05103.7106.31.03   07/14/23
CBAM 2018-5A CLO A CBAM 2018-5AAAA (sf)AAA30.36121.6129.21.06120167.31.3907/14/23
CBAM 2018-5A CLO B1 CBAM 2018-5AAAA (sf)AA+17.3121.61291.06120171.11.4307/14/23
CBAM 2018-5A CLO B2 CBAM 2018-5AAAA (sf)AA+17.3121.61291.06120171.11.4307/14/23
CBAM 2018-5A CLO C CBAM 2018-5AA+ (sf)A+11.59115.1120.71.05115158.91.3807/14/23
CBAM 2018-5A CLO D CBAM 2018-5ABB+ (sf)BBB-4.79108.31121.03110145.31.3207/14/23
CBAM 2018-5A CLO E CBAM 2018-5ABB- (sf)BB--0.11103.7106.61.03   07/14/23
CBAM 2018-6A CLO A1R CBAM 2018-6AAAA (sf)AAA30.25121.2128.81.06120164.71.3707/14/23
CBAM 2018-6A CLO A2R CBAM 2018-6AAAA (sf)AAA30.25121.2128.81.06120164.71.3707/14/23
CBAM 2018-6A CLO B1R CBAM 2018-6AAAA (sf)AA16.9121.2128.41.06120166.51.3907/14/23
CBAM 2018-6A CLO B2R CBAM 2018-6AAAA (sf)AA16.9121.2128.41.06120166.51.3907/14/23
CBAM 2018-6A CLO CR CBAM 2018-6AA+ (sf)A12115.8121.21.05115155.41.3507/14/23
CBAM 2018-6A CLO DR CBAM 2018-6ABB+ (sf)BBB-5.35109.1112.71.031101411.2807/14/23
CBAM 2018-6A CLO ER CBAM 2018-6AB+ (sf)BB--0.26104.2106.41.02   07/14/23
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA29.99123.11301.061201701.4207/14/23
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA17.79123.11301.06120173.81.4507/14/23
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA17.79123.11301.06120173.81.4507/14/23
CBAM 2018-7A CLO C CBAM 2018-7AA+ (sf)A12.15116.5121.71.04115161.51.407/14/23
CBAM 2018-7A CLO D CBAM 2018-7ABB+ (sf)BBB-4.82108.9112.31.03110146.31.3307/14/23
CBAM 2018-7A CLO E CBAM 2018-7ABB- (sf)BB--0.64103.7106.21.02   07/14/23
CBAM 2018-8A CLO A1 CBAM 2018-8AAAA (sf)AAA39.4122.5139.91.14120175.11.4607/14/23
CBAM 2018-8A CLO A2 CBAM 2018-8AAAA (sf)AAA39.4122.5139.91.14120175.11.4607/14/23
CBAM 2018-8A CLO B1 CBAM 2018-8AAAA (sf)AAA24.65122.5140.11.14120181.41.5107/14/23
CBAM 2018-8A CLO B2 CBAM 2018-8AAAA (sf)AAA24.65122.5140.11.14120181.41.5107/14/23
CBAM 2018-8A CLO C CBAM 2018-8AAAA (sf)AA-17.94116.2128.61.11110164.51.507/14/23
CBAM 2018-8A CLO D CBAM 2018-8AAAA (sf)BBB9.35109.1116.51.071051451.3807/14/23
CBAM 2018-8A CLO E CBAM 2018-8ABB+ (sf)BB-2.51103.7108.31.04   07/14/23
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA33.15125.6135.11.08120173.91.4507/14/23
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA31.13125.6135.11.08120173.91.4507/14/23
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AA20.48125.6135.11.08120173.91.4507/14/23
CBAM 2019-10A CLO CR CBAM 2019-10AAA+ (sf)A14.95118.8126.31.06115160.81.407/14/23
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-8.01111.2116.81.051101451.3207/14/23
CBAM 2019-10A CLO E CBAM 2019-10ABB- (sf)BB-1.14104.6108.61.04   07/14/23
CBAM 2019-9A CLO A CBAM 2019-9AAAA (sf)AAA34.23123.3135.21.11201611.3407/14/23
CBAM 2019-9A CLO B1 CBAM 2019-9AAAA (sf)AA+21.25123.3135.21.11201611.3407/14/23
CBAM 2019-9A CLO B2 CBAM 2019-9AAAA (sf)AA+21.25123.3135.21.11201611.3407/14/23
CBAM 2019-9A CLO C CBAM 2019-9AAAA (sf)A+15.87117.7126.51.07110148.81.3507/14/23
CBAM 2019-9A CLO D CBAM 2019-9AAA+ (sf)BBB8.5110.5116.31.05105133.21.2707/14/23
CBAM 2019-9A CLO E CBAM 2019-9ABB+ (sf)BB-1.35103.9107.91.04   07/14/23
CBAM 2020-12A CLO AR CBAM 2020-12AAAA (sf)AAA33.13121.6131.21.08120166.31.3907/14/23