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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 2018-8A CLO B2 CBAM 2018-8AAAA (sf)AAA24.57122.5140.11.14120172.81.4405/10/23
CBAM 2018-8A CLO C CBAM 2018-8AAAA (sf)AA-17.86116.2128.91.111101571.4305/10/23
CBAM 2018-8A CLO D CBAM 2018-8AAAA (sf)BBB9.26109.11171.07105138.61.3205/10/23
CBAM 2018-8A CLO E CBAM 2018-8ABB+ (sf)BB-2.41103.71091.05   05/10/23
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA33.35125.6135.41.08120174.21.4505/10/23
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA31.34125.6135.41.08120174.21.4505/10/23
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AA20.72125.6135.41.08120174.21.4505/10/23
CBAM 2019-10A CLO CR CBAM 2019-10AAA+ (sf)A15.21118.8126.61.071151611.405/10/23
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-8.29111.2117.11.05110144.91.3205/10/23
CBAM 2019-10A CLO E CBAM 2019-10ABB (sf)BB-1.44104.6108.91.04   05/10/23
CBAM 2019-9A CLO A CBAM 2019-9AAAA (sf)AAA34.41123.3134.91.09120163.61.3605/10/23
CBAM 2019-9A CLO B1 CBAM 2019-9AAAA (sf)AA+21.46123.3134.91.09120163.61.3605/10/23
CBAM 2019-9A CLO B2 CBAM 2019-9AAAA (sf)AA+21.46123.3134.91.09120163.61.3605/10/23
CBAM 2019-9A CLO C CBAM 2019-9AAAA (sf)A+16.1117.7126.51.07110151.31.3805/10/23
CBAM 2019-9A CLO D CBAM 2019-9AAA+ (sf)BBB8.75110.5116.51.05105135.51.2905/10/23
CBAM 2019-9A CLO E CBAM 2019-9ABB+ (sf)BB-1.62103.9108.31.04   05/10/23
CBAM 2020-12A CLO AR CBAM 2020-12AAAA (sf)AAA33.41121.6131.41.08120170.11.4205/10/23
CBAM 2020-12A CLO BR CBAM 2020-12AAAA (sf)AA18.37121.6131.41.08120170.11.4205/10/23
CBAM 2020-12A CLO CR CBAM 2020-12AA+ (sf)A12.46117.1122.51.051101571.4305/10/23
CBAM 2020-12A CLO DR CBAM 2020-12ABB (sf)N/A2.55      05/10/23
CBAM 2020-12A CLO ER CBAM 2020-12ABB- (sf)N/A-1.48      05/10/23
CBAM 2020-13A CLO A CBAM 2020-13AAAA (sf)AAA33.07130.2135.81.04120175.21.4605/10/23
CBAM 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA21.2130.2135.81.04120175.21.4605/10/23
CBAM 2020-13A CLO B2 CBAM 2020-13ABB+ (sf)AA21.2130.2135.81.04120175.21.4605/10/23
CBAM 2020-13A CLO C CBAM 2020-13ABB+ (sf)N/A4.47      05/10/23
CBAM 2020-13A CLO D1 CBAM 2020-13ABB (sf)N/A-0.39      05/10/23
CBAM 2020-13A CLO D2 CBAM 2020-13ACCC (sf)N/A-0.39      05/10/23
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A32.51121.6130.81.08120176.91.4705/10/23
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A17.93121.6130.81.08120176.91.4705/10/23
CBAM 2021-14A CLO C CBAM 2021-14AA+ (sf)N/A11.45114121.31.06110162.21.4705/10/23
CBAM 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A4.98107.61131.051051481.4105/10/23
CBAM 2021-14A CLO E CBAM 2021-14ABB- (sf)N/A0.93104108.41.04   05/10/23
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA32.06121.6130.91.08120183.51.5305/10/23
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA18.04121.6130.91.08120183.51.5305/10/23
CBAM 2021-15A CLO B2 CBAM 2021-15AAAA (sf)AA18.04121.6130.91.08120183.51.5305/10/23
CBAM 2021-15A CLO C CBAM 2021-15AA+ (sf)A12.64115.5122.81.06110169.61.5405/10/23
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-5.96108.7114.11.051051531.4605/10/23
CBAM 2021-15A CLO E CBAM 2021-15ABB- (sf)BB-0.78103.2108.11.05   05/10/23
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA34.89121.6130.31.07120170.31.4205/10/23
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA29.47121.6130.31.07120170.31.4205/10/23
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA17.53121.6130.31.07120170.31.4205/10/23
CBAM 2019-11RA CLO C CBAM 2019-11RAA+ (sf)A11.02114120.81.061101561.4205/10/23
CBAM 2019-11RA CLO D CBAM 2019-11RABB- (sf)N/A1.36115.5120.81.05   05/10/23
CBAM 2019-11RA CLO E CBAM 2019-11RAB+ (sf)N/A-3.52116.3120.81.04   05/10/23
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A19.72121.6131.31.08120167.51.405/10/23
CEDF 2019-11A CLO B1 CEDF 2019-11AAAA (sf)N/A17.4120.7128.91.07120161.61.3505/10/23
CEDF 2019-11A CLO B2R CEDF 2019-11AAAA (sf)N/A17.4120.7128.91.07120161.61.3505/10/23
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A19.61121.5131.41.08120164.61.3705/10/23
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A19.35121.6131.61.08120168.51.405/10/23
CEDF 2014-4A CLO BRR CEDF 2014-4AAAA (sf)AA19.45121.9131.21.08120162.51.3505/10/23