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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 E CBAM 2018-8ABB (sf)BB--1.29103.71071.03   11/30/22
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA31.06125.6133.91.07120183.81.5311/30/22
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA28.98125.6133.91.07120183.81.5311/30/22
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AA17.99125.6133.91.07120183.81.5311/30/22
CBAM 2019-10A CLO CR CBAM 2019-10AAA- (sf)A12.3118.8125.21.05115168.81.4711/30/22
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-5.14111.2115.71.04110149.81.3611/30/22
CBAM 2019-10A CLO E CBAM 2019-10ABB- (sf)BB--1.95104.6107.71.03   11/30/22
CBAM 2019-9A CLO A CBAM 2019-9AAAA (sf)AAA30.9123.3133.11.08120154.81.2911/30/22
CBAM 2019-9A CLO B1 CBAM 2019-9AAAA (sf)AA+18.07123.3133.11.08120154.81.2911/30/22
CBAM 2019-9A CLO B2 CBAM 2019-9AAAA (sf)AA+18.07123.3133.11.08120154.81.2911/30/22
CBAM 2019-9A CLO C CBAM 2019-9AAAA (sf)A+12.76117.71251.06110143.21.311/30/22
CBAM 2019-9A CLO D CBAM 2019-9AA+ (sf)BBB5.47110.5115.31.041051281.2211/30/22
CBAM 2019-9A CLO E CBAM 2019-9ABB (sf)BB--1.59103.9107.31.03   11/30/22
CBAM 2020-12A CLO AR CBAM 2020-12AAAA (sf)AAA32.39121.6131.91.08120179.91.511/30/22
CBAM 2020-12A CLO BR CBAM 2020-12AAAA (sf)AA17.12121.6131.91.08120179.91.511/30/22
CBAM 2020-12A CLO CR CBAM 2020-12AA+ (sf)A11.12117.11231.05110165.11.511/30/22
CBAM 2020-12A CLO DR CBAM 2020-12AB+ (sf)N/A0.11      11/30/22
CBAM 2020-12A CLO ER CBAM 2020-12AB+ (sf)N/A-3.98      11/30/22
CBAM 2020-13A CLO A CBAM 2020-13AAAA (sf)AAA31.95130.21371.05120183.81.5311/30/22
CBAM 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA19.88130.21371.05120183.81.5311/30/22
CBAM 2020-13A CLO B2 CBAM 2020-13ABB (sf)AA19.88130.21371.05120183.81.5311/30/22
CBAM 2020-13A CLO C CBAM 2020-13ABB (sf)N/A1.7      11/30/22
CBAM 2020-13A CLO D1 CBAM 2020-13ABB (sf)N/A-3.24      11/30/22
CBAM 2020-13A CLO D2 CBAM 2020-13ACCC+ (sf)N/A-3.24      11/30/22
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A31.61121.6131.11.08120187.51.5611/30/22
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A16.84121.6131.11.08120187.51.5611/30/22
CBAM 2021-14A CLO C CBAM 2021-14AA+ (sf)N/A10.28114121.51.07110170.91.5511/30/22
CBAM 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A3.71107.6113.21.05105154.31.4711/30/22
CBAM 2021-14A CLO E CBAM 2021-14ABB- (sf)N/A-0.39104108.61.04   11/30/22
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA30.84121.6131.71.08120170.31.4211/30/22
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA16.57121.6131.71.08120170.31.4211/30/22
CBAM 2021-15A CLO B2 CBAM 2021-15AAA+ (sf)AA16.57121.6131.71.08120170.31.4211/30/22
CBAM 2021-15A CLO C CBAM 2021-15AA (sf)A11.08115.5123.51.07110157.21.4311/30/22
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-4.28108.7114.71.06105141.41.3511/30/22
CBAM 2021-15A CLO E CBAM 2021-15ABB- (sf)BB--0.99103.2108.81.05   11/30/22
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA34.15121.6131.11.08120176.51.4711/30/22
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA28.66121.6131.11.08120176.51.4711/30/22
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA16.59121.6131.11.08120176.51.4711/30/22
CBAM 2019-11RA CLO C CBAM 2019-11RAA+ (sf)A10114121.51.07110160.71.4611/30/22
CBAM 2019-11RA CLO D CBAM 2019-11RAB+ (sf)N/A-0.7115.5121.51.05   11/30/22
CBAM 2019-11RA CLO E CBAM 2019-11RAB+ (sf)N/A-5.64116.3121.51.04   11/30/22
CBCF 2021-1A CLO A CBCF 2021-1AAAA (sf)AAA39.46148.3164.31.11110278.92.5411/30/22
CBCF 2021-1A CLO B CBCF 2021-1AAAA (sf)AA24.94148.3164.31.11110278.92.5411/30/22
CBCF 2021-1A CLO C CBCF 2021-1AAA+ (sf)A-17.07137148.71.09105246.52.3511/30/22
CBCF 2021-1A CLO D CBCF 2021-1AAA+ (sf)BBB-11.62129.5139.61.08   11/30/22
CBCF 2021-1A CLO E CBCF 2021-1AA+ (sf)BB-3.14120127.41.06   11/30/22
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A18.98121.6131.61.08120150.41.2511/30/22
CEDF 2019-11A CLO B1 CEDF 2019-11AAAA (sf)N/A16.98120.7129.91.08120175.61.4611/30/22
CEDF 2019-11A CLO B2R CEDF 2019-11AAAA (sf)N/A16.98120.7129.91.08120175.61.4611/30/22
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A18.12121.5131.51.08120165.91.3811/30/22