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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 2018-7A CLO C CBAM 2018-7AAA+ (sf)A16.54116.5124.11.07115156.81.3609/12/24
CBAM 2018-7A CLO D CBAM 2018-7ABBB- (sf)BBB-7.99108.9112.61.03110139.31.2709/12/24
CBAM 2018-7A CLO E CBAM 2018-7AB+ (sf)B+1.62103.7105.31.02   09/12/24
CBAM 2018-8A CLO X CBAM 2018-8AAAA (sf)AAA 123133.71.09120135.21.1309/12/24
CBAM 2018-8A CLO A1R CBAM 2018-8AAAA (sf)AAA35.95123133.71.09120135.21.1309/12/24
CBAM 2018-8A CLO A2R CBAM 2018-8AAAA (sf)AAA31.82123133.71.09120135.21.1309/12/24
CBAM 2018-8A CLO B1R CBAM 2018-8AAAA (sf)AA23.04123133.71.09120135.21.1309/12/24
CBAM 2018-8A CLO B2R CBAM 2018-8AAA- (sf)AA23.04123133.71.09120135.21.1309/12/24
CBAM 2018-8A CLO CR CBAM 2018-8AA+ (sf)A16.32114.41231.08110123.11.1209/12/24
CBAM 2018-8A CLO DR CBAM 2018-8ABB+ (sf)BBB-9.09106.6113.21.06105110.31.0509/12/24
CBAM 2018-8A CLO E1R CBAM 2018-8AB+ (sf)BB-5.73103.1109.21.06   09/12/24
CBAM 2018-8A CLO E2R CBAM 2018-8AB+ (sf)BB-5.73103.1109.21.06   09/12/24
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA36.4125.6133.31.06120154.21.2809/12/24
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA34.35125.6133.31.06120154.21.2809/12/24
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AAA23.57125.6133.31.06120154.21.2809/12/24
CBAM 2019-10A CLO CR CBAM 2019-10AAA+ (sf)AA-17.97118.8124.61.05115142.71.2409/12/24
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-10.93111.2115.21.04110128.81.1709/12/24
CBAM 2019-10A CLO E CBAM 2019-10ABB- (sf)BB-3.97104.6107.21.02   09/12/24
CBAM 2019-9A CLO X CBAM 2019-9AAAA (sf)AAA 122.7132.71.08120142.91.1909/12/24
CBAM 2019-9A CLO AR CBAM 2019-9AAAA (sf)AAA33.92122.7132.71.08120142.91.1909/12/24
CBAM 2019-9A CLO B1R CBAM 2019-9AAAA (sf)AA22.56122.7132.71.08120142.91.1909/12/24
CBAM 2019-9A CLO B2R CBAM 2019-9AAA+ (sf)AA22.56122.7132.71.08120142.91.1909/12/24
CBAM 2019-9A CLO CR CBAM 2019-9AA+ (sf)A15.33113.3121.41.071101291.1709/12/24
CBAM 2019-9A CLO DR CBAM 2019-9ABB+ (sf)BBB-9.13107.1113.11.06105117.51.1209/12/24
CBAM 2019-9A CLO ER CBAM 2019-9AB+ (sf)BB-5.52103.2108.81.05   09/12/24
CBAM 2020-12A CLO AR CBAM 2020-12AAAA (sf)AAA35.09121.6130.51.07120161.21.3409/12/24
CBAM 2020-12A CLO BR CBAM 2020-12AAAA (sf)AA20.43121.6130.51.07120161.21.3409/12/24
CBAM 2020-12A CLO CR CBAM 2020-12AA+ (sf)A14.68117.1121.71.04110148.91.3509/12/24
CBAM 2020-12A CLO DR CBAM 2020-12ABB (sf)N/A7.89      09/12/24
CBAM 2020-12A CLO ER CBAM 2020-12AB+ (sf)N/A3.96      09/12/24
CBAM 2020-13A CLO A CBAM 2020-13AAAA (sf)AAA34.69130.2134.61.03120166.21.3909/12/24
CBAM 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA23.1130.2134.61.03120166.21.3909/12/24
CBAM 2020-13A CLO B2 CBAM 2020-13AAA- (sf)AA23.1130.2134.61.03120166.21.3909/12/24
CBAM 2020-13A CLO C CBAM 2020-13ABB+ (sf)N/A10.27      09/12/24
CBAM 2020-13A CLO D1 CBAM 2020-13ABB (sf)N/A5.53      09/12/24
CBAM 2020-13A CLO D2 CBAM 2020-13ABB (sf)N/A5.53      09/12/24
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A34.01121.6129.31.06120156.91.3109/12/24
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A19.76121.6129.31.06120156.91.3109/12/24
CBAM 2021-14A CLO C CBAM 2021-14AA (sf)N/A13.42114119.81.051101441.3109/12/24
CBAM 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A7.09107.6111.71.04105131.81.2609/12/24
CBAM 2021-14A CLO E CBAM 2021-14AB+ (sf)N/A3.13104107.11.03   09/12/24
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA33.65121.6130.21.07120150.11.2509/12/24
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA19.96121.6130.21.07120150.11.2509/12/24
CBAM 2021-15A CLO B2 CBAM 2021-15AAAA (sf)AA19.96121.6130.21.07120150.11.2509/12/24
CBAM 2021-15A CLO C CBAM 2021-15AA+ (sf)A14.7115.5122.21.06110139.71.2709/12/24
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-8.17108.7113.51.04105127.11.2109/12/24
CBAM 2021-15A CLO E CBAM 2021-15AB+ (sf)BB-3.12103.2107.51.04   09/12/24
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA36.5121.6128.31.06120156.31.309/12/24
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA31.21121.6128.31.06120156.31.309/12/24
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA19.57121.6128.31.06120156.31.309/12/24