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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 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
CBAM 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA23.01130.2134.81.04120160.41.3410/17/24
CBAM 2020-13A CLO B2 CBAM 2020-13AAA+ (sf)AA23.01130.2134.81.04120160.41.3410/17/24
CBAM 2020-13A CLO C CBAM 2020-13ABB+ (sf)N/A10.17      10/17/24
CBAM 2020-13A CLO D1 CBAM 2020-13ABB (sf)N/A5.42      10/17/24
CBAM 2020-13A CLO D2 CBAM 2020-13ABB (sf)N/A5.42      10/17/24
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A33.98121.6129.21.06120158.81.3210/17/24
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A19.72121.6129.21.06120158.81.3210/17/24
CBAM 2021-14A CLO C CBAM 2021-14AA (sf)N/A13.38114119.71.05110145.81.3310/17/24
CBAM 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A7.04107.6111.51.04105133.31.2710/17/24
CBAM 2021-14A CLO E CBAM 2021-14AB+ (sf)N/A3.081041071.03   10/17/24
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA33.96121.6130.31.07120155.41.310/17/24
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA20.34121.6130.31.07120155.41.310/17/24
CBAM 2021-15A CLO B2 CBAM 2021-15AAAA (sf)AA20.34121.6130.31.07120155.41.310/17/24
CBAM 2021-15A CLO C CBAM 2021-15AA+ (sf)A15.1115.5122.21.06110144.61.3110/17/24
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-8.6108.7113.61.05105131.61.2510/17/24
CBAM 2021-15A CLO E CBAM 2021-15AB+ (sf)BB-3.56103.2107.61.04   10/17/24
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA36.44121.6128.51.06120155.21.2910/17/24
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA31.14121.6128.51.06120155.21.2910/17/24
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA19.48121.6128.51.06120155.21.2910/17/24
CBAM 2019-11RA CLO C CBAM 2019-11RAA+ (sf)A13.13114119.11.04110142.41.2910/17/24
CBAM 2019-11RA CLO D CBAM 2019-11RABB- (sf)N/A6.4115.5119.11.03   10/17/24
CBAM 2019-11RA CLO E CBAM 2019-11RAB+ (sf)N/A1.63116.3119.11.02   10/17/24
CEDF 2019-10A CLO BR CEDF 2019-10AAAA (sf)N/A21.11121.6130.31.07120164.41.3710/17/24
CEDF 2019-11A CLO B1 CEDF 2019-11AAAA (sf)N/A19.37120.7126.41.05120162.31.3510/17/24
CEDF 2019-11A CLO B2R CEDF 2019-11AAAA (sf)N/A19.37120.7126.41.05120162.31.3510/17/24
CEDF 2020-12A CLO BR CEDF 2020-12AAAA (sf)N/A20.74121.5129.51.07120157.91.3210/17/24
CEDF 2021-14A CLO B CEDF 2021-14AAAA (sf)N/A20.43121.6129.51.06120161.71.3510/17/24
CEDF 2022-15A CLO B CEDF 2022-15AAAA (sf)N/A21.6121.6131.51.08120162.81.3610/17/24
CEDF 2014-4A CLO BRR CEDF 2014-4AAAA (sf)AA20.68121.9129.41.06120160.21.3310/17/24
CEDF 2016-5A CLO BR CEDF 2016-5AAAA (sf)N/A22.66121.6131.41.08120189.51.5810/17/24
CEDF 2016-6A CLO BRR CEDF 2016-6AAAA (sf)N/A21.12121.6130.21.07120165.31.3810/17/24
CEDF 2017-8A CLO BR CEDF 2017-8AAAA (sf)N/A20.74121.6129.41.06120160.81.3410/17/24