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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 A1R CBAM 2018-8AAAA (sf)AAA36.56123133.21.08120149.81.2511/11/24
CBAM 2018-8A CLO A2R CBAM 2018-8AAAA (sf)AAA32.47123133.21.08120149.81.2511/11/24
CBAM 2018-8A CLO B1R CBAM 2018-8AAAA (sf)AA23.77123133.21.08120149.81.2511/11/24
CBAM 2018-8A CLO B2R CBAM 2018-8AAA+ (sf)AA23.77123133.21.08120149.81.2511/11/24
CBAM 2018-8A CLO CR CBAM 2018-8AA+ (sf)A17.12114.4122.51.07110136.41.2411/11/24
CBAM 2018-8A CLO DR CBAM 2018-8ABB+ (sf)BBB-9.96106.6112.81.06105122.31.1611/11/24
CBAM 2018-8A CLO E1R CBAM 2018-8AB+ (sf)BB-6.64103.1108.81.06   11/11/24
CBAM 2018-8A CLO E2R CBAM 2018-8AB+ (sf)BB-6.64103.1108.81.06   11/11/24
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA38.63125.61341.071201771.4811/11/24
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA36.44125.61341.071201771.4811/11/24
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AAA24.9125.61341.071201771.4811/11/24
CBAM 2019-10A CLO CR CBAM 2019-10AAAA (sf)AA-18.91118.8124.91.05115163.11.4211/11/24
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-11.38111.21151.03110146.51.3311/11/24
CBAM 2019-10A CLO E CBAM 2019-10ABB- (sf)BB-3.93104.6106.71.02   11/11/24
CBAM 2019-9A CLO X CBAM 2019-9AAAA (sf)AAA 122.7132.71.081201611.3411/11/24
CBAM 2019-9A CLO AR CBAM 2019-9AAAA (sf)AAA34.53122.7132.71.081201611.3411/11/24
CBAM 2019-9A CLO B1R CBAM 2019-9AAAA (sf)AA23.28122.7132.71.081201611.3411/11/24
CBAM 2019-9A CLO B2R CBAM 2019-9AAA+ (sf)AA23.28122.7132.71.081201611.3411/11/24
CBAM 2019-9A CLO CR CBAM 2019-9AA+ (sf)A16.12113.3121.41.07110145.41.3211/11/24
CBAM 2019-9A CLO DR CBAM 2019-9ABB+ (sf)BBB-9.98107.1113.11.06105132.41.2611/11/24
CBAM 2019-9A CLO ER CBAM 2019-9AB+ (sf)BB-6.4103.2108.81.05   11/11/24
CBAM 2020-12A CLO AR CBAM 2020-12AAAA (sf)AAA35.02121.6130.21.07120159.31.3311/11/24
CBAM 2020-12A CLO BR CBAM 2020-12AAAA (sf)AA20.34121.6130.21.07120159.31.3311/11/24
CBAM 2020-12A CLO CR CBAM 2020-12AA+ (sf)A14.58117.1121.41.04110147.21.3411/11/24
CBAM 2020-12A CLO DR CBAM 2020-12ABB+ (sf)N/A8.32      11/11/24
CBAM 2020-12A CLO ER CBAM 2020-12AB+ (sf)N/A4.39      11/11/24
CBAM 2020-13A CLO A CBAM 2020-13AAAA (sf)AAA34.57130.2134.71.031201621.3511/11/24
CBAM 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA22.96130.2134.71.031201621.3511/11/24
CBAM 2020-13A CLO B2 CBAM 2020-13AAA+ (sf)AA22.96130.2134.71.031201621.3511/11/24
CBAM 2020-13A CLO C CBAM 2020-13ABBB+ (sf)N/A10.76      11/11/24
CBAM 2020-13A CLO D1 CBAM 2020-13ABB (sf)N/A6.02      11/11/24
CBAM 2020-13A CLO D2 CBAM 2020-13ABB (sf)N/A6.02      11/11/24
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A33.97121.6129.11.06120160.31.3411/11/24
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A19.71121.6129.11.06120160.31.3411/11/24
CBAM 2021-14A CLO C CBAM 2021-14AA (sf)N/A13.37114119.71.05110147.21.3411/11/24
CBAM 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A7.03107.6111.51.04105134.61.2811/11/24
CBAM 2021-14A CLO E CBAM 2021-14AB+ (sf)N/A3.07104106.91.03   11/11/24
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA34.01121.6130.21.07120157.81.3211/11/24
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA20.4121.6130.21.07120157.81.3211/11/24
CBAM 2021-15A CLO B2 CBAM 2021-15AAAA (sf)AA20.4121.6130.21.07120157.81.3211/11/24
CBAM 2021-15A CLO C CBAM 2021-15AA+ (sf)A15.16115.5122.11.06110146.81.3311/11/24
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-8.67108.7113.51.04105133.61.2711/11/24
CBAM 2021-15A CLO E CBAM 2021-15AB+ (sf)BB-3.64103.2107.51.04   11/11/24
CBAM 2019-11RA CLO A1 CBAM 2019-11RAAAA (sf)AAA36.47121.6128.31.06120156.91.3111/11/24
CBAM 2019-11RA CLO A2 CBAM 2019-11RAAAA (sf)AAA31.18121.6128.31.06120156.91.3111/11/24
CBAM 2019-11RA CLO B CBAM 2019-11RAAAA (sf)AA19.53121.6128.31.06120156.91.3111/11/24
CBAM 2019-11RA CLO C CBAM 2019-11RAA+ (sf)A13.17114118.91.041101441.3111/11/24
CBAM 2019-11RA CLO D CBAM 2019-11RABB+ (sf)N/A6.93115.5118.91.03   11/11/24
CBAM 2019-11RA CLO E CBAM 2019-11RAB+ (sf)N/A2.17116.3118.91.02   11/11/24
CBCF 2021-2A CLO A1 CBCF 2021-2AAAA (sf)AAA52.72143.9159.81.11110761.26.9211/11/24