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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 2018-6A CLO ER CBAM 2018-6AB+ (sf)BB-2.6104.2105.11.01   06/17/24
CBAM 2018-7A CLO A CBAM 2018-7AAAA (sf)AAA34.74123.1129.61.05120137.11.1406/17/24
CBAM 2018-7A CLO B1 CBAM 2018-7AAAA (sf)AA+21.75123.1129.61.05120137.11.1406/17/24
CBAM 2018-7A CLO B2 CBAM 2018-7AAAA (sf)AA+21.75123.1129.61.05120137.11.1406/17/24
CBAM 2018-7A CLO C CBAM 2018-7AAA- (sf)A15.74116.5120.91.041151271.106/17/24
CBAM 2018-7A CLO D CBAM 2018-7ABB+ (sf)BBB-7.94108.9111.11.02110114.61.0406/17/24
CBAM 2018-7A CLO E CBAM 2018-7AB+ (sf)B+2.11103.7104.81.01   06/17/24
CBAM 2018-8A CLO A1 CBAM 2018-8AAAA (sf)AAA56.77122.5153.11.25120163.31.3606/17/24
CBAM 2018-8A CLO A2 CBAM 2018-8AAAA (sf)AAA56.77122.5153.11.25120163.31.3606/17/24
CBAM 2018-8A CLO B1 CBAM 2018-8AAAA (sf)AAA36.76122.5153.11.25120163.31.3606/17/24
CBAM 2018-8A CLO B2 CBAM 2018-8AAAA (sf)AAA36.76122.5153.11.25120163.31.3606/17/24
CBAM 2018-8A CLO C CBAM 2018-8AAAA (sf)AA+27.67116.2136.21.17110143.11.306/17/24
CBAM 2018-8A CLO D CBAM 2018-8AAAA (sf)A-16.03109.1119.41.09105121.51.1606/17/24
CBAM 2018-8A CLO E CBAM 2018-8ABB+ (sf)BB-6.75103.7108.71.05   06/17/24
CBAM 2019-10A CLO A1R CBAM 2019-10AAAA (sf)AAA35.06125.6132.91.06120175.11.4606/17/24
CBAM 2019-10A CLO A2R CBAM 2019-10AAAA (sf)AAA33.1125.6132.91.06120175.11.4606/17/24
CBAM 2019-10A CLO BR CBAM 2019-10AAAA (sf)AAA22.76125.6132.91.06120175.11.4606/17/24
CBAM 2019-10A CLO CR CBAM 2019-10AAA+ (sf)AA-17.39118.8124.31.051151621.4106/17/24
CBAM 2019-10A CLO DR CBAM 2019-10ABBB+ (sf)BBB-10.65111.2114.91.03110146.21.3306/17/24
CBAM 2019-10A CLO E CBAM 2019-10ABB- (sf)BB-3.97104.6106.91.02   06/17/24
CARVL 2018-1A CLO A CARVL 2018-1ANRN/A       06/17/24
CARVL 2018-1A CLO B CARVL 2018-1ANRN/A       06/17/24
CBAM 2019-9A CLO X CBAM 2019-9AAAA (sf)AAA 122.7132.81.08120126.21.0506/17/24
CBAM 2019-9A CLO AR CBAM 2019-9AAAA (sf)AAA34.55122.7132.81.08120126.21.0506/17/24
CBAM 2019-9A CLO B1R CBAM 2019-9AAAA (sf)AA23.31122.7132.81.08120126.21.0506/17/24
CBAM 2019-9A CLO B2R CBAM 2019-9AAA+ (sf)AA23.31122.7132.81.08120126.21.0506/17/24
CBAM 2019-9A CLO CR CBAM 2019-9AA+ (sf)A16.15113.3121.41.071101141.0406/17/24
CBAM 2019-9A CLO DR CBAM 2019-9ABB+ (sf)BBB-10.01107.1113.11.06105103.80.9906/17/24
CBAM 2019-9A CLO ER CBAM 2019-9ABB- (sf)BB-6.43103.2108.81.05   06/17/24
CBAM 2020-12A CLO AR CBAM 2020-12AAAA (sf)AAA35.26121.6130.31.07120165.61.3806/17/24
CBAM 2020-12A CLO BR CBAM 2020-12AAAA (sf)AA20.64121.6130.31.07120165.61.3806/17/24
CBAM 2020-12A CLO CR CBAM 2020-12AA+ (sf)A14.89117.1121.51.041101531.3906/17/24
CBAM 2020-12A CLO DR CBAM 2020-12ABB (sf)N/A7.56      06/17/24
CBAM 2020-12A CLO ER CBAM 2020-12AB+ (sf)N/A3.65      06/17/24
CBAM 2020-13A CLO A CBAM 2020-13AAAA (sf)AAA34.69130.2134.81.04120168.91.4106/17/24
CBAM 2020-13A CLO B1 CBAM 2020-13AAAA (sf)AA23.1130.2134.81.04120168.91.4106/17/24
CBAM 2020-13A CLO B2 CBAM 2020-13AA+ (sf)AA23.1130.2134.81.04120168.91.4106/17/24
CBAM 2020-13A CLO C CBAM 2020-13ABB+ (sf)N/A9.58      06/17/24
CBAM 2020-13A CLO D1 CBAM 2020-13ABB- (sf)N/A4.84      06/17/24
CBAM 2020-13A CLO D2 CBAM 2020-13ABB- (sf)N/A4.84      06/17/24
CBAM 2021-14A CLO A CBAM 2021-14AAAA (sf)N/A34.21121.6129.11.06120166.81.3906/17/24
CBAM 2021-14A CLO B CBAM 2021-14AAAA (sf)N/A20.01121.6129.11.06120166.81.3906/17/24
CBAM 2021-14A CLO C CBAM 2021-14AA (sf)N/A13.69114119.71.05110153.21.3906/17/24
CBAM 2021-14A CLO D CBAM 2021-14ABB+ (sf)N/A7.37107.6111.51.04105140.11.3306/17/24
CBAM 2021-14A CLO E CBAM 2021-14AB+ (sf)N/A3.431041071.03   06/17/24
CBAM 2021-15A CLO A CBAM 2021-15AAAA (sf)AAA34.28121.6130.51.07120153.61.2806/17/24
CBAM 2021-15A CLO B1 CBAM 2021-15AAAA (sf)AA20.71121.6130.51.07120153.61.2806/17/24
CBAM 2021-15A CLO B2 CBAM 2021-15AAAA (sf)AA20.71121.6130.51.07120153.61.2806/17/24
CBAM 2021-15A CLO C CBAM 2021-15AA+ (sf)A15.5115.5122.41.06110142.91.306/17/24
CBAM 2021-15A CLO D CBAM 2021-15ABB+ (sf)BBB-9.03108.7113.71.05105130.11.2406/17/24