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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
REG16 2019-2A CLO B REG16 2019-2AAA+ (sf)N/A24.48122.01132.421.09120295.512.4607/09/21
VOYA 2019-3A CLO B1 VOYA 2019-3AAA+ (sf)AA23.87121.6131.361.08115266.782.3207/09/21
VOYA 2019-3A CLO B2 VOYA 2019-3AAA+ (sf)AA23.87121.6131.361.08115266.782.3207/09/21
VENTR 2018-34A CLO B VENTR 2018-34AAA+ (sf)AA23.18122.6130.171.06120315.942.6307/09/21
VERDE 2019-1A CLO BR VERDE 2019-1AAA+ (sf)N/A24.21121.6131.791.08120350.062.9207/09/21
REGT9 2017-1A CLO B REGT9 2017-1AAA+ (sf)AA24.05121.8131.591.08120307.192.5607/09/21
REG12 2019-1A CLO B REG12 2019-1AAA+ (sf)N/A24.14121.58131.821.08120309.592.5807/09/21
VENTR 2017-27A CLO BR VENTR 2017-27AAA+ (sf)N/A22.25122.6128.561.05120349.372.9107/09/21
VOYA 2018-2A CLO B1 VOYA 2018-2AAA+ (sf)AA22.79121.6129.491.06120334.492.7907/09/21
VOYA 2018-2A CLO B2 VOYA 2018-2AAA+ (sf)AA22.79121.6129.491.06120334.492.7907/09/21
RGTII 2013-2A CLO BR3 RGTII 2013-2AA+ (sf)N/A15.78111.2118.281.06112.5303.72.707/09/21
VENTR 2019-36A CLO A1BR VENTR 2019-36AAA+ (sf)N/A37.13124.23132.351.07120243.042.0307/09/21
VENTR 2019-36A CLO B1R VENTR 2019-36AAA+ (sf)N/A24.46124.23132.351.07120243.042.0307/09/21
VENTR 2019-36A CLO B2R VENTR 2019-36AAA+ (sf)N/A24.46124.23132.351.07120243.042.0307/09/21
Allegro CLO I BR Allegro CLO IAA+ (sf)N/A56.2113.03219.771.94105362.783.4605/09/21
Denali Capital CLO X B1LR Denali Capital CLO XBB+ (sf)N/A12.99      05/09/21
Denali Capital CLO X B2LR Denali Capital CLO XB+ (sf)N/A7.79      05/09/21
Denali Capital CLO X B3LR Denali Capital CLO XCC (sf)N/A6.06      05/09/21
AIMCO CLO Series 2015-A BR AIMCO CLO Series 2015-AAA+ (sf)AAA28.43114.8123.11.07112.5324.862.8905/09/21
CFIP CLO 2017-1 B CFIP CLO 2017-1AA- (sf)N/A24.81123.3132.021.07120313.742.6105/09/21
CarVal CLO I B CarVal CLO IAA+ (sf)AA24.76123.42132.91.08120314.382.6205/09/21
Barings CLO 2019-III A1 Barings CLO 2019-IIIAA+ (sf)AAA42.06125.1134.241.07120291.92.4305/09/21
Barings CLO 2019-III A2 Barings CLO 2019-IIIAA+ (sf)AAA35.79125.1134.241.07120291.92.4305/09/21
Barings CLO 2019-III B Barings CLO 2019-IIIAA+ (sf)N/A25.76125.1134.241.07120291.92.4305/09/21
Barings CLO 2019-III C Barings CLO 2019-IIIA+ (sf)N/A18.23114.7121.891.06115247.982.1605/09/21
Barings CLO 2019-III D Barings CLO 2019-IIIBB+ (sf)N/A12.46108.6113.861.051102141.9505/09/21
Barings CLO 2019-III E Barings CLO 2019-IIIBB- (sf)BB-8.01104.6108.351.04105180.741.7205/09/21
Cutwater 2015-I CLO BR Cutwater 2015-IAA+ (sf)AA23.76122.45128.111.05120382.713.1905/09/21
Canyon Capital CLO 2015-1 BR Canyon Capital CLO 2015-1AA+ (sf)AA23.19122.39130.21.06120304.472.5405/09/21
Allegro CLO VI B Allegro CLO VIAA+ (sf)AA22.9121.8129.571.06120334.672.7905/09/21
Canyon CLO 2019-2 B Canyon CLO 2019-2AA+ (sf)AA23.66121.58130.931.08120269.732.2505/09/21
Anchorage Capital CLO 6 B1R Anchorage Capital CLO 6AA+ (sf)AA+24.77125.07131.991.06120328.332.7405/09/21
Anchorage Capital CLO 6 B2R Anchorage Capital CLO 6AA+ (sf)N/A24.77125.07131.991.06120328.332.7405/09/21
Cedar Funding IX CLO B Cedar Funding IX CLOAA+ (sf)N/A23.32121.49130.411.07120344.182.8705/09/21
Cedar Funding IV CLO BR Cedar Funding IV CLOAA+ (sf)N/A22.29119128.691.08120303.222.5305/09/21
Apex Credit CLO 2018-II B Apex Credit CLO 2018-IIAA+ (sf)AA22.73120.72127.921.06120295.42.4605/09/21
Cathedral Lake IV CLO BR Cathedral Lake IVAA+ (sf)AA22.63122.01128.441.05120257.052.1405/09/21
CIFC Loan Opportunity Fund CLO B CIFC Loan Opportunity FundBB+ (sf)N/A16.18115.38118.781.03115244.732.1305/09/21
Carlyle U.S. CLO 2016-4 BR Carlyle U.S. CLO 2016-4A- (sf)A15.95113.1117.731.04115298.512.605/09/21
Catamaran CLO 2016-1 BR Catamaran CLO 2016-1BBB+ (sf)N/A16.47114119.711.05115216.541.8805/09/21
ALM XIX CLO A1BR2 ALM XIXAA+ (sf)N/A30.5112.7118.241.05110320.542.9105/09/21
ALM XIX CLO A2BR2 ALM XIXA+ (sf)AA23.26112.7118.241.05110320.542.9105/09/21
ALM XIX CLO BR2 ALM XIXBBB (sf)A16.23112.7118.241.05110320.542.9105/09/21
CFIP CLO 2018-1 B CFIP CLO 2018-1AA+ (sf)N/A25.2121.6133.691.1120280.972.3405/09/21
Barings CLO 2018-II X Barings CLO 2018-IINRN/A 116.3123.131.06115315.562.7405/09/21
Barings CLO 2018-II A1A Barings CLO 2018-IIAA+ (sf)AAA43.02116.3123.131.06115315.562.7405/09/21
Barings CLO 2018-II A1B Barings CLO 2018-IIAA+ (sf)AAA35.46116.3123.131.06115315.562.7405/09/21
Barings CLO 2018-II A2 Barings CLO 2018-IIAA+ (sf)AA+27.24116.3123.131.06115315.562.7405/09/21
Barings CLO 2018-II B Barings CLO 2018-IIA+ (sf)A18.87116.3123.131.06115315.562.7405/09/21
Barings CLO 2018-II C Barings CLO 2018-IIBB+ (sf)BBB-12.72109.54114.451.04110271.132.4605/09/21