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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
Venture 36 CLO A1B Venture 36 CLOAA (sf)AAA37.11124.23132.261.06120256.142.1301/27/21
Venture 36 CLO B1 Venture 36 CLOA- (sf)AA24.43124.23132.261.06120256.142.1301/27/21
Venture 36 CLO B2 Venture 36 CLOA- (sf)AA24.43124.23132.261.06120256.142.1301/27/21
Voya CLO 2019-1 BR Voya CLO 2019-1BBB- (sf)AA21.89119.59127.331.06120326.772.7201/27/21
Venture 37 CLO BN Venture 37 CLOA- (sf)AA24.04123.33131.031.06120265.482.2101/27/21
Venture 37 CLO BF Venture 37 CLOA- (sf)AA24.04123.33131.031.06120265.482.2101/27/21
Venture 38 CLO B Venture 38 CLOBBB (sf)AA23.28121.57130.251.07120327.132.7301/27/21
Canyon CLO 2019-2 B Canyon CLO 2019-2BBB- (sf)AA23.66121.58130.931.08120269.732.2501/27/21
Auburn CLO A1 Auburn CLOAA (sf)AAA34.37116.46119.511.03115259.462.2601/27/21
Auburn CLO A2A Auburn CLOA- (sf)AA23.09116.46119.511.03115259.462.2601/27/21
Auburn CLO A2B Auburn CLOA- (sf)AA23.09116.46119.511.03115259.462.2601/27/21
Auburn CLO B Auburn CLOBB- (sf)A16.94116.46119.511.03115259.462.2601/27/21
Auburn CLO C Auburn CLOB (sf)BBB-9.76107.64110.011.02105220.632.101/27/21
Auburn CLO D Auburn CLOCCC+ (sf)BB-5.66104.7105.221   01/27/21
Auburn CLO E Auburn CLOD (sf)B-4.63      01/27/21
Cedar Funding II CLO BR Cedar Funding IIBBB- (sf)AA22.09120.79127.231.05120282.322.3501/27/21
Barings CLO 2019-III A2 Barings CLO 2019-IIIAA- (sf)AAA35.74125.1133.741.07120308.12.5701/27/21
Barings CLO 2019-III B Barings CLO 2019-IIIBBB+ (sf)AA25.7125.1133.741.07120308.12.5701/27/21
Barings CLO 2019-III C Barings CLO 2019-IIIBB- (sf)A18.17114.7121.431.06115262.212.2801/27/21
Barings CLO 2019-III D Barings CLO 2019-IIIB (sf)BBB-12.4108.6113.431.04110226.742.0601/27/21
Barings CLO 2019-III E Barings CLO 2019-IIICCC- (sf)BB-7.95104.6107.941.03105192.021.8301/27/21
Arch Street CLO BR Arch Street CLOBBB- (sf)AA23.96121.6126.581.04120364.093.0301/27/21
Anchorage Capital CLO 7 BRR Anchorage Capital CLO 7BBB- (sf)AA24.32123.3130.561.06120362.953.0201/27/21
AIG CLO 2019-2 B1 AIG CLO 2019-2BBB- (sf)AA23.91121.6131.421.08120279.142.3301/27/21
AIG CLO 2019-2 B2 AIG CLO 2019-2BBB- (sf)AA23.91121.6131.421.08120279.142.3301/27/21
Anchorage Capital CLO 2018-10 A1B1 Anchorage Capital CLO 2018-10AA (sf)AAA47.48128.7136.511.06120331.272.7601/27/21
Anchorage Capital CLO 2018-10 A1B2 Anchorage Capital CLO 2018-10AA (sf)AAA42.83128.7136.511.06120331.272.7601/27/21
Anchorage Capital CLO 2018-10 B Anchorage Capital CLO 2018-10BBB- (sf)AA27.28128.7136.511.06120331.272.7601/27/21
AGL Core CLO 2 B AGL Core CLO 2AA- (sf)AA+33.72143150.881.06120350.992.9201/27/21
Canyon Capital CLO 2015-1 BR Canyon Capital CLO 2015-1BBB- (sf)AA23.19122.39130.21.06120304.472.5401/27/21
Barings CLO 2016-II (previously Babson CLO 2016-II) AR Barings CLO 2016-II (previously Babson CLO 2016-II)AA (sf)AAA36.09123.3130.651.06120331.832.7701/27/21
Barings CLO 2016-II (previously Babson CLO 2016-II) BR Barings CLO 2016-II (previously Babson CLO 2016-II)BBB (sf)AA23.91123.3130.651.06120331.832.7701/27/21
Barings CLO 2016-II (previously Babson CLO 2016-II) CR Barings CLO 2016-II (previously Babson CLO 2016-II)BB- (sf)A18.21117121.531.04115294.422.5601/27/21
Barings CLO 2016-II (previously Babson CLO 2016-II) DR Barings CLO 2016-II (previously Babson CLO 2016-II)B (sf)BBB-12.24109.6113.281.03110252.122.2901/27/21
Barings CLO 2016-II (previously Babson CLO 2016-II) ER Barings CLO 2016-II (previously Babson CLO 2016-II)CCC- (sf)BB-6.67104.7106.511.02105200.321.9101/27/21
Carlyle Global Market Strategies CLO 2015-3 A1R Carlyle Global Market Strategies CLO 2015-3AA (sf)AAA35.51116.81121.031.04105319.543.0401/27/21
Babson CLO 2014-I A1R Babson CLO 2014-IAA (sf)AAA97.47118.14169.491.43105364.283.4701/27/21
Babson CLO 2014-I A2R Babson CLO 2014-IAA (sf)AAA59.69118.14169.491.43105364.283.4701/27/21
Babson CLO 2014-I BR Babson CLO 2014-IAA (sf)AAA44.7118.14169.491.43105364.283.4701/27/21
Babson CLO 2014-I C Babson CLO 2014-IBBB+ (sf)A25.25109.59129.31.18102225.732.2101/27/21
Babson CLO 2014-I D Babson CLO 2014-IB- (sf)B+8.09103.3106.931.04101153.931.5201/27/21
Babson CLO 2014-I E Babson CLO 2014-ID (sf)CCC-4.83103.02103.531   01/27/21
Carlyle Global Market Strategies CLO 2015-3 A2R Carlyle Global Market Strategies CLO 2015-3BBB (sf)AA22.88116.81121.031.04105319.543.0401/27/21
Carlyle Global Market Strategies CLO 2015-3 BR Carlyle Global Market Strategies CLO 2015-3BB- (sf)A17.99116.81121.031.04105319.543.0401/27/21
Carlyle Global Market Strategies CLO 2015-3 CR Carlyle Global Market Strategies CLO 2015-3B (sf)BBB-11.05109.07111.591.02102268.52.6301/27/21
Carlyle Global Market Strategies CLO 2015-3 DR Carlyle Global Market Strategies CLO 2015-3CCC- (sf)BB-5.83103.7105.41.02101221.542.1901/27/21
Carlyle Global Market Strategies CLO 2015-3 ER Carlyle Global Market Strategies CLO 2015-3D (sf)CCC3.78102.38103.161.01   01/27/21
Buckhorn Park CLO A1 Buckhorn Park CLOAA (sf)AAA42.21122.45132.041.08120254.42.1201/27/21
Buckhorn Park CLO A2 Buckhorn Park CLOAA- (sf)N/A34.84122.45132.041.08120254.42.1201/27/21
Buckhorn Park CLO B1 Buckhorn Park CLOBBB- (sf)AA24.31122.45132.041.08120254.42.1201/27/21