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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
CLEAR LAKE CLO LTD A-B CLEAR LAKE CLO LTDAAA (sf)N/A       09/02/16
BAKER STREET CLO II LTD E BAKER STREET CLO II LTDBB+ (sf)N/A       09/02/16
BAKER STREET CLO II LTD D BAKER STREET CLO II LTDAA- (sf)N/A       09/02/16
BAKER STREET CLO II LTD C BAKER STREET CLO II LTDAAA (sf)N/A       09/02/16
BAKER STREET CLO II LTD B BAKER STREET CLO II LTDAAA (sf)N/A       09/02/16
BAKER STREET CLO II LTD A-2 BAKER STREET CLO II LTDAAA (sf)N/A       09/02/16
BAKER STREET CLO II LTD A-1 BAKER STREET CLO II LTDAAA (sf)N/A       09/02/16
BAKER STREET CLO II LTD E BAKER STREET CLO II LTDBB+ (sf)N/A       09/02/16
BAKER STREET CLO II LTD E BAKER STREET CLO II LTDAA- (sf)N/A       09/02/16
BAKER STREET CLO II LTD E BAKER STREET CLO II LTDAAA (sf)N/A       09/02/16
BAKER STREET CLO II LTD E BAKER STREET CLO II LTDAAA (sf)N/A       09/02/16
BAKER STREET CLO II LTD E BAKER STREET CLO II LTDAAA (sf)N/A       09/02/16
BAKER STREET CLO II LTD E BAKER STREET CLO II LTDAAA (sf)N/A       09/02/16
AIRLIE CLO 2006-II LTD B AIRLIE CLO 2006-II LTDAAA (sf)N/A       09/02/16