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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 B1 Venture 36 CLOA- (sf)AA24.43124.23132.261.06120256.142.1312/31/20
Venture 36 CLO B2 Venture 36 CLOA- (sf)AA24.43124.23132.261.06120256.142.1312/31/20
Regatta VI Funding CLO BR Regatta VI FundingA- (sf)AA+25.81122.6134.151.09120344.962.8712/31/20
Voya CLO 2018-4 A1B Voya CLO 2018-4AA (sf)AAA40.47121.6129.921.07120235.631.9612/31/20
Voya CLO 2018-4 A2B Voya CLO 2018-4AA- (sf)AAA34.42121.6129.921.07120235.631.9612/31/20
Voya CLO 2018-4 B Voya CLO 2018-4BBB- (sf)AA23.32121.6129.921.07120235.631.9612/31/20
Venture 37 CLO BN Venture 37 CLOA- (sf)AA24.04123.33131.031.06120265.482.2112/31/20
Venture 37 CLO BF Venture 37 CLOA- (sf)AA24.04123.33131.031.06120265.482.2112/31/20
Venture XXVII CLO B Venture XXVII CLOA- (sf)AA22.27122.6128.281.05120314.922.6212/31/20
Voya CLO 2019-1 BR Voya CLO 2019-1BBB- (sf)AA22.05119.59127.251.06120321.582.6812/31/20
Venture 38 CLO B Venture 38 CLOBBB (sf)AA23.28121.57130.251.07120327.132.7312/31/20
Canyon Capital CLO 2015-1 BR Canyon Capital CLO 2015-1BBB- (sf)AA23.19122.39130.21.06120304.472.5412/31/20
Babson CLO 2014-I D Babson CLO 2014-IB- (sf)B+8.09103.3106.931.04101153.931.5212/31/20
Babson CLO 2014-I E Babson CLO 2014-ID (sf)CCC-4.83103.02103.531   12/31/20
AIG CLO 2019-2 B1 AIG CLO 2019-2BBB- (sf)AA23.93121.6131.41.08120275.982.312/31/20
AIG CLO 2019-2 B2 AIG CLO 2019-2BBB- (sf)AA23.93121.6131.41.08120275.982.312/31/20
Barings CLO 2016-II (previously Babson CLO 2016-II) AR Barings CLO 2016-II (previously Babson CLO 2016-II)AA (sf)AAA36.09123.3130.651.06120331.832.7712/31/20
Barings CLO 2016-II (previously Babson CLO 2016-II) BR Barings CLO 2016-II (previously Babson CLO 2016-II)BBB (sf)AA23.91123.3130.651.06120331.832.7712/31/20
Barings CLO 2016-II (previously Babson CLO 2016-II) CR Barings CLO 2016-II (previously Babson CLO 2016-II)BB- (sf)A18.21117121.531.04115294.422.5612/31/20
Barings CLO 2016-II (previously Babson CLO 2016-II) DR Barings CLO 2016-II (previously Babson CLO 2016-II)B (sf)BBB-12.24109.6113.281.03110252.122.2912/31/20
Barings CLO 2016-II (previously Babson CLO 2016-II) ER Barings CLO 2016-II (previously Babson CLO 2016-II)CC (sf)BB-6.67104.7106.511.02105200.321.9112/31/20
AGL Core CLO 2 B AGL Core CLO 2AA- (sf)AA+33.72143150.881.06120350.992.9212/31/20
AIMCO CLO 10 B AIMCO CLO 10BBB- (sf)AA23.89121.58131.081.08120276.422.312/31/20
Auburn CLO A1 Auburn CLOAA (sf)AAA34.37116.46119.511.03115259.462.2612/31/20
Auburn CLO A2A Auburn CLOA- (sf)AA23.09116.46119.511.03115259.462.2612/31/20
Auburn CLO A2B Auburn CLOA- (sf)AA23.09116.46119.511.03115259.462.2612/31/20
Carlyle Global Market Strategies CLO 2015-3 A1R Carlyle Global Market Strategies CLO 2015-3AA (sf)AAA35.51116.81121.031.04105319.543.0412/31/20
Carlyle Global Market Strategies CLO 2015-3 A2R Carlyle Global Market Strategies CLO 2015-3BBB (sf)AA22.88116.81121.031.04105319.543.0412/31/20
Carlyle Global Market Strategies CLO 2015-3 BR Carlyle Global Market Strategies CLO 2015-3BB- (sf)A17.99116.81121.031.04105319.543.0412/31/20
Carlyle Global Market Strategies CLO 2015-3 CR Carlyle Global Market Strategies CLO 2015-3B (sf)BBB-11.05109.07111.591.02102268.52.6312/31/20
Carlyle Global Market Strategies CLO 2015-3 DR Carlyle Global Market Strategies CLO 2015-3CCC- (sf)BB-5.83103.7105.41.02101221.542.1912/31/20
Carlyle Global Market Strategies CLO 2015-3 ER Carlyle Global Market Strategies CLO 2015-3D (sf)CCC3.78102.38103.161.01   12/31/20
Auburn CLO B Auburn CLOBB- (sf)A16.94116.46119.511.03115259.462.2612/31/20
Auburn CLO C Auburn CLOB (sf)BBB-9.76107.64110.011.02105220.632.112/31/20
Auburn CLO D Auburn CLOB- (sf)BB-5.66104.7105.221   12/31/20
Auburn CLO E Auburn CLOD (sf)B-4.63      12/31/20
CFIP CLO 2014-1 BR CFIP CLO 2014-1BBB- (sf)AA23.32124130.041.05120273.732.2812/31/20
ACIS CLO 2017-7 B ACIS CLO 2017-7AA- (sf)AA+31.56118.6143.581.21120305.122.5412/31/20
Black Diamond CLO 2016-1 A1AR Black Diamond CLO 2016-1AA (sf)AAA35.43113.5115.391.02110265.312.4112/31/20
Black Diamond CLO 2016-1 A1BR2 Black Diamond CLO 2016-1AA (sf)N/A35.43113.5115.391.02110265.312.4112/31/20
Black Diamond CLO 2016-1 A2AR Black Diamond CLO 2016-1BBB- (sf)AA21.48113.5115.391.02110265.312.4112/31/20
Black Diamond CLO 2016-1 A2BR2 Black Diamond CLO 2016-1BBB- (sf)N/A21.48113.5115.391.02110265.312.4112/31/20
Black Diamond CLO 2016-1 BR Black Diamond CLO 2016-1B+ (sf)A14.41113.5115.391.02110265.312.4112/31/20
Black Diamond CLO 2016-1 CR Black Diamond CLO 2016-1B- (sf)BBB-9.53108109.161.01102239.012.3412/31/20
Black Diamond CLO 2016-1 DR Black Diamond CLO 2016-1D (sf)B+4.85103.7103.791101204.122.0212/31/20
BlueMountain CLO XXVI A1 BlueMountain CLO XXVIAA (sf)AAA38.09121.58131.761.08120289.542.4112/31/20
BlueMountain CLO XXVI A2 BlueMountain CLO XXVIA (sf)AAA35.09121.58131.761.08120289.542.4112/31/20
BlueMountain CLO XXVI B BlueMountain CLO XXVIBBB- (sf)AA24.11121.58131.761.08120289.542.4112/31/20
BlueMountain CLO XXVI C BlueMountain CLO XXVIBB- (sf)A18.12113.95122.121.07115252.052.1912/31/20
BlueMountain CLO XXVI D1 BlueMountain CLO XXVIB (sf)BBB-12.12107.64113.81.06110208.761.912/31/20