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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
CarVal CLO II E NRN/A       10/05/22
CarVal CLO II E CarVal CLO IIBB- (sf)N/A9.22106.04110.111.04   05/09/21
CarVal CLO II E CarVal CLO IICCC (sf)BB-9.3106.04110.211.04   01/27/21
CarVal CLO II E CarVal CLO IICCC (sf)BB-9.3106.04110.211.04   12/31/20
CarVal CLO II E CarVal CLO IICCC- (sf)BB-9.3106.04110.211.04   10/29/20
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