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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
Ballyrock CLO 2018-1 A2 Ballyrock CLO 2018-1A- (sf)AA22.69115.6121.31.05115339.592.9510/29/20
Ballyrock CLO 2018-1 B Ballyrock CLO 2018-1BB- (sf)A17.7115.6121.31.05115339.592.9510/29/20
Ballyrock CLO 2018-1 C Ballyrock CLO 2018-1B+ (sf)BBB-10.89108.2112.021.04110282.812.5710/29/20
Ballyrock CLO 2018-1 D Ballyrock CLO 2018-1B- (sf)BB-6.41104.7106.661.02105236.72.2510/29/20
Ballyrock CLO 2018-1 E Ballyrock CLO 2018-1D (sf)B-4.37      10/29/20
BNPP IP CLO 2014-II AR BNPP IP CLO 2014-IIAA (sf)AAA61.6123.08146.651.19120397.533.3110/29/20
BNPP IP CLO 2014-II BR BNPP IP CLO 2014-IIAA (sf)AA+37.68123.08146.651.19120397.533.3110/29/20
BNPP IP CLO 2014-II CR BNPP IP CLO 2014-IIBBB- (sf)A23.01113.53118.71.05115290.922.5310/29/20
BNPP IP CLO 2014-II DR BNPP IP CLO 2014-IIB- (sf)BB+12.3108.29104.030.96110227.172.0710/29/20
BNPP IP CLO 2014-II E BNPP IP CLO 2014-IID (sf)CCC+2.61104.4493.40.89105175.921.6810/29/20
Cedar Funding IV CLO BR Cedar Funding IV CLOBBB- (sf)AA21.94119127.061.07120296.492.4710/29/20
BlueMountain Fuji U.S. CLO I A1 BlueMountain Fuji U.S. CLO IAA (sf)AAA37.37123.69130.171.05120334.472.7910/29/20
BlueMountain Fuji U.S. CLO I A2 BlueMountain Fuji U.S. CLO IA- (sf)AAA32.32123.69130.171.05120334.472.7910/29/20
BlueMountain Fuji U.S. CLO I B BlueMountain Fuji U.S. CLO IBBB- (sf)AA24.44123.69130.171.05120334.472.7910/29/20
BlueMountain Fuji U.S. CLO I C BlueMountain Fuji U.S. CLO IBB- (sf)A17.17113.95118.741.04115286.772.4910/29/20
BlueMountain Fuji U.S. CLO I D BlueMountain Fuji U.S. CLO IB (sf)BBB11.71108.42111.411.03110248.12.2610/29/20
BlueMountain Fuji U.S. CLO I E BlueMountain Fuji U.S. CLO ICC (sf)BB-7.07104.7105.831.01105208.741.9910/29/20
CIFC Funding 2013-III-R CLO B CIFC Funding 2013-III-RBB- (sf)A18.54116122.171.05115318.42.7710/29/20
Battalion CLO XVI A Battalion CLO XVIAA (sf)AAA36.96121.6131.51.08120296.332.4710/29/20
Battalion CLO XVI AF Battalion CLO XVIAA (sf)AAA36.96121.6131.51.08120296.332.4710/29/20
Battalion CLO XVI B Battalion CLO XVIA- (sf)AA23.95121.6131.51.08120296.332.4710/29/20
Battalion CLO XVI C Battalion CLO XVIBB (sf)A18.95115.5123.381.071152552.2210/29/20
Battalion CLO XVI D Battalion CLO XVIB+ (sf)BBB-12.95108.9114.871.05110217.531.9810/29/20
Battalion CLO XVI E Battalion CLO XVIB- (sf)BB-8.94105.9109.821.04   10/29/20
Brigade Debt Funding 2 CLO A Brigade Debt Funding 2AA (sf)AAA53.78155.1167.861.08110182.131.6610/29/20
Brigade Debt Funding 2 CLO B Brigade Debt Funding 2AA (sf)AA-41.24155.1167.861.08110182.131.6610/29/20
Brigade Debt Funding 2 CLO C Brigade Debt Funding 2A- (sf)A-36.29149.2154.821.04105164.321.5610/29/20
Brigade Debt Funding 2 CLO D Brigade Debt Funding 2BBB- (sf)BBB-30.84139.6142.621.02   10/29/20
Halcyon Loan Advisors Funding 2015-1 CLO B1R Halcyon Loan Advisors Funding 2015-1AA (sf)AAA36.09125.1138.481.11120405.763.3810/29/20
Halcyon Loan Advisors Funding 2015-1 CLO B2R Halcyon Loan Advisors Funding 2015-1AA (sf)AAA36.09125.1138.481.11120405.763.3810/29/20
610 Funding CLO 1 (formerly Garrison Funding 2015-1) BR 610 Funding CLO 1 (formerly Garrison Funding 2015-1)BB- (sf)A-15.78114.1117.961.03115287.252.510/29/20
Greywolf CLO III (Reissue) BR Greywolf CLO III (Reissue)BB- (sf)A18.87113.95121.371.07115202.591.7610/29/20
Hayfin Kingsland X CLO B1 Hayfin Kingsland XA- (sf)AA24.43122.01131.971.08120281.662.3510/29/20
Hayfin Kingsland X CLO B2 Hayfin Kingsland XA- (sf)AA24.43122.01131.971.08120281.662.3510/29/20
Carlyle Global Market Strategies CLO 2012-3 CR2 Carlyle Global Market Strategies CLO 2012-3B- (sf)BB+10.03107.5109.731.02110206.511.8810/29/20
Carlyle Global Market Strategies CLO 2012-3 DR2 Carlyle Global Market Strategies CLO 2012-3D (sf)B+6104.7105.011   10/29/20
CarVal CLO II B CarVal CLO IIBBB- (sf)AA25.8125.11134.71.08120250.242.0910/29/20
ALM VII CLO A1BR2 ALM VIIA- (sf)AAA32.85112.9118.051.05110283.122.5710/29/20
ALM VII CLO BR2 ALM VIIBB- (sf)A16.39112.9118.051.05110283.122.5710/29/20
Anchorage Capital CLO 9 BR Anchorage Capital CLO 9BBB- (sf)AA24.93125.25132.121.05120319.752.6610/29/20
MP CLO III (previously ACAS CLO 2013-1) BR MP CLO III (previously ACAS CLO 2013-1)BBB- (sf)AA22.5123.3128.841.04120312.622.6110/29/20
Apidos CLO XXVI A1B Apidos CLO XXVIAA (sf)AAA35.19114119.891.05115266.932.3210/29/20
Apidos CLO XXVI B Apidos CLO XXVIBB- (sf)A16.96114119.891.05115266.932.3210/29/20
Cedar Funding VI CLO BR Cedar Funding VI CLOBBB- (sf)AA21.63119.89126.841.06120326.782.7210/29/20
Apidos CLO XX A1RB Apidos CLO XXAA (sf)AAA34.83117.16122.061.04115271.762.3610/29/20
Apidos CLO XX BRR Apidos CLO XXBB- (sf)A18.32117.16122.061.04115271.762.3610/29/20
1828 CLO A2RB1R 1828 CLOBBB- (sf)AA-22.62116.1119.761.03110229.722.0910/29/20
1828 CLO A2RB2R 1828 CLOBBB- (sf)AA-22.62116.1119.761.03110229.722.0910/29/20
1828 CLO A2RB3R 1828 CLOBBB- (sf)AA-22.62116.1119.761.03110229.722.0910/29/20
1828 CLO A2RB4R 1828 CLOBBB- (sf)AA-22.62116.1119.761.03110229.722.0910/29/20