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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
Dryden 37 Senior Loan Fund CLO BR Dryden 37 Senior Loan FundBBB- (sf)AA22.33120.79128.441.06120335.82.810/29/20
Carlyle U.S. CLO 2019-3 A1B Carlyle U.S. CLO 2019-3AA- (sf)AAA36.12114122.071.07115257.762.2410/29/20
Carlyle U.S. CLO 2019-3 B Carlyle U.S. CLO 2019-3BB- (sf)A18.15114122.071.07115257.762.2410/29/20
Fillmore Park CLO B1A Fillmore Park CLOBBB- (sf)AA25.72125134.281.07120325.372.7110/29/20
Elmwood CLO II B Elmwood CLO IIBBB- (sf)AA24.49121.91132.431.09120277.612.3110/29/20
LCM Loan Income Fund CLO B LCM Loan Income FundBBB+ (sf)AA24.2125.2131.681.05115363.353.1610/29/20
Gallatin CLO IX 2018-1 B1 Gallatin CLO IX 2018-1BBB- (sf)AA23.34120.72129.431.07120357.462.9810/29/20
Gallatin CLO IX 2018-1 B2 Gallatin CLO IX 2018-1BBB- (sf)AA23.34120.72129.431.07120357.462.9810/29/20
Gallatin CLO IX 2018-1 B3 Gallatin CLO IX 2018-1BBB- (sf)AA23.34120.72129.431.07120357.462.9810/29/20
Crown Point CLO III A1BR Crown Point CLO IIIAA (sf)AAA56.43114.55126.241.1115332.32.8910/29/20
Crown Point CLO III BR Crown Point CLO IIIA- (sf)A+25.22114.55126.241.1115332.32.8910/29/20
Barings CLO 2019-III A1 Barings CLO 2019-IIIAA (sf)AAA42.02125.1133.741.07120308.12.5710/29/20
Catamaran CLO 2015-1 BR Catamaran CLO 2015-1AA (sf)AA34.8125145.991.17120442.453.6910/29/20
Anchorage Capital CLO 2018-10 A1B1 Anchorage Capital CLO 2018-10AA (sf)AAA47.4128.7136.111.06120361.363.0110/29/20
Anchorage Capital CLO 2018-10 A1B2 Anchorage Capital CLO 2018-10AA (sf)AAA42.75128.7136.111.06120361.363.0110/29/20
Anchorage Capital CLO 2018-10 B Anchorage Capital CLO 2018-10BBB- (sf)AA27.17128.7136.111.06120361.363.0110/29/20
Auburn CLO A1 Auburn CLOAA (sf)AAA34.37116.46119.511.03115259.462.2610/29/20
Auburn CLO A2A Auburn CLOA- (sf)AA23.09116.46119.511.03115259.462.2610/29/20
Auburn CLO A2B Auburn CLOA- (sf)AA23.09116.46119.511.03115259.462.2610/29/20
Auburn CLO B Auburn CLOBB- (sf)A16.94116.46119.511.03115259.462.2610/29/20
Auburn CLO C Auburn CLOB (sf)BBB-9.76107.64110.011.02105220.632.110/29/20
Barings CLO 2019-III A2 Barings CLO 2019-IIIAA- (sf)AAA35.74125.1133.741.07120308.12.5710/29/20
Barings CLO 2019-III B Barings CLO 2019-IIIBBB- (sf)AA25.7125.1133.741.07120308.12.5710/29/20
Barings CLO 2019-III C Barings CLO 2019-IIIBB- (sf)A18.17114.7121.431.06115262.212.2810/29/20
Barings CLO 2019-III D Barings CLO 2019-IIIB (sf)BBB-12.4108.6113.431.04110226.742.0610/29/20
Barings CLO 2019-III E Barings CLO 2019-IIICC (sf)BB-7.95104.6107.941.03105192.021.8310/29/20
Fillmore Park CLO B1B1 Fillmore Park CLOBBB- (sf)AA25.72125134.281.07120325.372.7110/29/20
Fillmore Park CLO B1B2 Fillmore Park CLOBBB- (sf)AA25.72125134.281.07120325.372.7110/29/20
Fillmore Park CLO B2A Fillmore Park CLONRAA 125134.281.07120325.372.7110/29/20
Fillmore Park CLO B2B2 Fillmore Park CLOA- (sf)AA25.72125134.281.07120325.372.7110/29/20
Fillmore Park CLO CB1 Fillmore Park CLOBB- (sf)A18.26114.8122.021.06115284.242.4710/29/20
Fillmore Park CLO CB3 Fillmore Park CLOBB- (sf)A18.26114.8122.021.06115284.242.4710/29/20
Fillmore Park CLO FB3 Fillmore Park CLOD (sf)B-7.82      10/29/20
Golub Capital Partners CLO 41(B) A Golub Capital Partners CLO 41(B)AA (sf)AAA36.47124.23134.581.08120305.772.5510/29/20
Golub Capital Partners CLO 41(B) B Golub Capital Partners CLO 41(B)BBB- (sf)AA26.04124.23134.581.08120305.772.5510/29/20
Golub Capital Partners CLO 41(B) C Golub Capital Partners CLO 41(B)BB- (sf)A21.33118.18126.521.07110275.382.510/29/20
Golub Capital Partners CLO 41(B) D Golub Capital Partners CLO 41(B)B+ (sf)BBB-15.12110.96117.271.06105233.962.2310/29/20
Golub Capital Partners CLO 41(B) E Golub Capital Partners CLO 41(B)B- (sf)BB-9.66105.89110.181.04   10/29/20
Greywolf CLO V BR Greywolf CLO VBB- (sf)A18.29113.6119.451.05115258.922.2510/29/20
Elevation CLO 2018-10 B Elevation CLO 2018-10A- (sf)AA24.28123.9131.821.06120299.692.510/29/20
HPS Loan Management 6-2015 (previously Highbridge Loan Management 6-2015) CLO XR HPS Loan Management 6-2015 (previously Highbridge Loan Management 6-2015)NRN/A 122.5127.341.04120355.272.9610/29/20
Crestline Denali CLO XVII B Crestline Denali CLO XVIIBB+ (sf)AA22.42121.58128.771.06120305.722.5510/29/20
Cole Park CLO BR Cole Park CLOBBB- (sf)AA23.19121.5129.051.06117.5341.772.9110/29/20
CIFC Funding 2018-V CLO B CIFC Funding 2018-VBB- (sf)A19.62116.85124.321.06115283.582.4710/29/20
ICG US CLO 2016-1 BR ICG US CLO 2016-1BB- (sf)A17.18115.1119.651.04115313.832.7310/29/20
LCM XXIII CLO BR LCM XXIIIB+ (sf)A14.24113116.251.03110278.672.5310/29/20
HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015) CLO X HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015)NRN/A 124.06129.981.051204343.6210/29/20
HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015) CLO A1R HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015)AA (sf)AAA38.69124.06129.981.051204343.6210/29/20
HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015) CLO A2R HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015)AA (sf)AAA35.21124.06129.981.051204343.6210/29/20
HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015) CLO BR HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015)A- (sf)AA23.72124.06129.981.051204343.6210/29/20