By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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
Golub Capital Partners CLO 37(B) A2 Golub Capital Partners CLO 37(B)AA- (sf)AAA36.22129.6137.81.06120338.572.8210/29/20
Golub Capital Partners CLO 37(B) B1 Golub Capital Partners CLO 37(B)A- (sf)AA28.73129.6137.81.06120338.572.8210/29/20
Golub Capital Partners CLO 37(B) B2R Golub Capital Partners CLO 37(B)A- (sf)N/A28.73129.6137.81.06120338.572.8210/29/20
Golub Capital Partners CLO 37(B) C Golub Capital Partners CLO 37(B)BB- (sf)A20.89118.2124.151.05115283.422.4610/29/20
Golub Capital Partners CLO 37(B) D Golub Capital Partners CLO 37(B)B+ (sf)BBB-14.46110.3114.811.04110239.742.1810/29/20
Golub Capital Partners CLO 37(B) E Golub Capital Partners CLO 37(B)B- (sf)BB-10.83107.5110.131.02105209.121.9910/29/20
Evans Grove CLO B Evans Grove CLOBBB- (sf)AA23.53123.39127.391.03120345.22.8810/29/20
CIFC Funding 2017-II CLO B CIFC Funding 2017-IIBBB- (sf)AA23.82123.3130.761.06120303.332.5310/29/20
Crestline Denali CLO XVI B Crestline Denali CLO XVIBB (sf)AA21.88121.58127.431.05120332.12.7710/29/20
CIFC Funding 2018-III CLO B CIFC Funding 2018-IIIBBB- (sf)AA24.28122.9132.051.07120336.452.810/29/20
Carlyle U.S. CLO 2019-1 A1B Carlyle U.S. CLO 2019-1A- (sf)AAA34.7116.4123.471.06115264.652.310/29/20
Carlyle U.S. CLO 2019-1 B Carlyle U.S. CLO 2019-1BB- (sf)A19.22116.4123.471.06115264.652.310/29/20
Anchorage Credit Funding 11 CLO B Anchorage Credit Funding 11AA- (sf)AA-42.83148.4173.321.17110356.813.2410/29/20
Flatiron CLO 17 B Flatiron CLO 17BBB (sf)AA24.33122.5132.041.08120313.412.6110/29/20
Carlyle Global Market Strategies CLO 2014-2-R X Carlyle Global Market Strategies CLO 2014-2-RAA (sf)AAA 114.97118.151.03110286.022.610/29/20
Carlyle Global Market Strategies CLO 2014-2-R A1 Carlyle Global Market Strategies CLO 2014-2-RAA (sf)AAA36.5114.97118.151.03110286.022.610/29/20
Fortress Credit BSL V CLO A Fortress Credit BSL VAA (sf)AAA38.05121.6129.081.06120340.372.8410/29/20
Fortress Credit BSL V CLO B1 Fortress Credit BSL VBBB (sf)AA24.06121.6129.081.06120340.372.8410/29/20
Fortress Credit BSL V CLO B2R Fortress Credit BSL VBBB (sf)N/A24.06121.6129.081.06120340.372.8410/29/20
Fortress Credit BSL V CLO C Fortress Credit BSL VBB- (sf)A18.07114119.641.05115300.542.6110/29/20
Fortress Credit BSL V CLO D Fortress Credit BSL VB (sf)BBB12.24107.9111.691.04110262.042.3810/29/20
Fortress Credit BSL V CLO E Fortress Credit BSL VB- (sf)BB-8.91104.7107.611.03105233.672.2310/29/20
Carlyle Global Market Strategies CLO 2014-2-R A2 Carlyle Global Market Strategies CLO 2014-2-RA+ (sf)N/A33.05114.97118.151.03110286.022.610/29/20
Carlyle Global Market Strategies CLO 2014-2-R A3 Carlyle Global Market Strategies CLO 2014-2-RBBB- (sf)AA22.72114.97118.151.03110286.022.610/29/20
Carlyle Global Market Strategies CLO 2014-2-R B Carlyle Global Market Strategies CLO 2014-2-RBB- (sf)A16.17114.97118.151.03110286.022.610/29/20
Hull Street CLO BR Hull Street CLOAA (sf)AAA44.64123150.191.22120337.662.8110/29/20
Dryden 43 Senior Loan Fund CLO BR Dryden 43 Senior Loan FundBBB- (sf)AA22.93121.6129.521.07120266.472.2210/29/20
Apidos CLO XXXII B1 Apidos CLO XXXIIBBB- (sf)AA23.97121.58131.481.08120300.092.510/29/20
Apidos CLO XXXII B2 Apidos CLO XXXIIBBB- (sf)AA23.97121.58131.481.08120300.092.510/29/20
522 Funding CLO 2019-4 (A) (previously Assurant CLO IV) B 522 Funding CLO 2019-4 (A) (previously Assurant CLO IV)BBB- (sf)AA23.26121.58129.111.06120295.892.4710/29/20
CBAM 2019-9 CLO A CBAM 2019-9AA (sf)AAA35.41123.33131.861.07120298.812.4910/29/20
CBAM 2019-9 CLO B1 CBAM 2019-9A- (sf)AA24.31123.33131.861.07120298.812.4910/29/20
CBAM 2017-1 CLO A2R CBAM 2017-1AA (sf)AAA32.22121.6129.491.06120292.472.4410/29/20
CBAM 2017-1 CLO B CBAM 2017-1BBB (sf)AA23.12121.6129.491.06120292.472.4410/29/20
CBAM 2017-1 CLO C CBAM 2017-1BB- (sf)A17.35114.4120.461.05115259.892.2610/29/20
CBAM 2017-1 CLO D CBAM 2017-1B (sf)BBB-11.28108112.221.04110220.912.0110/29/20
CBAM 2017-1 CLO E CBAM 2017-1CCC- (sf)BB-6.93104.7106.971.02   10/29/20
FDF I CLO B FDF IAA (sf)AA40.13152.1163.281.07115189.281.6510/29/20
Galaxy XV CLO BR Galaxy XV CLOBBB- (sf)AA23.79123.6129.591.05120288.692.4110/29/20
Apollo Credit Funding IV CLO A1BR Apollo Credit Funding IVAA (sf)N/A34.72114.48120.231.05115309.322.6910/29/20
Apollo Credit Funding IV CLO BR Apollo Credit Funding IVBB- (sf)A17.43114.48120.231.05115309.322.6910/29/20
GoldenTree Loan Management US CLO 4 B GoldenTree Loan Management US CLO 4A- (sf)AA25.82126.58134.321.06120325.582.7110/29/20
GoldenTree Loan Management US CLO 5 B GoldenTree Loan Management US CLO 5A- (sf)AA25.96126.1135.061.07120343.282.8610/29/20
FDF II CLO B FDF IIAA (sf)AA39.91152.1162.141.07110192.821.7510/29/20
Carlyle U.S. CLO 2017-5 A1B Carlyle U.S. CLO 2017-5A+ (sf)AAA32.61113.5118.021.04115299.482.610/29/20
Carlyle U.S. CLO 2017-5 B Carlyle U.S. CLO 2017-5BB- (sf)A16.34113.5118.021.04115299.482.610/29/20
Jamestown CLO II BR Jamestown CLO IIBB- (sf)A15.88113.9117.31.03115355.793.0910/29/20
Hayfin Kingsland XI CLO B Hayfin Kingsland XIA- (sf)AA26.25125.32135.231.08120307.432.5610/29/20
MAN GLG US CLO 2018-1 (formerly ECP CLO 2015-7) BR MAN GLG US CLO 2018-1 (formerly ECP CLO 2015-7)BB- (sf)A17.38116.5120.941.04115280.522.4410/29/20
Flagship CLO VII BR Flagship CLO VIIAA (sf)AAA98.62122.1704.935.771201587.7213.2310/29/20