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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
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
HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015) CLO CR HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015)BB- (sf)A15.22113.22116.951.031153613.1410/29/20
HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015) CLO DR HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015)B (sf)BBB-9.31107.64109.321.021103122.8410/29/20
HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015) CLO ER HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015)CCC- (sf)BB-5.55105.29104.9711052672.5410/29/20
HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015) CLO FR HPS LOAN MANAGEMENT 7-2015 (previously Highbridge Loan Management 7-2015)D (sf)B2.86      10/29/20
HPS Loan Management 2013-2 (previous Highbridge Loan Management 2013-2) CLO X HPS Loan Management 2013-2 (previous Highbridge Loan Management 2013-2)NRN/A 114.55117.811.03115264.232.310/29/20
Halcyon Loan Advisors Funding 2017-1 CLO A1B Halcyon Loan Advisors Funding 2017-1AA (sf)AAA33.84114118.561.04115268.672.3410/29/20
Halcyon Loan Advisors Funding 2017-1 CLO B Halcyon Loan Advisors Funding 2017-1BB- (sf)A15.89114118.561.04115268.672.3410/29/20
Ares XXXIIR CLO A1B Ares XXXIIR CLOA- (sf)AAA32.08115.3119.471.04115304.082.6410/29/20
Ares XXXIIR CLO A2BR Ares XXXIIR CLOBB (sf)N/A21.78115.3119.471.04115304.082.6410/29/20
Ares XXXIIR CLO B Ares XXXIIR CLOB+ (sf)A16.55115.3119.471.04115304.082.6410/29/20
HPS Loan Management 2013-2 (previous Highbridge Loan Management 2013-2) CLO A1AR HPS Loan Management 2013-2 (previous Highbridge Loan Management 2013-2)AA (sf)AAA42.76114.55117.811.03115264.232.310/29/20
JMP Credit Advisors CLO V B JMP Credit Advisors CLO VBBB+ (sf)AA22.87121.58127.531.05120318.622.6610/29/20
HPS Loan Management 2013-2 (previous Highbridge Loan Management 2013-2) CLO A1BR HPS Loan Management 2013-2 (previous Highbridge Loan Management 2013-2)AA (sf)AAA41114.55117.811.03115264.232.310/29/20
Kayne CLO I B Kayne CLO IA- (sf)AA26.36126.1135.781.08120332.812.7710/29/20
KKR CLO 15 BR KKR CLO 15BBB- (sf)AA23.97123.1128.251.04120310.142.5810/29/20
Longfellow Place CLO BRR Longfellow Place CLOBBB- (sf)AA20.97123123.261120269.572.2510/29/20
Madison Park Funding XXXVII CLO B1 Madison Park Funding XXXVIIBBB- (sf)AA25.44124.2132.381.07120307.072.5610/29/20
Madison Park Funding XXXVII CLO B2 Madison Park Funding XXXVIIBBB- (sf)AA25.44124.2132.381.07120307.072.5610/29/20
Jackson Mill CLO BR Jackson Mill CLOA- (sf)AA+25.19121.6129.181.06120391.063.2610/29/20
GoldenTree Loan Opportunities IX CLO BR2 GoldenTree Loan Opportunities IXBBB- (sf)AA22.35122.21128.761.05120334.222.7910/29/20
Golub Capital Partners CLO 43(B) A Golub Capital Partners CLO 43(B)AA (sf)AAA38.38126.52135.991.07120285.022.3810/29/20
Golub Capital Partners CLO 43(B) B1 Golub Capital Partners CLO 43(B)A- (sf)AA27.2126.52135.991.07120285.022.3810/29/20
Golub Capital Partners CLO 43(B) B2 Golub Capital Partners CLO 43(B)A- (sf)AA27.2126.52135.991.07120285.022.3810/29/20
Golub Capital Partners CLO 43(B) C Golub Capital Partners CLO 43(B)BB- (sf)A22.23119.8127.31.06110254.352.3110/29/20
Golub Capital Partners CLO 43(B) D Golub Capital Partners CLO 43(B)B+ (sf)BBB-16.02112.34117.881.05105215.092.0510/29/20
LCM XIV CLO BR LCM XIVBBB- (sf)AA22.05121.9128.071.05120337.592.8110/29/20