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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
Columbia Cent CLO 28 X Columbia Cent CLO 28AA (sf)AAA 114117.11.03115248.952.1610/29/20
Columbia Cent CLO 28 A1 Columbia Cent CLO 28AA (sf)AAA36.89114117.11.03115248.952.1610/29/20
Columbia Cent CLO 28 A1J Columbia Cent CLO 28AA- (sf)N/A33.88114117.11.03115248.952.1610/29/20
Columbia Cent CLO 28 A2 Columbia Cent CLO 28BBB- (sf)AA21.48114117.11.03115248.952.1610/29/20
Columbia Cent CLO 28 B Columbia Cent CLO 28BB- (sf)A15.28114117.11.03115248.952.1610/29/20
Columbia Cent CLO 28 C Columbia Cent CLO 28B- (sf)BBB-9.08107.6109.121.01110214.551.9510/29/20
Columbia Cent CLO 28 D Columbia Cent CLO 28D (sf)B5.04103.8104.471.01105185.821.7710/29/20
Ares XLVII CLO B Ares XLVII CLOBBB- (sf)AA23.35122.5129.551.06120376.863.1410/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) A1R Blue Ridge CLO I (formerly CVP Cascade CLO-1)NRAAA 112.61391.23115241.972.110/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) A2R Blue Ridge CLO I (formerly CVP Cascade CLO-1)AA (sf)AAA69.9112.61391.23115241.972.110/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) BR Blue Ridge CLO I (formerly CVP Cascade CLO-1)AA (sf)A+38.86112.61391.23115241.972.110/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) C Blue Ridge CLO I (formerly CVP Cascade CLO-1)BB- (sf)BBB19.97106.9113.281.06110172.911.5710/29/20
Blue Ridge CLO I (formerly CVP Cascade CLO-1) D Blue Ridge CLO I (formerly CVP Cascade CLO-1)D (sf)B-3.55102.897.580.95105130.921.2510/29/20
GoldenTree Loan Opportunities XII CLO B1R GoldenTree Loan Opportunities XIIA- (sf)AA25.96127.1135.061.06120327.572.7310/29/20
GoldenTree Loan Opportunities XII CLO B2R GoldenTree Loan Opportunities XIIA- (sf)AA25.96127.1135.061.06120327.572.7310/29/20
HPS Loan Management 9-2016 CLO A1BR HPS Loan Management 9-2016AA (sf)AAA34.46113.95118.521.04115288.822.5110/29/20
HPS Loan Management 9-2016 CLO BR HPS Loan Management 9-2016BB- (sf)A16.02113.95118.521.04115288.822.5110/29/20
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