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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
Fortress Credit BSL III CLO B1R Fortress Credit BSL IIIA- (sf)AA24.98122.5132.111.08120400.783.3412/31/20
Fortress Credit BSL III CLO B2R2 Fortress Credit BSL IIIA- (sf)N/A24.98122.5132.111.08120400.783.3412/31/20
Fortress Credit BSL III CLO CR Fortress Credit BSL IIIBB- (sf)A19.01114.8122.381.07115350.93.0512/31/20
Fortress Credit BSL III CLO DR Fortress Credit BSL IIIB+ (sf)BBB13.77109.3114.941.05110304.072.7612/31/20
Fortress Credit BSL III CLO ER Fortress Credit BSL IIIB (sf)BB-9.71105.1109.761.04105256.652.4412/31/20
LCM XXIII CLO BR LCM XXIIIBB- (sf)A14.24113116.251.03110278.672.5312/31/20
Cedar Funding XI CLO B1 Cedar Funding XI CLOBBB- (sf)AA22.72120.72129.331.07120220.831.8412/31/20
Cedar Funding XI CLO BF Cedar Funding XI CLOBBB- (sf)AA22.72120.72129.331.07120220.831.8412/31/20
CIFC Funding 2017-IV CLO B CIFC Funding 2017-IVBB- (sf)A17.53114.59120.931.06115269.492.3412/31/20
JMP Credit Advisors CLO V B JMP Credit Advisors CLO VA- (sf)AA22.84121.58128.011.05120320.132.6712/31/20
LCM XVII CLO A1BRR LCM XVIIAA (sf)N/A33.7121.6127.871.05120310.642.5912/31/20
LCM XVII CLO BRR LCM XVIIBBB+ (sf)AA21.88121.6127.871.05120310.642.5912/31/20
GoldenTree Loan Management US CLO 7 B GoldenTree Loan Management US CLO 7AA- (sf)AA25.94123.33135.021.09120172.81.4412/31/20
GoldenTree Loan Management US CLO 1 B1R GoldenTree Loan Management US CLO 1A- (sf)AA25.64126.5134.311.06120413.663.4512/31/20
GoldenTree Loan Management US CLO 1 B2R GoldenTree Loan Management US CLO 1A- (sf)AA25.64126.5134.311.06120413.663.4512/31/20
Halcyon Loan Advisors Funding 2017-1 CLO A1B Halcyon Loan Advisors Funding 2017-1AA (sf)AAA34.08114119.031.04115259.012.2512/31/20
Halcyon Loan Advisors Funding 2017-1 CLO B Halcyon Loan Advisors Funding 2017-1BB- (sf)A16.2114119.031.04115259.012.2512/31/20
KVK CLO 2018-1 B KVK CLO 2018-1BBB+ (sf)AA+23.51121.1128.881.06120367.753.0612/31/20
ICG US CLO 2016-1 BR ICG US CLO 2016-1BB- (sf)A18.19115.1120.441.05115316.822.7512/31/20
Hayfin Kingsland VIII CLO B Hayfin Kingsland VIIIA- (sf)AA23.6122.82130.681.06115365.543.1812/31/20
Carlyle Global Market Strategies CLO 2014-3-R A1A Carlyle Global Market Strategies CLO 2014-3-RAA (sf)AAA39.01112.8118.011.05115288.232.5112/31/20
Carlyle Global Market Strategies CLO 2014-3-R A1B Carlyle Global Market Strategies CLO 2014-3-RAA- (sf)N/A34.91112.8118.011.05115288.232.5112/31/20
Carlyle Global Market Strategies CLO 2014-3-R A2 Carlyle Global Market Strategies CLO 2014-3-RBBB- (sf)AA22.36112.8118.011.05115288.232.5112/31/20
Carlyle Global Market Strategies CLO 2014-3-R B Carlyle Global Market Strategies CLO 2014-3-RBB- (sf)A16.02112.8118.011.05115288.232.5112/31/20
Carlyle Global Market Strategies CLO 2014-3-R C Carlyle Global Market Strategies CLO 2014-3-RB (sf)BBB-10106.8110.111.03110248.442.2612/31/20
Carlyle Global Market Strategies CLO 2014-3-R D Carlyle Global Market Strategies CLO 2014-3-RCC (sf)B+6.22104.2105.681.01105215.352.0512/31/20
Carlyle Global Market Strategies CLO 2014-3-R E Carlyle Global Market Strategies CLO 2014-3-RD (sf)B-5.52      12/31/20
CIFC Funding 2018-V CLO B CIFC Funding 2018-VBB- (sf)A19.69116.85124.521.07115268.482.3312/31/20
Elevation CLO 2013-1 ( previously Arrowpoint CLO 2013-1) BR2 Elevation CLO 2013-1 ( previously Arrowpoint CLO 2013-1)BB- (sf)A17.36115120.761.05115181.961.5812/31/20
Jefferson Mill CLO BR Jefferson Mill CLOBBB- (sf)AA22.07121.58127.011.04120289.712.4112/31/20
Ares XXXIIR CLO A1B Ares XXXIIR CLOA- (sf)AAA32.08115.3119.471.04115304.082.6412/31/20
Ares XXXIIR CLO A2BR Ares XXXIIR CLOBB+ (sf)N/A21.78115.3119.471.04115304.082.6412/31/20
Ares XXXIIR CLO B Ares XXXIIR CLOB+ (sf)A16.55115.3119.471.04115304.082.6412/31/20
Greywolf CLO VI B Greywolf CLO VIBB- (sf)A19.89116.21123.331.06105306.522.9212/31/20
Galaxy XXI CLO BR Galaxy XXI CLOA- (sf)AA23.31121.1129.571.07120295.472.4612/31/20
HPS Loan Management 12-2018 CLO A1B HPS Loan Management 12-2018AA (sf)N/A36.74115.46119.941.04110298.772.7212/31/20
HPS Loan Management 12-2018 CLO B HPS Loan Management 12-2018BB- (sf)A17.35115.46119.941.04110298.772.7212/31/20
Cole Park CLO BR Cole Park CLOBBB- (sf)AA23.19121.5129.051.06117.5341.772.9112/31/20
ICG US CLO 2019-1 A1B ICG US CLO 2019-1AA- (sf)N/A35.04115.6122.771.06115263.782.2912/31/20
ICG US CLO 2019-1 B1 ICG US CLO 2019-1BB- (sf)A19.18115.6122.771.06115263.782.2912/31/20
ICG US CLO 2019-1 B2 ICG US CLO 2019-1BB- (sf)A19.18115.6122.771.06115263.782.2912/31/20
Marathon CLO VI BRR Marathon CLO VIB+ (sf)A14.8114.99113.670.99115314.322.7312/31/20
Kayne CLO 6 B1 Kayne CLO 6A- (sf)AA26.11125.2135.241.08115279.792.4312/31/20
Kayne CLO 6 B2 Kayne CLO 6A- (sf)AA26.11125.2135.241.08115279.792.4312/31/20
Marble Point CLO XI A Marble Point CLO XIAA (sf)AAA32.52122.9127.861.04115332.572.8912/31/20
Marble Point CLO XI B Marble Point CLO XIBBB- (sf)AA21.88122.9127.861.04115332.572.8912/31/20
Marble Point CLO XI C Marble Point CLO XIBB- (sf)A15.65115.6118.421.02110299.492.7212/31/20
Marble Point CLO XI D Marble Point CLO XIB- (sf)BB+9.16108.3109.961.02105259.62.4712/31/20
Marble Point CLO XI E Marble Point CLO XID (sf)B+4.49103.7104.581.01   12/31/20
Marathon CLO VII BR Marathon CLO VIIA- (sf)A24.67116.63127.161.09115337.542.9412/31/20