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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
Marble Point CLO XVI D Marble Point CLO XVIB+ (sf)BBB-14.02109.78116.241.06105220.092.112/31/20
Marble Point CLO XVI E1 Marble Point CLO XVIB- (sf)BB-8.41103.95109.121.05   12/31/20
Marble Point CLO XVI E2A Marble Point CLO XVIB- (sf)BB-12.52103.95109.121.05   12/31/20
Marble Point CLO XVI E2B Marble Point CLO XVICCC+ (sf)BB-8.41103.95109.121.05   12/31/20
MidOcean Credit CLO IV BR MidOcean Credit CLO IVAA (sf)AA38.47123.3156.851.27120475.523.9612/31/20
Neuberger Berman Loan Advisers CLO 29 A1 Neuberger Berman Loan Advisers CLO 29AA (sf)AAA39.02123.3131.651.07120321.012.6812/31/20
Neuberger Berman Loan Advisers CLO 29 A2 Neuberger Berman Loan Advisers CLO 29A (sf)AAA35.02123.3131.651.07120321.012.6812/31/20
Neuberger Berman Loan Advisers CLO 29 B1 Neuberger Berman Loan Advisers CLO 29BBB- (sf)AA25.02123.3131.651.07120321.012.6812/31/20
Neuberger Berman Loan Advisers CLO 29 B2 Neuberger Berman Loan Advisers CLO 29BBB- (sf)AA25.02123.3131.651.07120321.012.6812/31/20
Neuberger Berman Loan Advisers CLO 29 C Neuberger Berman Loan Advisers CLO 29BB- (sf)A17.02112.5118.961.06110274.552.512/31/20
Neuberger Berman Loan Advisers CLO 29 D Neuberger Berman Loan Advisers CLO 29B- (sf)BBB-12.02107.6112.21.04105243.842.3212/31/20
Neuberger Berman Loan Advisers CLO 29 E Neuberger Berman Loan Advisers CLO 29C (sf)BB-8.02104.2107.321.03   12/31/20
Oaktree CLO 2015-1 A2BR Oaktree CLO 2015-1A- (sf)AA23.93114.15120.371.05115333.992.912/31/20
Oaktree CLO 2015-1 BR Oaktree CLO 2015-1BB- (sf)A17.64114.15120.371.05115333.992.912/31/20
Madison Park Funding XIV CLO BRR Madison Park Funding XIVBBB (sf)AA24.81125130.81.05120352.012.9312/31/20
ICG US CLO 2014-3 B1RR ICG US CLO 2014-3BB- (sf)A18.13116120.981.04115317.252.7612/31/20
ICG US CLO 2014-3 B2RR ICG US CLO 2014-3BB- (sf)A18.13116120.981.04115317.252.7612/31/20
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO X HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)NRN/A 115.5120.631.04115287.972.512/31/20
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO A1R HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)AA (sf)AAA41.98115.5120.631.04115287.972.512/31/20
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO A2R HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)A- (sf)AA22.95115.5120.631.04115287.972.512/31/20
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO BR HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)BB- (sf)A17.29115.5120.631.04115287.972.512/31/20
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO CR HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)B (sf)BBB-10.86108.6111.931.03110249.942.2712/31/20
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO DR HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)B- (sf)BB-7.25106.2107.581.01105216.582.0612/31/20
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO ER HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)D (sf)B-5.45      12/31/20
Nassau 2018-II CLO B Nassau 2018-II CLOBBB- (sf)AA22.63122.28127.751.04120324.822.7112/31/20
JMP Credit Advisors CLO III (R) B JMP Credit Advisors CLO III (R)AA (sf)AA+28.23123.48134.331.09120454.693.7912/31/20
LCM XXVI CLO B LCM XXVIA- (sf)AA22.07121.6128.191.05120327.672.7312/31/20
Medalist Partners Corporate Finance CLO VI B Medalist Partners Corporate Finance CLO VIBB- (sf)A17.54113.95121.161.06115239.652.0812/31/20
Madison Park Funding XXIV CLO BR Madison Park Funding XXIVBBB- (sf)AA23.43122128.521.05120336.612.8112/31/20
OCP CLO 2015-9 BR OCP CLO 2015-9A (sf)A25.17113.5132.61.17115319.012.7712/31/20
HPS Loan Management 10-2016 CLO BR HPS Loan Management 10-2016BB- (sf)A16.15115.5117.621.02115275.612.412/31/20
Madison Park Funding XXXI CLO A2B Madison Park Funding XXXIA+ (sf)N/A35.75122.95130.651.06120332.562.7712/31/20
Madison Park Funding XXXI CLO B Madison Park Funding XXXIBBB- (sf)AA24.79122.95130.651.06120332.562.7712/31/20
LCM XV CLO BR LCM XVA- (sf)AA22.7123.33128.891.05120288.532.412/31/20
Oaktree CLO 2020-1 B Oaktree CLO 2020-1A- (sf)AA25.29123.33133.841.09120185.491.5512/31/20
Diameter Credit Funding I CLO B Diameter Credit Funding IAA (sf)AA-44.55158.6180.011.13110191.851.7412/31/20
Madison Park Funding XV CLO B1R Madison Park Funding XVAA- (sf)A+31.63115.2142.231.23115333.962.912/31/20
Madison Park Funding XV CLO B2R Madison Park Funding XVAA- (sf)A+31.63115.2142.231.23115333.962.912/31/20
Niagara Park CLO B Niagara Park CLOBBB- (sf)AA24.62122.63132.611.081203012.5112/31/20
LCM XX CLO BR LCM XXA- (sf)AA22.67123.33129.261.05120330.032.7512/31/20
Ocean Trails CLO VII B Ocean Trails CLO VIIBBB- (sf)AA22.95121.6127.811.05120269.32.2412/31/20
MidOcean Credit CLO IX B MidOcean Credit CLO IXA- (sf)AA27.2128.9137.371.07120320.12.6712/31/20
Northwoods Capital XVIII CLO B1 Northwoods Capital XVIIIBBB- (sf)AA23.77122130.11.07120257.012.1412/31/20
Northwoods Capital XVIII CLO B2 Northwoods Capital XVIIIBBB- (sf)AA23.77122130.11.07120257.012.1412/31/20
OCP CLO 2015-10 A2BR OCP CLO 2015-10AA (sf)AA32.03113.36129.511.14115320.842.7912/31/20
OCP CLO 2015-10 BR OCP CLO 2015-10A- (sf)A23.3113.36129.511.14115320.842.7912/31/20
HPS Loan Management 15-2019 CLO B HPS Loan Management 15-2019A- (sf)AA24.59124.33132.481.07120287.62.412/31/20
Madison Park Funding XIX CLO B1R2 Madison Park Funding XIXBB- (sf)A+19.82115.5122.561.06115382.953.3312/31/20
Madison Park Funding XIX CLO B2R2 Madison Park Funding XIXBB- (sf)A+19.82115.5122.561.06115382.953.3312/31/20
JFIN CLO 2013 BR JFIN CLO 2013BB- (sf)A19.75116.98123.221.05115235.72.0512/31/20