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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
Elevation CLO 2017-7 B Elevation CLO 2017-7BBB+ (sf)AA22.69121.9128.831.06120328.612.7412/31/20
OFSI BSL VIII CLO X OFSI BSL VIIINRN/A 121.9124.831.02120288.112.412/31/20
HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015) CLO XRR HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015)NRAAA 122.89128.081.04120275.272.2912/31/20
HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015) CLO A1RR HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015)AA (sf)AAA39.08122.89128.081.04120275.272.2912/31/20
HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015) CLO A2RR HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015)AA- (sf)N/A32.86122.89128.081.04120275.272.2912/31/20
HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015) CLO B1RR HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015)BBB- (sf)AA22.24122.89128.081.04120275.272.2912/31/20
HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015) CLO B2RR HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015)BBB- (sf)AA22.24122.89128.081.04120275.272.2912/31/20
HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015) CLO CRR HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015)BB- (sf)A15.25113.95117.511.03115242.592.1112/31/20
HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015) CLO DRR HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015)B- (sf)BBB-9.55108.29110.111.02110214.351.9512/31/20
Neuberger Berman Loan Advisers CLO 37 A1 Neuberger Berman Loan Advisers CLO 37AA (sf)AAA40123.33133.331.08120334.492.7912/31/20
HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015) CLO ERR HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015)D (sf)B+5.41105.04105.281105185.441.7712/31/20
HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015) CLO FRR HPS Loan Management 5-2015 (formerly Highbridge Loan Management 5-2015)D (sf)CCC+3.6      12/31/20
OHA Credit Funding 5 CLO A2B OHA Credit Funding 5A+ (sf)N/A35.34121.58132.281.09120302.382.5212/31/20
OHA Credit Funding 5 CLO B OHA Credit Funding 5BBB- (sf)AA24.4121.58132.281.09120302.382.5212/31/20
LCM XXII CLO BR LCM XXIIBB- (sf)A15.21112.98117.811.04110260.882.3712/31/20
OFSI BSL VIII CLO A OFSI BSL VIIIAA (sf)AAA34.82121.9124.831.02120288.112.412/31/20
OFSI BSL VIII CLO B OFSI BSL VIIIBBB- (sf)AA20.34121.9124.831.02120288.112.412/31/20
OFSI BSL VIII CLO C OFSI BSL VIIIBB- (sf)A15.17115117.221.02110260.92.3712/31/20
OFSI BSL VIII CLO D OFSI BSL VIIIB (sf)BBB9.99108.9110.481.01105226.712.1612/31/20
OFSI BSL VIII CLO E OFSI BSL VIIID (sf)B+4.82103.7104.481.01   12/31/20
OZLM XII CLO BR OZLM XIIBB- (sf)A17.71115.48119.331.03115301.252.6212/31/20
Neuberger Berman Loan Advisers CLO 24 AR Neuberger Berman Loan Advisers CLO 24AA (sf)AAA36.01123.9132.761.07120360.55312/31/20
Neuberger Berman Loan Advisers CLO 24 BR Neuberger Berman Loan Advisers CLO 24BBB (sf)AA24.96123.9132.761.07120360.55312/31/20
Neuberger Berman Loan Advisers CLO 24 CR Neuberger Berman Loan Advisers CLO 24BB- (sf)A18.03115121.541.06110313.352.8512/31/20
Neuberger Berman Loan Advisers CLO 24 DR Neuberger Berman Loan Advisers CLO 24B (sf)BBB-12.05108.2113.281.05105271.652.5912/31/20
Neuberger Berman Loan Advisers CLO 24 E Neuberger Berman Loan Advisers CLO 24CCC- (sf)BB-7.58104.2107.81.03   12/31/20
OHA Credit Partners XV CLO B OHA Credit Partners XVBBB- (sf)AA23.48121.15129.451.07120346.172.8812/31/20
Madison Park Funding XXVII CLO A1B Madison Park Funding XXVIIAA (sf)AAA36.9113.51119.521.05110347.543.1612/31/20
Madison Park Funding XXVII CLO B Madison Park Funding XXVIIBB- (sf)A17.58113.51119.521.05110347.543.1612/31/20
ICG US CLO 2018-1 B ICG US CLO 2018-1BB- (sf)A17.11113.95119.221.05115345.08312/31/20
Nassau 2019-I CLO ANB Nassau 2019-I CLOBBB- (sf)AA22.53121.58127.751.05120290.662.4212/31/20
Nassau 2019-I CLO B Nassau 2019-I CLOBB- (sf)A18.09116.46120.831.04115263.542.2912/31/20
OCP CLO 2018-15 B OCP CLO 2018-15BB- (sf)A17.18113.21120.751.07115269.962.3512/31/20
OCP CLO 2013-4 BRR OCP CLO 2013-4BB- (sf)A16.24113.88118.911.04105300.022.8612/31/20
Crestline Denali CLO XIV BR Crestline Denali CLO XIVBB- (sf)AA21.66121.58126.861.041202972.4812/31/20
Magnetite VII CLO BR2 Magnetite VIIBB- (sf)A+16.12112.1119.141.06115356.33.112/31/20
Dryden 49 Senior Loan Fund CLO B Dryden 49 Senior Loan FundBBB- (sf)AA+23.28121.6130.231.07120307.962.5712/31/20
LCM XXVIII CLO B LCM XXVIIIA- (sf)AA23.29122.45130.361.06120321.032.6812/31/20
Neuberger Berman Loan Advisers CLO 37 A2 Neuberger Berman Loan Advisers CLO 37AA- (sf)AAA38123.33133.331.08120334.492.7912/31/20
Neuberger Berman Loan Advisers CLO 37 B Neuberger Berman Loan Advisers CLO 37BBB (sf)AA25123.33133.331.08120334.492.7912/31/20
Neuberger Berman Loan Advisers CLO 37 C Neuberger Berman Loan Advisers CLO 37BB- (sf)A19115.46123.461.07115302.482.6312/31/20
Neuberger Berman Loan Advisers CLO 37 D Neuberger Berman Loan Advisers CLO 37B (sf)BBB-13.5109.61115.611.05110266.322.4212/31/20
Neuberger Berman Loan Advisers CLO 37 E Neuberger Berman Loan Advisers CLO 37B- (sf)BB-10106.11111.111.05   12/31/20
Neuberger Berman CLO XIX A1R2 Neuberger Berman CLO XIXAA (sf)AAA38.55114.47120.161.05115356.073.112/31/20
Neuberger Berman CLO XIX A2R2 Neuberger Berman CLO XIXBBB+ (sf)AA+25.32114.47120.161.05115356.073.112/31/20
Neuberger Berman CLO XIX BR2 Neuberger Berman CLO XIXBB- (sf)A+18.95114.47120.161.05115356.073.112/31/20
Neuberger Berman CLO XIX CR2 Neuberger Berman CLO XIXB (sf)BBB12.9108.61112.21.031103082.812/31/20
Neuberger Berman CLO XIX DR2 Neuberger Berman CLO XIXCCC- (sf)BB-7.57104.47106.011.01105243.632.3212/31/20
Neuberger Berman CLO XIX ER2 Neuberger Berman CLO XIXD (sf)CCC+5.88      12/31/20
Signal Peak CLO 6 (formerly Mariner CLO 6) B Signal Peak CLO 6 (formerly Mariner CLO 6)A- (sf)AA25.36125.32133.981.07115321.82.812/31/20