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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
CBAM 2018-6 CLO DR CBAM 2018-6B (sf)BBB-12.06109.14113.111.04110217.871.9810/29/20
CBAM 2018-6 CLO ER CBAM 2018-6CC (sf)BB-6.85104.2106.781.02   10/29/20
ICG US CLO 2014-2 BRR ICG US CLO 2014-2BBB- (sf)AA23.97123.33128.691.04120369.853.0810/29/20
LCM XXIV CLO B LCM XXIVBBB (sf)AA22.6123.33129.071.05120272.782.2710/29/20
Cook Park CLO B Cook Park CLOA- (sf)AA24.61124.2131.641.06120373.743.1110/29/20
KKR CLO 25 B1 KKR CLO 25BBB- (sf)AA24.71123.3131.041.06115271.522.3610/29/20
KKR CLO 25 B2 KKR CLO 25BBB- (sf)AA24.71123.3131.041.06115271.522.3610/29/20
LCM XIV CLO BR LCM XIVBBB- (sf)AA22.05121.9128.071.05120337.592.8110/29/20
JFIN CLO 2012 A1BR JFIN CLO 2012AA (sf)AAA35.5109.63109.521110322.332.9310/29/20
JFIN CLO 2012 BR JFIN CLO 2012BB- (sf)A17.53109.63109.521110322.332.9310/29/20
Marathon CLO IX A1B Marathon CLO IXA+ (sf)AAA35.24114.95116.131.01115289.942.5210/29/20
Marathon CLO IX B Marathon CLO IXBB- (sf)A-15.92114.95116.131.01115289.942.5210/29/20
KKR CLO 20 B KKR CLO 20BBB- (sf)AA23.97122.4129.331.06115349.23.0410/29/20
Elevation CLO 2017-6 B Elevation CLO 2017-6BBB- (sf)AA22.69121.7128.581.06120302.632.5210/29/20
Dryden 68 CLO B Dryden 68 CLOBBB- (sf)AA23.74121.6130.451.07120290.892.4210/29/20
Signal Peak CLO 4 (formerly Mariner CLO 2017-4) B Signal Peak CLO 4 (formerly Mariner CLO 2017-4)A- (sf)AA25.57125.78133.511.06115316.952.7610/29/20
LCM XIX CLO BR LCM XIXA- (sf)AA24.12125.1130.21.04120283.672.3610/29/20
Loomis Sayles CLO II BR Loomis Sayles CLO IIBB- (sf)A19.35116.34117.881.01105336.963.2110/29/20
KKR CLO 10 BR KKR CLO 10BBB- (sf)AA23.12121.6128.051.05120326.562.7210/29/20
Niagara Park CLO B Niagara Park CLOBBB- (sf)AA24.62122.63132.621.08120288.932.4110/29/20
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)AAA41.07115.5118.611.03115312.332.7210/29/20
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO A2R HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)BBB (sf)AA21.8115.5118.611.03115312.332.7210/29/20
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)A16.08115.5118.611.03115312.332.7210/29/20
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-9.57108.6110.071.01110271.462.4710/29/20
HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014) CLO DR HPS Loan Management 4-2014 (previously Highbridge Loan Management 4-2014)CC (sf)BB-5.92106.2105.811105235.672.2410/29/20
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-4.1      10/29/20
LCM XXVI CLO B LCM XXVIBBB- (sf)AA22.07121.6128.191.05120327.672.7310/29/20
OCP CLO 2015-9 BR OCP CLO 2015-9A- (sf)A25.06113.5128.881.14115324.432.8210/29/20
Mountain View CLO 2014-1 BRR Mountain View CLO 2014-1AA (sf)AA+40.18127.4151.381.19120380.453.1710/29/20
HPS Loan Management 10-2016 CLO BR HPS Loan Management 10-2016BB- (sf)A16.15115.5117.621.02115275.612.410/29/20
Nassau 2019-I CLO ANB Nassau 2019-I CLOBBB- (sf)AA22.74121.58127.421.05120300.762.5110/29/20
Nassau 2019-I CLO B Nassau 2019-I CLOBB- (sf)A18.32116.46120.521.03115272.922.3710/29/20
ICG US CLO 2018-1 B ICG US CLO 2018-1BB- (sf)A17.11113.95119.221.05115345.08310/29/20
Mountain Hawk III CLO BR Mountain Hawk III CLOAA (sf)AAA44.41124.8171.191.37120394.543.2910/29/20
OCP CLO 2016-11 A1BR OCP CLO 2016-11NRAAA 114119.871.05115251.272.1810/29/20
OCP CLO 2016-11 BR OCP CLO 2016-11BB- (sf)A17.4114119.871.05115251.272.1810/29/20
Madison Park Funding X CLO BR2 Madison Park Funding XBBB- (sf)AA24.98124.14130.861.05120329.452.7510/29/20
Oaktree CLO 2019-1 B Oaktree CLO 2019-1BBB- (sf)AA-21.64122.5126.671.03120285.32.3810/29/20
KKR CLO 22 B KKR CLO 22BBB- (sf)AA24.3122.5129.781.06120337.862.8210/29/20
OZLM XXIV CLO A1B OZLM XXIVAA (sf)AAA38.33115.08121.021.05115240.872.0910/29/20
OZLM XXIV CLO A2B OZLM XXIVBBB- (sf)AA24.68115.08121.021.05115240.872.0910/29/20
OZLM XXIV CLO B OZLM XXIVBB- (sf)A17.86115.08121.021.05115240.872.0910/29/20
OCP CLO 2016-12 BR OCP CLO 2016-12BB- (sf)A17.39114.95120.141.05115281.332.4510/29/20
Madison Park Funding XXII CLO BR Madison Park Funding XXIIBBB- (sf)AA23.9121.58129.241.06120321.682.6810/29/20
Ocean Trails CLO V BRR Ocean Trails CLO VBBB- (sf)AA22.69124.5126.11.01120305.532.5510/29/20
Rockford Tower CLO 2017-3 B Rockford Tower CLO 2017-3BBB (sf)AA25.57123.33132.311.07120344.012.8710/29/20
Magnetite XX CLO B Magnetite XXBBB+ (sf)AA24.4123.3131.991.07115375.833.2710/29/20
RR 9 CLO A2B RR 9BBB- (sf)AA-25.73119.8126.061.05   10/29/20
RR 9 CLO B RR 9B+ (sf)A-20.75119.8126.061.05   10/29/20
Octagon Investment Partners XXII CLO BRR Octagon Investment Partners XXIIA- (sf)AA25.27127.02132.111.04120283.842.3710/29/20