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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
LCM 29 CLO B LCM 29BBB- (sf)AA23.1121.57129.851.071202892.4110/29/20
GLG Ore Hill CLO 2013-1 B1 GLG Ore Hill CLO 2013-1NRAAA 121.41055.988.71201551.8912.9310/29/20
GLG Ore Hill CLO 2013-1 B2 GLG Ore Hill CLO 2013-1NRAAA 121.41055.988.71201551.8912.9310/29/20
Benefit Street Partners CLO IV A1RR Benefit Street Partners CLO IVAA (sf)AAA37.17113.7118.081.04115240.332.0910/29/20
Benefit Street Partners CLO IV A2RR Benefit Street Partners CLO IVBBB (sf)AA23.78113.7118.081.04115240.332.0910/29/20
LCM XVII CLO A1BRR LCM XVIIAA- (sf)N/A33.7121.6127.871.05120310.642.5910/29/20
LCM XVII CLO BRR LCM XVIIBBB- (sf)AA21.88121.6127.871.05120310.642.5910/29/20
CIFC Funding 2017-IV CLO B CIFC Funding 2017-IVBB- (sf)A17.84114.59121.091.06115264.462.310/29/20
JFIN CLO 2014-2 A1BR JFIN CLO 2014-2AA (sf)AAA64.69118.74136.651.15115396.363.4510/29/20
JFIN CLO 2014-2 A2BR JFIN CLO 2014-2AA (sf)AAA41.4118.74136.651.15115396.363.4510/29/20
JFIN CLO 2014-2 B1R JFIN CLO 2014-2AA- (sf)AA31.18118.74136.651.15115396.363.4510/29/20
JFIN CLO 2014-2 B2R JFIN CLO 2014-2AA- (sf)AA31.18118.74136.651.15115396.363.4510/29/20
Betony CLO 2 X Betony CLO 2NRAAA 116.5121.911.05115301.362.6210/29/20
Betony CLO 2 A1 Betony CLO 2AA (sf)AAA34.26116.5121.911.05115301.362.6210/29/20
Betony CLO 2 A2 Betony CLO 2BBB- (sf)AA23.13116.5121.911.05115301.362.6210/29/20
Betony CLO 2 B Betony CLO 2BB- (sf)A18.07116.5121.911.05115301.362.6210/29/20
Betony CLO 2 C Betony CLO 2B (sf)BBB-12.01108.9113.51.04110259.792.3610/29/20
Betony CLO 2 D Betony CLO 2CCC- (sf)BB-6.95104.7107.331.03   10/29/20
Marathon CLO VI BRR Marathon CLO VIB+ (sf)A13.72114.99111.390.97115360.853.1410/29/20
Madison Park Funding XXXVI CLO B1 Madison Park Funding XXXVIBBB- (sf)AA24.14121.6130.841.08120284.172.3710/29/20
Madison Park Funding XXXVI CLO B2 Madison Park Funding XXXVIBBB- (sf)AA24.14121.6130.841.08120284.172.3710/29/20
Marathon CLO VII BR Marathon CLO VIIBBB- (sf)A22.14116.63121.791.04115295.592.5710/29/20
Marathon CLO X A1B Marathon CLO XAA- (sf)AAA36.2114.87115.471.01115296.652.5810/29/20
Marathon CLO X B Marathon CLO XBB- (sf)A-14.5114.87115.471.01115296.652.5810/29/20
HPS Loan Management 12-2018 CLO A1B HPS Loan Management 12-2018AA (sf)N/A36.74115.46119.941.04110298.772.7210/29/20
HPS Loan Management 12-2018 CLO B HPS Loan Management 12-2018BB- (sf)A17.35115.46119.941.04110298.772.7210/29/20
Denali Capital CLO XII BR Denali Capital CLO XIIBB- (sf)AA21.79121.58126.661.04120327.272.7310/29/20
Magnetite XVII CLO BR Magnetite XVIIBBB+ (sf)AA24.46123.7132.131.07120286.592.3910/29/20
Mercer Field II CLO B Mercer Field II CLOBB- (sf)A18.58118.1119.871.01115252.852.210/29/20
LCM XXV CLO B1 LCM XXVBBB- (sf)AA21.63121.58127.491.05120296.112.4710/29/20
LCM XXV CLO B2 LCM XXVBBB- (sf)AA21.63121.58127.491.05120296.112.4710/29/20
Apex Credit CLO 2017 (previously JFIN CLO 2017) B Apex Credit CLO 2017 (previously JFIN CLO 2017)BBB (sf)AA24.32123.33127.231.03120306.642.5610/29/20
Marathon CLO XI B Marathon CLO XIBB- (sf)A-14.98114.8116.61.02115335.532.9210/29/20
Magnetite XXIV CLO B Magnetite XXIVBBB- (sf)AA24.14121.6131.821.08120298.442.4910/29/20
HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016) CLO A1R HPS Loan Management 8-2016 (formerly Highbridge Loan Management 8-2016)AA (sf)AAA40.03121.6127.781.05120335.452.810/29/20
Mountain View CLO 2017-2 B Mountain View CLO 2017-2BBB+ (sf)AA22.5121.581291.06120285.722.3810/29/20
JMP Credit Advisors CLO III (R) B JMP Credit Advisors CLO III (R)AA- (sf)AA+28.33123.48128.241.04120436.433.6410/29/20
Fortress Credit BSL VI (formerly Hildene CLO IV) AR Fortress Credit BSL VI (formerly Hildene CLO IV)AA (sf)AAA44.2126.5135.911.07120406.033.3810/29/20
Fortress Credit BSL VI (formerly Hildene CLO IV) B1R Fortress Credit BSL VI (formerly Hildene CLO IV)A- (sf)AA27.06126.5135.911.07120406.033.3810/29/20
Fortress Credit BSL VI (formerly Hildene CLO IV) B2R2 Fortress Credit BSL VI (formerly Hildene CLO IV)A- (sf)N/A27.06126.5135.911.07120406.033.3810/29/20
Dryden 38 Senior Loan Fund CLO BR Dryden 38 Senior Loan FundBBB- (sf)AA22.12120.89127.371.05120320.722.6710/29/20
Eaton Vance CLO 2013-1 BRR Eaton Vance CLO 2013-1BB- (sf)A15.97113.2118.931.05115265.862.3110/29/20
Galaxy XXII CLO B2R Galaxy XXII CLOBBB- (sf)AA22.68120127.471.06117.5228.971.9510/29/20
Marble Point CLO XV A1 Marble Point CLO XVAA (sf)AAA34.9122.9130.881.06115273.32.3810/29/20
Marble Point CLO XV A2 Marble Point CLO XVAA (sf)AAA34.9122.9130.881.06115273.32.3810/29/20
Marble Point CLO XV B Marble Point CLO XVBBB- (sf)AA24.05122.9130.881.06115273.32.3810/29/20
Nassau 2018-II CLO B Nassau 2018-II CLOBBB- (sf)AA23.04122.28127.481.04120340.532.8410/29/20
Oaktree CLO 2015-1 A2BR Oaktree CLO 2015-1A- (sf)AA24.1114.15119.051.04115342.582.9810/29/20
Oaktree CLO 2015-1 BR Oaktree CLO 2015-1BB- (sf)A17.82114.15119.051.04115342.582.9810/29/20
OCP CLO 2015-8 A2BR OCP CLO 2015-8AA (sf)AA+46.01113.36138.651.22115299.522.610/29/20