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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
Monroe Capital BSL CLO 2015-1, Ltd DR Monroe Capital BSL CLO 2015-1, LtdB (sf)BBB-16.26109.94109.771110258.792.3510/29/20
Monroe Capital BSL CLO 2015-1, Ltd E Monroe Capital BSL CLO 2015-1, LtdD (sf)B+8.38104.99100.330.96   10/29/20
Monroe Capital BSL CLO 2015-1, Ltd F Monroe Capital BSL CLO 2015-1, LtdD (sf)CCC-5.52      10/29/20
OZLM VI CLO A2BS OZLM VIA- (sf)AA24.63117.11119.261.02110274.582.510/29/20
OZLM VI CLO B1S OZLM VIBB- (sf)A18.18117.11119.261.02110274.582.510/29/20
OZLM VI CLO B2S OZLM VIBB- (sf)A18.18117.11119.261.02110274.582.510/29/20
ROMARK CLO-2 B ROMARK CLO-2BB- (sf)A17.99115.4120.981.05115281.692.4510/29/20
Octagon Investment Partners 28 CLO BR Octagon Investment Partners 28A- (sf)AA22.87121.58128.611.06120309.092.5810/29/20
Madison Park Funding XXVIII CLO B Madison Park Funding XXVIIIBBB- (sf)AA25.02124.3130.891.05120379.783.1610/29/20
Park Avenue Institutional Advisers CLO 2017-1 B Park Avenue Institutional Advisers CLO 2017-1BB- (sf)A17.84114.45120.751.06105280.582.6710/29/20
Dryden 72 CLO B Dryden 72 CLOBBB- (sf)AA23.78121.6129.941.07120294.382.4510/29/20
OZLM Funding III CLO A2BRR OZLM Funding IIIA- (sf)AA23.46113.23116.91.03110253.422.310/29/20
OZLM Funding III CLO BRR OZLM Funding IIIBB- (sf)A15.79113.23116.91.03110253.422.310/29/20
RR 3 (previously ALM XIV) CLO BR2 RR 3 (previously ALM XIV)BB- (sf)A16.87      10/29/20
Race Point X CLO B1R Race Point X CLOBB+ (sf)AA21.85121.1126.41.04120332.762.7710/29/20
Race Point X CLO B2R Race Point X CLOBB+ (sf)AA21.85121.1126.41.04120332.762.7710/29/20
KVK CLO 2013-1 BR KVK CLO 2013-1A- (sf)AA29.4122133.651.1117.5420.63.5810/29/20
Oaktree CLO 2019-3 B Oaktree CLO 2019-3BBB- (sf)AA23.06122.5128.621.05120289.552.4110/29/20
Octagon Loan Funding CLO BRR Octagon Loan FundingA- (sf)AA22.86122.6129.421.06115319.52.7810/29/20
Magnetite XII CLO BRRA Magnetite XIIBBB- (sf)AA24.17      10/29/20
Magnetite XII CLO BRRB Magnetite XIIBBB- (sf)AA24.17      10/29/20
OCP CLO 2017-13 A1B OCP CLO 2017-13A (sf)AAA32.64113.21119.931.06115244.982.1310/29/20
OCP CLO 2017-13 A2B OCP CLO 2017-13BBB- (sf)AA24.1113.21119.931.06115244.982.1310/29/20
OCP CLO 2017-13 B OCP CLO 2017-13BB- (sf)A17.06113.21119.931.06115244.982.1310/29/20
Nassau 2017-I CLO A1BR Nassau 2017-I CLOAA (sf)AAA37.35113.22117.111.03115279.482.4310/29/20
Nassau 2017-I CLO B Nassau 2017-I CLOBB- (sf)A15.94113.22117.111.03115279.482.4310/29/20
Northwoods Capital XVI CLO B Northwoods Capital XVIBBB- (sf)AA23.82122.5128.51.05120354.212.9510/29/20
OHA Loan Funding 2013-2 CLO BR OHA Loan Funding 2013-2BBB+ (sf)AA26.56126.9134.341.06120344.662.8710/29/20
KKR CLO 23 B KKR CLO 23BBB- (sf)AA25.05124.14131.071.06120327.142.7310/29/20
Madison Park Funding XXXIV CLO B Madison Park Funding XXXIVBBB- (sf)AA25.86124.8132.181.06120296.522.4710/29/20
Elevation CLO 2017-8 B Elevation CLO 2017-8BBB- (sf)AA22.79122128.771.06120330.462.7510/29/20
KKR CLO 18 B KKR CLO 18BBB- (sf)AA23.17121.6128.021.05120310.872.5910/29/20
Neuberger Berman Loan Advisers CLO 25 A1 Neuberger Berman Loan Advisers CLO 25AA (sf)AAA39.94123.33132.351.07120322.392.6910/29/20
Neuberger Berman Loan Advisers CLO 25 A2 Neuberger Berman Loan Advisers CLO 25AA- (sf)AAA32.93123.33132.351.07120322.392.6910/29/20
Neuberger Berman Loan Advisers CLO 25 B Neuberger Berman Loan Advisers CLO 25BBB- (sf)AA24.92123.33132.351.07120322.392.6910/29/20
Neuberger Berman Loan Advisers CLO 25 C Neuberger Berman Loan Advisers CLO 25BB- (sf)A18.72115.15122.251.06115284.822.4810/29/20
Neuberger Berman Loan Advisers CLO 25 D Neuberger Berman Loan Advisers CLO 25B (sf)BBB-12.51108.42113.571.05110243.552.2110/29/20
Neuberger Berman Loan Advisers CLO 25 E Neuberger Berman Loan Advisers CLO 25CCC- (sf)BB-7.91104.7107.91.03105203.631.9410/29/20
Palmer Square CLO 2014-1 BR2 Palmer Square CLO 2014-1BB- (sf)A17.18114.38119.521.04115283.32.4610/29/20
Salem Fields CLO B Salem Fields CLOBB+ (sf)A17.47116.6120.291.03115265.062.310/29/20
Ocean Trails CLO VI BR Ocean Trails CLO VIA- (sf)AA23.08121.6125.291.03120313.792.6110/29/20
OZLM XX CLO B OZLM XXBB- (sf)A18.02116.38120.251.03115322.182.810/29/20
OZLM XV CLO A1BR OZLM XVAA (sf)AAA36.25116.6121.061.04115241.682.110/29/20
OZLM XV CLO A2BR OZLM XVBBB- (sf)AA23.61116.6121.061.04115241.682.110/29/20
OZLM XV CLO BR OZLM XVBB- (sf)A18.8116.6121.061.04115241.682.110/29/20
Galaxy XXV CLO B Galaxy XXV CLOBBB- (sf)AA23.76122.3131.061.07120273.982.2810/29/20
Dryden 41 Senior Loan Fund CLO BR Dryden 41 Senior Loan FundBBB- (sf)AA22.38121.1128.591.06120370.653.0910/29/20
Palmer Square CLO 2015-2 BR2 Palmer Square CLO 2015-2BB- (sf)A17.61114120.91.06115294.842.5610/29/20
Neuberger Berman CLO XXI A1R Neuberger Berman CLO XXIAA (sf)AAA38.49121.6129.561.07120431.243.5910/29/20
Neuberger Berman CLO XXI A2R Neuberger Berman CLO XXIAA- (sf)AAA35.13121.6129.561.07120431.243.5910/29/20