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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
Sudbury Mill CLO D Sudbury Mill CLOB+ (sf)BB+13.42107.48111.561.04107.5163.941.5301/27/21
Sudbury Mill CLO E Sudbury Mill CLOD (sf)CCC-2.94103.96100.920.97   01/27/21
Neuberger Berman CLO XXI A1R Neuberger Berman CLO XXIAA (sf)AAA38.49121.6129.561.07120431.243.5901/27/21
Neuberger Berman CLO XXI A2R Neuberger Berman CLO XXIAA (sf)AAA35.13121.6129.561.07120431.243.5901/27/21
Neuberger Berman CLO XXI BR Neuberger Berman CLO XXIBBB (sf)AA23.78121.6129.561.07120431.243.5901/27/21
Neuberger Berman CLO XXI CR Neuberger Berman CLO XXIBB- (sf)A17.07113.2119.151.05115375.173.2601/27/21
Neuberger Berman CLO XXI DR Neuberger Berman CLO XXIB (sf)BBB-11.39107.6111.571.04110324.252.9501/27/21
Neuberger Berman CLO XXI ER Neuberger Berman CLO XXICCC- (sf)BB-6.74103.6106.051.02105264.172.5201/27/21
ROMARK CLO-3 B ROMARK CLO-3BB- (sf)A19.38116.92124.031.06115237.52.0701/27/21
OZLM XV CLO A1BR OZLM XVAA (sf)AAA35.68116.6121.61.04115221.971.9301/27/21
OZLM XV CLO A2BR OZLM XVBBB (sf)AA22.92116.6121.61.04115221.971.9301/27/21
OZLM XV CLO BR OZLM XVBB- (sf)A18.07116.6121.61.04115221.971.9301/27/21
Octagon Investment Partners 36 CLO B Octagon Investment Partners 36A- (sf)AA+25.63126.51341.06120399.083.3301/27/21
One Eleven Funding III CLO B One Eleven Funding IIIBBB+ (sf)A-36.29152.3155.851.02115175.391.5301/27/21
Saranac CLO V (previously Saranac CLO I) BR Saranac CLO V (previously Saranac CLO I)BBB- (sf)AA+24.05126130.791.04120288.572.401/27/21
Sound Point CLO IX BRR Sound Point CLO IXA- (sf)AA21.62121.6127.391.05120259.822.1701/27/21
KKR CLO 18 B KKR CLO 18BBB- (sf)AA23.13121.6128.461.06120304.992.5401/27/21
Neuberger Berman CLO XIV ARR Neuberger Berman CLO XIVAA (sf)AAA35.6122128.611.05120355.772.9601/27/21
Neuberger Berman CLO XIV BRR Neuberger Berman CLO XIVBBB- (sf)AA22.51122128.611.05120355.772.9601/27/21
Neuberger Berman CLO XIV CRR Neuberger Berman CLO XIVBB- (sf)A16.33112.3119.111.06110315.672.8701/27/21
Neuberger Berman CLO XIV D1RR Neuberger Berman CLO XIVB- (sf)BBB-10.28107111.081.04105263.542.5101/27/21
Neuberger Berman CLO XIV D2RR Neuberger Berman CLO XIVB- (sf)BBB-10.28107111.081.04105263.542.5101/27/21
Neuberger Berman CLO XIV ERR Neuberger Berman CLO XIVD (sf)B+6.25103.3106.311.03   01/27/21
Magnetite XXI CLO B Magnetite XXIBBB- (sf)AA23.06120.4129.851.08120196.821.6401/27/21
Shackleton 2018-XII CLO B Shackleton 2018-XII CLOBBB- (sf)AA22.96121.58129.631.07120353.812.9501/27/21
OHA Credit Funding 2 CLO A2B OHA Credit Funding 2AA- (sf)N/A35.47122.08130.991.07120262.722.1901/27/21
OHA Credit Funding 2 CLO B1 OHA Credit Funding 2BBB- (sf)AA23.97122.08130.991.07120262.722.1901/27/21
OHA Credit Funding 2 CLO B2 OHA Credit Funding 2BBB- (sf)AA23.97122.08130.991.07120262.722.1901/27/21
OZLM Funding IV CLO BR OZLM Funding IVBB- (sf)A15.83114.23118.291.04115248.422.1601/27/21
OFSI Fund VI CLO BR OFSI Fund VINRAA+ 112.11534.384.771151186.6610.3201/27/21
Telos CLO 2013-3 BR Telos CLO 2013-3AA (sf)AA32.27123.04144.391.17120337.962.8201/27/21
Rockford Tower CLO 2018-1 B Rockford Tower CLO 2018-1BBB+ (sf)AA24.78123.3132.841.08120335.952.801/27/21
California Street CLO XII (previously Symphony CLO XII) B1R California Street CLO XII (previously Symphony CLO XII)AA (sf)AAA37.98122.01159.651.31120331.312.7601/27/21
California Street CLO XII (previously Symphony CLO XII) B2ARR California Street CLO XII (previously Symphony CLO XII)AA (sf)N/A37.98122.01159.651.31120331.312.7601/27/21
California Street CLO XII (previously Symphony CLO XII) B2BRR California Street CLO XII (previously Symphony CLO XII)AA (sf)N/A37.98122.01159.651.31120331.312.7601/27/21
OHA Loan Funding 2015-1 CLO B1RR OHA Loan Funding 2015-1BBB- (sf)AA23.84      01/27/21
OHA Loan Funding 2015-1 CLO B2RR OHA Loan Funding 2015-1BBB- (sf)AA23.84      01/27/21
Magnetite XV CLO BR Magnetite XVBBB- (sf)AA24122.5131.461.07115378.073.2901/27/21
OZLM XXI CLO B OZLM XXIBB- (sf)A18.3116.38120.411.03115306.732.6701/27/21
Dryden 42 Senior Loan Fund CLO BR Dryden 42 Senior Loan FundBBB- (sf)AA22.85121.58128.211.05120339.72.8301/27/21
Telos CLO 2013-4 BR Telos CLO 2013-4BBB- (sf)AA22.75123.3128.571.04120285.72.3801/27/21
Nassau 2017-II CLO B Nassau 2017-II CLOBBB- (sf)AA21.57122.6126.081.031203032.5201/27/21
RR 4 CLO A1B RR 4AA- (sf)N/A35.03114.3119.511.05115315.792.7501/27/21
RR 4 CLO B RR 4BB- (sf)A17.72114.3119.511.05115315.792.7501/27/21
Neuberger Berman Loan Advisers CLO 33 A Neuberger Berman Loan Advisers CLO 33AA (sf)AAA38.03121.58131.641.08120286.692.3901/27/21
Neuberger Berman Loan Advisers CLO 33 B Neuberger Berman Loan Advisers CLO 33BBB- (sf)AA24.03121.58131.641.08120286.692.3901/27/21
Neuberger Berman Loan Advisers CLO 33 C Neuberger Berman Loan Advisers CLO 33BB- (sf)A18.04113.95122.011.07115253.62.2101/27/21
Neuberger Berman Loan Advisers CLO 33 D Neuberger Berman Loan Advisers CLO 33B (sf)BBB-12.04107.64113.691.06110216.081.9601/27/21
Neuberger Berman Loan Advisers CLO 33 E Neuberger Berman Loan Advisers CLO 33CCC- (sf)BB-8.04104.2108.751.04   01/27/21
Octagon Investment Partners 29 CLO BR Octagon Investment Partners 29A- (sf)AA24.06121.6130.311.07120300.252.501/27/21