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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
OZLM XV CLO BR OZLM XVBB- (sf)A18.8116.6121.061.04115241.682.112/31/20
OHA Loan Funding 2013-2 CLO BR OHA Loan Funding 2013-2A- (sf)AA26.53126.9135.121.06120324.332.712/31/20
Palmer Square CLO 2014-1 BR2 Palmer Square CLO 2014-1BB- (sf)A17.02114.38119.781.05115301.52.6212/31/20
OZLM XX CLO B OZLM XXBB- (sf)A18.02116.38120.251.03115322.182.812/31/20
Regatta XIII Funding CLO B Regatta XIII FundingBB- (sf)A18.19116.2122.051.05115289.072.5112/31/20
Northwoods Capital XVI CLO B Northwoods Capital XVIBBB- (sf)AA23.82122.5128.51.05120354.212.9512/31/20
KVK CLO 2013-1 BR KVK CLO 2013-1A- (sf)AA29.12122136.861.12117.5404.73.4412/31/20
PPM CLO 2018-1 B1 PPM CLO 2018-1BBB- (sf)N/A22.67121.7129.321.06120290.992.4212/31/20
PPM CLO 2018-1 B2 PPM CLO 2018-1BBB- (sf)AA22.67121.7129.321.06120290.992.4212/31/20
Pikes Peak CLO 2 B Pikes Peak CLO 2BBB- (sf)AA23.98122.2131.551.08120293.332.4412/31/20
Palmer Square CLO 2015-2 BR2 Palmer Square CLO 2015-2BB- (sf)A17.41114120.691.06115289.232.5212/31/20
Mountain View CLO 2017-1 BR Mountain View CLO 2017-1A- (sf)AA+21.84121.6127.921.05120322.972.6912/31/20
RR 3 (previously ALM XIV) CLO BR2 RR 3 (previously ALM XIV)BB- (sf)A17.2      12/31/20
Neuberger Berman Loan Advisers CLO 32 A Neuberger Berman Loan Advisers CLO 32AA (sf)AAA39.19123.3133.351.08120289.442.4112/31/20
Neuberger Berman Loan Advisers CLO 32 B Neuberger Berman Loan Advisers CLO 32BBB (sf)AA25.23123.3133.351.08120289.442.4112/31/20
Neuberger Berman Loan Advisers CLO 32 C Neuberger Berman Loan Advisers CLO 32BB- (sf)A17.75113.2121.231.07110246.962.2512/31/20
Neuberger Berman Loan Advisers CLO 32 D Neuberger Berman Loan Advisers CLO 32B (sf)BBB-12.77108.3114.31.06105217.012.0712/31/20
Neuberger Berman Loan Advisers CLO 32 E Neuberger Berman Loan Advisers CLO 32CCC- (sf)BB-8.91104.9109.451.04   12/31/20
Elevation CLO 2017-8 B Elevation CLO 2017-8BBB- (sf)AA22.77122129.111.06120353.882.9512/31/20
Parallel 2017-1 CLO BR Parallel 2017-1BBB- (sf)AA+22.05122.5128.21.05120298.542.4912/31/20
Madison Park Funding XXXIV CLO B Madison Park Funding XXXIVBBB- (sf)AA25.87124.8133.21.07120290.152.4212/31/20
Park Avenue Institutional Advisers CLO 2018-1 A1B Park Avenue Institutional Advisers CLO 2018-1AA- (sf)AAA37.58114.3120.051.05115274.872.3912/31/20
Park Avenue Institutional Advisers CLO 2018-1 B Park Avenue Institutional Advisers CLO 2018-1BB- (sf)A17.7114.3120.051.05115274.872.3912/31/20
OCP CLO 2019-17 A2B OCP CLO 2019-17AA- (sf)AAA34.9121.57131.371.08120226.571.8912/31/20
OCP CLO 2019-17 B OCP CLO 2019-17BBB- (sf)AA23.88121.57131.371.08120226.571.8912/31/20
OZLM VII CLO BR OZLM VIIBB- (sf)A16.68115.23117.011.02115303.212.6412/31/20
OZLM Funding IV CLO BR OZLM Funding IVBB- (sf)A15.76114.23117.771.03115255.872.2212/31/20
OCP CLO 2014-6 BR OCP CLO 2014-6BB- (sf)A16.54114.95119.341.04115247.462.1512/31/20
Sudbury Mill CLO A1R Sudbury Mill CLOAA (sf)AAA73.04122.01157.141.29120282.732.3612/31/20
Sudbury Mill CLO A2R Sudbury Mill CLOAA (sf)AAA73.04122.01157.141.29120282.732.3612/31/20
Sudbury Mill CLO B1R Sudbury Mill CLOAA (sf)AAA42.21122.01157.141.29120282.732.3612/31/20
Sudbury Mill CLO B2R Sudbury Mill CLOAA (sf)AAA42.21122.01157.141.29120282.732.3612/31/20
Sudbury Mill CLO CR Sudbury Mill CLOAA- (sf)AA-27.96114.64130.711.14115217.451.8912/31/20
Sudbury Mill CLO D Sudbury Mill CLOB+ (sf)BB+13.42107.48111.561.04107.5163.941.5312/31/20
Sudbury Mill CLO E Sudbury Mill CLOD (sf)CCC-2.94103.96100.920.97   12/31/20
Salem Fields CLO B Salem Fields CLOBBB- (sf)A17.88116.6121.151.04115263.212.2912/31/20
KKR CLO 23 B KKR CLO 23BBB- (sf)AA25.07124.14131.551.06120336.992.8112/31/20
ROMARK CLO-3 B ROMARK CLO-3BB- (sf)A19.38116.92124.031.06115237.52.0712/31/20
Ocean Trails CLO VI BR Ocean Trails CLO VIA- (sf)AA22.92121.6127.861.05120309.52.5812/31/20
Dryden 50 Senior Loan Fund CLO B Dryden 50 Senior Loan FundBBB- (sf)AA23.44121.58129.931.07120310.342.5912/31/20
California Street CLO XII (previously Symphony CLO XII) B1R California Street CLO XII (previously Symphony CLO XII)AA (sf)AAA37.98122.01159.651.31120331.312.7612/31/20
California Street CLO XII (previously Symphony CLO XII) B2ARR California Street CLO XII (previously Symphony CLO XII)AA (sf)N/A37.98122.01159.651.31120331.312.7612/31/20
California Street CLO XII (previously Symphony CLO XII) B2BRR California Street CLO XII (previously Symphony CLO XII)AA (sf)N/A37.98122.01159.651.31120331.312.7612/31/20
Neuberger Berman CLO XXI A1R Neuberger Berman CLO XXIAA (sf)AAA38.49121.6129.561.07120431.243.5912/31/20
Neuberger Berman CLO XXI A2R Neuberger Berman CLO XXIAA (sf)AAA35.13121.6129.561.07120431.243.5912/31/20
Neuberger Berman CLO XXI BR Neuberger Berman CLO XXIBBB (sf)AA23.78121.6129.561.07120431.243.5912/31/20
Recette CLO BR Recette CLOAA (sf)AAA30.78121.58144.111.19120398.053.3212/31/20
Neuberger Berman CLO XXI CR Neuberger Berman CLO XXIBB- (sf)A17.07113.2119.151.05115375.173.2612/31/20
Neuberger Berman CLO XXI DR Neuberger Berman CLO XXIB (sf)BBB-11.39107.6111.571.04110324.252.9512/31/20
Neuberger Berman CLO XXI ER Neuberger Berman CLO XXICC (sf)BB-6.74103.6106.051.02105264.172.5212/31/20