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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
Neuberger Berman CLO XXI BR Neuberger Berman CLO XXIBBB- (sf)AA23.78121.6129.561.07120431.243.5910/29/20
Neuberger Berman CLO XXI CR Neuberger Berman CLO XXIBB- (sf)A17.07113.2119.151.05115375.173.2610/29/20
Neuberger Berman CLO XXI DR Neuberger Berman CLO XXIB (sf)BBB-11.39107.6111.571.04110324.252.9510/29/20
Neuberger Berman CLO XXI ER Neuberger Berman CLO XXICC (sf)BB-6.74103.6106.051.02105264.172.5210/29/20
Park Avenue Institutional Advisers CLO 2018-1 A1B Park Avenue Institutional Advisers CLO 2018-1AA- (sf)AAA37.58114.3120.051.05115274.872.3910/29/20
Park Avenue Institutional Advisers CLO 2018-1 B Park Avenue Institutional Advisers CLO 2018-1BB- (sf)A17.7114.3120.051.05115274.872.3910/29/20
OCP CLO 2019-17 A2B OCP CLO 2019-17AA- (sf)AAA34.93121.57131.441.08120235.721.9610/29/20
OCP CLO 2019-17 B OCP CLO 2019-17BBB- (sf)AA23.92121.57131.441.08120235.721.9610/29/20
Parallel 2017-1 CLO BR Parallel 2017-1BB+ (sf)AA+22.47122.5128.291.05120297.682.4810/29/20
PPM CLO 2018-1 B1 PPM CLO 2018-1BBB- (sf)N/A22.74121.7129.221.06120290.022.4210/29/20
PPM CLO 2018-1 B2 PPM CLO 2018-1BBB- (sf)AA22.74121.7129.221.06120290.022.4210/29/20
Mountain View CLO 2017-1 BR Mountain View CLO 2017-1A- (sf)AA+21.84121.6127.921.05120322.972.6910/29/20
Sudbury Mill CLO A1R Sudbury Mill CLOAA (sf)AAA73.04122.01157.141.29120282.732.3610/29/20
Sudbury Mill CLO A2R Sudbury Mill CLOAA (sf)AAA73.04122.01157.141.29120282.732.3610/29/20
Sudbury Mill CLO B1R Sudbury Mill CLOAA (sf)AAA42.21122.01157.141.29120282.732.3610/29/20
Sudbury Mill CLO B2R Sudbury Mill CLOAA (sf)AAA42.21122.01157.141.29120282.732.3610/29/20
Sudbury Mill CLO CR Sudbury Mill CLOA+ (sf)AA-27.96114.64130.711.14115217.451.8910/29/20
Sudbury Mill CLO D Sudbury Mill CLOB+ (sf)BB+13.42107.48111.561.04107.5163.941.5310/29/20
Sudbury Mill CLO E Sudbury Mill CLOD (sf)CCC-2.94103.96100.920.97   10/29/20
ROMARK CLO-3 B ROMARK CLO-3BB- (sf)A19.52116.92124.231.06115240.952.110/29/20
OZLM VII CLO BR OZLM VIIBB- (sf)A16.68115.23117.011.02115303.212.6410/29/20
Recette CLO BR Recette CLOAA (sf)AAA30.05121.58142.561.17120441.213.6810/29/20
Neuberger Berman Loan Advisers CLO 32 A Neuberger Berman Loan Advisers CLO 32AA (sf)AAA39.19123.3133.351.08120289.442.4110/29/20
Neuberger Berman Loan Advisers CLO 32 B Neuberger Berman Loan Advisers CLO 32BBB- (sf)AA25.23123.3133.351.08120289.442.4110/29/20
Neuberger Berman Loan Advisers CLO 32 C Neuberger Berman Loan Advisers CLO 32BB- (sf)A17.75113.2121.231.07110246.962.2510/29/20
Neuberger Berman Loan Advisers CLO 32 D Neuberger Berman Loan Advisers CLO 32B- (sf)BBB-12.77108.3114.31.06105217.012.0710/29/20
Neuberger Berman Loan Advisers CLO 32 E Neuberger Berman Loan Advisers CLO 32CC (sf)BB-8.91104.9109.451.04   10/29/20
Magnetite XXI CLO B Magnetite XXIBBB- (sf)AA23120.4129.561.08120201.121.6810/29/20
Sound Point CLO III-R B Sound Point CLO III-RBBB- (sf)AA20.9121.2126.291.04120301.782.5110/29/20
HarbourView CLO VII-R AX HarbourView CLO VII-RAA (sf)N/A 121.6122.071120293.52.4510/29/20
HarbourView CLO VII-R A1 HarbourView CLO VII-RAA (sf)AAA31.21121.6122.071120293.52.4510/29/20
HarbourView CLO VII-R B HarbourView CLO VII-RBBB- (sf)AA19.38121.6122.071120293.52.4510/29/20
HarbourView CLO VII-R C HarbourView CLO VII-RB+ (sf)A-13.48114.7113.790.99110262.942.3910/29/20
HarbourView CLO VII-R D HarbourView CLO VII-RB- (sf)BB7.01108.3105.920.98105223.842.1310/29/20
HarbourView CLO VII-R E HarbourView CLO VII-RD (sf)CCC+2.18104.4100.630.96   10/29/20
HarbourView CLO VII-R F HarbourView CLO VII-RD (sf)CCC-0.03      10/29/20
RR 4 CLO A1B RR 4A- (sf)N/A34.69114.3118.521.04115332.852.8910/29/20
RR 4 CLO B RR 4BB- (sf)A17.28114.3118.521.04115332.852.8910/29/20
OHA Credit Funding 2 CLO A2B OHA Credit Funding 2A- (sf)N/A35.45122.08130.51.07120279.182.3310/29/20
OHA Credit Funding 2 CLO B1 OHA Credit Funding 2BB+ (sf)AA23.94122.08130.51.07120279.182.3310/29/20
OHA Credit Funding 2 CLO B2 OHA Credit Funding 2BB+ (sf)AA23.94122.08130.51.07120279.182.3310/29/20
Octagon Investment Partners XXIII CLO BR Octagon Investment Partners XXIIIA- (sf)AA24.05120.7128.171.06120400.373.3410/29/20
California Street CLO XII (previously Symphony CLO XII) B1R California Street CLO XII (previously Symphony CLO XII)AA (sf)AAA37.95122.01152.441.25120332.42.7710/29/20
California Street CLO XII (previously Symphony CLO XII) B2ARR California Street CLO XII (previously Symphony CLO XII)AA (sf)N/A37.95122.01152.441.25120332.42.7710/29/20
California Street CLO XII (previously Symphony CLO XII) B2BRR California Street CLO XII (previously Symphony CLO XII)AA (sf)N/A37.95122.01152.441.25120332.42.7710/29/20
Neuberger Berman CLO XIV ARR Neuberger Berman CLO XIVAA (sf)AAA35.68122128.011.05120356.22.9710/29/20
Neuberger Berman CLO XIV BRR Neuberger Berman CLO XIVBBB- (sf)AA22.6122128.011.05120356.22.9710/29/20
Neuberger Berman CLO XIV CRR Neuberger Berman CLO XIVBB- (sf)A16.43112.3118.551.06110316.292.8810/29/20
Neuberger Berman CLO XIV D1RR Neuberger Berman CLO XIVB- (sf)BBB-10.39107110.561.03105264.732.5210/29/20
Neuberger Berman CLO XIV D2RR Neuberger Berman CLO XIVB- (sf)BBB-10.39107110.561.03105264.732.5210/29/20