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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 Loan Advisers CLO 27 D Neuberger Berman Loan Advisers CLO 27B (sf)BBB-11.72107.6112.411.04110273.62.4912/31/20
Neuberger Berman Loan Advisers CLO 27 E Neuberger Berman Loan Advisers CLO 27C (sf)BB-7.21103.9106.941.03105230.332.1912/31/20
Magnetite XXII CLO B Magnetite XXIIBBB (sf)AA24.92123.5133.081.08120280.472.3412/31/20
Trimaran CAVU 2019-2 CLO ANB Trimaran CAVU 2019-2A (sf)AA24.67123.3132.551.08120254.462.1212/31/20
Trimaran CAVU 2019-2 CLO B Trimaran CAVU 2019-2BB- (sf)A17.64114121.241.06115202.731.7612/31/20
Shackleton 2019-XV CLO B Shackleton 2019-XV CLOBBB (sf)AA25.71124.23134.61.08120315.132.6312/31/20
PPM CLO 3 B PPM CLO 3BBB+ (sf)AA23.1121.58130.051.07120279.012.3312/31/20
Sound Point CLO XI BR Sound Point CLO XIAA- (sf)AA+22.4121.6127.941.05120294.662.4612/31/20
OZLM Funding CLO BR2 OZLM FundingBB- (sf)A17.31116.2118.831.02115264.262.312/31/20
Saranac CLO VII (previously Saranac CLO II) BR Saranac CLO VII (previously Saranac CLO II)BB- (sf)AA-21.44122.55126.731.03120282.582.3512/31/20
Parallel 2018-2 CLO B Parallel 2018-2B+ (sf)A17.05116.2120.561.04115241.352.112/31/20
Dryden 61 CLO B Dryden 61 CLOBBB (sf)AA23.83121.6130.671.07120314.932.6212/31/20
Neuberger Berman CLO XXII XR Neuberger Berman CLO XXIIAA (sf)AAA 124.23132.41.07120332.982.7712/31/20
Neuberger Berman CLO XXII A1R Neuberger Berman CLO XXIIAA (sf)AAA37.84124.23132.41.07120332.982.7712/31/20
Neuberger Berman CLO XXII A2R Neuberger Berman CLO XXIIA+ (sf)N/A35.31124.23132.41.07120332.982.7712/31/20
Neuberger Berman CLO XXII BR Neuberger Berman CLO XXIIBBB- (sf)AA24.7124.23132.41.07120332.982.7712/31/20
Neuberger Berman CLO XXII CR Neuberger Berman CLO XXIIBB- (sf)A17.11113.95120.291.06115284.552.4712/31/20
Neuberger Berman CLO XXII DR Neuberger Berman CLO XXIIB- (sf)BBB-11.05107.64112.091.04110245.372.2312/31/20
Neuberger Berman CLO XXII ER Neuberger Berman CLO XXIID (sf)B+7.01104.2107.221.03105209.061.9912/31/20
RR 6 CLO A1B RR 6A- (sf)N/A31.12113.7120.481.06110268.562.4412/31/20
RR 6 CLO B RR 6BB- (sf)A17.64113.7120.481.06110268.562.4412/31/20
TICP CLO XII B TICP CLO XIIBBB- (sf)AA24.36122.1131.461.08120327.242.7312/31/20
Vibrant CLO VI A Vibrant CLO VIAA (sf)AAA34.41122.45128.021.05120322.812.6912/31/20
Vibrant CLO VI B Vibrant CLO VIBBB+ (sf)AA22.62122.45128.021.05120322.812.6912/31/20
Vibrant CLO VI C Vibrant CLO VIBB- (sf)A16.47114.7118.591.03115282.172.4512/31/20
Vibrant CLO VI D Vibrant CLO VIB (sf)BBB-10.84108.94111.091.02110241.52.212/31/20
Vibrant CLO VI E Vibrant CLO VICC (sf)BB-5.71103.7105.061.01105202.971.9312/31/20
RR 1 CLO BR RR 1BB- (sf)A17.05      12/31/20
Trestles CLO 2017-1 A1B Trestles CLO 2017-1A- (sf)AAA31.48115.95122.431.06115264.232.312/31/20
Trestles CLO 2017-1 B Trestles CLO 2017-1BB- (sf)A18.38115.95122.431.06115264.232.312/31/20
TICP CLO III-2 B TICP CLO III-2BBB+ (sf)AA+22.44122.5128.71.05120374.53.1212/31/20
Trinitas CLO IV BR Trinitas CLO IVBBB- (sf)AA22.04122.29127.921.05120240.46212/31/20
Symphony CLO XVI B1R Symphony CLO XVIBBB (sf)AA27.06123.2129.821.05120297.152.4812/31/20
Symphony CLO XVI B2R Symphony CLO XVINRAA 123.2129.821.05120297.152.4812/31/20
Sound Point CLO XVII A1B Sound Point CLO XVIIAA (sf)AAA33.43114.9119.11.04115263.392.2912/31/20
Sound Point CLO XVII B Sound Point CLO XVIIBB- (sf)A16.66114.9119.11.04115263.392.2912/31/20
Wellfleet CLO 2016-1 BR Wellfleet CLO 2016-1BBB- (sf)AA24.86121.6126.831.04120346.752.8912/31/20
Sound Point CLO XXII B1 Sound Point CLO XXIIBBB+ (sf)AA22.67121.58128.751.06120216.221.812/31/20
Sound Point CLO XXII B2 Sound Point CLO XXIIBBB+ (sf)AA22.67121.58128.751.06120216.221.812/31/20
Neuberger Berman Loan Advisers CLO 34 A1 Neuberger Berman Loan Advisers CLO 34AA (sf)AAA36.1121.58131.261.08120302.962.5212/31/20
Neuberger Berman Loan Advisers CLO 34 A2 Neuberger Berman Loan Advisers CLO 34AA (sf)AAA36.1121.58131.261.08120302.962.5212/31/20
Neuberger Berman Loan Advisers CLO 34 B1 Neuberger Berman Loan Advisers CLO 34BBB- (sf)AA24.11121.58131.261.08120302.962.5212/31/20
Neuberger Berman Loan Advisers CLO 34 B2 Neuberger Berman Loan Advisers CLO 34BBB- (sf)AA24.11121.58131.261.08120302.962.5212/31/20
Neuberger Berman Loan Advisers CLO 34 C1 Neuberger Berman Loan Advisers CLO 34BB- (sf)A18.12113.95121.661.07110257.462.3412/31/20
Neuberger Berman Loan Advisers CLO 34 C2 Neuberger Berman Loan Advisers CLO 34BB- (sf)A18.12113.95121.661.07110257.462.3412/31/20
Neuberger Berman Loan Advisers CLO 34 D Neuberger Berman Loan Advisers CLO 34B (sf)BBB-12.13107.64113.361.05105218.472.0812/31/20
Neuberger Berman Loan Advisers CLO 34 E Neuberger Berman Loan Advisers CLO 34C (sf)BB-8.14103.7108.431.05   12/31/20
Dryden 53 CLO B Dryden 53 CLOBBB- (sf)AA23.36122.6130.141.06120332.142.7712/31/20
TCW CLO 2017-1 BR TCW CLO 2017-1BBB- (sf)AA24.23122.46131.071.07120350.412.9212/31/20
WhiteHorse X CLO B1R WhiteHorse XAA (sf)AA+36.22121.32152.291.26120274.752.2912/31/20