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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
TICP CLO VII BR TICP CLO VIIAA+ (sf)AA24.05121.6131.141.08120287.832.405/09/21
Venture XIII CLO BR Venture XIII CLOAA+ (sf)AA+24.41125.75132.071.05120373.683.1105/09/21
Venture XX CLO B1R Venture XX CLOAA+ (sf)N/A40.85123.33148.781.21120459.163.8305/09/21
Venture XX CLO B2R Venture XX CLOAA+ (sf)N/A40.85123.33148.781.21120459.163.8305/09/21
York CLO-6 B York CLO-6AA+ (sf)AA24.66122.7131.911.08120307.272.5605/09/21
Voya CLO 2017-4 B Voya CLO 2017-4AA+ (sf)AA22.7121.6128.491.06120306.42.5505/09/21
Wellfleet CLO 2015-1 BRRR Wellfleet CLO 2015-1AA+ (sf)AA24.32123.69130.311.05120281.562.3505/09/21
Voya CLO 2016-1 BR Voya CLO 2016-1BBB+ (sf)A15.31114118.11.04115288.12.5105/09/21
Octagon Investment Partners 32 CLO B1 Octagon Investment Partners 32AA+ (sf)N/A23.74123.3130.231.06120308.422.5705/09/21
Octagon Investment Partners 32 CLO B2R Octagon Investment Partners 32AA+ (sf)N/A23.74123.3130.231.06120308.422.5705/09/21
Octagon Investment Partners 26 CLO BR Octagon Investment Partners 26AA+ (sf)N/A22.93121.56128.331.06120352.362.9405/09/21
Voya CLO 2016-4 B1 Voya CLO 2016-4AA+ (sf)AA+22.2121.6128.11.05120273.152.2805/09/21
Voya CLO 2016-4 B2 Voya CLO 2016-4AA+ (sf)AA+22.2121.6128.11.05120273.152.2805/09/21
Venture 31 CLO B Venture 31 CLOAA+ (sf)AA22.43121.57128.911.06120367.393.0605/09/21
Venture XVII CLO BRR Venture XVII CLOAA+ (sf)AAA24.3122.35131.081.07120413.153.4405/09/21
Voya CLO 2019-2 B Voya CLO 2019-2AA+ (sf)AA23.34121.6130.451.07120294.072.4505/09/21
Venture 38 CLO B Venture 38 CLOAA+ (sf)AA23.17121.57130.131.07120328.012.7305/09/21
Voya CLO 2017-1 B Voya CLO 2017-1BBB+ (sf)A-15.65113.21118.211.04115243.562.1205/09/21
Regatta XV Funding CLO B Regatta XV FundingBBB+ (sf)A18.84116.5122.911.06115294.692.5605/09/21
Voya CLO 2018-1 B Voya CLO 2018-1A (sf)A17.01114.62119.681.04115301.112.6205/09/21
Venture 32 CLO A2BR Venture 32 CLOAA+ (sf)N/A33.92122.45129.821.06120332.742.7705/09/21
Venture 32 CLO B Venture 32 CLOAA+ (sf)AA23.14122.45129.821.06120332.742.7705/09/21
Venture 39 CLO B Venture 39 CLOAA+ (sf)AA25.46123.3134.171.09120332.712.7705/09/21
Venture XXII CLO BR Venture XXII CLOAA+ (sf)AA23.03122.45129.81.06120356.452.9705/09/21
Regatta XVI Funding CLO B Regatta XVI FundingAA+ (sf)N/A24.33122.01132.091.08120287.042.3905/09/21
Venture XXXIV CLO B Venture XXXIV CLOAA+ (sf)AA23.11122.6130.021.06120309.822.5805/09/21
BNPP IP CLO 2014-II AR BNPP IP CLO 2014-IINRN/A 123.08207.551.69120455.943.805/07/21
BNPP IP CLO 2014-II BR BNPP IP CLO 2014-IIAA+ (sf)AAA78.32123.08207.551.69120455.943.805/07/21
BNPP IP CLO 2014-II CR BNPP IP CLO 2014-IIAA+ (sf)N/A47.7113.53140.431.24115266.42.3205/07/21
BNPP IP CLO 2014-II DR BNPP IP CLO 2014-IIA- (sf)N/A25.35108.29113.321.05110185.341.6805/07/21
BNPP IP CLO 2014-II E BNPP IP CLO 2014-IICCC- (sf)N/A5.14104.4495.790.92105130.081.2405/07/21
Black Diamond CLO 2014-1 A1R Black Diamond CLO 2014-1NRN/A 113.51253.62.23105347.143.3105/07/21
Black Diamond CLO 2014-1 A2R Black Diamond CLO 2014-1NRN/A 113.51253.62.23105347.143.3105/07/21
Black Diamond CLO 2014-1 B1R Black Diamond CLO 2014-1AA+ (sf)N/A81.15113.51253.62.23105347.143.3105/07/21
Black Diamond CLO 2014-1 B2R Black Diamond CLO 2014-1AA+ (sf)N/A81.15113.51253.62.23105347.143.3105/07/21
Black Diamond CLO 2014-1 CR Black Diamond CLO 2014-1AA+ (sf)N/A51.36107.82160.241.49102189.361.8605/07/21
Black Diamond CLO 2014-1 D Black Diamond CLO 2014-1AA+ (sf)N/A25.89104.81121.871.16101121.271.205/07/21
Allegro CLO III B1R Allegro CLO IIIAA+ (sf)N/A48.84123.8167.841.36120474.73.9605/07/21
Allegro CLO III B2R Allegro CLO IIIAA+ (sf)N/A48.84123.8167.841.36120474.73.9605/07/21
Barings CLO 2013-I AR Barings CLO 2013-IAA+ (sf)AAA34.41123.3132.121.07120351.112.9305/07/21
Barings CLO 2013-I BR Barings CLO 2013-IAA+ (sf)N/A24.5123.3132.121.07120351.112.9305/07/21
Barings CLO 2013-I CR Barings CLO 2013-IAA+ (sf)N/A17.54114.9120.981.05110306.222.7805/07/21
Barings CLO 2013-I DR Barings CLO 2013-IBB+ (sf)N/A10.29107.6111.21.03105252.122.405/07/21
Barings CLO 2013-I ER Barings CLO 2013-IBB- (sf)N/A5.92104.7106.031.01   05/07/21
Barings CLO 2013-I FR Barings CLO 2013-ICCC+ (sf)N/A4.37      05/07/21
Atlas Senior Loan Fund III CLO BR Atlas Senior Loan Fund IIIAA+ (sf)N/A24.48121.8130.441.07120425.773.5505/07/21
Apres Static CLO 1 BR Apres Static CLO 1AA+ (sf)N/A18.48112.81211.07115283.672.4705/07/21
MP CLO III (previously ACAS CLO 2013-1) BR MP CLO III (previously ACAS CLO 2013-1)AA+ (sf)AA22.41123.3128.561.04120291.92.4305/07/21
BlueMountain CLO 2016-1 AR BlueMountain CLO 2016-1AA+ (sf)AAA39.45121.58129.921.07120382.153.1805/07/21
BlueMountain CLO 2016-1 BR BlueMountain CLO 2016-1AA+ (sf)AA24.11121.58129.921.07120382.153.1805/07/21