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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
Ares XXXIX CLO BR Ares XXXIX CLOBBB- (sf)AA23.03122.91128.751.05120235.391.9612/31/20
Z Capital Credit Partners CLO 2018-1 B Z Capital Credit Partners CLO 2018-1A- (sf)AA38.18152.3161.271.06120435.233.6312/31/20
Regatta XVI Funding CLO B Regatta XVI FundingBBB+ (sf)AA24.28122.01132.021.08120282.252.3512/31/20
Trinitas CLO XII B1 Trinitas CLO XIIA- (sf)AA24.51122.12132.41.08120258.42.1512/31/20
Trinitas CLO XII B2 Trinitas CLO XIIA- (sf)AA24.51122.12132.41.08120258.42.1512/31/20
TICP CLO XV B TICP CLO XVBBB- (sf)AA24.6121.93132.61.09115280.732.4412/31/20
Trinitas CLO II B1R Trinitas CLO IIAA (sf)AA40.75120165.721.38120284.392.3712/31/20
Trinitas CLO II B2R Trinitas CLO IIAA (sf)AA40.75120165.721.38120284.392.3712/31/20
Vibrant CLO XI A1 Vibrant CLO XIAA (sf)AAA34.56115.46122.191.06115252.322.1912/31/20
Vibrant CLO XI A2 Vibrant CLO XIA- (sf)AA23.48115.46122.191.06115252.322.1912/31/20
Vibrant CLO XI B Vibrant CLO XIBB- (sf)A18.45115.46122.191.06115252.322.1912/31/20
Vibrant CLO XI C Vibrant CLO XIB+ (sf)BBB-12.41108.94113.771.04110214.881.9512/31/20
Vibrant CLO XI D Vibrant CLO XIB- (sf)BB-7.88104.79108.171.03   12/31/20
Wellfleet CLO 2020-1 A1B Wellfleet CLO 2020-1AA (sf)AAA34.59115.46123.631.07115306.262.6612/31/20
Wellfleet CLO 2020-1 B Wellfleet CLO 2020-1BB- (sf)A19.12115.46123.631.07115306.262.6612/31/20
West CLO 2013-1 A1BR West CLO 2013-1NRN/A 113343.183.04115524.444.5612/31/20
West CLO 2013-1 A2BR West CLO 2013-1NRN/A 113343.183.04115524.444.5612/31/20
West CLO 2013-1 BR West CLO 2013-1AA (sf)AA72.58113343.183.04115524.444.5612/31/20
Tralee CLO V B Tralee CLO VA- (sf)AA22.58120.72128.811.07120338.392.8212/31/20
York CLO-2 BR York CLO-2A- (sf)AA24.06122.5130.51.07120344.132.8712/31/20
Wind River 2017-2 CLO (formerly THL Credit Wind River 2017-2 CLO) B Wind River 2017-2 CLO (formerly THL Credit Wind River 2017-2 CLO)BBB- (sf)AA22.93121.58128.711.06120331.932.7712/31/20
West CLO 2014-1 BR West CLO 2014-1AA (sf)AAA49.17116.2189.141.63115464.994.0412/31/20
Trinitas CLO III BR Trinitas CLO IIIAA (sf)AA+26.13119.4134.421.13120359.252.9912/31/20
Trinitas CLO VII B Trinitas CLO VIIBBB- (sf)AA22.45122.4127.981.05120310.022.5812/31/20
Octagon Investment Partners 20-R CLO B Octagon Investment Partners 20-RA- (sf)AA22.94122.73129.171.05120288.52.412/31/20
Zais CLO 6 B Zais CLO 6BBB- (sf)AA21.68122.6126.041.03120311.422.612/31/20
Shackleton 2017-X CLO BR Shackleton 2017-X CLOBBB- (sf)AA21.64121.58127.161.05120347.412.912/31/20
Wind River 2019-2 CLO (formerly THL Credit Wind River 2019-2 CLO) A1B Wind River 2019-2 CLO (formerly THL Credit Wind River 2019-2 CLO)AA (sf)AAA38.12121.58131.841.08120289.142.4112/31/20
Wind River 2019-2 CLO (formerly THL Credit Wind River 2019-2 CLO) B1 Wind River 2019-2 CLO (formerly THL Credit Wind River 2019-2 CLO)BBB- (sf)AA24.15121.58131.841.08120289.142.4112/31/20
Wind River 2019-2 CLO (formerly THL Credit Wind River 2019-2 CLO) B2 Wind River 2019-2 CLO (formerly THL Credit Wind River 2019-2 CLO)BBB- (sf)AA24.15121.58131.841.08120289.142.4112/31/20
Octagon Investment Partners 26 CLO BR Octagon Investment Partners 26A- (sf)AA22.48121.56127.281.05120355.792.9612/31/20
Z Capital Credit Partners CLO 2019-1 B Z Capital Credit Partners CLO 2019-1A- (sf)AA37.32149.4157.671.06120404.933.3712/31/20
Voya CLO 2014-2 A2BRR Voya CLO 2014-2BBB- (sf)AA+21.56115.21181.02115288.782.5112/31/20
Voya CLO 2014-2 BRR Voya CLO 2014-2BB- (sf)A15.98115.21181.02115288.782.5112/31/20
TICP CLO VI 2016-2 BR TICP CLO VI 2016-2BBB- (sf)AA+24.45123.33131.551.07120310.832.5912/31/20
Venture XXXIV CLO B Venture XXXIV CLOA- (sf)AA23.22122.6130.011.06120327.832.7312/31/20
Riserva CLO BR Riserva CLOBBB- (sf)AA23.2121.6129.841.07120320.592.6712/31/20
Voya CLO 2019-4 B Voya CLO 2019-4BBB- (sf)AA23.96121.6131.511.08120263.632.212/31/20
Wind River 2014-3 CLO (formerly THL Credit Wind River 2014-3 CLO) A1B2 Wind River 2014-3 CLO (formerly THL Credit Wind River 2014-3 CLO)NRAAA 123.3129.781.05115310.052.712/31/20
Wind River 2014-3 CLO (formerly THL Credit Wind River 2014-3 CLO) BR2 Wind River 2014-3 CLO (formerly THL Credit Wind River 2014-3 CLO)A- (sf)AA28.28123.3129.781.05115310.052.712/31/20
Wellfleet CLO 2017-3 B Wellfleet CLO 2017-3BB- (sf)A18.22114.7120.011.05115290.492.5312/31/20
TICP CLO I-2 B TICP CLO I-2BB- (sf)A16.65115.5119.721.04115316.942.7612/31/20
Steele Creek CLO 2017-1 B Steele Creek CLO 2017-1A- (sf)AA22.81122.5128.191.05120314.882.6212/31/20
York CLO-6 B York CLO-6BBB- (sf)AA24.66122.7131.811.07120307.322.5612/31/20
Shackleton 2016-IX CLO B Shackleton 2016-IX CLOBBB- (sf)AA22.72121.6128.781.06120316.792.6412/31/20
Vibrant CLO III A1RR Vibrant CLO IIIAA (sf)AAA34.69115.46119.431.03115272.842.3712/31/20
Vibrant CLO III A2RR Vibrant CLO IIIBBB (sf)AA22.8115.46119.431.03115272.842.3712/31/20
Vibrant CLO III BRR Vibrant CLO IIIBB- (sf)A17.11115.46119.431.03115272.842.3712/31/20
Vibrant CLO III CRR Vibrant CLO IIIB (sf)BB+10.7108.68110.861.02110231.922.1112/31/20
Vibrant CLO III DRR Vibrant CLO IIICC (sf)B+5.74104.7105.021105192.451.8312/31/20