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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
RR 8 CLO A2B RR 8BBB- (sf)AA24.1114.45122.11.07110278.742.5312/31/20
RR 8 CLO B RR 8BB- (sf)A18.1114.45122.11.07110278.742.5312/31/20
Vibrant CLO VIII A1A Vibrant CLO VIIIAA (sf)AAA34.51115.5119.571.04115292.572.5412/31/20
Vibrant CLO VIII A1B Vibrant CLO VIIIAA- (sf)AAA32.98115.5119.571.04115292.572.5412/31/20
Vibrant CLO VIII A2 Vibrant CLO VIIIA- (sf)AA22.74115.5119.571.04115292.572.5412/31/20
Vibrant CLO VIII B1 Vibrant CLO VIIIBB- (sf)A17.11115.5119.571.04115292.572.5412/31/20
Vibrant CLO VIII B2 Vibrant CLO VIIIBB- (sf)A17.11115.5119.571.04115292.572.5412/31/20
Vibrant CLO VIII C Vibrant CLO VIIIB (sf)BBB-10.46108.3110.691.02110250.942.2812/31/20
Vibrant CLO VIII D Vibrant CLO VIIIB- (sf)BB-5.86104.7105.271.01   12/31/20
TCI-Flatiron CLO 2018-1 B TCI-Flatiron CLO 2018-1A- (sf)AA25.47124.23134.071.08120289.522.4112/31/20
Sound Point CLO XIX B1 Sound Point CLO XIXBBB (sf)AA22.07121.58128.271.06120293.92.4512/31/20
Sound Point CLO XIX B2AR Sound Point CLO XIXBBB (sf)N/A22.07121.58128.271.06120293.92.4512/31/20
Sound Point CLO XIX B2BR Sound Point CLO XIXBBB (sf)N/A22.07121.58128.271.06120293.92.4512/31/20
Wind River 2018-2 CLO (formerly THL Credit Wind River 2018-2 CLO) B Wind River 2018-2 CLO (formerly THL Credit Wind River 2018-2 CLO)BBB- (sf)AA23.45121.6129.281.06120322.612.6912/31/20
Shackleton 2013-III CLO BR Shackleton 2013-III CLOBBB- (sf)AA23.65124.05130.071.05120300.672.5112/31/20
Sound Point CLO VII-R B Sound Point CLO VII-RA- (sf)AA21.07121.2126.541.04120250.182.0812/31/20
Wellfleet CLO 2018-3 A1B Wellfleet CLO 2018-3AA- (sf)N/A35115.92122.691.06115265.072.312/31/20
Wellfleet CLO 2018-3 B Wellfleet CLO 2018-3BB- (sf)A19.3115.92122.691.06115265.072.312/31/20
Venture XXIX CLO B Venture XXIX CLOA- (sf)AA22.33123.75128.581.04120312.212.612/31/20
Peaks CLO 2 A1BR Peaks CLO 2AA (sf)N/A52.45135.1139.521.03120207.671.7312/31/20
Peaks CLO 2 A2BR Peaks CLO 2AA- (sf)N/A41.37135.1139.521.03120207.671.7312/31/20
Peaks CLO 2 BR Peaks CLO 2BBB- (sf)AA28.89135.1139.521.03120207.671.7312/31/20
York CLO-1 BRR York CLO-1BBB+ (sf)AA24.29123.2130.981.06120354.672.9612/31/20
Steele Creek CLO 2015-1 BR Steele Creek CLO 2015-1A- (sf)AA23.81123.33129.441.05120304.432.5412/31/20
Zais CLO 8 B Zais CLO 8BBB- (sf)AA20.72122.1124.331.02120409.963.4212/31/20
Zais CLO 14 A1B Zais CLO 14AA (sf)AAA40.36121.6131.041.08120262.042.1812/31/20
Zais CLO 14 B Zais CLO 14BBB+ (sf)AA24.04121.6131.041.08120262.042.1812/31/20
Tralee CLO II BR Tralee CLO IIBBB (sf)AA21.87120.6125.281.04120282.72.3612/31/20
Wind River 2014-3K CLO (formerly THL Credit WR 2014-3K CLO) B Wind River 2014-3K CLO (formerly THL Credit WR 2014-3K CLO)BBB- (sf)AA21.73121.6127.61.05120316.382.6412/31/20
Wellfleet CLO 2017-1 B Wellfleet CLO 2017-1BB- (sf)A17.48114.3119.131.04115274.132.3812/31/20
Neuberger Berman CLO XVI-S X Neuberger Berman CLO XVI-SNRN/A 123.3134.771.09120387.913.2312/31/20
Neuberger Berman CLO XVI-S A Neuberger Berman CLO XVI-SAA (sf)AAA37.7123.3134.771.09120387.913.2312/31/20
Neuberger Berman CLO XVI-S B Neuberger Berman CLO XVI-SA- (sf)AAA26.62123.3134.771.09120387.913.2312/31/20
Neuberger Berman CLO XVI-S C Neuberger Berman CLO XVI-SBB- (sf)A+18.86114.5121.891.06110331.783.0212/31/20
Neuberger Berman CLO XVI-S D Neuberger Berman CLO XVI-SB (sf)BBB-12.22107.6112.661.05105280.022.6712/31/20
Neuberger Berman CLO XVI-S E Neuberger Berman CLO XVI-SCC (sf)BB-7.23103.6106.611.03   12/31/20
Neuberger Berman CLO XVI-S F Neuberger Berman CLO XVI-SD (sf)CCC+5.01      12/31/20
Octagon Investment Partners 45 CLO B1 Octagon Investment Partners 45BBB+ (sf)AA24.41121.6131.951.09120304.442.5412/31/20
Octagon Investment Partners 45 CLO B2 Octagon Investment Partners 45BBB+ (sf)AA24.41121.6131.951.09120304.442.5412/31/20
Steele Creek CLO 2019-2 B Steele Creek CLO 2019-2A- (sf)AA24.15123.3131.641.07120239.311.9912/31/20
Wind River 2012-1 CLO (formerly THL Credit Wind River 2012-1 CLO) BRR Wind River 2012-1 CLO (formerly THL Credit Wind River 2012-1 CLO)AA (sf)AA53.71123.4211.051.71120581.014.8412/31/20
Sound Point CLO XXIV B Sound Point CLO XXIVA- (sf)AA23.84121.58131.151.08120279.252.3312/31/20
Saranac CLO VI B Saranac CLO VIBB- (sf)AA22.62122.33128.991.05120319.412.6612/31/20
Wind River 2016-2 CLO (formerly THL Credit Wind River 2016-2 CLO) BR Wind River 2016-2 CLO (formerly THL Credit Wind River 2016-2 CLO)BBB- (sf)AA23.52121.9130.141.07120304.882.5412/31/20
Zais CLO 2 A1BR Zais CLO 2AA (sf)AAA92.31115.15152.891.33110291.632.6512/31/20
Zais CLO 2 BR Zais CLO 2AA (sf)AA+37.17115.15152.891.33110291.632.6512/31/20
Tralee CLO III BRR Tralee CLO IIIA- (sf)AAA28.18121.6132.91.09120387.43.2312/31/20
Voya CLO 2017-4 B Voya CLO 2017-4BBB- (sf)AA22.7121.6128.491.06120306.42.5512/31/20
Upland CLO A1BRR Upland CLOAA (sf)AAA34.88114.7121.231.06115277.692.4112/31/20
Upland CLO BR Upland CLOBB- (sf)A17.71114.7121.231.06115277.692.4112/31/20