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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
Verde CLO B Verde CLOBBB- (sf)AA24.34123.5131.81.07120206.271.7212/31/20
TIAA CLO III B TIAA CLO IIIBBB- (sf)AA23.16123.3130.121.06120308.712.5712/31/20
Octagon Investment Partners 18-R CLO A1B Octagon Investment Partners 18-RAA (sf)N/A34.72114118.771.04115301.972.6312/31/20
Octagon Investment Partners 18-R CLO B1 Octagon Investment Partners 18-RBB- (sf)A16.36114118.771.04115301.972.6312/31/20
Octagon Investment Partners 18-R CLO B2R Octagon Investment Partners 18-RBB- (sf)N/A16.36114118.771.04115301.972.6312/31/20
Venture XXXIII CLO B Venture XXXIII CLOA- (sf)AA22.66122.45128.721.05120261.372.1812/31/20
Shackleton 2015-VII-R CLO B Shackleton 2015-VII-R CLOBBB- (sf)AA22.78123.06128.211.04120278.072.3212/31/20
Wind River 2014-1 CLO (formerly THL Credit Wind River 2014-1 CLO) BRR Wind River 2014-1 CLO (formerly THL Credit Wind River 2014-1 CLO)BBB- (sf)AA21.31122.45127.061.04120356.222.9712/31/20
Voya CLO 2015-1 BR Voya CLO 2015-1BB- (sf)A14.08112.1115.981.03115320.852.7912/31/20
Vibrant CLO IX X Vibrant CLO IXNRN/A 115.46119.691.04115287.22.512/31/20
Vibrant CLO IX A1 Vibrant CLO IXAA (sf)AAA34.76115.46119.691.04115287.22.512/31/20
Vibrant CLO IX A2 Vibrant CLO IXBBB+ (sf)AA23.04115.46119.691.04115287.22.512/31/20
Vibrant CLO IX B Vibrant CLO IXBB- (sf)A17.43115.46119.691.04115287.22.512/31/20
Vibrant CLO IX C Vibrant CLO IXB (sf)BBB-11.11108.68111.181.02110244.822.2312/31/20
Vibrant CLO IX D Vibrant CLO IXCCC+ (sf)BB-6.22104.7105.381.01   12/31/20
Venture XXII CLO BR Venture XXII CLOA- (sf)AA22.89122.45129.251.06120350.812.9212/31/20
TICP CLO XIV A1B TICP CLO XIVA- (sf)N/A36.53114122.121.07115250.852.1812/31/20
TICP CLO XIV B TICP CLO XIVB+ (sf)A18.17114122.121.07115250.852.1812/31/20
Trinitas CLO XI B1 Trinitas CLO XIBBB- (sf)AA23.97116.2124.061.07115249.052.1712/31/20
Trinitas CLO XI B2 Trinitas CLO XIBBB- (sf)AA23.97116.2124.061.07115249.052.1712/31/20
Wind River 2018-3 CLO (formerly THL Credit Wind River 2018-3 CLO) B Wind River 2018-3 CLO (formerly THL Credit Wind River 2018-3 CLO)BBB- (sf)AA24.02121.6131.421.08120337.842.8212/31/20
Octagon Investment Partners XIX CLO B1R Octagon Investment Partners XIXAA (sf)AAA75.13122.7265.562.16120403.613.3612/31/20
Octagon Investment Partners XIX CLO B2R Octagon Investment Partners XIXAA (sf)AAA75.13122.7265.562.16120403.613.3612/31/20
TCW CLO 2019-2 B1 TCW CLO 2019-2BBB- (sf)AA23.94120.72130.641.08120252.312.112/31/20
TCW CLO 2019-2 BF TCW CLO 2019-2BBB- (sf)AA23.94120.72130.641.08120252.312.112/31/20
TICP CLO V 2016-1 BR TICP CLO V 2016-1BBB- (sf)AA24.93123132.371.08120339.362.8312/31/20
Sound Point CLO II B1R Sound Point CLO IIB+ (sf)BBB-10.17      12/31/20
Sound Point CLO II B2R Sound Point CLO IIB- (sf)B+5.55      12/31/20
Sound Point CLO II B3R Sound Point CLO IID (sf)CCC+3.5      12/31/20
Octagon Investment Partners XV CLO A1BR Octagon Investment Partners XVAA (sf)AAA38.97121.7127.411.05120297.182.4812/31/20
Octagon Investment Partners XV CLO BR Octagon Investment Partners XVBBB- (sf)AA22.06121.7127.411.05120297.182.4812/31/20
Trinitas CLO VI B Trinitas CLO VIBBB- (sf)AA23.55122.83129.921.06120315.422.6312/31/20
Octagon Investment Partners 31 CLO B1 Octagon Investment Partners 31A- (sf)AA23.53122.8130.751.06120315.672.6312/31/20
Octagon Investment Partners 31 CLO B2R Octagon Investment Partners 31A- (sf)N/A23.53122.8130.751.06120315.672.6312/31/20
Steele Creek CLO 2016-1 BR Steele Creek CLO 2016-1A- (sf)AA22.64122.531281.04120350.32.9212/31/20
Wellfleet CLO 2019-1 A2B Wellfleet CLO 2019-1BBB- (sf)AA23.91116.2123.021.06115265.542.3112/31/20
Wellfleet CLO 2019-1 B Wellfleet CLO 2019-1BB- (sf)A19.41116.2123.021.06115265.542.3112/31/20
Zais CLO 5 B Zais CLO 5BB- (sf)BBB+15.01113.95114.661.01105247.972.3612/31/20
Voya CLO 2016-3 BR Voya CLO 2016-3BB- (sf)A15.67113118.271.05112.5252.912.2512/31/20
Wind River 2013-1 CLO (formerly THL Credit Wind River 2013-1 CLO) BR Wind River 2013-1 CLO (formerly THL Credit Wind River 2013-1 CLO)BB- (sf)A16.51113.9118.281.04110283.122.5712/31/20
Sound Point CLO VIII-R B Sound Point CLO VIII-RBBB (sf)AA20.39120.7125.51.04120245.042.0412/31/20
Regatta IX Funding CLO B Regatta IX FundingBBB- (sf)AA23.56121.8130.751.07120286.922.3912/31/20
Shackleton 2015-VIII CLO BR Shackleton 2015-VIII CLOA- (sf)AA25.13123.55130.741.06120387.63.2312/31/20
Venture XVII CLO BRR Venture XVII CLOA- (sf)AAA22.83122.35129.021.05120394.663.2912/31/20
York CLO-5 B York CLO-5A- (sf)AA25.3125132.81.06120335.112.7912/31/20
Wind River 2017-1 CLO (formerly THL Credit Wind River 2017-1 CLO) B Wind River 2017-1 CLO (formerly THL Credit Wind River 2017-1 CLO)BBB- (sf)AA22.73121.6128.971.06120334.972.7912/31/20
Trimaran CAVU 2019-1 CLO B Trimaran CAVU 2019-1A- (sf)AA24.17121.93131.721.08120265.252.2112/31/20
Voya CLO 2019-3 B1 Voya CLO 2019-3BBB (sf)AA23.92121.6131.441.08115261.992.2812/31/20
Voya CLO 2019-3 B2 Voya CLO 2019-3BBB (sf)AA23.92121.6131.441.08115261.992.2812/31/20
Stewart Park CLO BR Stewart Park CLOBBB- (sf)AA+24.27124.3131.31.06120342.162.8512/31/20