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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
Zais CLO 9 B1 Zais CLO 9BBB- (sf)AA22.14122.28124.841.02120291.412.4312/31/20
Zais CLO 9 B2 Zais CLO 9BBB- (sf)AA22.14122.28124.841.02120291.412.4312/31/20
Vibrant CLO X A1 Vibrant CLO XAA (sf)AAA34.73115.5119.911.04115266.992.3212/31/20
Vibrant CLO X A2 Vibrant CLO XA- (sf)AA23.01115.5119.911.04115266.992.3212/31/20
Vibrant CLO X B1 Vibrant CLO XBB- (sf)A17.4115.5119.911.04115266.992.3212/31/20
Vibrant CLO X B2 Vibrant CLO XBB- (sf)A17.4115.5119.911.04115266.992.3212/31/20
Vibrant CLO X C Vibrant CLO XB (sf)BBB-11.28108.9111.641.03110230.292.0912/31/20
Vibrant CLO X D Vibrant CLO XB- (sf)BB-6.18104.7105.571.01   12/31/20
Wellfleet CLO 2017-2 B Wellfleet CLO 2017-2BB- (sf)A18.44115.5120.31.04115292.092.5412/31/20
Z Capital Credit Partners CLO 2015-1 BR Z Capital Credit Partners CLO 2015-1A (sf)AA26.48121.6130.771.08120428.243.5712/31/20
Octagon Investment Partners 39 CLO B Octagon Investment Partners 39A- (sf)AA23.33121.6130.271.07120325.322.7112/31/20
TCW CLO 2019-1 AMR B TCW CLO 2019-1 AMRBBB- (sf)AA22.96119.87128.441.07120328.392.7412/31/20
Sound Point CLO XXV A1B Sound Point CLO XXVAA (sf)AAA36.4108.291151.06110198.11.812/31/20
Sound Point CLO XXV B1A Sound Point CLO XXVBBB+ (sf)AA24.47108.291151.06110198.11.812/31/20
Sound Point CLO XXV B1B Sound Point CLO XXVBBB+ (sf)AA24.47108.291151.06110198.11.812/31/20
Sound Point CLO XXV C1B Sound Point CLO XXVBB- (sf)A21.49108.291151.06110198.11.812/31/20
Tralee CLO IV B Tralee CLO IVA- (sf)AA22.09120.93128.031.06120313.652.6112/31/20
TIAA CLO IV A1B TIAA CLO IVAA- (sf)N/A35.1114.1120.171.05115265.072.312/31/20
TIAA CLO IV B TIAA CLO IVBB- (sf)A17.25114.1120.171.05115265.072.312/31/20
Wind River 2019-1 CLO (formerly THL Credit Wind River 2019-1 CLO) B Wind River 2019-1 CLO (formerly THL Credit Wind River 2019-1 CLO)BBB- (sf)AA24.43121.57131.431.08120301.022.5112/31/20
Strata CLO I B Strata CLO IAA- (sf)AA42.72161.21173.121.07120430.53.5912/31/20
Wind River 2014-2 CLO (formerly THL Credit Wind River 2014-2 CLO) BR Wind River 2014-2 CLO (formerly THL Credit Wind River 2014-2 CLO)BBB- (sf)AA21.38121.6127.141.05115321.32.7912/31/20
Venture XII CLO BRR Venture XII CLOAA (sf)AA+31.9121.5142.431.17120494.964.1212/31/20
Voya CLO 2015-2 BR Voya CLO 2015-2A- (sf)AA+24.32125.1131.381.05120337.442.8112/31/20
Regatta XII Funding CLO B Regatta XII FundingBBB+ (sf)AA23.99121.58131.51.08120301.882.5212/31/20
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