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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
Dryden XXVI Senior Loan Fund CLO BR Dryden XXVI Senior Loan FundBBB- (sf)AA22.28120.7127.011.05120382.283.1901/27/21
Battalion CLO XIV A1 Battalion CLO XIVAA (sf)AAA39.03127135.411.07120279.652.3301/27/21
Battalion CLO XIV A2 Battalion CLO XIVAA (sf)N/A35.53127135.411.07120279.652.3301/27/21
Battalion CLO XIV B1 Battalion CLO XIVA- (sf)AA27.04127135.411.07120279.652.3301/27/21
Battalion CLO XIV B2 Battalion CLO XIVA- (sf)AA27.04127135.411.07120279.652.3301/27/21
Battalion CLO XIV C1 Battalion CLO XIVBBB- (sf)A21.99120.1126.651.05112.5248.652.2101/27/21
Battalion CLO XIV C2 Battalion CLO XIVBBB- (sf)A21.99120.1126.651.05112.5248.652.2101/27/21
Battalion CLO XIV D Battalion CLO XIVBB- (sf)BBB-15.9112.8117.471.04107.5215.41201/27/21
Battalion CLO XIV E Battalion CLO XIVB (sf)BB-10106109.771.04   01/27/21
Halcyon Loan Advisors Funding 2014-1 CLO B1R Halcyon Loan Advisors Funding 2014-1AA (sf)AAA67.46122.45212.191.73120364.13.0301/27/21
Halcyon Loan Advisors Funding 2014-1 CLO B2R Halcyon Loan Advisors Funding 2014-1AA (sf)AAA67.46122.45212.191.73120364.13.0301/27/21
Carlyle Global Market Strategies CLO 2016-2 A1R Carlyle Global Market Strategies CLO 2016-2AA (sf)AAA36.85113.7117.491.03115302.442.6301/27/21
Carlyle Global Market Strategies CLO 2016-2 A2R Carlyle Global Market Strategies CLO 2016-2BBB (sf)AA+22.52113.7117.491.03115302.442.6301/27/21
Carlyle Global Market Strategies CLO 2016-2 B Carlyle Global Market Strategies CLO 2016-2BB- (sf)A16.17113.7117.491.03115302.442.6301/27/21
Carlyle Global Market Strategies CLO 2016-2 C Carlyle Global Market Strategies CLO 2016-2B (sf)BB+10.44107.9109.971.02110241.782.201/27/21
Carlyle Global Market Strategies CLO 2016-2 D1 Carlyle Global Market Strategies CLO 2016-2C (sf)B+6.14104.7104.931105207.521.9801/27/21
Carlyle Global Market Strategies CLO 2016-2 D2R Carlyle Global Market Strategies CLO 2016-2C (sf)B+6.14104.7104.931105207.521.9801/27/21
Anchorage Capital CLO 2013-1 BR Anchorage Capital CLO 2013-1BB- (sf)A21.61120.78126.431.05110311.422.8301/27/21
Greywolf CLO II BR Greywolf CLO IIBB- (sf)A17.97115.03119.531.04115270.852.3601/27/21
Crown Point CLO 7 B Crown Point CLO 7BBB+ (sf)AA22.12121.6127.841.05120303.712.5301/27/21
Crestline Denali CLO XVI B Crestline Denali CLO XVIBB- (sf)AA21.88121.58127.431.05120332.12.7701/27/21
Eaton Vance CLO 2019-1 B Eaton Vance CLO 2019-1A- (sf)AA24.04121.6131.61.08120271.72.2601/27/21
Halcyon Loan Advisors Funding 2014-2 CLO A1BR Halcyon Loan Advisors Funding 2014-2NRAAA 114144.181.26115286.692.4901/27/21
Halcyon Loan Advisors Funding 2014-2 CLO BR Halcyon Loan Advisors Funding 2014-2AA (sf)AA+36.89114144.181.26115286.692.4901/27/21
Fortress Credit BSL V CLO A Fortress Credit BSL VAA (sf)AAA38.03121.6130.341.07120397.093.3101/27/21
Fortress Credit BSL V CLO B1 Fortress Credit BSL VBBB (sf)AA24.04121.6130.341.07120397.093.3101/27/21
Fortress Credit BSL V CLO B2R Fortress Credit BSL VBBB (sf)N/A24.04121.6130.341.07120397.093.3101/27/21
Fortress Credit BSL V CLO C Fortress Credit BSL VBB- (sf)A18.05114120.81.06115347.663.0201/27/21
Fortress Credit BSL V CLO D Fortress Credit BSL VB (sf)BBB12.22107.9112.781.05110300.542.7301/27/21
Flatiron CLO 17 B Flatiron CLO 17A- (sf)AA24.27122.5132.051.08120308.922.5701/27/21
Ares XXIX CLO BR Ares XXIX CLOAA (sf)AAA50.24115.8196.961.7115288.242.5101/27/21
Fortress Credit BSL V CLO E Fortress Credit BSL VB- (sf)BB-8.88104.7108.661.04105266.22.5401/27/21
CIFC Funding 2019-V CLO B CIFC Funding 2019-VBB- (sf)A19.25115.46123.841.07115250.282.1801/27/21
Benefit Street Partners CLO XV A1 Benefit Street Partners CLO XVAA (sf)AAA34.89117.84122.711.04110300.022.7301/27/21
Benefit Street Partners CLO XV A2A Benefit Street Partners CLO XVA- (sf)AA24.41117.84122.711.04110300.022.7301/27/21
Benefit Street Partners CLO XV A2B Benefit Street Partners CLO XVA- (sf)AA24.41117.84122.711.04110300.022.7301/27/21
Benefit Street Partners CLO XV B Benefit Street Partners CLO XVBB- (sf)A18.51117.84122.711.04110300.022.7301/27/21
Benefit Street Partners CLO XV C Benefit Street Partners CLO XVB+ (sf)BBB-12.51110.28114.291.04105260.022.4801/27/21
Hull Street CLO BR Hull Street CLOAA (sf)AAA44.64123150.191.22120337.662.8101/27/21
Halcyon Loan Advisors Funding 2015-3 CLO BR Halcyon Loan Advisors Funding 2015-3BBB- (sf)AA21.91117.1119.331.02115361.763.1501/27/21
Benefit Street Partners CLO XV D Benefit Street Partners CLO XVB- (sf)BB-6.91104.29107.421.03102209.712.0601/27/21
Benefit Street Partners CLO XV E Benefit Street Partners CLO XVD (sf)CCC+5.38      01/27/21
Carlyle Global Market Strategies CLO 2015-2 A1R Carlyle Global Market Strategies CLO 2015-2AA (sf)AAA43.98      01/27/21
Carlyle Global Market Strategies CLO 2015-2 A2 Carlyle Global Market Strategies CLO 2015-2AA- (sf)AAA28.82      01/27/21
Carlyle Global Market Strategies CLO 2015-2 B Carlyle Global Market Strategies CLO 2015-2BBB- (sf)AA-22.56      01/27/21
Carlyle Global Market Strategies CLO 2015-2 CR Carlyle Global Market Strategies CLO 2015-2BB- (sf)BBB15.09      01/27/21
Carlyle Global Market Strategies CLO 2015-2 DR Carlyle Global Market Strategies CLO 2015-2B- (sf)BB-7.2      01/27/21
Carlyle Global Market Strategies CLO 2015-2 ER Carlyle Global Market Strategies CLO 2015-2D (sf)B+6.39      01/27/21
CIFC Falcon 2020 (formerly East West Investment Management CLO 2019-1) B CIFC Falcon 2020 (formerly East West Investment Management CLO 2019-1)BBB- (sf)AA22.9119.87129.71.08120384.93.2101/27/21
Apres Static CLO 1 BR Apres Static CLO 1BB- (sf)N/A16.35112.8119.551.06115264.52.301/27/21