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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
ICG 2019-1A CLO A1B ICG 2019-1AAAA (sf)AAA35.09115.6123.721.07115254.582.2108/31/21
ICG 2019-1A CLO B1 ICG 2019-1AA+ (sf)A19.23115.6123.721.07115254.582.2108/31/21
GLM 2020-7A CLO BR GLM 2020-7AAAA (sf)N/A23.22119.94130.241.09120369.033.0808/31/21
ICG 2019-1A CLO B2 ICG 2019-1AA+ (sf)A19.23115.6123.721.07115254.582.2108/31/21
PAIA 2017-1A CLO B1R PAIA 2017-1AA+ (sf)N/A17.9113.95120.821.06115264.272.308/31/21
PAIA 2017-1A CLO B2R PAIA 2017-1AA+ (sf)N/A17.9113.95120.821.06115264.272.308/31/21
DRSLF 2015-41A CLO BR DRSLF 2015-41AAAA (sf)AA22.74121.1129.111.07120394.863.2908/31/21
OCP 2019-16A CLO BL OCP 2019-16AAAA (sf)N/A24.15122.1131.831.08120386.823.2208/31/21
OCP 2019-16A CLO BR OCP 2019-16AAAA (sf)N/A24.15122.1131.831.08120386.823.2208/31/21
DRSLF 2019-76A CLO B DRSLF 2019-76AAAA (sf)N/A23.86121.58130.651.07120280.52.3408/31/21
HLM 4A-2014 CLO BR HLM 4A-2014A+ (sf)N/A17.24115.5120.751.05115317.662.7608/31/21
HAYFN 2019-1A CLO B1R HAYFN 2019-1AAAA (sf)AA24.07122.01131.71.08120339.122.8308/31/21
HAYFN 2019-1A CLO B2R HAYFN 2019-1AAAA (sf)AA24.07122.01131.71.08120339.122.8308/31/21
GWOLF 2018-1A CLO B GWOLF 2018-1AA+ (sf)N/A19.56116.21122.331.05105324.383.0908/31/21
ICG 2014-3A CLO B1RR ICG 2014-3AA+ (sf)A18.01116121.521.05115313.232.7208/31/21
ICG 2014-3A CLO B2RR ICG 2014-3AA+ (sf)A18.01116121.521.05115313.232.7208/31/21
KKR 11 CLO BR KKR 11AAA (sf)AA23.53123.45130.131.05120370.813.0908/31/21
MP12 2018-1A CLO B MP12 2018-1AAAA (sf)AA21.87122.49127.991.04115371.143.2308/31/21
EATON 2013-1A CLO BRRR EATON 2013-1AA+ (sf)A19.21114.91123.731.08110315.52.8708/31/21
ICG 2015-1A CLO BR ICG 2015-1AAA+ (sf)A+19.37116.2123.581.06115296.872.5808/31/21
MAGNE 2017-19A CLO B1R MAGNE 2017-19AAAA (sf)N/A24.16121.58131.721.08120354.222.9508/31/21
MAGNE 2017-19A CLO B2R MAGNE 2017-19AAAA (sf)N/A24.16121.58131.721.08120354.222.9508/31/21
LCM 17A CLO A1BRR LCM 17AAAA (sf)AAA33.64121.6127.871.05120319.792.6608/31/21
KKR 12 CLO AR2B KKR 12AAA (sf)AAA35.5123131.171.07120362.353.0208/31/21
KKR 12 CLO BR2 KKR 12AAA (sf)AA24.22123131.171.07120362.353.0208/31/21
ICG 2014-1A CLO BR ICG 2014-1AAA+ (sf)A19.56116.4123.551.06115277.712.4108/31/21
SPEAK 2018-5A CLO B SPEAK 2018-5AAAA (sf)N/A26.3126.72135.681.07115333.922.908/31/21
MDPK 2019-35A CLO A2BR MDPK 2019-35AAAA (sf)AAA35.51124.23133.461.07120396.193.308/31/21
MDPK 2019-35A CLO BR MDPK 2019-35AAAA (sf)N/A25.52124.23133.461.07120396.193.308/31/21
DRSLF 2014-33A CLO BR3 DRSLF 2014-33AAAA (sf)N/A24.76122.4131.871.08117.5377.013.2108/31/21
MAGNE 2020-26A CLO B MAGNE 2020-26AAAA (sf)N/A25.2123.3133.691.08120242.062.0208/31/21
NCC 2017-IA CLO A1BR NCC 2017-IAAAA (sf)AAA36.86113.22117.781.04115256.642.2308/31/21
NCC 2017-IA CLO B NCC 2017-IAA+ (sf)N/A15.28113.22117.781.04115256.642.2308/31/21
KVK 2013-1A CLO BR KVK 2013-1AAAA (sf)N/A43.31122172.831.42117.5483.724.1208/31/21
MDPK 2016-21A CLO A1BR MDPK 2016-21AAAA (sf)AAA34.6114120.691.06110259.122.3608/31/21
MDPK 2016-21A CLO BR MDPK 2016-21ABBB+ (sf)N/A17.49114120.691.06110259.122.3608/31/21
MDPK 2016-21A CLO BFR MDPK 2016-21ABBB+ (sf)N/A17.49114120.691.06110259.122.3608/31/21
DRSLF 2015-38A CLO BR DRSLF 2015-38AAAA (sf)AA22.17120.89127.81.06120337.452.8108/31/21
RCTTE 2015-1A CLO BRR RCTTE 2015-1AAAA (sf)N/A24.28121.58131.951.09120345.332.8808/31/21
RRAM 2018-5A CLO B RRAM 2018-5AA+ (sf)N/A18.6115.4122.391.06110302.322.7508/31/21
NEUB 2017-24A CLO AR NEUB 2017-24AAAA (sf)AAA35.78123.9132.311.07120374.193.1208/31/21
NEUB 2017-24A CLO BR NEUB 2017-24AAAA (sf)AA24.69123.9132.311.07120374.193.1208/31/21
NEUB 2017-24A CLO CR NEUB 2017-24AA+ (sf)A17.74115121.121.05110323.362.9408/31/21
NEUB 2017-24A CLO DR NEUB 2017-24ABB+ (sf)BBB-11.74108.2112.891.04105278.252.6508/31/21
NEUB 2017-24A CLO E NEUB 2017-24ABB- (sf)BB-7.25104.2107.431.03   08/31/21
OZLM 2019-24A CLO A1B OZLM 2019-24AAAA (sf)AAA38.04115.08121.161.05115226.051.9708/31/21
LCM 17A CLO BRR LCM 17AAAA (sf)AA21.81121.6127.871.05120319.792.6608/31/21
KKR 24 CLO BR KKR 24AAA (sf)AA+24.59123.2132.331.07120369.233.0808/31/21
MCLO 2019-2A A1B MCLO 2019-2AAAA (sf)AAA36.66114.7119.771.04115231.242.0108/31/21
MCLO 2019-2A A2B MCLO 2019-2AAAA (sf)N/A22.36114.7119.771.04115231.242.0108/31/21