By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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
GLGU 2018-1A CLO BR GLGU 2018-1AAA (sf)A17.88116.5121.781.05115293.252.5508/11/21
MDPK 2016-20A CLO BR MDPK 2016-20AAA+ (sf)AA23.29121.2129.491.07120365.43.0408/11/21
FLAT 2018-1A CLO B FLAT 2018-1AAA+ (sf)AA24.22121.58131.951.09120377.123.1408/11/21
HLM 11A-17 CLO BR HLM 11A-17AA+ (sf)AA22.34123.45128.771.04120334.382.7908/11/21
MCLO 2017-10A A1B MCLO 2017-10AAA+ (sf)N/A36.69114.871171.02115276.662.4108/11/21
MCLO 2017-10A B MCLO 2017-10AA+ (sf)N/A14.83114.871171.02115276.662.4108/11/21
LCMLF 1A CLO B LCMLF 1AAA+ (sf)AA24.06125.2131.621.05115351.183.0508/11/21
KKR 28A CLO B KKR 28AAA+ (sf)AA25.01123.33132.951.08120363.983.0308/11/21
KKR 24 CLO BR KKR 24AA+ (sf)N/A24.56123.2132.31.07120303.892.5308/11/21
CIFC 2018-2A CLO B CIFC 2018-2AA+ (sf)A18.69115.7122.691.06110317.522.8908/11/21
CIFC 2019-3A CLO A1B CIFC 2019-3AAA+ (sf)N/A34.97116.4124.31.07115255.542.2208/11/21
CIFC 2019-3A CLO B CIFC 2019-3AA+ (sf)A19.56116.4124.31.07115255.542.2208/11/21
MP16 2019-2A CLO B MP16 2019-2AAA+ (sf)AA24.94122.5133.231.09115292.822.5508/11/21
MP16 2019-2A CLO E2B MP16 2019-2ABB- (sf)BB-8.51103.95109.31.05   08/11/21
MCLO 2015-8A BR MCLO 2015-8AA+ (sf)A-16.31115.46119.491.03110304.552.7708/11/21
DRSLF 2015-38A CLO BR DRSLF 2015-38AAA+ (sf)AA22.22120.89128.221.06120307.262.5608/11/21
ICG 2017-2A CLO B ICG 2017-2ABBB+ (sf)N/A18.58115.5121.351.05115269.732.3508/11/21
MCLO 2019-2A A1B MCLO 2019-2AAA+ (sf)N/A36.71114.7120.21.05115232.662.0208/11/21
MCLO 2019-2A A2B MCLO 2019-2AAA+ (sf)AA22.42114.7120.21.05115232.662.0208/11/21
MCLO 2019-2A BA MCLO 2019-2AA (sf)A16.8114.7120.21.05115232.662.0208/11/21
MCLO 2019-2A BB MCLO 2019-2AA (sf)A16.8114.7120.21.05115232.662.0208/11/21
MCLO 2019-2A C1B MCLO 2019-2ABB+ (sf)BBB+11.19104.9107.651.03105171.71.6408/11/21
MAGNE 2015-16A CLO BR MAGNE 2015-16AAA+ (sf)AA+23.59121.6130.451.07120377.083.1408/11/21
MP12 2018-1A CLO B MP12 2018-1AAA+ (sf)AA21.86122.49127.971.04115366.983.1908/11/21
MAGNE 2017-19A CLO B1R MAGNE 2017-19AAA+ (sf)N/A24.12121.58131.661.08120338.032.8208/11/21
MAGNE 2017-19A CLO B2R MAGNE 2017-19AAA+ (sf)N/A24.12121.58131.661.08120338.032.8208/11/21
EATON 2013-1A CLO BRRR EATON 2013-1AA+ (sf)N/A19.22114.91123.751.08110294.12.6708/11/21
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAA+ (sf)N/A34.77112.8118.71.05115310.722.708/11/21
CGMS 2014-3RA CLO B CGMS 2014-3RABBB+ (sf)A15.83112.8118.71.05115310.722.708/11/21
KKR 20 CLO B KKR 20AA+ (sf)AA23.86122.4131.031.07115370.183.2208/11/21
CGMS 2019-4A CLO B CGMS 2019-4AA+ (sf)A18113.95121.821.07115266.112.3108/11/21
MCLO 2013-5A BR MCLO 2013-5AAA+ (sf)N/A23.85114.23127.961.12115364.893.1708/11/21
KKR 12 CLO AR2B KKR 12AA+ (sf)N/A35.47123131.121.07120359.8308/11/21
KKR 12 CLO BR2 KKR 12AA+ (sf)AA24.18123131.121.07120359.8308/11/21
MDPK 2019-35A CLO A2BR MDPK 2019-35AAA+ (sf)N/A35.5124.23133.541.07120371.343.0908/11/21
MDPK 2015-19A CLO B1R2 MDPK 2015-19AA+ (sf)A+19.72115.5123.221.07115364.813.1708/11/21
MDPK 2015-19A CLO B2R2 MDPK 2015-19AA+ (sf)A+19.72115.5123.221.07115364.813.1708/11/21
MDPK 2019-35A CLO BR MDPK 2019-35AAA+ (sf)N/A25.5124.23133.541.07120371.343.0908/11/21
MDPK 2016-24A CLO BR MDPK 2016-24AAA+ (sf)N/A23.38122129.451.06120334.782.7908/11/21
GALXY 2017-24A CLO B GALXY 2017-24AAA+ (sf)AA23.19121.6130.191.07120290.832.4208/11/21
HAYFN 2019-2A CLO B HAYFN 2019-2AAA+ (sf)AA25.8125.32134.771.08120294.442.4508/11/21
DRSLF 2018-70A CLO A2B DRSLF 2018-70AAA+ (sf)N/A35.02120.04129.471.08120297.82.4808/11/21
DRSLF 2018-70A CLO B DRSLF 2018-70AAA+ (sf)AA23.12120.04129.471.08120297.82.4808/11/21
LCM 17A CLO A1BRR LCM 17AAA+ (sf)N/A33.62121.6127.821.05120313.842.6208/11/21
LCM 17A CLO BRR LCM 17AAA+ (sf)AA21.78121.6127.821.05120313.842.6208/11/21
DRSLF 2018-64A CLO B DRSLF 2018-64AAA+ (sf)AA23.72122130.711.07120351.572.9308/11/21
LCM 23A CLO BR LCM 23AA (sf)A14.39113116.81.03110270.852.4608/11/21
ICG 2014-1A CLO BR ICG 2014-1AA+ (sf)A19.49116.4123.751.06115280.812.4408/11/21
HLSY 2019-1A CLO A1B HLSY 2019-1AAA+ (sf)N/A35.31121.58132.21.091202542.1208/11/21
HLSY 2019-1A CLO A2B HLSY 2019-1AAA+ (sf)N/A35.31121.58132.21.091202542.1208/11/21