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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
CIFC 2019-3A CLO A1B CIFC 2019-3AAAA (sf)AAA34.99116.4124.341.07115256.52.2310/01/21
CIFC 2019-3A CLO B CIFC 2019-3AA+ (sf)A19.59116.4124.341.07115256.52.2310/01/21
DRSLF 2018-70A CLO A2B DRSLF 2018-70AAAA (sf)AAA34.96120.04128.971.07120318.072.6510/01/21
DRSLF 2018-70A CLO B DRSLF 2018-70AAAA (sf)N/A23.05120.04128.971.07120318.072.6510/01/21
AWPT 2018-10A CLO B AWPT 2018-10AAAA (sf)AA24.41123.9132.151.07120309.492.5810/01/21
KKR 20 CLO B KKR 20AAA (sf)AA23.91122.4131.081.07115367.383.1910/01/21
CGMS 2014-3RA CLO A1B CGMS 2014-3RAAAA (sf)AAA34.84112.8118.821.05115315.182.7410/01/21
CGMS 2014-3RA CLO B CGMS 2014-3RAA+ (sf)N/A15.93112.8118.821.05115315.182.7410/01/21
MP17 2020-1A CLO B MP17 2020-1AAAA (sf)N/A24.4121.58132.281.09115318.752.7710/01/21
ICG 2014-1A CLO BR ICG 2014-1ANRA 116.4123.551.06115277.712.4110/01/21
DRSLF 2017-53A CLO B DRSLF 2017-53AAAA (sf)AA23.54122.6130.381.06120351.052.9310/01/21
MP14 2018-2A CLO BR MP14 2018-2AAAA (sf)AA22.72123.56129.41.05115316.152.7510/01/21
HLSY 2019-1A CLO A1B HLSY 2019-1AAAA (sf)AAA35.33121.58132.251.09120246.862.0610/01/21
HLSY 2019-1A CLO A2B HLSY 2019-1AAAA (sf)AAA35.33121.58132.251.09120246.862.0610/01/21
LCM 19A CLO BR LCM 19AAAA (sf)N/A32.48125.1148.071.18120306.422.5510/01/21
HLSY 2019-1A CLO B1 HLSY 2019-1AAAA (sf)N/A24.39121.58132.251.09120246.862.0610/01/21
HLSY 2019-1A CLO B2 HLSY 2019-1AAAA (sf)N/A24.39121.58132.251.09120246.862.0610/01/21
SPEAK 2018-5A CLO B SPEAK 2018-5AAAA (sf)N/A26.3126.72135.691.07115341.992.9710/01/21
CBAM 2018-8A CLO A1 CBAM 2018-8AAAA (sf)AAA34.25122.5129.671.06120328.732.7410/01/21
CBAM 2018-8A CLO A2 CBAM 2018-8AAAA (sf)AAA34.25122.5129.671.06120328.732.7410/01/21
CBAM 2018-8A CLO B1 CBAM 2018-8AAAA (sf)AA23.04122.5129.671.06120328.732.7410/01/21
CBAM 2018-8A CLO B2 CBAM 2018-8AAAA (sf)AA23.04122.5129.671.06120328.732.7410/01/21
DWOLF 2017-1A CLO B DWOLF 2017-1AAAA (sf)AA24.77123.3132.931.08115336.632.9310/01/21
CBAM 2018-8A CLO C CBAM 2018-8AA+ (sf)A17.94116.2121.621.05110297.932.7110/01/21
CBAM 2018-8A CLO D CBAM 2018-8ABBB- (sf)BBB-11.42109.1112.661.03105254.442.4210/01/21
CBAM 2018-8A CLO E CBAM 2018-8ABB- (sf)BB-6.22103.7106.411.03   10/01/21
LCM 15A CLO BR LCM 15AAAA (sf)AA+22.91123.33129.681.05120351.612.9310/01/21
DRSLF 2018-64A CLO B DRSLF 2018-64AAAA (sf)AA23.74122130.731.07120390.643.2610/01/21
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAAA (sf)N/A24.17121.6131.471.08120342.842.8610/01/21
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAAA (sf)N/A24.17121.6131.471.08120342.842.8610/01/21
MDPK 2019-35A CLO A2BR MDPK 2019-35AAAA (sf)AAA35.51124.23133.461.07120396.193.310/01/21
MDPK 2019-35A CLO BR MDPK 2019-35AAAA (sf)N/A25.52124.23133.461.07120396.193.310/01/21
HLA 2017-1A CLO A1BR HLA 2017-1AAAA (sf)AAA34.23114119.531.05115342.422.9810/01/21
HLA 2017-1A CLO BR HLA 2017-1AA+ (sf)A16.38114119.531.05115342.422.9810/01/21
HAYFN 2019-2A CLO B HAYFN 2019-2AAAA (sf)AA25.91125.32134.971.08120318.932.6610/01/21
MCLO 2017-9A A1B MCLO 2017-9AAAA (sf)AAA34.77114.95117.471.02115292.792.5510/01/21
MCLO 2017-9A B MCLO 2017-9AA+ (sf)N/A15.31114.95117.471.02115292.792.5510/01/21
MCLO 2014-6A BRR MCLO 2014-6AAA+ (sf)N/A21.93114.99120.571.05115334.52.9110/01/21
KKR 13 CLO B1R KKR 13AAA (sf)AA+30.77122142.951.17120479.58410/01/21
MCLO 2014-7A BR MCLO 2014-7AAAA (sf)N/A43.72116.63173.881.49115350.633.0510/01/21
ELMW3 2019-3A CLO B ELMW3 2019-3AAAA (sf)AA24.6121.58132.621.09120253.572.1110/01/21
ARES 2016-39A CLO BR2 ARES 2016-39AAA+ (sf)N/A23.2122.91130.11.06120310.252.5910/01/21
OCP 2015-10A CLO A2BR OCP 2015-10AAAA (sf)N/A44.07113.36146.621.29115314.292.7310/01/21
OCP 2015-10A CLO BR OCP 2015-10AAAA (sf)N/A31.8113.36146.621.29115314.292.7310/01/21
LCM 24A CLO BR LCM 24AAAA (sf)AA+22.52123.33129.061.05120341.572.8510/01/21
HLM 12A-18 CLO A1B HLM 12A-18AAA (sf)AAA36.81115.46120.961.05110311.642.8310/01/21
CGMS 2019-4A CLO B CGMS 2019-4AA+ (sf)N/A18.02113.95121.851.07115263.82.2910/01/21
LWCLO 2014-1A BRR LWCLO 2014-1AAAA (sf)AA26.18126.49135.011.07120350.92.9210/01/21
MVEW 2016-1A CLO B1R MVEW 2016-1AAAA (sf)N/A23.79120130.811.09120272.262.2710/01/21
MVEW 2016-1A CLO B2R MVEW 2016-1AAAA (sf)N/A23.79120130.811.09120272.262.2710/01/21