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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
MCLO 2019-2A BA MCLO 2019-2AA (sf)N/A16.74114.7119.771.04115231.242.0108/31/21
MCLO 2019-2A BB MCLO 2019-2AA (sf)N/A16.74114.7119.771.04115231.242.0108/31/21
MCLO 2019-2A C1B MCLO 2019-2ABB+ (sf)N/A11.12104.9107.271.02105169.91.6208/31/21
HLSY 2019-1A CLO A1B HLSY 2019-1AAAA (sf)AAA35.33121.58132.251.09120246.862.0608/31/21
HLSY 2019-1A CLO A2B HLSY 2019-1AAAA (sf)AAA35.33121.58132.251.09120246.862.0608/31/21
HLSY 2019-1A CLO B1 HLSY 2019-1AAAA (sf)N/A24.39121.58132.251.09120246.862.0608/31/21
HLSY 2019-1A CLO B2 HLSY 2019-1AAAA (sf)N/A24.39121.58132.251.09120246.862.0608/31/21
HLM 12A-18 CLO A1B HLM 12A-18AAA (sf)AAA36.81115.46120.961.05110311.642.8308/31/21
HLM 12A-18 CLO B HLM 12A-18A+ (sf)N/A17.44115.46120.961.05110311.642.8308/31/21
MCLO 2017-9A A1B MCLO 2017-9AAAA (sf)AAA34.77114.95117.471.02115292.792.5508/31/21
MCLO 2017-9A B MCLO 2017-9AA+ (sf)N/A15.31114.95117.471.02115292.792.5508/31/21
ARES 2016-39A CLO BR2 ARES 2016-39AAA+ (sf)N/A23.2122.91130.11.06120310.252.5908/31/21
CBAM 2018-8A CLO A1 CBAM 2018-8AAAA (sf)AAA34.3122.5129.321.06120310.812.5908/31/21
CBAM 2018-8A CLO A2 CBAM 2018-8AAAA (sf)AAA34.3122.5129.321.06120310.812.5908/31/21
CBAM 2018-8A CLO B1 CBAM 2018-8AAAA (sf)AA23.1122.5129.321.06120310.812.5908/31/21
CBAM 2018-8A CLO B2 CBAM 2018-8AAAA (sf)AA23.1122.5129.321.06120310.812.5908/31/21
CBAM 2018-8A CLO C CBAM 2018-8AA+ (sf)A18.01116.2121.291.04110282.032.5608/31/21
CBAM 2018-8A CLO D CBAM 2018-8ABBB- (sf)BBB-11.49109.1112.361.03105241.522.308/31/21
CBAM 2018-8A CLO E CBAM 2018-8ABB- (sf)BB-6.29103.7106.131.02   08/31/21
LWCLO 2014-1A BRR LWCLO 2014-1AAAA (sf)AA26.01126.49134.681.06120351.352.9308/31/21
KAYNE 2019-5A CLO B1 KAYNE 2019-5AAAA (sf)AA24.93123.52133.21.08120281.362.3408/31/21
KAYNE 2019-5A CLO B2 KAYNE 2019-5AAAA (sf)AA24.93123.52133.21.08120281.362.3408/31/21
MCLO 2018-11A B MCLO 2018-11AA+ (sf)A-16.04114.8119.011.04115354.333.0808/31/21
INGIM 2013-3A CLO BRR INGIM 2013-3AA (sf)N/A15.21113.6117.681.04115266.142.3108/31/21
MAGNE 2018-20A CLO B MAGNE 2018-20AAAA (sf)AA24.49123.3132.191.07115391.073.408/31/21
OFSBS 2017-1A CLO AR OFSBS 2017-1AAAA (sf)N/A34.81121.9125.51.03120344.732.8708/31/21
OFSBS 2017-1A CLO BR OFSBS 2017-1AAAA (sf)N/A20.32121.9125.51.03120344.732.8708/31/21
OFSBS 2017-1A CLO CR OFSBS 2017-1AA+ (sf)N/A15.14115117.851.02110309.612.8108/31/21
OFSBS 2017-1A CLO DR OFSBS 2017-1ABB+ (sf)N/A9.97108.9111.071.02105260.592.4808/31/21
OFSBS 2017-1A CLO E OFSBS 2017-1ABB- (sf)N/A4.8103.7105.041.01   08/31/21
OCP 2017-14A CLO A1B OCP 2017-14AAAA (sf)AAA34.78114.9122.421.07115292.862.5508/31/21
OCP 2017-14A CLO B OCP 2017-14AA+ (sf)N/A18.32114.9122.421.07115292.862.5508/31/21
MAGNE 2012-7A CLO BR2 MAGNE 2012-7AA+ (sf)N/A16.26112.1119.341.06115369.413.2108/31/21
SPEAK 2015-1A CLO BR2 SPEAK 2015-1AAAA (sf)N/A23.39123.33130.521.06120337.752.8108/31/21
OAKCL 2015-1A CLO A2BR OAKCL 2015-1AAAA (sf)N/A33.02114.15130.861.15115336.062.9208/31/21
OAKCL 2015-1A CLO BR OAKCL 2015-1AAAA (sf)N/A24.21114.15130.861.15115336.062.9208/31/21
DRSLF 2018-64A CLO B DRSLF 2018-64AAAA (sf)AA23.74122130.731.07120390.643.2608/31/21
MCLO 2014-6A BRR MCLO 2014-6AA+ (sf)N/A21.93114.99120.571.05115334.52.9108/31/21
KAYNE 2019-3A CLO BR KAYNE 2019-3AAAA (sf)AA+24.82123.65133.011.08120288.662.4108/31/21
MDPK 2019-33A CLO B1 MDPK 2019-33AAAA (sf)N/A24.11121.6131.561.08120290.572.4208/31/21
MDPK 2019-33A CLO B2 MDPK 2019-33AAAA (sf)N/A24.11121.6131.561.08120290.572.4208/31/21
OZLM 2015-14A CLO BRR OZLM 2015-14AAA+ (sf)A20.21117125.331.07110270.882.4608/31/21
NIAPK 2019-1A CLO BR NIAPK 2019-1AAAA (sf)N/A24.69122.63132.781.08120293.162.4408/31/21
ELMW3 2019-3A CLO B ELMW3 2019-3AAAA (sf)AA24.6121.58132.621.09120253.572.1108/31/21
MP14 2018-2A CLO BR MP14 2018-2AAAA (sf)AA22.72123.56129.41.05115316.152.7508/31/21
LCM 24A CLO BR LCM 24AAAA (sf)AA+22.52123.33129.061.05120341.572.8508/31/21
MERCL 2017-1A CLO B MERCL 2017-1AAAA (sf)A+21.81118.1127.421.08115246.132.1408/31/21
LCM 19A CLO BR LCM 19AAAA (sf)N/A32.48125.1148.071.18120306.422.5508/31/21
LCM 20A CLO BR LCM 20AAAA (sf)N/A30.82123.33144.511.17120361.73.0108/31/21
MP15 2019-1A CLO BR MP15 2019-1AAAA (sf)N/A24.22122.9131.971.071152622.2808/31/21