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
HLSY 2019-1A CLO B1 HLSY 2019-1AAA+ (sf)AA24.36121.58132.21.091202542.1208/11/21
HLSY 2019-1A CLO B2 HLSY 2019-1AAA+ (sf)AA24.36121.58132.21.091202542.1208/11/21
LCM 27A CLO B LCM 27AAA+ (sf)N/A22.14121.6128.431.06120319.092.6608/11/21
CIFC 2017-3A CLO B CIFC 2017-3ABBB+ (sf)A17.21114.5120.781.05115270.292.3508/11/21
DRSLF 2017-53A CLO B DRSLF 2017-53AAA+ (sf)AA23.52122.6130.361.06120335.182.7908/11/21
MDPK 2018-30A CLO B MDPK 2018-30AAA+ (sf)N/A23.38120.72129.561.07120475.63.9608/11/21
ICG 2019-1A CLO A1B ICG 2019-1AAA+ (sf)N/A35.06115.6123.671.07115256.752.2308/11/21
ICG 2019-1A CLO B1 ICG 2019-1AA+ (sf)A19.2115.6123.671.07115256.752.2308/11/21
ICG 2019-1A CLO B2 ICG 2019-1AA+ (sf)A19.2115.6123.671.07115256.752.2308/11/21
ICG 2015-1A CLO BR ICG 2015-1AAA (sf)A+19.16116.2122.21.05115281.92.4508/11/21
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAA+ (sf)N/A24.17121.6131.911.08120294.72.4608/11/21
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAA+ (sf)N/A24.17121.6131.911.08120294.72.4608/11/21
MP17 2020-1A CLO B MP17 2020-1AAA+ (sf)N/A24.4121.58132.271.09115320.152.7808/11/21
AWPT 2018-10A CLO B AWPT 2018-10AAA+ (sf)AA24.4123.9132.131.07120307.452.5608/11/21
LCM 15A CLO BR LCM 15AAA+ (sf)AA+22.85123.33129.611.05120331.792.7608/11/21
SPEAK 2018-5A CLO B SPEAK 2018-5AAA+ (sf)N/A26.28126.72135.641.07115345.663.0108/11/21
MCLO 2014-6A BRR MCLO 2014-6AA+ (sf)N/A19.55114.99120.961.05115329.522.8708/11/21
MCLO 2017-9A A1B MCLO 2017-9AAA+ (sf)AAA34.82114.95117.591.02115326.352.8408/11/21
MCLO 2017-9A B MCLO 2017-9AA+ (sf)N/A15.37114.95117.591.02115326.352.8408/11/21
MCLO 2014-7A BR MCLO 2014-7AAA+ (sf)N/A43.41116.63157.971.35115340.042.9608/11/21
KKR 13 CLO B1R KKR 13AA+ (sf)AA+30.76122138.311.13120471.733.9308/11/21
ARES 2013-2A CLO BR ARES 2013-2AAA+ (sf)AA24.37124.74132.141.06120343.212.8608/11/21
KKR 9 CLO BR2 KKR 9AA+ (sf)N/A24.18123.9131.21.06120414.683.4608/11/21
ELMW3 2019-3A CLO B ELMW3 2019-3AAA+ (sf)AA24.58121.58132.591.09120252.22.108/11/21
HLM 12A-18 CLO A1B HLM 12A-18AA+ (sf)N/A36.8115.46120.941.05110297.342.708/11/21
HLM 12A-18 CLO B HLM 12A-18AA- (sf)A17.43115.46120.941.05110297.342.708/11/21
MP14 2018-2A CLO BR MP14 2018-2AAA+ (sf)N/A22.71123.56129.391.05115307.152.6708/11/21
LCM 19A CLO BR LCM 19AAA+ (sf)N/A32.47125.1141.531.13120304.432.5408/11/21
DRSLF 2014-33A CLO BR3 DRSLF 2014-33AAA+ (sf)N/A24.82122.4131.971.08117.5361.473.0808/11/21
KKR 17 CLO BR KKR 17AA+ (sf)N/A24.85122.8133.021.08120348.392.908/11/21
OCP 2015-10A CLO A2BR OCP 2015-10AAA+ (sf)N/A41.16113.36142.31.26115290.942.5308/11/21
OCP 2015-10A CLO BR OCP 2015-10AAA+ (sf)N/A29.91113.36142.31.26115290.942.5308/11/21
MERCL 2017-1A CLO B MERCL 2017-1AAA+ (sf)A+22.12118.1122.841.04115244.942.1308/11/21
MIDO 2018-8A CLO B MIDO 2018-8AAA+ (sf)AA23.92121.8131.441.08120334.412.7908/11/21
MVEW 2016-1A CLO B1R MVEW 2016-1AAA+ (sf)N/A23.79120130.811.09120272.262.2708/11/21
MVEW 2016-1A CLO B2R MVEW 2016-1AAA+ (sf)N/A23.79120130.811.09120272.262.2708/11/21
CBAM 2018-8A CLO A1 CBAM 2018-8AAA+ (sf)AAA34.3122.5129.321.06120310.812.5908/11/21
CBAM 2018-8A CLO A2 CBAM 2018-8AAA+ (sf)AAA34.3122.5129.321.06120310.812.5908/11/21
CBAM 2018-8A CLO B1 CBAM 2018-8AAA+ (sf)AA23.1122.5129.321.06120310.812.5908/11/21
CBAM 2018-8A CLO B2 CBAM 2018-8AAA+ (sf)AA23.1122.5129.321.06120310.812.5908/11/21
CBAM 2018-8A CLO C CBAM 2018-8AA+ (sf)A18.01116.2121.291.04110282.032.5608/11/21
CBAM 2018-8A CLO D CBAM 2018-8ABB+ (sf)BBB-11.49109.1112.361.03105241.522.308/11/21
CBAM 2018-8A CLO E CBAM 2018-8ABB- (sf)BB-6.29103.7106.131.02   08/11/21
LWCLO 2014-1A BRR LWCLO 2014-1AAA+ (sf)AA26.21126.49134.51.06120339.052.8308/11/21
KVK 2013-1A CLO BR KVK 2013-1AAA+ (sf)AA43.43122158.91.3117.5443.153.7708/11/21
MDPK 2016-21A CLO A1BR MDPK 2016-21AAA+ (sf)N/A34.59114120.771.06110247.932.2508/11/21
MDPK 2016-21A CLO BR MDPK 2016-21ABBB+ (sf)A17.48114120.771.06110247.932.2508/11/21
MDPK 2016-21A CLO BFR MDPK 2016-21ABBB+ (sf)A17.48114120.771.06110247.932.2508/11/21
MAGNE 2020-26A CLO B MAGNE 2020-26AAA+ (sf)AA25.18123.3133.651.08120233.171.9408/11/21
DWOLF 2017-1A CLO B DWOLF 2017-1AAA+ (sf)AA24.77123.3132.931.08115336.632.9308/11/21