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
DRSLF 2016-43A CLO B1R2 DRSLF 2016-43AAA+ (sf)N/A24.21121.6131.891.08120303.362.5307/09/21
DRSLF 2016-43A CLO B2R2 DRSLF 2016-43AAA+ (sf)N/A24.21121.6131.891.08120303.362.5307/09/21
MDPK 2018-30A CLO B MDPK 2018-30AAA+ (sf)N/A23.36120.72129.711.07120475.723.9607/09/21
KKR 20 CLO B KKR 20AA+ (sf)AA23.84122.4130.931.07115358.553.1207/09/21
HLSY 2019-1A CLO A1B HLSY 2019-1AAA+ (sf)N/A35.28121.58132.151.09120251.582.107/09/21
HLSY 2019-1A CLO A2B HLSY 2019-1AAA+ (sf)N/A35.28121.58132.151.09120251.582.107/09/21
HLSY 2019-1A CLO B1 HLSY 2019-1AAA+ (sf)AA24.33121.58132.151.09120251.582.107/09/21
HLSY 2019-1A CLO B2 HLSY 2019-1AAA+ (sf)AA24.33121.58132.151.09120251.582.107/09/21
MCLO 2017-9A A1B MCLO 2017-9AAA+ (sf)AAA34.81114.95117.861.03115323.192.8107/09/21
MCLO 2017-9A B MCLO 2017-9AA+ (sf)N/A15.36114.95117.861.03115323.192.8107/09/21
AWPT 2018-10A CLO B AWPT 2018-10AAA+ (sf)AA24.4123.9132.191.07120302.672.5207/09/21
ICG 2014-1A CLO BR ICG 2014-1AA+ (sf)A18.53116.4122.491.05115287.132.507/09/21
MCLO 2014-6A BRR MCLO 2014-6AA+ (sf)N/A19.27114.99121.041.05115355.363.0907/09/21
MCLO 2014-7A BR MCLO 2014-7AAA+ (sf)N/A38.6116.63157.821.35115330.182.8707/09/21
HLM 12A-18 CLO A1B HLM 12A-18AA+ (sf)N/A36.6115.46120.561.04110292.952.6607/09/21
HLM 12A-18 CLO B HLM 12A-18AA (sf)A17.17115.46120.561.04110292.952.6607/09/21
ELMW3 2019-3A CLO B ELMW3 2019-3AAA+ (sf)AA24.58121.58132.591.09120249.672.0807/09/21
KKR 13 CLO B1R KKR 13AA+ (sf)AA+28.33122138.111.13120466.253.8907/09/21
ARES 2013-2A CLO BR ARES 2013-2AAA+ (sf)AA24.42124.74132.311.06120343.782.8607/09/21
MVEW 2016-1A CLO B1R MVEW 2016-1AAA+ (sf)N/A23.79120130.811.09120272.262.2707/09/21
MVEW 2016-1A CLO B2R MVEW 2016-1AAA+ (sf)N/A23.79120130.811.09120272.262.2707/09/21
MP14 2018-2A CLO BR MP14 2018-2AAA+ (sf)N/A22.7123.56129.371.05115301.812.6207/09/21
HLA 2017-1A CLO A1BR HLA 2017-1AAA+ (sf)N/A34.17114119.441.05115305.562.6607/09/21
HLA 2017-1A CLO BR HLA 2017-1AA+ (sf)N/A16.31114119.441.05115305.562.6607/09/21
MIDO 2018-8A CLO B MIDO 2018-8AAA+ (sf)AA23.89121.8131.371.08120338.22.8207/09/21
CBAM 2018-8A CLO A1 CBAM 2018-8AAA+ (sf)AAA34.34122.5129.731.06120310.852.5907/09/21
CBAM 2018-8A CLO A2 CBAM 2018-8AAA+ (sf)AAA34.34122.5129.731.06120310.852.5907/09/21
CBAM 2018-8A CLO B1 CBAM 2018-8AAA+ (sf)AA23.14122.5129.731.06120310.852.5907/09/21
CBAM 2018-8A CLO B2 CBAM 2018-8AAA+ (sf)AA23.14122.5129.731.06120310.852.5907/09/21
CBAM 2018-8A CLO C CBAM 2018-8AA+ (sf)A18.05116.2121.671.05110282.062.5607/09/21
CBAM 2018-8A CLO D CBAM 2018-8ABB+ (sf)BBB-11.53109.1112.711.03105241.552.307/09/21
CBAM 2018-8A CLO E CBAM 2018-8ABB- (sf)BB-6.34103.7106.461.03   07/09/21
HLM 5A-2015 CLO B1RR HLM 5A-2015AA+ (sf)AA22.68122.89129.331.05120261.912.1807/09/21
HLM 5A-2015 CLO B2RR HLM 5A-2015AA+ (sf)AA22.68122.89129.331.05120261.912.1807/09/21
MERCL 2017-1A CLO B MERCL 2017-1AAA+ (sf)A+18.89118.1121.981.03115237.112.0607/09/21
KKR 17 CLO BR KKR 17AA+ (sf)N/A24.83122.8133.031.08120312.422.607/09/21
LWCLO 2014-1A BRR LWCLO 2014-1AAA+ (sf)AA26.2126.49134.331.06120335.782.807/09/21
KKR 9 CLO BR2 KKR 9AA+ (sf)N/A24.16123.9131.071.06120420.243.507/09/21
GALXY 2018-25A CLO B GALXY 2018-25AAA+ (sf)AA23.6122.3130.91.07120276.522.307/09/21
LCM 19A CLO BR LCM 19AAA+ (sf)N/A29.36125.1141.551.13120302.362.5207/09/21
MCLO 2018-11A B MCLO 2018-11AA+ (sf)A-16.03114.8119.081.04115321.622.807/09/21
OCP 2015-10A CLO A2BR OCP 2015-10AAA+ (sf)N/A41.16113.36142.31.26115290.942.5307/09/21
OCP 2015-10A CLO BR OCP 2015-10AAA+ (sf)N/A29.91113.36142.31.26115290.942.5307/09/21
MDPK 2016-21A CLO A1BR MDPK 2016-21AAA+ (sf)N/A34.73114121.011.06110246.352.2407/09/21
MDPK 2016-21A CLO BR MDPK 2016-21ABBB+ (sf)A17.65114121.011.06110246.352.2407/09/21
MDPK 2016-21A CLO BFR MDPK 2016-21ABBB+ (sf)A17.65114121.011.06110246.352.2407/09/21
LCM 28A CLO B LCM 28AAA+ (sf)N/A23.4122.45130.571.07120306.592.5507/09/21
MAGNE 2020-26A CLO B MAGNE 2020-26AAA+ (sf)AA25.15123.3133.611.08120234.131.9507/09/21
DRSLF 2014-33A CLO BR3 DRSLF 2014-33AAA+ (sf)N/A24.58122.4131.971.08117.5351.732.9907/09/21
NCC 2017-IA CLO A1BR NCC 2017-IAAA+ (sf)AAA36.83113.22117.981.04115252.242.1907/09/21