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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
MIDO 2019-10A CLO CR MIDO 2019-10AA+ (sf)N/A14.41114119.41.05115151.91.3206/17/24
MIDO 2019-10A CLO D1R MIDO 2019-10ABB+ (sf)N/A10.23107.6111.31.03110138.21.2606/17/24
MIDO 2019-10A CLO D2R MIDO 2019-10ABB (sf)N/A8.14107.6111.31.03110138.21.2606/17/24
MIDO 2019-10A CLO ER MIDO 2019-10AB+ (sf)N/A4.18104.4106.71.02   06/17/24
MIDO 2022-11A CLO A1R MIDO 2022-11AAAA (sf)AAA36.47121.6131.41.08120152.81.2706/17/24
MIDO 2022-11A CLO A2R MIDO 2022-11AAAA (sf)AAA32.38121.6131.41.08120152.81.2706/17/24
MIDO 2022-11A CLO BR MIDO 2022-11AAAA (sf)AA22.13121.6131.41.08120152.81.2706/17/24
MIDO 2022-11A CLO C1R MIDO 2022-11AA+ (sf)A15.98114121.81.07115141.71.2306/17/24
MIDO 2022-11A CLO C2R MIDO 2022-11ABBB+ (sf)A15.98114121.81.07115141.71.2306/17/24
MIDO 2022-11A CLO DR MIDO 2022-11ABB+ (sf)BBB-9.83107.6113.51.05110128.11.1606/17/24
MIDO 2022-11A CLO ER MIDO 2022-11ABB- (sf)BB-6.76104.9109.71.05   06/17/24
MIDO 2016-6A CLO ARR MIDO 2016-6AAAA (sf)N/A32.33121.6127.21.05120165.41.3806/17/24
MIDO 2016-6A CLO BRR MIDO 2016-6AAAA (sf)N/A19.64121.6127.21.05120165.41.3806/17/24
MIDO 2016-6A CLO C1R MIDO 2016-6AAA (sf)N/A13.3114117.91.03110151.21.3706/17/24
MIDO 2016-6A CLO C2AR MIDO 2016-6AAA (sf)N/A16.47114117.91.03110151.21.3706/17/24
MIDO 2016-6A CLO C2BR MIDO 2016-6AA+ (sf)N/A13.3114117.91.03110151.21.3706/17/24
MIDO 2016-6A CLO D1R MIDO 2016-6ABB+ (sf)N/A6.95107.6109.81.02105137.81.3106/17/24
MIDO 2016-6A CLO D2AR MIDO 2016-6ABB+ (sf)N/A8.54107.6109.81.02105137.81.3106/17/24
MIDO 2016-6A CLO D2BR MIDO 2016-6ABB+ (sf)N/A6.95107.6109.81.02105137.81.3106/17/24
MIDO 2016-6A CLO ERR MIDO 2016-6ABB- (sf)N/A2.99105105.31   06/17/24
MIDO 2016-6A CLO F MIDO 2016-6AB+ (sf)N/A1.93      06/17/24
MIDO 2018-8A CLO A1R MIDO 2018-8AAAA (sf)AAA50.98121.8131.11.08120170.71.4206/17/24
MIDO 2018-8A CLO A2 MIDO 2018-8AAAA (sf)AAA42.85121.8131.11.08120170.71.4206/17/24
MIDO 2018-8A CLO B MIDO 2018-8AAAA (sf)N/A25.23121.8131.11.08120170.71.4206/17/24
MIDO 2018-8A CLO C MIDO 2018-8AAAA (sf)N/A17.09113.8120.11.06112.5154.91.3806/17/24
MIDO 2018-8A CLO D MIDO 2018-8ABBB+ (sf)N/A8.96107.1110.81.03107.5140.21.306/17/24
MIDO 2018-8A CLO E MIDO 2018-8ABB (sf)N/A3.54103.5105.31.02102.5129.31.2606/17/24
MIDO 2018-8A CLO F MIDO 2018-8ACCC+ (sf)B+0.83      06/17/24
MIDO 2018-9A CLO A1 MIDO 2018-9AAAA (sf)AAA46.07128.9145.31.13120186.91.5606/17/24
MIDO 2018-9A CLO A2 MIDO 2018-9AAAA (sf)AAA40.53128.9145.31.13120186.91.5606/17/24
MIDO 2018-9A CLO B MIDO 2018-9AAAA (sf)N/A29.45128.9145.31.13120186.91.5606/17/24
MIDO 2018-9A CLO C MIDO 2018-9AAAA (sf)N/A17.32115.81241.07110157.11.4306/17/24
MIDO 2018-9A CLO D MIDO 2018-9ABBB+ (sf)N/A8.32108.6111.81.03105137.91.3106/17/24
MIDO 2018-9A CLO E MIDO 2018-9ABB (sf)N/A3.47105.2106.21.01   06/17/24
MIDO 2018-9A CLO F MIDO 2018-9ACCC (sf)N/A0.7      06/17/24
MILOS 2017-1A CLO AR MILOS 2017-1AAAA (sf)AAA38.5121.6135.71.12120164.81.3706/17/24
MILOS 2017-1A CLO BR MILOS 2017-1AAAA (sf)AAA24.13121.6135.71.12120164.81.3706/17/24
MILOS 2017-1A CLO CR MILOS 2017-1AAAA (sf)A+16.95114.71241.08115149.11.306/17/24
MILOS 2017-1A CLO DR MILOS 2017-1ABBB+ (sf)BBB-9.11108.3113.31.05110133.71.2206/17/24
MILOS 2017-1A CLO ER MILOS 2017-1ABB (sf)BB-3.23104.2106.41.02105120.51.1506/17/24
MLFPK 2022-1A CLO A1 MLFPK 2022-1AAAA (sf)AAA34.98123.3133.91.09120170.91.4206/17/24
MLFPK 2022-1A CLO A2 MLFPK 2022-1AAAA (sf)AAA34.98123.3133.91.09120170.91.4206/17/24
MLFPK 2022-1A CLO B MLFPK 2022-1AAAA (sf)AA23.81123.3133.91.09120170.91.4206/17/24
MLFPK 2022-1A CLO C MLFPK 2022-1AA+ (sf)A17.21114.7123.21.07110154.81.4106/17/24
MLFPK 2022-1A CLO D MLFPK 2022-1ABB+ (sf)BBB-10.6107.6114.11.06105139.51.3306/17/24
MLFPK 2022-1A CLO E MLFPK 2022-1ABB- (sf)BB-6.54103.7109.11.05   06/17/24
MLFPK 2022-1A CLO F MLFPK 2022-1AB+ (sf)B-6.34      06/17/24
MPCF 2020-1A CLO AL MPCF 2020-1AAAA (sf)N/A20.94114120.11.05115142.51.2406/17/24
MPCF 2020-1A CLO B MPCF 2020-1AAA+ (sf)N/A14.7114120.11.05115142.51.2406/17/24
MPCF 2020-1A CLO C MPCF 2020-1ABBB+ (sf)N/A9.5108.9113.21.04110131.81.206/17/24