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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
DRSLF 2018-60A CLO B DRSLF 2018-60AAAA (sf)AA17.11121.6130.71.07120160.41.3411/30/22
DRSLF 2018-61A CLO BR DRSLF 2018-61AAAA (sf)AA17.15121.6131.91.08120162.91.3611/30/22
DRSLF 2018-64A CLO B DRSLF 2018-64AAAA (sf)AA17.16122130.91.07120158.91.3211/30/22
DRSLF 2018-65A CLO B DRSLF 2018-65AAAA (sf)N/A17.06121.2130.51.08120154.21.2811/30/22
DRSLF 2019-68A CLO BR DRSLF 2019-68AAAA (sf)N/A16.93121.6131.81.08120173.81.4511/30/22
DRSLF 2018-70A CLO A2B DRSLF 2018-70AAAA (sf)AAA29.261201301.08120170.91.4211/30/22
DRSLF 2018-70A CLO B DRSLF 2018-70AAAA (sf)N/A16.31201301.08120170.91.4211/30/22
DRSLF 2019-72A CLO BR DRSLF 2019-72AAAA (sf)N/A16.92121.6129.81.07120185.41.5511/30/22
DRSLF 2019-76A CLO BR DRSLF 2019-76AAAA (sf)N/A17.46121.61311.08120154.11.2811/30/22
DRSLF 2019-80A CLO BR DRSLF 2019-80AAAA (sf)N/A17.69121.61311.08120163.11.3611/30/22
EATON 2014-1RA CLO B EATON 2014-1RAAAA (sf)AA17.04122.51301.06120161.91.3511/30/22
EATON 2013-1A CLO BRRR EATON 2013-1AAA+ (sf)A13.88114.9124.11.08110200.61.8211/30/22
EATON 2015-1A CLO BR EATON 2015-1AAAA (sf)AA+18.8124.8132.81.06120158.81.3211/30/22
EATON 2018-1A CLO B EATON 2018-1AAAA (sf)AA17.78121.6130.11.07120158.91.3211/30/22
EATON 2019-1A CLO BR EATON 2019-1AAAA (sf)AA+18.7121.7132.21.09120164.31.3711/30/22
GLGU 2018-1A CLO BR GLGU 2018-1AAA+ (sf)A11.62116.5121.71.04115144.31.2511/30/22
AWPT 2018-9A CLO B AWPT 2018-9AAAA (sf)AA16.88123.3130.31.06120165.31.3811/30/22
AWPT 2018-10A CLO B AWPT 2018-10AAAA (sf)AA17.88123.9132.21.07120152.11.2711/30/22
AWPT 2020-11A CLO B AWPT 2020-11AAAA (sf)N/A17.62121.6131.51.08120157.71.3111/30/22
SPEAK 2014-1A CLO BR3 SPEAK 2014-1AAAA (sf)N/A17.7121.6131.31.08120146.31.2211/30/22
ELMW2 2019-2A CLO BR ELMW2 2019-2AAAA (sf)N/A20.46121.6132.81.09120154.41.2911/30/22
ELMW3 2019-3A CLO BR ELMW3 2019-3AAAA (sf)AA20.18121.6132.31.09120152.51.2711/30/22
ELMW4 2020-1A CLO B ELMW4 2020-1AAAA (sf)N/A20.43121.6132.61.09120158.11.3211/30/22
CIFC 2019-FAL CLO B CIFC 2019-FALAAA (sf)N/A16.93119.9129.51.08120158.21.3211/30/22
FILPK 2018-1A CLO B1A FILPK 2018-1AAAA (sf)N/A19.56125134.11.07120177.21.4811/30/22
FILPK 2018-1A CLO B1B1 FILPK 2018-1AAAA (sf)N/A19.56125134.11.07120177.21.4811/30/22
FILPK 2018-1A CLO B1B2 FILPK 2018-1AAAA (sf)N/A19.56125134.11.07120177.21.4811/30/22
FILPK 2018-1A CLO B2B2 FILPK 2018-1ABB- (sf)N/A19.56125134.11.07120177.21.4811/30/22
FILPK 2018-1A CLO CB1 FILPK 2018-1AAA- (sf)N/A11.48114.8121.91.06115158.61.3811/30/22
FILPK 2018-1A CLO CB3 FILPK 2018-1AAA- (sf)N/A11.48114.8121.91.06115158.61.3811/30/22
FILPK 2018-1A CLO FB3 FILPK 2018-1ABB- (sf)N/A0.18      11/30/22
FLAT 2017-1A CLO BR FLAT 2017-1AAAA (sf)AA+20.32122.5133.31.09120191.31.5911/30/22
FLAT 2018-1A CLO B FLAT 2018-1AAAA (sf)AA19.16121.6131.81.08120164.61.3711/30/22
FLAT 2019-1A CLO BR FLAT 2019-1AAAA (sf)N/A18.97121.6131.81.08120184.81.5411/30/22
FCBSL 2015-1A CLO AR FCBSL 2015-1AAAA (sf)AAA35.16122.51331.09120176.21.4711/30/22
FCBSL 2015-1A CLO B1R FCBSL 2015-1AAAA (sf)N/A18.7122.51331.09120176.21.4711/30/22
FCBSL 2015-1A CLO B2R2 FCBSL 2015-1AAA- (sf)N/A18.7122.51331.09120176.21.4711/30/22
FCBSL 2015-1A CLO CR FCBSL 2015-1AAA- (sf)N/A12.24114.8123.21.07115160.21.3911/30/22
FCBSL 2015-1A CLO DR FCBSL 2015-1ABBB+ (sf)N/A6.56109.3115.71.06110146.71.3311/30/22
FCBSL 2015-1A CLO ER FCBSL 2015-1ABB+ (sf)N/A2.15105.1110.51.05105134.61.2811/30/22
FCBSL 2017-2A CLO A FCBSL 2017-2AAAA (sf)AAA35.5121.6134.61.11120171.31.4311/30/22
FCBSL 2017-2A CLO B1 FCBSL 2017-2AAAA (sf)N/A20.06121.6134.61.11120171.31.4311/30/22
FCBSL 2017-2A CLO B2R FCBSL 2017-2AAAA (sf)N/A20.06121.6134.61.11120171.31.4311/30/22
FCBSL 2017-2A CLO C FCBSL 2017-2AAAA (sf)N/A13.44114124.31.09115154.31.3411/30/22
FCBSL 2017-2A CLO D FCBSL 2017-2ABBB+ (sf)N/A7107.9115.71.07110139.21.2711/30/22
FCBSL 2017-2A CLO E FCBSL 2017-2ABB+ (sf)N/A3.32104.7111.31.06105129.51.2311/30/22
FCBSL 2019-1A CLO A1 FCBSL 2019-1AAAA (sf)AAA42.81127138.41.091201861.5511/30/22
FCBSL 2019-1A CLO A2 FCBSL 2019-1AAAA (sf)AAA33.17127138.41.091201861.5511/30/22
FCBSL 2019-1A CLO B FCBSL 2019-1AAAA (sf)N/A22.69127138.41.091201861.5511/30/22
FCBSL 2019-1A CLO C FCBSL 2019-1AAA+ (sf)N/A16.28118.5127.81.081151681.4611/30/22