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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
FCBSL 2022-3A CLO AR FCBSL 2022-3AAAA (sf)AAA33.65126.7131.31.04120154.31.2911/11/24
FCBSL 2022-3A CLO BR FCBSL 2022-3AAAA (sf)AA+21.72126.7131.31.04120154.31.2911/11/24
FCBSL 2022-3A CLO CR FCBSL 2022-3AAA- (sf)A+14.71117.5120.51.03110138.21.2611/11/24
FCBSL 2022-3A CLO D1R FCBSL 2022-3ABBB+ (sf)BBB+9.9106.9107.51.01   11/11/24
FCBSL 2022-3A CLO D2R FCBSL 2022-3ABB (sf)BBB+7.97106.9107.51.01   11/11/24
FCBSL 2022-3A CLO E FCBSL 2022-3ABB (sf)BB-4.39106.9107.51.01   11/11/24
FCBSL 2022-3A CLO F FCBSL 2022-3ABB- (sf)B-4.25      11/11/24
FCBSL 2022-1A CLO A1 FCBSL 2022-1AAAA (sf)N/A35.77124.2129.81.05120187.91.5711/11/24
FCBSL 2022-1A CLO A2 FCBSL 2022-1AAAA (sf)N/A35.77124.2129.81.05120187.91.5711/11/24
FCBSL 2022-1A CLO B1 FCBSL 2022-1AAAA (sf)N/A21.56124.2129.81.05120187.91.5711/11/24
FCBSL 2022-1A CLO B2 FCBSL 2022-1AAAA (sf)N/A21.56124.2129.81.05120187.91.5711/11/24
FCBSL 2022-1A CLO C1 FCBSL 2022-1AAA+ (sf)N/A14.71115.5119.41.03110171.11.5611/11/24
FCBSL 2022-1A CLO C2 FCBSL 2022-1ABBB+ (sf)N/A14.71115.5119.41.03110171.11.5611/11/24
FCBSL 2022-1A CLO D FCBSL 2022-1ABBB+ (sf)N/A8.39108.9111.11.02105153.81.4611/11/24
FCBSL 2022-1A CLO E FCBSL 2022-1ABB (sf)N/A4.71105.5106.81.01   11/11/24
FCBSL 2023-1A CLO AT FCBSL 2023-1AAAA (sf)AAA36.12126.11351.071201691.4111/11/24
FCBSL 2023-1A CLO AL FCBSL 2023-1AAAA (sf)N/A36.12126.11351.071201691.4111/11/24
FCBSL 2023-1A CLO B1 FCBSL 2023-1AAAA (sf)AA24.27126.11351.071201691.4111/11/24
FCBSL 2023-1A CLO B2 FCBSL 2023-1AAAA (sf)AA24.27126.11351.071201691.4111/11/24
FCBSL 2023-1A CLO C FCBSL 2023-1AAA+ (sf)A+18.09117.8124.81.06115153.71.3411/11/24
FCBSL 2023-1A CLO D1 FCBSL 2023-1ABBB+ (sf)BBB11.911111161.05110138.31.2611/11/24
FCBSL 2023-1A CLO D2A FCBSL 2023-1ABBB+ (sf)BBB+13.461111161.05110138.31.2611/11/24
FCBSL 2023-1A CLO D2B FCBSL 2023-1ABBB+ (sf)BBB11.911111161.05110138.31.2611/11/24
FCBSL 2023-1A CLO E FCBSL 2023-1ABB (sf)BB+8.05107111.21.04   11/11/24
FCBSL 2023-1A CLO F FCBSL 2023-1AB+ (sf)B-7.27      11/11/24
FCBSL 2015-1A CLO AR FCBSL 2015-1AAAA (sf)AAA71.8122.5148.91.22120219.11.8311/11/24
FCBSL 2015-1A CLO B1R FCBSL 2015-1AAAA (sf)N/A39.5122.5148.91.22120219.11.8311/11/24
FCBSL 2015-1A CLO B2R2 FCBSL 2015-1AAAA (sf)N/A39.5122.5148.91.22120219.11.8311/11/24
FCBSL 2015-1A CLO CR FCBSL 2015-1AAAA (sf)N/A26.81114.8129.51.13115184.81.6111/11/24
FCBSL 2015-1A CLO DR FCBSL 2015-1AAA+ (sf)N/A15.66109.3116.21.06110159.81.4511/11/24
FCBSL 2015-1A CLO ER FCBSL 2015-1ABB+ (sf)N/A7.01105.1107.61.02105140.41.3411/11/24
FCBSL 2019-1A CLO A1 FCBSL 2019-1AAAA (sf)AAA47.54127133.61.05120176.21.4711/11/24
FCBSL 2019-1A CLO A2 FCBSL 2019-1AAAA (sf)AAA37.17127133.61.05120176.21.4711/11/24
FCBSL 2019-1A CLO B FCBSL 2019-1AAAA (sf)N/A25.92127133.61.05120176.21.4711/11/24
FCBSL 2019-1A CLO C FCBSL 2019-1AAA+ (sf)N/A19.02118.5123.41.04115160.51.411/11/24
FCBSL 2019-1A CLO D FCBSL 2019-1ABBB+ (sf)N/A11.44110.7113.81.03110144.41.3111/11/24
FCBSL 2019-1A CLO E FCBSL 2019-1ABB (sf)N/A7.26107.4109.11.02105134.81.2811/11/24
FCBSL 2019-2A CLO A1A FCBSL 2019-2AAAA (sf)AAA43.15125.1131.31.05120180.31.511/11/24
FCBSL 2019-2A CLO A1F FCBSL 2019-2AAAA (sf)AAA43.15125.1131.31.05120180.31.511/11/24
FCBSL 2019-2A CLO A2 FCBSL 2019-2AAAA (sf)AAA34.73125.1131.31.05120180.31.511/11/24
FCBSL 2019-2A CLO B FCBSL 2019-2AAAA (sf)N/A22.1125.1131.31.05120180.31.511/11/24
FCBSL 2019-2A CLO C FCBSL 2019-2AAA (sf)N/A15.78117121.51.04115163.31.4211/11/24
FCBSL 2019-2A CLO D FCBSL 2019-2ABBB- (sf)N/A9.46110.31131.02110147.61.3411/11/24
FCBSL 2019-2A CLO E FCBSL 2019-2ABB- (sf)N/A4.2105.4106.81.01105133.91.2811/11/24
FCBSL 2020-1A CLO A1A FCBSL 2020-1AAAA (sf)AAA37.06125.1132.21.06120184.51.5411/11/24
FCBSL 2020-1A CLO A1F FCBSL 2020-1AAAA (sf)AAA37.06125.1132.21.06120184.51.5411/11/24
FCBSL 2020-1A CLO A2 FCBSL 2020-1AAAA (sf)AAA34.96125.1132.21.06120184.51.5411/11/24
FCBSL 2020-1A CLO B FCBSL 2020-1AAAA (sf)N/A22.37125.1132.21.06120184.51.5411/11/24
FCBSL 2020-1A CLO C FCBSL 2020-1AAA+ (sf)N/A15.56116.2121.51.05115165.81.4411/11/24
FCBSL 2020-1A CLO D FCBSL 2020-1ABBB+ (sf)N/A9.26109.61131.03110149.61.3611/11/24