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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
ELM15 2022-2A CLO B ELM15 2022-2AAAA (sf)N/A22.14121.6131.81.08120157.91.3209/12/24
ELM16 2022-3A CLO BR ELM16 2022-3AAAA (sf)N/A22.03121.6131.31.08120154.41.2909/12/24
ELM17 2022-4A CLO BR ELM17 2022-4AAAA (sf)AA22.37121.6132.41.09120161.51.3509/12/24
DRSLF 2022-108A CLO B DRSLF 2022-108ANRN/A       09/12/24
ELM18 2022-5A CLO BRR ELM18 2022-5AAAA (sf)N/A22.59      09/12/24
ELM19 2022-6A CLO BR ELM19 2022-6AAAA (sf)N/A22.32121.6131.61.08120145.41.2109/12/24
ELMW2 2019-2A CLO BR ELMW2 2019-2AAAA (sf)N/A22.91121.6132.81.09120161.11.3409/12/24
ELM20 2022-7A CLO BR ELM20 2022-7AAAA (sf)N/A22.36121.6131.61.08120150.61.2509/12/24
ELM21 2022-8A CLO BR ELM21 2022-8AAAA (sf)N/A22.44121.6131.61.08120149.71.2509/12/24
ELM22 2023-1A CLO B ELM22 2023-1AAAA (sf)N/A22.52121.6131.61.08120147.81.2309/12/24
ELM23 2023-2A CLO B ELM23 2023-2AAAA (sf)N/A22.53121.6131.71.08120142.41.1909/12/24
ELMW3 2019-3A CLO BRR ELMW3 2019-3AAAA (sf)AA21.99121.6131.31.08120160.81.3409/12/24
ELMW4 2020-1A CLO BR ELMW4 2020-1AAAA (sf)N/A22.2121.6131.51.08120156.91.3109/12/24
ELMW5 2020-2A CLO BR ELMW5 2020-2AAAA (sf)N/A22.76121.6132.61.09120159.21.3309/12/24
ELMW6 2020-3A CLO BRR ELMW6 2020-3AAAA (sf)N/A21.96121.6131.31.08120139.61.1609/12/24
EATON 2020-1A CLO BR EATON 2020-1ANRN/A       09/12/24
ELMW7 2020-4A CLO BR ELMW7 2020-4AAAA (sf)N/A22.04121.6131.31.08120148.21.2309/12/24
ELMW8 2021-1A CLO BR ELMW8 2021-1AAAA (sf)N/A21.93121.6131.21.08120152.91.2709/12/24
ELMW9 2021-2A CLO B ELMW9 2021-2AAAA (sf)N/A22.6121.6132.21.09120157.41.3109/12/24
EMPWR 2022-1A CLO B EMPWR 2022-1AAAA (sf)AA22.76121.6131.91.08120146.31.2209/12/24
CIFC 2019-FAL CLO B CIFC 2019-FALAAA (sf)N/A19.29119.9128.51.07120172.41.4409/12/24
FILPK 2018-1A CLO B1A FILPK 2018-1AAAA (sf)N/A30.19125147.91.18120207.11.7309/12/24
FILPK 2018-1A CLO B1B1 FILPK 2018-1AAAA (sf)N/A30.19125147.91.18120207.11.7309/12/24
FILPK 2018-1A CLO B1B2 FILPK 2018-1AAAA (sf)N/A30.19125147.91.18120207.11.7309/12/24
FILPK 2018-1A CLO B2B2 FILPK 2018-1AAAA (sf)N/A30.19125147.91.18120207.11.7309/12/24
FILPK 2018-1A CLO CB1 FILPK 2018-1AAAA (sf)N/A19.4114.8128.11.12115175.91.5309/12/24
FILPK 2018-1A CLO CB3 FILPK 2018-1AAAA (sf)N/A19.4114.8128.11.12115175.91.5309/12/24
FILPK 2018-1A CLO FB3 FILPK 2018-1ABB- (sf)N/A4.3      09/12/24
DRSLF 2020-85A CLO BR DRSLF 2020-85ANRN/A       09/12/24
FLAT 2017-1A CLO BR FLAT 2017-1AAAA (sf)AAA37.19122.5162.41.33120195.91.6309/12/24
FLAT 2018-1A CLO B FLAT 2018-1AAAA (sf)AAA33.21121.6154.41.27120192.91.6109/12/24
FLAT 2019-1A CLO BR FLAT 2019-1AAAA (sf)N/A21.73121.6129.91.07120160.21.3309/12/24
FLAT 2020-1A CLO BR FLAT 2020-1AAAA (sf)N/A22.13121.6131.41.08120153.81.2809/12/24
FLAT 2021-1A CLO B FLAT 2021-1AAAA (sf)AA22.49121.7131.21.08120151.41.2609/12/24
FLAT 2021-2A CLO B FLAT 2021-2AAAA (sf)AA22.88122.3131.81.081201681.409/12/24
FLAT 2023-1A CLO B FLAT 2023-1AAAA (sf)AA23.3121.6131.51.08120157.11.3109/12/24
FCBSL 2022-2A CLO AR FCBSL 2022-2AAAA (sf)AAA34.28127.9133.11.04120173.41.4509/12/24
FCBSL 2022-2A CLO BR FCBSL 2022-2AAAA (sf)AA+23.15127.9133.11.04120173.41.4509/12/24
FCBSL 2022-2A CLO CR FCBSL 2022-2AAA+ (sf)A+14.51116119.71.03115153.31.3309/12/24
FCBSL 2022-2A CLO DR FCBSL 2022-2ABBB+ (sf)BBB+8.31109.6111.61.02110138.61.2609/12/24
FCBSL 2022-2A CLO ER FCBSL 2022-2ABB+ (sf)BB-4.92106.5107.61.01   09/12/24
FCBSL 2022-3A CLO A1L FCBSL 2022-3AAAA (sf)N/A33.83126.7131.41.04120158.11.3209/12/24
FCBSL 2022-3A CLO A1N FCBSL 2022-3AAAA (sf)AAA33.83126.7131.41.04120158.11.3209/12/24
FCBSL 2022-3A CLO A2 FCBSL 2022-3AAAA (sf)AAA33.83126.7131.41.04120158.11.3209/12/24
FCBSL 2022-3A CLO B FCBSL 2022-3AAAA (sf)AA21.93126.7131.41.04120158.11.3209/12/24
FCBSL 2022-3A CLO C FCBSL 2022-3AA+ (sf)A14.94117.5120.61.03110141.61.2909/12/24
FCBSL 2022-3A CLO D1 FCBSL 2022-3ABB+ (sf)BBB+10.13106.9107.61.01   09/12/24
FCBSL 2022-3A CLO D2 FCBSL 2022-3ABB (sf)BBB-8.21106.9107.61.01   09/12/24
FCBSL 2022-3A CLO E FCBSL 2022-3AB+ (sf)BB-4.64106.9107.61.01   09/12/24
FCBSL 2022-3A CLO F FCBSL 2022-3ACCC- (sf)B-4.5      09/12/24