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
ELM21 2022-8A CLO BR ELM21 2022-8AAAA (sf)N/A22.37121.6131.71.08120145.61.2101/17/24
ELM22 2023-1A CLO B ELM22 2023-1AAAA (sf)N/A22.45121.6131.71.081201521.2701/17/24
ELM23 2023-2A CLO B ELM23 2023-2AAAA (sf)N/A22.45121.6131.71.08120153.51.2801/17/24
ELMW3 2019-3A CLO BR ELMW3 2019-3AAAA (sf)AA22.2121.6132.41.09120158.81.3201/17/24
ELMW4 2020-1A CLO B ELMW4 2020-1AAAA (sf)N/A22.39121.6132.41.09120163.51.3601/17/24
ELMW5 2020-2A CLO BR ELMW5 2020-2AAAA (sf)N/A22.38121.6132.81.09120159.71.3301/17/24
ELMW6 2020-3A CLO BR ELMW6 2020-3AAAA (sf)N/A22.25121.6132.51.09115158.31.3801/17/24
ELMW7 2020-4A CLO BR ELMW7 2020-4AAAA (sf)N/A21.58121.6131.51.08120136.91.1401/17/24
ELMW8 2021-1A CLO B1 ELMW8 2021-1AAAA (sf)N/A22.29122.6132.61.08120157.31.3101/17/24
ELMW8 2021-1A CLO B2 ELMW8 2021-1AAAA (sf)N/A22.29122.6132.61.08120157.31.3101/17/24
EMPWR 2022-1A CLO B EMPWR 2022-1AAAA (sf)AA22.88121.6131.91.08120139.21.1601/17/24
CIFC 2019-FAL CLO B CIFC 2019-FALAAA (sf)N/A19.25119.9128.91.08120165.31.3801/17/24
FILPK 2018-1A CLO B1A FILPK 2018-1AAAA (sf)N/A21.81125132.91.06120176.61.4701/17/24
FILPK 2018-1A CLO B1B1 FILPK 2018-1AAAA (sf)N/A21.81125132.91.06120176.61.4701/17/24
FILPK 2018-1A CLO B1B2 FILPK 2018-1AAAA (sf)N/A21.81125132.91.06120176.61.4701/17/24
FILPK 2018-1A CLO B2B2 FILPK 2018-1AAAA (sf)N/A21.81125132.91.06120176.61.4701/17/24
FILPK 2018-1A CLO CB1 FILPK 2018-1AAA+ (sf)N/A13.96114.8120.81.05115158.51.3801/17/24
FILPK 2018-1A CLO CB3 FILPK 2018-1AAA+ (sf)N/A13.96114.8120.81.05115158.51.3801/17/24
FILPK 2018-1A CLO FB3 FILPK 2018-1ABB- (sf)N/A2.97      01/17/24
FLAT 2018-1A CLO B FLAT 2018-1AAAA (sf)AAA23.27121.6133.81.1120171.11.4301/17/24
FLAT 2019-1A CLO BR FLAT 2019-1AAAA (sf)N/A21.41121.6130.51.07120158.31.3201/17/24
FLAT 2020-1A CLO B FLAT 2020-1AAAA (sf)N/A22.15121.6131.61.08120156.41.301/17/24
FLAT 2021-1A CLO B FLAT 2021-1AAAA (sf)AA21.83121.7131.51.08120162.71.3601/17/24
FLAT 2021-2A CLO B FLAT 2021-2AAAA (sf)AA22.53122.31321.08120163.31.3601/17/24
FLAT 2023-1A CLO B FLAT 2023-1AAAA (sf)AA23.07121.6131.71.08120149.31.2401/17/24
FCBSL 2022-2A CLO AT FCBSL 2022-2AAAA (sf)AAA33.68127.9133.11.04120168.21.401/17/24
FCBSL 2022-2A CLO AF FCBSL 2022-2AAAA (sf)AAA33.68127.9133.11.04120168.21.401/17/24
FCBSL 2022-2A CLO AL FCBSL 2022-2AAAA (sf)N/A33.68127.9133.11.04120168.21.401/17/24
FCBSL 2022-2A CLO B FCBSL 2022-2AAAA (sf)AA+22.44127.9133.11.04120168.21.401/17/24
FCBSL 2022-2A CLO C1 FCBSL 2022-2AA+ (sf)A13.72116119.61.03115147.71.2801/17/24
FCBSL 2022-2A CLO C2 FCBSL 2022-2ABB+ (sf)A13.72116119.61.03115147.71.2801/17/24
FCBSL 2022-2A CLO D FCBSL 2022-2ABB+ (sf)BBB-7.47109.6111.51.02110133.51.2101/17/24
FCBSL 2022-2A CLO E FCBSL 2022-2ABB- (sf)BB-4.04106.5107.61.01   01/17/24
FCBSL 2022-3A CLO A1L FCBSL 2022-3AAAA (sf)N/A33.84126.7132.51.05120157.11.3101/17/24
FCBSL 2022-3A CLO A1N FCBSL 2022-3AAAA (sf)AAA33.84126.7132.51.05120157.11.3101/17/24
FCBSL 2022-3A CLO A2 FCBSL 2022-3AAAA (sf)AAA33.84126.7132.51.05120157.11.3101/17/24
FCBSL 2022-3A CLO B FCBSL 2022-3AAAA (sf)AA21.94126.7132.51.05120157.11.3101/17/24
FCBSL 2022-3A CLO C FCBSL 2022-3AA+ (sf)A14.95117.5121.61.03110140.71.2801/17/24
FCBSL 2022-3A CLO D1 FCBSL 2022-3ABB+ (sf)BBB+10.15106.9108.51.01   01/17/24
FCBSL 2022-3A CLO D2 FCBSL 2022-3ABB+ (sf)BBB-8.23106.9108.51.01   01/17/24
FCBSL 2022-3A CLO E FCBSL 2022-3ABB- (sf)BB-4.66106.9108.51.01   01/17/24
FCBSL 2022-3A CLO F FCBSL 2022-3AB+ (sf)B-4.52      01/17/24
FCBSL 2023-1A CLO AT FCBSL 2023-1AAAA (sf)AAA36.26126.1135.91.08120165.61.3801/17/24
FCBSL 2023-1A CLO AL FCBSL 2023-1AAAA (sf)N/A36.26126.1135.91.08120165.61.3801/17/24
FCBSL 2023-1A CLO B1 FCBSL 2023-1AAAA (sf)AA24.43126.1135.91.08120165.61.3801/17/24
FCBSL 2023-1A CLO B2 FCBSL 2023-1AAA+ (sf)AA24.43126.1135.91.08120165.61.3801/17/24
FCBSL 2023-1A CLO C FCBSL 2023-1AAA (sf)A+18.26117.8125.71.07115150.71.3101/17/24
FCBSL 2023-1A CLO D1 FCBSL 2023-1ABBB+ (sf)BBB12.09111116.91.05110135.61.2301/17/24
FCBSL 2023-1A CLO D2A FCBSL 2023-1ABBB+ (sf)BBB+13.64111116.91.05110135.61.2301/17/24
FCBSL 2023-1A CLO D2B FCBSL 2023-1ABBB+ (sf)BBB12.09111116.91.05110135.61.2301/17/24