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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 D ELM15 2022-2ABB+ (sf)N/A10.4108114.21.06105137.71.3111/11/24
ELM15 2022-2A CLO E ELM15 2022-2ABB- (sf)N/A6.06103.7108.91.05   11/11/24
ELM16 2022-3A CLO AR ELM16 2022-3AAAA (sf)N/A34.53121.6131.51.08120160.71.3411/11/24
ELM16 2022-3A CLO BR ELM16 2022-3AAAA (sf)N/A22.26121.6131.51.08120160.71.3411/11/24
ELM16 2022-3A CLO CR ELM16 2022-3AA+ (sf)N/A16.12114121.91.07110147.51.3411/11/24
ELM16 2022-3A CLO DR ELM16 2022-3ABB+ (sf)N/A9.98107.6113.61.06105134.71.2811/11/24
ELM16 2022-3A CLO ER ELM16 2022-3ABB- (sf)N/A5.89103.7108.61.05   11/11/24
ELM16 2022-3A CLO FR ELM16 2022-3ACCC+ (sf)N/A4.36      11/11/24
ELM17 2022-4A CLO A1R ELM17 2022-4AAAA (sf)AAA34.67121.6131.41.08120154.41.2911/11/24
ELM17 2022-4A CLO A2R ELM17 2022-4AAAA (sf)AAA32.63121.6131.41.08120154.41.2911/11/24
ELM17 2022-4A CLO BR ELM17 2022-4AAAA (sf)AA22.42121.6131.41.08120154.41.2911/11/24
ELM17 2022-4A CLO CR ELM17 2022-4AA+ (sf)A16.3114121.81.07110142.11.2911/11/24
ELM17 2022-4A CLO D1R ELM17 2022-4ABB+ (sf)BBB-10.18106.4112.21.05105128.31.2211/11/24
ELM17 2022-4A CLO D2R ELM17 2022-4ABB+ (sf)BBB-9.16106.4112.21.05105128.31.2211/11/24
ELM17 2022-4A CLO ER ELM17 2022-4ABB- (sf)BB-6.6103.8109.21.05   11/11/24
ELM18 2022-5A CLO ARR ELM18 2022-5AAAA (sf)N/A34.71121.6131.51.081201621.3511/11/24
ELM18 2022-5A CLO BRR ELM18 2022-5AAAA (sf)N/A22.47121.6131.51.081201621.3511/11/24
ELM18 2022-5A CLO CRR ELM18 2022-5AA+ (sf)N/A16.35114121.91.07110149.21.3611/11/24
ELM18 2022-5A CLO D1RR ELM18 2022-5ABB+ (sf)N/A10.23106.4112.31.06105134.71.2811/11/24
ELM18 2022-5A CLO D2RR ELM18 2022-5ABB+ (sf)N/A9.21106.4112.31.06105134.71.2811/11/24
ELM18 2022-5A CLO ERR ELM18 2022-5ABB- (sf)N/A6.15103.7108.61.05   11/11/24
ELM18 2022-5A CLO FRR ELM18 2022-5AB+ (sf)N/A4.62      11/11/24
ELM19 2022-6A CLO AR ELM19 2022-6AAAA (sf)N/A35.72121.6131.41.08120151.31.2611/11/24
ELM19 2022-6A CLO BR ELM19 2022-6AAAA (sf)N/A22.45121.6131.41.08120151.31.2611/11/24
ELM19 2022-6A CLO CR ELM19 2022-6AA+ (sf)N/A16.33114121.81.07110138.71.2611/11/24
ELM19 2022-6A CLO DR ELM19 2022-6ABB+ (sf)N/A10.72108.3114.21.05105127.41.2111/11/24
ELM19 2022-6A CLO ER ELM19 2022-6ABB- (sf)N/A7.15105.4109.81.04   11/11/24
ELM19 2022-6A CLO FR ELM19 2022-6AB (sf)N/A5.62      11/11/24
ELMW2 2019-2A CLO AR ELMW2 2019-2AAAA (sf)N/A35.28121.61331.09120164.81.3711/11/24
ELMW2 2019-2A CLO BR ELMW2 2019-2AAAA (sf)N/A23.14121.61331.09120164.81.3711/11/24
ELMW2 2019-2A CLO CR ELMW2 2019-2AAA (sf)N/A17.07114123.31.08115151.51.3211/11/24
ELMW2 2019-2A CLO DR ELMW2 2019-2ABBB (sf)N/A11.01107.6114.91.07110138.81.2611/11/24
ELMW2 2019-2A CLO ER ELMW2 2019-2ABB (sf)N/A6.96103.7109.91.06   11/11/24
ELMW2 2019-2A CLO FR ELMW2 2019-2AB+ (sf)N/A5.95      11/11/24
ELM20 2022-7A CLO AR ELM20 2022-7AAAA (sf)N/A34.81121.6131.41.08120156.51.311/11/24
ELM20 2022-7A CLO BR ELM20 2022-7AAAA (sf)N/A22.58121.6131.41.08120156.51.311/11/24
ELM20 2022-7A CLO CR ELM20 2022-7AA+ (sf)N/A16.47114121.81.07110143.81.3111/11/24
ELM20 2022-7A CLO DR ELM20 2022-7ABB+ (sf)N/A10.36107.6113.51.05105131.41.2511/11/24
ELM20 2022-7A CLO ER ELM20 2022-7ABB- (sf)N/A6.28103.7108.61.05   11/11/24
ELM20 2022-7A CLO FR ELM20 2022-7AB- (sf)N/A4.76      11/11/24
ELM21 2022-8A CLO AR ELM21 2022-8AAAA (sf)N/A35.9121.6131.51.08120155.81.311/11/24
ELM21 2022-8A CLO BR ELM21 2022-8AAAA (sf)N/A22.68121.6131.51.08120155.81.311/11/24
ELM21 2022-8A CLO CR ELM21 2022-8AA+ (sf)N/A16.57114121.91.071101431.311/11/24
ELM21 2022-8A CLO DR ELM21 2022-8ABB+ (sf)N/A10.47107.7113.61.05105130.51.2411/11/24
ELM21 2022-8A CLO ER ELM21 2022-8ABB- (sf)N/A6.91104.8109.21.04   11/11/24
ELM21 2022-8A CLO FR ELM21 2022-8AB- (sf)N/A5.38      11/11/24
ELM22 2023-1A CLO A ELM22 2023-1AAAA (sf)AAA34.93121.6131.41.08120149.21.2411/11/24
ELM22 2023-1A CLO B ELM22 2023-1AAAA (sf)N/A22.74121.6131.41.08120149.21.2411/11/24
ELM22 2023-1A CLO C ELM22 2023-1AA+ (sf)N/A16.64114121.81.07110136.71.2411/11/24
ELM22 2023-1A CLO D ELM22 2023-1ABB+ (sf)N/A11.3108.6114.51.05105126.31.211/11/24