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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
ELM22 2023-1A CLO E ELM22 2023-1ABB (sf)N/A7.99106110.41.04   11/11/24
ELM22 2023-1A CLO F ELM22 2023-1AB+ (sf)N/A6.21      11/11/24
ELM23 2023-2A CLO A ELM23 2023-2AAAA (sf)N/A36.03121.6131.61.081201491.2411/11/24
ELM23 2023-2A CLO B ELM23 2023-2AAAA (sf)N/A22.82121.6131.61.081201491.2411/11/24
ELM23 2023-2A CLO C ELM23 2023-2AA+ (sf)N/A16.731141221.07110136.51.2411/11/24
ELM23 2023-2A CLO D ELM23 2023-2ABB+ (sf)N/A10.891081141.06105124.21.1811/11/24
ELM23 2023-2A CLO E ELM23 2023-2ABB- (sf)N/A7.49104.8109.81.05   11/11/24
ELM23 2023-2A CLO F ELM23 2023-2ACCC+ (sf)N/A5.82      11/11/24
EATON 2020-2A CLO AR EATON 2020-2ANRN/A       11/11/24
EATON 2020-2A CLO BR EATON 2020-2ANRN/A       11/11/24
EATON 2020-2A CLO CR EATON 2020-2ANRN/A       11/11/24
EATON 2020-2A CLO DR EATON 2020-2ANRN/A       11/11/24
EATON 2020-2A CLO ER EATON 2020-2ANRN/A       11/11/24
ELMW3 2019-3A CLO XRR ELMW3 2019-3AAAA (sf)AAA 121.6131.51.08120166.21.3911/11/24
ELMW3 2019-3A CLO A1RR ELMW3 2019-3AAAA (sf)AAA34.43121.6131.51.08120166.21.3911/11/24
ELMW3 2019-3A CLO A2RR ELMW3 2019-3AAAA (sf)AAA32.38121.6131.51.08120166.21.3911/11/24
ELMW3 2019-3A CLO BRR ELMW3 2019-3AAAA (sf)AA22.14121.6131.51.08120166.21.3911/11/24
ELMW3 2019-3A CLO CRR ELMW3 2019-3AA+ (sf)A15.99114121.91.07110152.91.3911/11/24
ELMW3 2019-3A CLO DRR ELMW3 2019-3ABB+ (sf)BBB-9.85107.6113.51.05105140.21.3411/11/24
ELMW3 2019-3A CLO ERR ELMW3 2019-3ABB- (sf)BB-5.75103.7108.61.05   11/11/24
ELMW3 2019-3A CLO FRR ELMW3 2019-3AB+ (sf)B-4.99      11/11/24
ELMW4 2020-1A CLO AR ELMW4 2020-1AAAA (sf)N/A34.58121.6131.61.08120167.31.3911/11/24
ELMW4 2020-1A CLO BR ELMW4 2020-1AAAA (sf)N/A22.32121.6131.61.08120167.31.3911/11/24
ELMW4 2020-1A CLO CR ELMW4 2020-1AA+ (sf)N/A16.181141221.07110153.81.411/11/24
ELMW4 2020-1A CLO DR ELMW4 2020-1ABB+ (sf)N/A10.05107.6113.61.06105140.81.3411/11/24
ELMW4 2020-1A CLO ER ELMW4 2020-1ABB- (sf)N/A5.96103.7108.71.05   11/11/24
ELMW4 2020-1A CLO FR ELMW4 2020-1AB+ (sf)N/A4.43      11/11/24
ELMW5 2020-2A CLO ARR ELMW5 2020-2AAAA (sf)N/A34.41121.6132.61.09120159.21.3311/11/24
ELMW5 2020-2A CLO BRR ELMW5 2020-2AAAA (sf)N/A22.11121.6132.61.09120159.21.3311/11/24
ELMW5 2020-2A CLO CRR ELMW5 2020-2AA+ (sf)N/A15.96114122.91.08110146.31.3311/11/24
ELMW5 2020-2A CLO D1RR ELMW5 2020-2ABB+ (sf)N/A9.81107.7114.51.06105133.91.2811/11/24
ELMW5 2020-2A CLO D2RR ELMW5 2020-2ABB+ (sf)N/A9.3107.7114.51.06105133.91.2811/11/24
ELMW5 2020-2A CLO ERR ELMW5 2020-2ABB- (sf)N/A5.97103.8110.21.06   11/11/24
ELMW6 2020-3A CLO ARR ELMW6 2020-3AAAA (sf)N/A34.4121.6131.41.08120166.81.3911/11/24
ELMW6 2020-3A CLO BRR ELMW6 2020-3AAAA (sf)N/A22.1121.6131.41.08120166.81.3911/11/24
ELMW6 2020-3A CLO CRR ELMW6 2020-3AA+ (sf)N/A15.96114121.81.07110153.51.411/11/24
ELMW6 2020-3A CLO D1RR ELMW6 2020-3ABB+ (sf)N/A9.81106.4112.21.05105138.61.3211/11/24
ELMW6 2020-3A CLO D2RR ELMW6 2020-3ABB+ (sf)N/A8.78106.4112.21.05105138.61.3211/11/24
ELMW6 2020-3A CLO ERR ELMW6 2020-3ABB- (sf)N/A5.71103.7108.61.05   11/11/24
ELMW6 2020-3A CLO FRR ELMW6 2020-3AB+ (sf)N/A4.17      11/11/24
ELMW8 2021-1A CLO AR ELMW8 2021-1AAAA (sf)AAA34.46121.6131.41.08120158.81.3211/11/24
ELMW8 2021-1A CLO BR ELMW8 2021-1AAAA (sf)N/A22.17121.6131.41.08120158.81.3211/11/24
ELMW8 2021-1A CLO CR ELMW8 2021-1AA+ (sf)N/A16.03114121.81.07115145.81.2711/11/24
ELMW8 2021-1A CLO DR ELMW8 2021-1ABB+ (sf)N/A9.89107.6113.51.05110133.11.2111/11/24
ELMW8 2021-1A CLO ER ELMW8 2021-1ABB- (sf)N/A5.79104.2108.61.04   11/11/24
ELMW8 2021-1A CLO FR ELMW8 2021-1ACCC+ (sf)N/A4.25      11/11/24
ELMW9 2021-2A CLO AL ELMW9 2021-2AAAA (sf)N/A36.03121.6132.41.09120164.11.3711/11/24
ELMW9 2021-2A CLO A ELMW9 2021-2AAAA (sf)N/A36.03121.6132.41.09120164.11.3711/11/24
ELMW9 2021-2A CLO B ELMW9 2021-2AAAA (sf)N/A22.83121.6132.41.09120164.11.3711/11/24
ELMW9 2021-2A CLO C ELMW9 2021-2AA+ (sf)N/A16.74114122.71.08110150.91.3711/11/24