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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
ELM19 2022-6A CLO B1 ELM19 2022-6AAAA (sf)N/A22121.6132.11.091201491.2408/10/23
ELM19 2022-6A CLO B2 ELM19 2022-6AAAA (sf)N/A22121.6132.11.091201491.2408/10/23
ELMW2 2019-2A CLO BR ELMW2 2019-2AAAA (sf)N/A22.03121.6132.81.09120171.81.4308/10/23
ELMW3 2019-3A CLO BR ELMW3 2019-3AAAA (sf)AA21.77121.6132.41.09120164.71.3708/10/23
ELMW4 2020-1A CLO B ELMW4 2020-1AAAA (sf)N/A22.02121.6132.51.09120171.31.4308/10/23
ELMW5 2020-2A CLO BR ELMW5 2020-2AAAA (sf)N/A21.95121.6132.71.09120166.21.3908/10/23
ELMW6 2020-3A CLO BR ELMW6 2020-3AAAA (sf)N/A21.8121.6132.41.09115165.31.4408/10/23
ELMW7 2020-4A CLO B ELMW7 2020-4AAAA (sf)N/A21.86122.6132.71.08120158.71.3208/10/23
ELMW8 2021-1A CLO B1 ELMW8 2021-1AAAA (sf)N/A21.85122.6132.51.08120164.41.3708/10/23
ELMW8 2021-1A CLO B2 ELMW8 2021-1AAAA (sf)N/A21.85122.6132.51.08120164.41.3708/10/23
ELMW9 2021-2A CLO B ELMW9 2021-2AAAA (sf)N/A21.81121.6132.31.09120168.21.408/10/23
CIFC 2019-FAL CLO B CIFC 2019-FALAAA (sf)N/A18.75119.9129.31.08120172.91.4408/10/23
FILPK 2018-1A CLO B1A FILPK 2018-1AAAA (sf)N/A21.13125133.21.07120179.41.508/10/23
FILPK 2018-1A CLO B1B1 FILPK 2018-1AAAA (sf)N/A21.13125133.21.07120179.41.508/10/23
FILPK 2018-1A CLO B1B2 FILPK 2018-1AAAA (sf)N/A21.13125133.21.07120179.41.508/10/23
FILPK 2018-1A CLO B2B2 FILPK 2018-1AB+ (sf)N/A21.13125133.21.07120179.41.508/10/23
FILPK 2018-1A CLO CB1 FILPK 2018-1AAA+ (sf)N/A13.2114.81211.05115160.91.408/10/23
FILPK 2018-1A CLO CB3 FILPK 2018-1AAA+ (sf)N/A13.2114.81211.05115160.91.408/10/23
FILPK 2018-1A CLO FB3 FILPK 2018-1AB+ (sf)N/A2.12      08/10/23
FLAT 2017-1A CLO BR FLAT 2017-1AAAA (sf)AA+24.74122.51371.121201731.4408/10/23
FLAT 2018-1A CLO B FLAT 2018-1AAAA (sf)AA+21.83121.6129.81.07120168.91.4108/10/23
FLAT 2019-1A CLO BR FLAT 2019-1AAAA (sf)N/A20.96121.6130.41.071201651.3808/10/23
FLAT 2020-1A CLO B FLAT 2020-1AAAA (sf)N/A21.76121.6131.51.08120161.81.3508/10/23
FLAT 2021-1A CLO B FLAT 2021-1AAAA (sf)AA21.63121.7131.41.081201691.4108/10/23
FLAT 2021-2A CLO B FLAT 2021-2AAAA (sf)AA21.97122.3131.91.08120171.81.4308/10/23
FCBSL 2015-1A CLO AR FCBSL 2015-1AAAA (sf)AAA37.05122.5128.51.05120191.61.608/10/23
FCBSL 2015-1A CLO B1R FCBSL 2015-1AAAA (sf)N/A20.1122.5128.51.05120191.61.608/10/23
FCBSL 2015-1A CLO B2R2 FCBSL 2015-1AAA+ (sf)N/A20.1122.5128.51.05120191.61.608/10/23
FCBSL 2015-1A CLO CR FCBSL 2015-1AAA+ (sf)N/A13.45114.81191.04115174.71.5208/10/23
FCBSL 2015-1A CLO DR FCBSL 2015-1ABBB+ (sf)N/A7.6109.3111.81.02110160.51.4608/10/23
FCBSL 2015-1A CLO ER FCBSL 2015-1ABB+ (sf)N/A3.06105.1106.71.02105148.11.4108/10/23
FCBSL 2017-2A CLO A FCBSL 2017-2AAAA (sf)AAA45.3121.6135.81.12120214.91.7908/10/23
FCBSL 2017-2A CLO B1 FCBSL 2017-2AAAA (sf)N/A26.07121.6135.81.12120214.91.7908/10/23
FCBSL 2017-2A CLO B2R FCBSL 2017-2AAAA (sf)N/A26.07121.6135.81.12120214.91.7908/10/23
FCBSL 2017-2A CLO C FCBSL 2017-2AAAA (sf)N/A17.83114123.61.08115190.41.6608/10/23
FCBSL 2017-2A CLO D FCBSL 2017-2AA+ (sf)N/A9.82107.9113.71.05110169.61.5408/10/23
FCBSL 2017-2A CLO E FCBSL 2017-2ABB+ (sf)N/A5.24104.7108.71.041051571.508/10/23
FCBSL 2019-1A CLO A1 FCBSL 2019-1AAAA (sf)AAA42.97127134.91.06120184.31.5408/10/23
FCBSL 2019-1A CLO A2 FCBSL 2019-1AAAA (sf)AAA33.35127134.91.06120184.31.5408/10/23
FCBSL 2019-1A CLO B FCBSL 2019-1AAAA (sf)N/A22.91127134.91.06120184.31.5408/10/23
FCBSL 2019-1A CLO C FCBSL 2019-1AAAA (sf)N/A16.51118.5124.61.05115167.81.4608/10/23
FCBSL 2019-1A CLO D FCBSL 2019-1AA- (sf)N/A9.47110.7114.91.04110150.91.3708/10/23
FCBSL 2019-1A CLO E FCBSL 2019-1ABB+ (sf)N/A5.6107.4110.21.03105140.71.3408/10/23
FCBSL 2019-2A CLO A1A FCBSL 2019-2AAAA (sf)AAA42.78125.1133.11.06120194.91.6208/10/23
FCBSL 2019-2A CLO A1F FCBSL 2019-2AAAA (sf)AAA42.78125.1133.11.06120194.91.6208/10/23
FCBSL 2019-2A CLO A2 FCBSL 2019-2AAAA (sf)AAA34.3125.1133.11.06120194.91.6208/10/23
FCBSL 2019-2A CLO B FCBSL 2019-2AAAA (sf)N/A21.59125.1133.11.06120194.91.6208/10/23
FCBSL 2019-2A CLO C FCBSL 2019-2AAA+ (sf)N/A15.23117123.11.05115176.41.5308/10/23
FCBSL 2019-2A CLO D FCBSL 2019-2ABBB+ (sf)N/A8.87110.3114.51.04110159.31.4508/10/23
FCBSL 2019-2A CLO E FCBSL 2019-2ABB+ (sf)N/A3.57105.4108.21.03105144.31.3708/10/23