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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
ELMW2 2019-2A CLO BR ELMW2 2019-2AAAA (sf)N/A21.34121.6132.71.09120169.61.4107/14/23
ELMW3 2019-3A CLO BR ELMW3 2019-3AAAA (sf)AA21.08121.6132.21.09120162.61.3507/14/23
ELMW4 2020-1A CLO B ELMW4 2020-1AAAA (sf)N/A21.17121.6132.11.09120170.41.4207/14/23
ELMW5 2020-2A CLO BR ELMW5 2020-2AAAA (sf)N/A21.25121.6132.61.09120163.91.3707/14/23
ELMW6 2020-3A CLO BR ELMW6 2020-3AAAA (sf)N/A21.09121.6132.11.09115162.61.4107/14/23
ELMW7 2020-4A CLO B ELMW7 2020-4AAAA (sf)N/A21.29122.6132.51.08120156.51.307/14/23
ELMW8 2021-1A CLO B1 ELMW8 2021-1AAAA (sf)N/A21.2122.6132.31.08120160.71.3407/14/23
ELMW8 2021-1A CLO B2 ELMW8 2021-1AAAA (sf)N/A21.2122.6132.31.08120160.71.3407/14/23
ELMW9 2021-2A CLO B ELMW9 2021-2AAAA (sf)N/A21.14121.6132.11.091201591.3207/14/23
CIFC 2019-FAL CLO B CIFC 2019-FALAAA (sf)N/A17.44119.9129.21.08120170.61.4207/14/23
FILPK 2018-1A CLO B1A FILPK 2018-1AAAA (sf)N/A20.071251331.06120180.91.5107/14/23
FILPK 2018-1A CLO B1B1 FILPK 2018-1AAAA (sf)N/A20.071251331.06120180.91.5107/14/23
FILPK 2018-1A CLO B1B2 FILPK 2018-1AAAA (sf)N/A20.071251331.06120180.91.5107/14/23
FILPK 2018-1A CLO B2B2 FILPK 2018-1AB+ (sf)N/A20.071251331.06120180.91.5107/14/23
FILPK 2018-1A CLO CB1 FILPK 2018-1AAA+ (sf)N/A12.04114.8120.91.05115162.31.4107/14/23
FILPK 2018-1A CLO CB3 FILPK 2018-1AAA+ (sf)N/A12.04114.8120.91.05115162.31.4107/14/23
FILPK 2018-1A CLO FB3 FILPK 2018-1ABB- (sf)N/A0.81      07/14/23
FLAT 2017-1A CLO BR FLAT 2017-1AAAA (sf)AA+23.32122.5132.11.08120176.91.4707/14/23
FLAT 2018-1A CLO B FLAT 2018-1AAAA (sf)AA+19.96121.6129.81.07120164.61.3707/14/23
FLAT 2019-1A CLO BR FLAT 2019-1AAAA (sf)N/A19.98121.6130.51.07120165.81.3807/14/23
FLAT 2020-1A CLO B FLAT 2020-1AAAA (sf)N/A20.71121.6131.51.08120162.81.3607/14/23
FLAT 2021-1A CLO B FLAT 2021-1AAAA (sf)AA21.44121.7131.41.08120167.21.3907/14/23
FLAT 2021-2A CLO B FLAT 2021-2AAAA (sf)AA21.15122.3131.91.08120169.91.4207/14/23
FCBSL 2015-1A CLO AR FCBSL 2015-1AAAA (sf)AAA35.32122.5129.51.06120191.81.607/14/23
FCBSL 2015-1A CLO B1R FCBSL 2015-1AAAA (sf)N/A18.9122.5129.51.06120191.81.607/14/23
FCBSL 2015-1A CLO B2R2 FCBSL 2015-1AAA+ (sf)N/A18.9122.5129.51.06120191.81.607/14/23
FCBSL 2015-1A CLO CR FCBSL 2015-1AAA+ (sf)N/A12.45114.8119.91.04115174.91.5207/14/23
FCBSL 2015-1A CLO DR FCBSL 2015-1ABBB+ (sf)N/A6.79109.3112.71.03110160.71.4607/14/23
FCBSL 2015-1A CLO ER FCBSL 2015-1ABB+ (sf)N/A2.39105.1107.61.02105148.21.4107/14/23
FCBSL 2017-2A CLO A FCBSL 2017-2AAAA (sf)AAA41.31121.6136.41.12120213.61.7807/14/23
FCBSL 2017-2A CLO B1 FCBSL 2017-2AAAA (sf)N/A23.69121.6136.41.12120213.61.7807/14/23
FCBSL 2017-2A CLO B2R FCBSL 2017-2AAAA (sf)N/A23.69121.6136.41.12120213.61.7807/14/23
FCBSL 2017-2A CLO C FCBSL 2017-2AAAA (sf)N/A16.14114124.11.09115189.31.6507/14/23
FCBSL 2017-2A CLO D FCBSL 2017-2AA+ (sf)N/A8.8107.9114.21.06110168.61.5307/14/23
FCBSL 2017-2A CLO E FCBSL 2017-2ABB+ (sf)N/A4.6104.7109.11.041051561.4907/14/23
FCBSL 2019-1A CLO A1 FCBSL 2019-1AAAA (sf)AAA42.75127136.81.08120183.51.5307/14/23
FCBSL 2019-1A CLO A2 FCBSL 2019-1AAAA (sf)AAA33.1127136.81.08120183.51.5307/14/23
FCBSL 2019-1A CLO B FCBSL 2019-1AAAA (sf)N/A22.61127136.81.08120183.51.5307/14/23
FCBSL 2019-1A CLO C FCBSL 2019-1AAA+ (sf)N/A16.19118.5126.31.07115167.11.4507/14/23
FCBSL 2019-1A CLO D FCBSL 2019-1ABBB+ (sf)N/A9.12110.7116.51.05110150.31.3707/14/23
FCBSL 2019-1A CLO E FCBSL 2019-1ABB+ (sf)N/A5.24107.4111.71.04105140.11.3307/14/23
FCBSL 2019-2A CLO A1A FCBSL 2019-2AAAA (sf)AAA42.29125.1133.21.061201971.6407/14/23
FCBSL 2019-2A CLO A1F FCBSL 2019-2AAAA (sf)AAA42.29125.1133.21.061201971.6407/14/23
FCBSL 2019-2A CLO A2 FCBSL 2019-2AAAA (sf)AAA33.74125.1133.21.061201971.6407/14/23
FCBSL 2019-2A CLO B FCBSL 2019-2AAAA (sf)N/A20.91125.1133.21.061201971.6407/14/23
FCBSL 2019-2A CLO C FCBSL 2019-2AAA- (sf)N/A14.5117123.21.05115178.31.5507/14/23
FCBSL 2019-2A CLO D FCBSL 2019-2ABBB+ (sf)N/A8.09110.3114.71.041101611.4607/14/23
FCBSL 2019-2A CLO E FCBSL 2019-2ABB (sf)N/A2.74105.4108.31.03105145.91.3907/14/23
FCBSL 2020-1A CLO A1A FCBSL 2020-1AAAA (sf)AAA36.14125.1134.51.08120197.11.6407/14/23
FCBSL 2020-1A CLO A1F FCBSL 2020-1AAAA (sf)AAA36.14125.1134.51.08120197.11.6407/14/23