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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
HLSY 2019-1A CLO A1B HLSY 2019-1AAAA (sf)AAA32.58121.6130.51.07120165.91.3805/16/24
HLSY 2019-1A CLO A2B HLSY 2019-1AAAA (sf)AAA32.58121.6130.51.07120165.91.3805/16/24
HLSY 2019-1A CLO B1 HLSY 2019-1AAAA (sf)N/A21.17121.6130.51.07120165.91.3805/16/24
HLSY 2019-1A CLO B2 HLSY 2019-1AAA- (sf)N/A21.17121.6130.51.07120165.91.3805/16/24
HLSY 2020-2A CLO B HLSY 2020-2AAAA (sf)N/A32.07125.9140.71.12115177.31.5405/16/24
HLSY 2020-3A CLO A1B HLSY 2020-3AAAA (sf)AAA37.26121.6132.21.09120168.91.4105/16/24
HLSY 2020-3A CLO B1 HLSY 2020-3AAAA (sf)N/A21.84121.6131.71.08120170.81.4205/16/24
HLSY 2020-3A CLO B2 HLSY 2020-3AAA- (sf)N/A21.84121.6131.71.08120170.81.4205/16/24
HLSY 2021-4A CLO B HLSY 2021-4AAAA (sf)N/A21.68121.6131.31.08120162.41.3505/16/24
HLSY 2021-5A CLO A1B HLSY 2021-5AAAA (sf)AAA35.56121.6131.21.08120169.31.4105/16/24
HLSY 2021-5A CLO B HLSY 2021-5AAAA (sf)AA21.01121.6130.51.07120167.91.405/16/24
HLSY 2022-6A CLO B1 HLSY 2022-6AAAA (sf)AA22.21121.6131.41.08120150.31.2505/16/24
HLSY 2022-6A CLO B2 HLSY 2022-6AA+ (sf)AA22.21121.6131.41.08120150.31.2505/16/24
HLSY 2023-7A CLO B HLSY 2023-7AAAA (sf)AA23.91123.2133.21.08120164.91.3705/16/24
HLM 10A-16 CLO BRR HLM 10A-16A+ (sf)N/A15.26114120.11.05115153.31.3305/16/24
HLM 9A-2016 CLO A1BR HLM 9A-2016AAA (sf)AAA40.02114120.51.06115157.51.3705/16/24
HLM 9A-2016 CLO BR HLM 9A-2016AA+ (sf)N/A16.83114120.51.06115157.51.3705/16/24
HLM 11A-17 CLO BR HLM 11A-17AAA (sf)AAA28.76123.5144.41.17120183.61.5305/16/24
HLM 12A-18 CLO B HLM 12A-18NRN/A       05/16/24
HLM 12A-18 CLO A1B HLM 12A-18NRN/A       05/16/24
HLM 13A-18 CLO B HLM 13A-18AAA (sf)N/A23.69125.5130.51.04120171.11.4305/16/24
HLM 14A-19 CLO BR HLM 14A-19AAA (sf)N/A22.24121.6130.31.07120176.31.4705/16/24
HLM 15A-19 CLO BR HLM 15A-19AAA (sf)AA22.39121.61311.081201761.4705/16/24
HLM 2023-17A CLO B1 HLM 2023-17AAAA (sf)N/A23.4121.6131.61.08120161.61.3505/16/24
HLM 2023-17A CLO B2 HLM 2023-17AAA+ (sf)N/A23.4121.6131.61.08120161.61.3505/16/24
HLM 2023-18A CLO B HLM 2023-18AAAA (sf)N/A23.76122.9132.31.08120155.81.305/16/24
HPSPR 2023-1A CLO B1 HPSPR 2023-1AAAA (sf)AA34.31142.4153.81.08120202.31.6905/16/24
HPSPR 2023-1A CLO B2 HPSPR 2023-1AA+ (sf)AA34.31142.4153.81.08120202.31.6905/16/24
ICG 2014-1A CLO A1B2 ICG 2014-1AAAA (sf)AAA31.33118.2122.81.04110185.21.6805/16/24
ICG 2014-1A CLO A2B2 ICG 2014-1AAAA (sf)AA20.06118.2122.81.04110185.21.6805/16/24
ICG 2014-1A CLO BR2 ICG 2014-1AAAA (sf)A15118.2122.81.04110185.21.6805/16/24
ICG 2014-2A CLO BRR ICG 2014-2AAAA (sf)AAA28.47123.3137.11.11120191.71.605/16/24
ICG 2014-3A CLO B1RR ICG 2014-3AAAA (sf)AA19.74116123.31.06115162.61.4105/16/24
ICG 2014-3A CLO B2RR ICG 2014-3AAAA (sf)AA19.74116123.31.06115162.61.4105/16/24
ICG 2015-2RA CLO B ICG 2015-2RAAA+ (sf)A15.47117.6120.41.02110155.21.4105/16/24
ICG 2016-1A CLO BRR ICG 2016-1AA (sf)N/A11.68114116.41.02110147.61.3405/16/24
ICG 2017-1A CLO BRR ICG 2017-1AAAA (sf)N/A18.51121.6125.91.04120162.71.3605/16/24
ICG 2018-1A CLO B ICG 2018-1AAA+ (sf)A+14.6114120.11.05115156.61.3605/16/24
ICG 2018-2A CLO B ICG 2018-2AAAA (sf)AA+22.72121.1130.61.08120174.11.4505/16/24
ICG 2018-3A CLO B1R ICG 2018-3AAAA (sf)AA21.42123130.21.06120171.61.4305/16/24
ICG 2018-3A CLO B2R ICG 2018-3AAAA (sf)AA21.42123130.21.06120171.61.4305/16/24
ICG 2020-1A CLO BR ICG 2020-1AAAA (sf)N/A20.51123.3128.41.04120170.41.4205/16/24
ICG 2021-1A CLO B ICG 2021-1AAAA (sf)N/A19.09121.6126.81.04120165.31.3805/16/24
ICG 2021-2A CLO B1 ICG 2021-2AAAA (sf)AA19.72121.6130.31.07120175.81.4705/16/24
ICG 2021-2A CLO B2 ICG 2021-2AAA+ (sf)AA19.72121.6130.31.07120175.81.4705/16/24
ICG 2021-3A CLO B1 ICG 2021-3AAAA (sf)AA21.13121.6130.11.07120179.31.4905/16/24
ICG 2021-3A CLO B2 ICG 2021-3AAA+ (sf)AA21.13121.6130.11.07120179.31.4905/16/24
ICG 2021-4A CLO B ICG 2021-4AAAA (sf)AA18.17121.6126.61.04120162.31.3505/16/24
ICG 2022-1A CLO B1 ICG 2022-1AAAA (sf)N/A21.11114120.41.06110167.81.5305/16/24
ICG 2022-1A CLO BF ICG 2022-1AAA+ (sf)N/A21.11114120.41.06110167.81.5305/16/24