By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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
HLM 14A-19 CLO BR HLM 14A-19AAA (sf)N/A22.24121.6130.31.07120176.31.4705/16/24
HLM 14A-19 CLO CR1 HLM 14A-19AA- (sf)N/A16.1114120.81.06115166.11.4405/16/24
HLM 14A-19 CLO CR2 HLM 14A-19BBB+ (sf)N/A16.1114120.81.06115166.11.4405/16/24
HLM 14A-19 CLO DR HLM 14A-19BBB+ (sf)N/A10.48108.3113.21.05110152.91.3905/16/24
HLM 14A-19 CLO ER HLM 14A-19BB (sf)N/A6.39104.3108.31.04   05/16/24
HLM 14A-19 CLO FR HLM 14A-19B+ (sf)N/A4.84      05/16/24
HLM 15A-19 CLO X HLM 15A-19AAA (sf)AAA 121.61311.081201761.4705/16/24
HLM 15A-19 CLO A1R HLM 15A-19AAA (sf)AAA36.69121.61311.081201761.4705/16/24
HLM 15A-19 CLO A2R HLM 15A-19AAA (sf)AAA33.62121.61311.081201761.4705/16/24
HLM 15A-19 CLO BR HLM 15A-19AAA (sf)AA22.39121.61311.081201761.4705/16/24
HLM 15A-19 CLO CR HLM 15A-19A+ (sf)A16.26114121.41.06110161.71.4705/16/24
HLM 15A-19 CLO DR HLM 15A-19BB+ (sf)BBB-10.14107.6113.11.05105148.21.4105/16/24
HLM 15A-19 CLO ER HLM 15A-19BB- (sf)BB-6.05103.7108.21.04   05/16/24
HLM 2023-17A CLO A HLM 2023-17AAAA (sf)AAA36.51121.6131.61.08120161.61.3505/16/24
HLM 2023-17A CLO AL HLM 2023-17AAAA (sf)N/A36.51121.6131.61.08120161.61.3505/16/24
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 2023-17A CLO C HLM 2023-17AA+ (sf)N/A17.361141221.07110147.81.3405/16/24
HLM 2023-17A CLO D HLM 2023-17ABBB- (sf)N/A12.32108.91151.06105135.71.2905/16/24
HLM 2023-17A CLO E HLM 2023-17ABB (sf)N/A8.54105.2110.21.05   05/16/24
HLM 2023-18A CLO A HLM 2023-18AAAA (sf)AAA38.2122.9132.31.08120155.81.305/16/24
HLM 2023-18A CLO B HLM 2023-18AAAA (sf)N/A23.76122.9132.31.08120155.81.305/16/24
HLM 2023-18A CLO C HLM 2023-18AA+ (sf)N/A17.79115.2122.71.07110142.71.305/16/24
HLM 2023-18A CLO D HLM 2023-18ABB+ (sf)N/A12.47109.7115.21.05105130.61.2405/16/24
HLM 2023-18A CLO E HLM 2023-18ABB- (sf)N/A9.23106.6111.11.04   05/16/24
HLM 2023-18A CLO F HLM 2023-18ACCC (sf)N/A7.2      05/16/24
HPSPR 2023-1A CLO A1 HPSPR 2023-1AAAA (sf)AAA43.58142.4153.81.08120202.31.6905/16/24
HPSPR 2023-1A CLO A2 HPSPR 2023-1AAAA (sf)AAA43.58142.4153.81.08120202.31.6905/16/24
HPSPR 2023-1A CLO ALL HPSPR 2023-1AAAA (sf)N/A43.58142.4153.81.08120202.31.6905/16/24
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
HPSPR 2023-1A CLO C HPSPR 2023-1AA+ (sf)A28.47131.8141.21.07110182.61.6605/16/24
HPSPR 2023-1A CLO D HPSPR 2023-1ABBB (sf)BBB-21.41121.2128.51.06105159.21.5205/16/24
HPSPR 2023-1A CLO E HPSPR 2023-1ABB (sf)BB-14.16111.4117.71.06   05/16/24
ICG 2014-1A CLO XR ICG 2014-1AAAA (sf)AAA 118.2122.81.04110185.21.6805/16/24
ICG 2014-1A CLO A1A2 ICG 2014-1AAAA (sf)AAA31.33118.2122.81.04110185.21.6805/16/24
ICG 2014-1A CLO A1B2 ICG 2014-1AAAA (sf)AAA31.33118.2122.81.04110185.21.6805/16/24
ICG 2014-1A CLO A2A2 ICG 2014-1AAAA (sf)AA20.06118.2122.81.04110185.21.6805/16/24
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 2014-1A CLO CR2 ICG 2014-1ABBB+ (sf)BBB-7.95110.6113.41.03105164.11.5605/16/24
ICG 2014-1A CLO DR2 ICG 2014-1ABB (sf)BB-1.82105.3106.31.01   05/16/24
ICG 2014-2A CLO ARR ICG 2014-2AAAA (sf)AAA46.23123.3137.11.11120191.71.605/16/24
ICG 2014-2A CLO BRR ICG 2014-2AAAA (sf)AAA28.47123.3137.11.11120191.71.605/16/24
ICG 2014-2A CLO CRR ICG 2014-2AAAA (sf)AA19.92116.5124.41.07115172.31.505/16/24
ICG 2014-2A CLO DRR ICG 2014-2AA+ (sf)BBB+9.1108.9111.31.02110150.61.3705/16/24
ICG 2014-2A CLO ERR ICG 2014-2ABB (sf)BB-1.03104.7103.20.99105134.21.2805/16/24
ICG 2014-2A CLO FRR ICG 2014-2ACCC (sf)B--2.41      05/16/24
ICG 2014-3A CLO A1RR ICG 2014-3AAAA (sf)AAA46.76116123.31.06115162.61.4105/16/24
ICG 2014-3A CLO A2RR ICG 2014-3AAAA (sf)AAA28.88116123.31.06115162.61.4105/16/24