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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 2020-2A CLO B HLSY 2020-2AAAA (sf)N/A25.21125.9137.31.09115166.31.4510/16/23
HLSY 2020-3A CLO A1B HLSY 2020-3AAAA (sf)AAA37.67121.6132.21.09120169.91.4210/16/23
HLSY 2020-3A CLO B1 HLSY 2020-3AAAA (sf)N/A22.34121.6132.21.09120168.41.410/16/23
HLSY 2020-3A CLO B2 HLSY 2020-3AAA+ (sf)N/A22.34121.6132.21.09120168.41.410/16/23
HLSY 2021-4A CLO B HLSY 2021-4AAAA (sf)N/A21.69121.6131.71.08120162.51.3510/16/23
HLSY 2021-5A CLO A1B HLSY 2021-5AAAA (sf)AAA36.13121.6131.51.08120168.81.4110/16/23
HLSY 2021-5A CLO B HLSY 2021-5AAAA (sf)AA21.71121.6131.41.08120169.91.4210/16/23
HLSY 2022-6A CLO B1 HLSY 2022-6AAAA (sf)AA21.73121.61321.09120150.21.2510/16/23
HLSY 2022-6A CLO B2 HLSY 2022-6AAAA (sf)AA21.73121.61321.09120150.21.2510/16/23
HLM 10A-16 CLO BRR HLM 10A-16A+ (sf)N/A14.39114121.11.06115147.31.2810/16/23
HLM 9A-2016 CLO A1BR HLM 9A-2016AAA (sf)AAA32.371141191.04115148.11.2910/16/23
HLM 9A-2016 CLO BR HLM 9A-2016A+ (sf)N/A13.351141191.04115148.11.2910/16/23
HLM 11A-17 CLO BR HLM 11A-17AAA (sf)AAA22.22123.5134.51.09120156.21.310/16/23
HLM 12A-18 CLO A1B HLM 12A-18AAA (sf)AAA34.43115.5120.51.041101491.3510/16/23
HLM 12A-18 CLO B HLM 12A-18AA (sf)N/A14.33115.5120.51.041101491.3510/16/23
HLM 13A-18 CLO B HLM 13A-18AAA (sf)N/A21.2125.5131.21.05120165.81.3810/16/23
HLM 14A-19 CLO BR HLM 14A-19AAA (sf)N/A21.63121.6131.31.081201651.3810/16/23
HLM 15A-19 CLO BR HLM 15A-19AAA (sf)AA21.21121.6131.31.08120167.21.3910/16/23
ICG 2014-1A CLO A1B2 ICG 2014-1AAAA (sf)AAA31.19118.2124.61.05110180.21.6410/16/23
ICG 2014-2A CLO BRR ICG 2014-2AAAA (sf)AA+19.71123.31321.07120165.91.3810/16/23
ICG 2014-1A CLO A2B2 ICG 2014-1AAAA (sf)AA19.9118.2124.61.05110180.21.6410/16/23
ICG 2014-1A CLO BR2 ICG 2014-1AAAA (sf)A14.83118.2124.61.05110180.21.6410/16/23
ICG 2014-3A CLO B1RR ICG 2014-3AAAA (sf)AA-13.68116120.81.04115152.81.3310/16/23
ICG 2014-3A CLO B2RR ICG 2014-3AAA (sf)AA-13.68116120.81.04115152.81.3310/16/23
ICG 2015-1A CLO BR ICG 2015-1ANRN/A       10/16/23
ICG 2015-2RA CLO B ICG 2015-2RAAA+ (sf)A14.03117.6122.21.04110153.91.410/16/23
ICG 2016-1A CLO BRR ICG 2016-1AA+ (sf)N/A11.44114117.81.03110149.51.3610/16/23
ICG 2017-1A CLO BRR ICG 2017-1AAAA (sf)N/A18.21121.6126.51.04120158.91.3210/16/23
ICG 2018-1A CLO B ICG 2018-1AAA+ (sf)A+11.59114119.81.05115147.21.2810/16/23
ICG 2018-2A CLO B ICG 2018-2AAAA (sf)AA+18.61121.11291.071201611.3410/16/23
ICG 2018-3A CLO B1R ICG 2018-3AAAA (sf)AA20.09123131.61.07120170.41.4210/16/23
ICG 2018-3A CLO B2R ICG 2018-3AAA+ (sf)AA20.09123131.61.07120170.41.4210/16/23
ICG 2020-1A CLO BR ICG 2020-1AAAA (sf)N/A20.67123.3131.81.07120165.11.3810/16/23
ICG 2021-1A CLO B ICG 2021-1AAAA (sf)N/A19.04121.6128.81.06120160.11.3310/16/23
ICG 2021-2A CLO B1 ICG 2021-2AAAA (sf)AA19.73121.6131.11.081201681.410/16/23
ICG 2021-2A CLO B2 ICG 2021-2AAA+ (sf)AA19.73121.6131.11.081201681.410/16/23
ICG 2021-3A CLO B1 ICG 2021-3AAAA (sf)AA20.76121.6132.11.09120169.41.4110/16/23
ICG 2021-3A CLO B2 ICG 2021-3AAA (sf)AA20.76121.6132.11.09120169.41.4110/16/23
ICG 2021-4A CLO B ICG 2021-4AAAA (sf)AA18.58121.6129.11.06120162.61.3510/16/23
ICG 2022-1A CLO B1 ICG 2022-1AAAA (sf)N/A21.21114122.91.08110164.81.510/16/23
ICG 2022-1A CLO BF ICG 2022-1AAAA (sf)N/A21.21114122.91.08110164.81.510/16/23
INGIM 2013-1A CLO A1BR INGIM 2013-1AAAA (sf)AAA31.43113.5118.11.04115152.11.3210/16/23
INGIM 2013-1A CLO BR INGIM 2013-1AAA (sf)N/A11.9113.5118.11.04115152.11.3210/16/23
INGIM 2013-2A CLO A2BR INGIM 2013-2AAAA (sf)N/A17.9113.2117.51.041151481.2910/16/23
INGIM 2013-2A CLO BR INGIM 2013-2AA+ (sf)N/A11.15113.2117.51.041151481.2910/16/23
INGIM 2013-3A CLO BRR INGIM 2013-3AA+ (sf)N/A10.94113.6116.71.03115151.11.3110/16/23
INGIM 2014-1A CLO A1BR2 INGIM 2014-1AAAA (sf)AAA31.5115.1117.91.02115145.41.2610/16/23
INGIM 2014-1A CLO BR2 INGIM 2014-1AA+ (sf)N/A11.74115.1117.91.02115145.41.2610/16/23
JTWN 2019-1A CLO B JTWN 2019-1AAA+ (sf)A16.9117.2124.81.06115145.11.2610/16/23
JTWN 2019-14A CLO A1B1 JTWN 2019-14AAAA (sf)AAA33.26115.6124.31.08115155.21.3510/16/23