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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
HLM 15A-19 CLO DR HLM 15A-19BB+ (sf)BBB-9.94107.61131.05105138.41.3211/11/24
HLM 15A-19 CLO ER HLM 15A-19BB- (sf)BB-5.85103.7108.11.04   11/11/24
HLM 2023-17A CLO A HLM 2023-17AAAA (sf)AAA36.39121.6131.91.08120146.41.2211/11/24
HLM 2023-17A CLO AL HLM 2023-17AAAA (sf)N/A36.39121.6131.91.08120146.41.2211/11/24
HLM 2023-17A CLO B1 HLM 2023-17AAAA (sf)N/A23.27121.6131.91.08120146.41.2211/11/24
HLM 2023-17A CLO B2 HLM 2023-17AAAA (sf)N/A23.27121.6131.91.08120146.41.2211/11/24
HLM 2023-17A CLO C HLM 2023-17AA+ (sf)N/A17.21114122.31.07110133.91.2211/11/24
HLM 2023-17A CLO D HLM 2023-17ABBB- (sf)N/A12.16108.9115.31.06105122.91.1711/11/24
HLM 2023-17A CLO E HLM 2023-17ABB (sf)N/A8.37105.2110.51.05   11/11/24
HLM 2023-18A CLO A HLM 2023-18AAAA (sf)AAA38.2122.91331.08120146.61.2211/11/24
HLM 2023-18A CLO B HLM 2023-18AAAA (sf)N/A23.76122.91331.08120146.61.2211/11/24
HLM 2023-18A CLO C HLM 2023-18AA+ (sf)N/A17.78115.2123.41.07110134.21.2211/11/24
HLM 2023-18A CLO D HLM 2023-18ABB+ (sf)N/A12.46109.7115.91.06105122.91.1711/11/24
HLM 2023-18A CLO E HLM 2023-18ABB- (sf)N/A9.22106.6111.71.05   11/11/24
HLM 2023-18A CLO F HLM 2023-18ACCC+ (sf)N/A7.19      11/11/24
HPSPR 2023-1A CLO A1 HPSPR 2023-1AAAA (sf)AAA44.29142.4154.21.08120203.71.711/11/24
HPSPR 2023-1A CLO A2 HPSPR 2023-1AAAA (sf)AAA44.29142.4154.21.08120203.71.711/11/24
HPSPR 2023-1A CLO ALL HPSPR 2023-1AAAA (sf)N/A44.29142.4154.21.08120203.71.711/11/24
HPSPR 2023-1A CLO B1 HPSPR 2023-1AAA+ (sf)AA35.13142.4154.21.08120203.71.711/11/24
HPSPR 2023-1A CLO B2 HPSPR 2023-1AA+ (sf)AA35.13142.4154.21.08120203.71.711/11/24
HPSPR 2023-1A CLO C HPSPR 2023-1AA (sf)A29.36131.8141.61.07110183.91.6711/11/24
HPSPR 2023-1A CLO D HPSPR 2023-1ABB+ (sf)BBB-22.4121.2128.91.06105160.31.5311/11/24
HPSPR 2023-1A CLO E HPSPR 2023-1ABB- (sf)BB-15.24111.41181.06   11/11/24
ELMW7 2020-4A CLO ER ELMW7 2020-4ANRN/A       11/11/24
ELMW7 2020-4A CLO AR ELMW7 2020-4ANRN/A       11/11/24
ELMW7 2020-4A CLO BR ELMW7 2020-4ANRN/A       11/11/24
ELMW7 2020-4A CLO DR ELMW7 2020-4ANRN/A       11/11/24
ELMW7 2020-4A CLO CR ELMW7 2020-4ANRN/A       11/11/24
ELMW7 2020-4A CLO FR ELMW7 2020-4ANRN/A       11/11/24
ICG 2014-1A CLO XR ICG 2014-1ANRAAA 118.2121.81.031101791.6311/11/24
ICG 2014-1A CLO A1A2 ICG 2014-1AAAA (sf)AAA31.61118.2121.81.031101791.6311/11/24
ICG 2014-1A CLO A1B2 ICG 2014-1AAAA (sf)AAA31.61118.2121.81.031101791.6311/11/24
ICG 2014-1A CLO A2A2 ICG 2014-1AAAA (sf)AA20.38118.2121.81.031101791.6311/11/24
ICG 2014-1A CLO A2B2 ICG 2014-1AAAA (sf)AA20.38118.2121.81.031101791.6311/11/24
ICG 2014-1A CLO BR2 ICG 2014-1AAA+ (sf)A15.35118.2121.81.031101791.6311/11/24
ICG 2014-1A CLO CR2 ICG 2014-1ABBB+ (sf)BBB-8.32110.6112.51.02105158.71.5111/11/24
ICG 2014-1A CLO DR2 ICG 2014-1ABB (sf)BB-2.22105.3105.51   11/11/24
ICG 2014-2A CLO ARR ICG 2014-2AAAA (sf)AAA64.37123.3151.91.23120203.21.6911/11/24
ICG 2014-2A CLO BRR ICG 2014-2AAAA (sf)AAA39.47123.3151.91.23120203.21.6911/11/24
ICG 2014-2A CLO CRR ICG 2014-2AAAA (sf)AA27.47116.5132.61.14115175.11.5211/11/24
ICG 2014-2A CLO DRR ICG 2014-2AAA+ (sf)BBB+12.3108.9114.11.05110146.41.3311/11/24
ICG 2014-2A CLO ERR ICG 2014-2ABB+ (sf)BB-0.98104.7103.40.99105126.31.211/11/24
ICG 2014-2A CLO FRR ICG 2014-2ACC (sf)B--4.17      11/11/24
ICG 2015-2RA CLO A1 ICG 2015-2RAAAA (sf)AAA33.38117.6120.91.03110150.21.3711/11/24
ICG 2015-2RA CLO A2 ICG 2015-2RAAAA (sf)AA20.09117.6120.91.03110150.21.3711/11/24
ICG 2015-2RA CLO B ICG 2015-2RAAA+ (sf)A14.8117.6120.91.03110150.21.3711/11/24
ICG 2015-2RA CLO C ICG 2015-2RABBB+ (sf)BBB-8.16110.6112.21.01105136.61.311/11/24
ICG 2015-2RA CLO D ICG 2015-2RABB- (sf)BB-1.38104.7104.51   11/11/24
ICG 2016-1A CLO XRR ICG 2016-1AAAA (sf)N/A 114116.21.02110141.51.2911/11/24
ICG 2016-1A CLO A1RR ICG 2016-1AAAA (sf)N/A33.71114116.21.02110141.51.2911/11/24