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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
HLA 2018-1A CLO B HLA 2018-1AAAA (sf)A+16.46114.3124.71.09115163.71.4210/17/24
GCBSL 2022-62A CLO A1 GCBSL 2022-62ANRN/A       10/17/24
GCBSL 2022-62A CLO A2 GCBSL 2022-62ANRN/A       10/17/24
GCBSL 2022-62A CLO B GCBSL 2022-62ANRN/A       10/17/24
GCBSL 2022-62A CLO C GCBSL 2022-62ANRN/A       10/17/24
GCBSL 2022-62A CLO D GCBSL 2022-62ANRN/A       10/17/24
GCBSL 2022-62A CLO E GCBSL 2022-62ANRN/A       10/17/24
HRPK 2020-1A CLO B1R HRPK 2020-1AAAA (sf)N/A22.18122.5132.21.08120168.31.410/17/24
HRPK 2020-1A CLO B2R HRPK 2020-1AAA+ (sf)N/A22.18122.5132.21.08120168.31.410/17/24
HLM 2013-2A CLO A1BR HLM 2013-2AAAA (sf)AAA76.07114.5136.21.19115175.11.5210/17/24
HLM 2013-2A CLO BR HLM 2013-2AAAA (sf)N/A24.75114.5136.21.19115175.11.5210/17/24
HLM 4A-2014 CLO BR HLM 4A-2014AAA (sf)N/A24.91115.5135.91.18115175.61.5310/17/24
HLM 5A-2015 CLO B1RR HLM 5A-2015AAA (sf)N/A22.52122.9133.21.08120169.41.4110/17/24
HLM 5A-2015 CLO B2RR HLM 5A-2015AAA (sf)N/A22.52122.9133.21.08120169.41.4110/17/24
HLM 6A-2015 CLO BR HLM 6A-2015AAA (sf)N/A23.2122.5154.91.26120204.11.710/17/24
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A26.3121.6138.71.14120177.21.4810/17/24
HLDN 2015-4A CLO B1R HLDN 2015-4AAAA (sf)N/A32.42126.5150.71.19120231.31.9310/17/24
HLDN 2015-4A CLO B2R2 HLDN 2015-4AAAA (sf)N/A32.42126.5150.71.19120231.31.9310/17/24
HLSY 2019-1A CLO A1B HLSY 2019-1AAAA (sf)AAA32.14121.6129.91.07120161.11.3410/17/24
HLSY 2019-1A CLO A2B HLSY 2019-1AAAA (sf)AAA32.14121.6129.91.07120161.11.3410/17/24
HLSY 2019-1A CLO B1 HLSY 2019-1AAAA (sf)N/A20.66121.6129.91.07120161.11.3410/17/24
HLSY 2019-1A CLO B2 HLSY 2019-1AA+ (sf)N/A20.66121.6129.91.07120161.11.3410/17/24
HLSY 2020-3A CLO BR HLSY 2020-3AAAA (sf)N/A22.04121.6131.31.08120166.91.3910/17/24
HLSY 2021-4A CLO B HLSY 2021-4AAAA (sf)N/A21.27121.6131.21.08120162.21.3510/17/24
ELMW5 2020-2A CLO BR ELMW5 2020-2ANRN/A       10/17/24
HLSY 2021-5A CLO A1B HLSY 2021-5AAAA (sf)AAA35.24121.6130.31.07120162.51.3510/17/24
HLSY 2021-5A CLO B HLSY 2021-5AAAA (sf)AA20.62121.6130.31.07120162.51.3510/17/24
HLSY 2022-6A CLO B1 HLSY 2022-6AAAA (sf)AA21.77121.6131.81.08120147.81.2310/17/24
HLSY 2022-6A CLO B2 HLSY 2022-6AA+ (sf)AA21.77121.6131.81.08120147.81.2310/17/24
HLSY 2023-7A CLO B HLSY 2023-7AAAA (sf)AA23.5123.2133.31.08120146.41.2210/17/24
HLM 10A-16 CLO BRR HLM 10A-16A+ (sf)N/A14.91141201.05115144.41.2610/17/24
HLM 13A-18 CLO BR HLM 13A-18AAA (sf)N/A25.02125.5136.61.09120175.71.4610/17/24
HLM 14A-19 CLO BR HLM 14A-19AAA (sf)N/A21.94121.6130.31.07120163.81.3610/17/24
HLM 15A-19 CLO BR HLM 15A-19AAA (sf)AA22.08121.6130.81.08120163.61.3610/17/24
HLM 2023-17A CLO B1 HLM 2023-17AAAA (sf)N/A23.27121.6131.91.08120146.41.2210/17/24
HLM 2023-17A CLO B2 HLM 2023-17AAA+ (sf)N/A23.27121.6131.91.08120146.41.2210/17/24
HLM 2023-18A CLO B HLM 2023-18AAAA (sf)N/A23.67122.9132.91.08120144.61.210/17/24
HPSPR 2023-1A CLO B1 HPSPR 2023-1AAAA (sf)AA35.04142.4154.11.08120219.81.8310/17/24
HPSPR 2023-1A CLO B2 HPSPR 2023-1AA+ (sf)AA35.04142.4154.11.08120219.81.8310/17/24
ICG 2014-1A CLO A1B2 ICG 2014-1AAAA (sf)AAA31.14118.2121.51.03110176.91.6110/17/24
ICG 2014-1A CLO A2B2 ICG 2014-1AAA+ (sf)AA19.84118.2121.51.03110176.91.6110/17/24
ICG 2014-1A CLO BR2 ICG 2014-1AAA+ (sf)A14.77118.2121.51.03110176.91.6110/17/24
ICG 2015-2RA CLO B ICG 2015-2RAAA+ (sf)A14.8117.6120.91.03110150.21.3710/17/24
ICG 2016-1A CLO BRR ICG 2016-1AA (sf)N/A11.53114116.21.02110140.61.2810/17/24
ICG 2017-1A CLO BRR ICG 2017-1AAAA (sf)N/A18.09121.6125.71.03120154.41.2910/17/24
ICG 2020-1A CLO BR ICG 2020-1AAAA (sf)N/A19.95123.3128.61.04120166.21.3910/17/24
ICG 2021-1A CLO BR ICG 2021-1AAAA (sf)N/A18.53121.6128.11.05120165.31.3810/17/24
ICG 2021-3A CLO B1 ICG 2021-3AAAA (sf)AA20.48121.6129.71.07120167.81.410/17/24
ICG 2021-3A CLO B2 ICG 2021-3AAA+ (sf)AA20.48121.6129.71.07120167.81.410/17/24
ICG 2021-4A CLO B ICG 2021-4AAAA (sf)AA17.98121.6126.61.04120153.21.2810/17/24