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
HLSY 2021-5A CLO B HLSY 2021-5AAAA (sf)AA20.62121.6130.31.07120162.51.3510/17/24
HLSY 2021-5A CLO C1 HLSY 2021-5AA+ (sf)A15.5115.6122.51.06115152.21.3210/17/24
HLSY 2021-5A CLO C2 HLSY 2021-5ABBB- (sf)A15.5115.6122.51.06115152.21.3210/17/24
HLSY 2021-5A CLO D HLSY 2021-5ABB+ (sf)BBB-9.03108.8113.71.05110138.11.2610/17/24
HLSY 2021-5A CLO E HLSY 2021-5ABB- (sf)BB-3.91103.7107.71.04   10/17/24
HLSY 2022-6A CLO A1 HLSY 2022-6AAAA (sf)AAA38.24121.6131.81.08120147.81.2310/17/24
HLSY 2022-6A CLO A2 HLSY 2022-6AAAA (sf)AAA33.1121.6131.81.08120147.81.2310/17/24
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 2022-6A CLO C HLSY 2022-6AA+ (sf)A-17.91117.4125.61.07115139.61.2110/17/24
HLSY 2022-6A CLO D HLSY 2022-6ABB+ (sf)BBB-10.45108.9115.21.06110123.81.1310/17/24
HLSY 2022-6A CLO E HLSY 2022-6AB+ (sf)BB-6.85105.5110.71.05   10/17/24
HLSY 2023-7A CLO A HLSY 2023-7AAAA (sf)AAA36.91123.2133.31.08120146.41.2210/17/24
HLSY 2023-7A CLO B HLSY 2023-7AAAA (sf)AA23.5123.2133.31.08120146.41.2210/17/24
HLSY 2023-7A CLO C HLSY 2023-7AA+ (sf)A17.7115.8123.91.07115134.31.1710/17/24
HLSY 2023-7A CLO D HLSY 2023-7ABB+ (sf)BBB-11.63109.3115.41.06110121.51.110/17/24
HLSY 2023-7A CLO E HLSY 2023-7ABB- (sf)BB-8.42105.7111.31.05   10/17/24
HLSY 2023-7A CLO F HLSY 2023-7AB+ (sf)B-8.36      10/17/24
HLM 10A-16 CLO X HLM 10A-16AAA (sf)N/A 1141201.05115144.41.2610/17/24
HLM 10A-16 CLO A1RR HLM 10A-16AAA (sf)N/A36.71141201.05115144.41.2610/17/24
HLM 10A-16 CLO A1J HLM 10A-16AAA (sf)N/A35.141141201.05115144.41.2610/17/24
HLM 10A-16 CLO A2RR HLM 10A-16AAA (sf)N/A21.131141201.05115144.41.2610/17/24
HLM 10A-16 CLO BRR HLM 10A-16A+ (sf)N/A14.91141201.05115144.41.2610/17/24
HLM 10A-16 CLO CR HLM 10A-16BB+ (sf)N/A8.68107.6111.91.04110132.11.210/17/24
HLM 10A-16 CLO DR HLM 10A-16BB- (sf)N/A5.04104.8107.61.03   10/17/24
HLM 10A-16 CLO E HLM 10A-16CCC+ (sf)N/A3.51      10/17/24
HLM 13A-18 CLO A1R HLM 13A-18AAA (sf)N/A43.59125.5136.61.09120175.71.4610/17/24
HLM 13A-18 CLO A2R HLM 13A-18AAA (sf)N/A36.64125.5136.61.09120175.71.4610/17/24
HLM 13A-18 CLO BR HLM 13A-18AAA (sf)N/A25.02125.5136.61.09120175.71.4610/17/24
HLM 13A-18 CLO CR HLM 13A-18AAA (sf)N/A16.38115122.51.07115155.21.3510/17/24
HLM 13A-18 CLO DR HLM 13A-18BBB+ (sf)N/A8.74108.3112.21.04110139.41.2710/17/24
HLM 13A-18 CLO E HLM 13A-18BB (sf)N/A4.29105.91071.01105129.11.2310/17/24
HLM 13A-18 CLO F HLM 13A-18B+ (sf)N/A2.05      10/17/24
HLM 14A-19 CLO A1R HLM 14A-19AAA (sf)AAA36.32121.6130.31.07120163.81.3610/17/24
HLM 14A-19 CLO BR HLM 14A-19AAA (sf)N/A21.94121.6130.31.07120163.81.3610/17/24
HLM 14A-19 CLO CR1 HLM 14A-19AA (sf)N/A15.77114120.81.06115154.31.3410/17/24
HLM 14A-19 CLO CR2 HLM 14A-19BBB+ (sf)N/A15.77114120.81.06115154.31.3410/17/24
HLM 14A-19 CLO DR HLM 14A-19BBB+ (sf)N/A10.14108.3113.21.051101421.2910/17/24
HLM 14A-19 CLO ER HLM 14A-19BB (sf)N/A6.03104.3108.21.04   10/17/24
HLM 14A-19 CLO FR HLM 14A-19B+ (sf)N/A4.47      10/17/24
HLM 15A-19 CLO X HLM 15A-19AAA (sf)AAA 121.6130.81.08120163.61.3610/17/24
HLM 15A-19 CLO A1R HLM 15A-19AAA (sf)AAA36.44121.6130.81.08120163.61.3610/17/24
HLM 15A-19 CLO A2R HLM 15A-19AAA (sf)AAA33.36121.6130.81.08120163.61.3610/17/24
HLM 15A-19 CLO BR HLM 15A-19AAA (sf)AA22.08121.6130.81.08120163.61.3610/17/24
HLM 15A-19 CLO CR HLM 15A-19A+ (sf)A15.93114121.31.06110150.31.3710/17/24
HLM 15A-19 CLO DR HLM 15A-19BB+ (sf)BBB-9.78107.61131.05105137.71.3110/17/24
HLM 15A-19 CLO ER HLM 15A-19BB- (sf)BB-5.68103.7108.11.04   10/17/24
HLM 2023-17A CLO A HLM 2023-17AAAA (sf)AAA36.39121.6131.91.08120146.41.2210/17/24
HLM 2023-17A CLO AL HLM 2023-17AAAA (sf)N/A36.39121.6131.91.08120146.41.2210/17/24
HLM 2023-17A CLO B1 HLM 2023-17AAAA (sf)N/A23.27121.6131.91.08120146.41.2210/17/24