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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 2021-5A CLO C2 HLSY 2021-5ABBB (sf)A15.69115.6122.41.06115153.61.3411/11/24
HLSY 2021-5A CLO D HLSY 2021-5ABB+ (sf)BBB-9.23108.8113.71.05110139.41.2711/11/24
HLSY 2021-5A CLO E HLSY 2021-5AB+ (sf)BB-4.13103.7107.61.04   11/11/24
HLSY 2022-6A CLO A1 HLSY 2022-6AAAA (sf)AAA38.39121.6131.41.08120149.41.2511/11/24
HLSY 2022-6A CLO A2 HLSY 2022-6AAAA (sf)AAA33.25121.6131.41.08120149.41.2511/11/24
HLSY 2022-6A CLO B1 HLSY 2022-6AAAA (sf)AA21.96121.6131.41.08120149.41.2511/11/24
HLSY 2022-6A CLO B2 HLSY 2022-6AA+ (sf)AA21.96121.6131.41.08120149.41.2511/11/24
HLSY 2022-6A CLO C HLSY 2022-6AA+ (sf)A-18.11117.4125.21.071151411.2311/11/24
HLSY 2022-6A CLO D HLSY 2022-6ABB+ (sf)BBB-10.66108.9114.81.05110125.11.1411/11/24
HLSY 2022-6A CLO E HLSY 2022-6AB+ (sf)BB-7.07105.5110.31.05   11/11/24
HLSY 2023-7A CLO A HLSY 2023-7AAAA (sf)AAA36.97123.2133.21.08120150.71.2611/11/24
HLSY 2023-7A CLO B HLSY 2023-7AAAA (sf)AA23.57123.2133.21.08120150.71.2611/11/24
HLSY 2023-7A CLO C HLSY 2023-7AA+ (sf)A17.77115.8123.81.07115138.31.211/11/24
HLSY 2023-7A CLO D HLSY 2023-7ABB+ (sf)BBB-11.71109.3115.31.051101251.1411/11/24
HLSY 2023-7A CLO E HLSY 2023-7AB+ (sf)BB-8.51105.7111.31.05   11/11/24
HLSY 2023-7A CLO F HLSY 2023-7AB (sf)B-8.45      11/11/24
HLM 10A-16 CLO X HLM 10A-16AAA (sf)N/A 1141201.05115148.81.2911/11/24
HLM 10A-16 CLO A1RR HLM 10A-16AAA (sf)N/A36.751141201.05115148.81.2911/11/24
HLM 10A-16 CLO A1J HLM 10A-16AAA (sf)N/A35.191141201.05115148.81.2911/11/24
HLM 10A-16 CLO A2RR HLM 10A-16AAA (sf)N/A21.191141201.05115148.81.2911/11/24
HLM 10A-16 CLO BRR HLM 10A-16A+ (sf)N/A14.971141201.05115148.81.2911/11/24
HLM 10A-16 CLO CR HLM 10A-16BB+ (sf)N/A8.75107.6111.81.04110136.11.2411/11/24
HLM 10A-16 CLO DR HLM 10A-16BB- (sf)N/A5.12104.8107.51.03   11/11/24
HLM 10A-16 CLO E HLM 10A-16CCC- (sf)N/A3.59      11/11/24
HLM 11A-17 CLO AR HLM 11A-17AAA (sf)AAA66.17123.5171.11.39120232.21.9311/11/24
HLM 11A-17 CLO BR HLM 11A-17AAA (sf)AAA39.22123.5171.11.39120232.21.9311/11/24
HLM 11A-17 CLO CR HLM 11A-17AAA (sf)AA+25.86115.2140.21.22110186.91.711/11/24
HLM 11A-17 CLO DR HLM 11A-17AA+ (sf)BBB10.62108116.31.08105163.61.5611/11/24
HLM 11A-17 CLO DF HLM 11A-17BBB (sf)BBB10.62108116.31.08105163.61.5611/11/24
HLM 11A-17 CLO E HLM 11A-17BB- (sf)BB-0.55103.7104.51.01   11/11/24
HLM 11A-17 CLO F HLM 11A-17D (sf)CCC-1.92      11/11/24
HLM 13A-18 CLO A1R HLM 13A-18AAA (sf)N/A47.79125.5136.81.09120177.71.4811/11/24
HLM 13A-18 CLO A2R HLM 13A-18AAA (sf)N/A40.18125.5136.81.09120177.71.4811/11/24
HLM 13A-18 CLO BR HLM 13A-18AAA (sf)N/A27.46125.5136.81.09120177.71.4811/11/24
HLM 13A-18 CLO CR HLM 13A-18AAA (sf)N/A18115122.71.071151571.3711/11/24
HLM 13A-18 CLO DR HLM 13A-18BBB+ (sf)N/A9.62108.3112.41.041101411.2811/11/24
HLM 13A-18 CLO E HLM 13A-18BB (sf)N/A4.75105.9107.21.01105130.61.2411/11/24
HLM 13A-18 CLO F HLM 13A-18B+ (sf)N/A2.3      11/11/24
HLM 14A-19 CLO A1R HLM 14A-19AAA (sf)AAA36.36121.6130.21.07120166.31.3911/11/24
HLM 14A-19 CLO BR HLM 14A-19AAA (sf)N/A21.98121.6130.21.07120166.31.3911/11/24
HLM 14A-19 CLO CR1 HLM 14A-19A+ (sf)N/A15.82114120.61.06115156.71.3611/11/24
HLM 14A-19 CLO CR2 HLM 14A-19BBB+ (sf)N/A15.82114120.61.06115156.71.3611/11/24
HLM 14A-19 CLO DR HLM 14A-19BB+ (sf)N/A10.19108.3113.11.04110144.21.3111/11/24
HLM 14A-19 CLO ER HLM 14A-19BB (sf)N/A6.08104.3108.11.04   11/11/24
HLM 14A-19 CLO FR HLM 14A-19B+ (sf)N/A4.53      11/11/24
HLM 15A-19 CLO X HLM 15A-19NRAAA 121.6130.81.08120164.41.3711/11/24
HLM 15A-19 CLO A1R HLM 15A-19AAA (sf)AAA36.55121.6130.81.08120164.41.3711/11/24
HLM 15A-19 CLO A2R HLM 15A-19AAA (sf)AAA33.48121.6130.81.08120164.41.3711/11/24
HLM 15A-19 CLO BR HLM 15A-19AAA (sf)AA22.22121.6130.81.08120164.41.3711/11/24
HLM 15A-19 CLO CR HLM 15A-19A+ (sf)A16.08114121.31.06110151.11.3711/11/24