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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 2019-1A CLO B2 HLSY 2019-1AA+ (sf)N/A21.05121.6130.31.07120160.81.3406/17/24
HLSY 2019-1A CLO C HLSY 2019-1AA+ (sf)N/A14.67113.7120.51.061151461.2706/17/24
HLSY 2019-1A CLO D HLSY 2019-1ABB+ (sf)N/A8.54107.6112.51.05110132.51.206/17/24
HLSY 2019-1A CLO E HLSY 2019-1ABB- (sf)N/A5.25105.2108.61.03   06/17/24
HLSY 2019-1A CLO F HLSY 2019-1ACC (sf)N/A3.49      06/17/24
HLSY 2020-2A CLO A1 HLSY 2020-2AAAA (sf)AAA50.7125.9152.31.21115185.81.6206/17/24
HLSY 2020-2A CLO A2 HLSY 2020-2AAAA (sf)N/A46.56125.9152.31.21115185.81.6206/17/24
HLSY 2020-2A CLO B HLSY 2020-2AAAA (sf)N/A32.07125.9152.31.21115185.81.6206/17/24
HLSY 2020-2A CLO C HLSY 2020-2AAAA (sf)N/A22.4116.1133.41.15110159.91.4506/17/24
HLSY 2020-2A CLO D HLSY 2020-2AAA+ (sf)N/A14.12109.2120.51.1   06/17/24
HLSY 2020-2A CLO E HLSY 2020-2ABB+ (sf)N/A8.97105.6113.71.08   06/17/24
HLSY 2020-3A CLO A1A HLSY 2020-3AAAA (sf)AAA37.26121.6131.71.08120170.81.4206/17/24
HLSY 2020-3A CLO A1B HLSY 2020-3AAAA (sf)AAA37.26121.6131.71.08120170.81.4206/17/24
HLSY 2020-3A CLO A2 HLSY 2020-3AAAA (sf)N/A35.21121.6131.71.08120170.81.4206/17/24
HLSY 2020-3A CLO B1 HLSY 2020-3AAAA (sf)N/A21.84121.6131.71.08120170.81.4206/17/24
HLSY 2020-3A CLO B2 HLSY 2020-3AA+ (sf)N/A21.84121.6131.71.08120170.81.4206/17/24
HLSY 2020-3A CLO C HLSY 2020-3AA+ (sf)N/A16.7115.5123.51.07115157.91.3706/17/24
HLSY 2020-3A CLO D1 HLSY 2020-3ABBB+ (sf)N/A13.61106.1111.21.05   06/17/24
HLSY 2020-3A CLO D2 HLSY 2020-3ABB+ (sf)N/A10.53106.1111.21.05   06/17/24
HLSY 2020-3A CLO E HLSY 2020-3ABB (sf)N/A7.44106.1111.21.05   06/17/24
HLSY 2021-4A CLO A HLSY 2021-4AAAA (sf)N/A38.62121.6131.31.08120161.41.3406/17/24
HLSY 2021-4A CLO B HLSY 2021-4AAAA (sf)N/A21.61121.6131.31.08120161.41.3406/17/24
HLSY 2021-4A CLO C HLSY 2021-4AA+ (sf)N/A15.67114.31221.07110148.81.3506/17/24
HLSY 2021-4A CLO D1 HLSY 2021-4ABB+ (sf)N/A11.81104.6109.31.04   06/17/24
HLSY 2021-4A CLO D2 HLSY 2021-4ABB+ (sf)N/A9.74104.6109.31.04   06/17/24
HLSY 2021-4A CLO E HLSY 2021-4ABB- (sf)N/A5.87104.6109.31.04   06/17/24
HLSY 2021-5A CLO A1A HLSY 2021-5AAAA (sf)AAA35.56121.6130.51.07120167.91.406/17/24
HLSY 2021-5A CLO A1B HLSY 2021-5AAAA (sf)AAA35.56121.6130.51.07120167.91.406/17/24
HLSY 2021-5A CLO A2 HLSY 2021-5AAAA (sf)AAA32.45121.6130.51.07120167.91.406/17/24
HLSY 2021-5A CLO B HLSY 2021-5AAAA (sf)AA21.01121.6130.51.07120167.91.406/17/24
HLSY 2021-5A CLO C1 HLSY 2021-5AA+ (sf)A15.92115.6122.61.06115157.31.3706/17/24
HLSY 2021-5A CLO C2 HLSY 2021-5ABBB (sf)A15.92115.6122.61.06115157.31.3706/17/24
HLSY 2021-5A CLO D HLSY 2021-5ABB+ (sf)BBB-9.48108.8113.81.05110142.81.306/17/24
HLSY 2021-5A CLO E HLSY 2021-5ABB- (sf)BB-4.38103.7107.81.04   06/17/24
HLSY 2022-6A CLO A1 HLSY 2022-6AAAA (sf)AAA38.56121.61321.09120150.21.2506/17/24
HLSY 2022-6A CLO A2 HLSY 2022-6AAAA (sf)AAA33.44121.61321.09120150.21.2506/17/24
HLSY 2022-6A CLO B1 HLSY 2022-6AAAA (sf)AA22.17121.61321.09120150.21.2506/17/24
HLSY 2022-6A CLO B2 HLSY 2022-6AA+ (sf)AA22.17121.61321.09120150.21.2506/17/24
HLSY 2022-6A CLO C HLSY 2022-6AA+ (sf)A-18.33117.4125.81.07115141.91.2306/17/24
HLSY 2022-6A CLO D HLSY 2022-6ABB+ (sf)BBB-10.91108.9115.31.06110125.81.1406/17/24
HLSY 2022-6A CLO E HLSY 2022-6AB+ (sf)BB-7.32105.5110.81.05   06/17/24
HLSY 2023-7A CLO A HLSY 2023-7AAAA (sf)AAA37.26123.2133.21.08120150.21.2506/17/24
HLSY 2023-7A CLO B HLSY 2023-7AAAA (sf)AA23.93123.2133.21.08120150.21.2506/17/24
HLSY 2023-7A CLO C HLSY 2023-7AA+ (sf)A18.16115.8123.81.071151381.206/17/24
HLSY 2023-7A CLO D HLSY 2023-7ABB+ (sf)BBB-12.13109.3115.31.05110125.11.1406/17/24
HLSY 2023-7A CLO E HLSY 2023-7ABB- (sf)BB-8.93105.7111.31.05   06/17/24
HLSY 2023-7A CLO F HLSY 2023-7AB+ (sf)B-8.87      06/17/24
HLM 10A-16 CLO X HLM 10A-16AAA (sf)N/A 1141201.05115150.41.3106/17/24
HLM 10A-16 CLO A1RR HLM 10A-16AAA (sf)N/A37.031141201.05115150.41.3106/17/24
HLM 10A-16 CLO A1J HLM 10A-16AAA (sf)N/A35.491141201.05115150.41.3106/17/24