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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 8A-2016 CLO A1R HLM 8A-2016AAA (sf)AAA46.71121.6130.81.08120173.91.4505/16/24
HLM 8A-2016 CLO A2R HLM 8A-2016AAA (sf)AAA38.34121.6130.81.08120173.91.4505/16/24
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A24.17121.6130.81.08120173.91.4505/16/24
HLM 8A-2016 CLO CR HLM 8A-2016AA+ (sf)N/A16.45114119.91.05115157.91.3705/16/24
HLM 8A-2016 CLO DR HLM 8A-2016BB+ (sf)N/A8.72107.6110.71.03110143.11.305/16/24
HLM 8A-2016 CLO ER HLM 8A-2016BB- (sf)N/A3.89105105.61.01105132.91.2705/16/24
HLDN 2015-4A CLO AR HLDN 2015-4AAAA (sf)AAA53.19126.5137.51.09120223.51.8605/16/24
HLDN 2015-4A CLO B1R HLDN 2015-4AAAA (sf)N/A29.25126.5137.51.09120223.51.8605/16/24
HLDN 2015-4A CLO B2R2 HLDN 2015-4AAAA (sf)N/A29.25126.5137.51.09120223.51.8605/16/24
HLDN 2015-4A CLO CR HLDN 2015-4AAAA (sf)N/A20.53117.3124.51.06115196.51.7105/16/24
HLDN 2015-4A CLO DR HLDN 2015-4AA+ (sf)N/A11.74109.7113.71.04110172.91.5705/16/24
HLDN 2015-4A CLO ER HLDN 2015-4ABB+ (sf)BB-4.38104.5105.91.01105152.41.4505/16/24
HLSY 2019-1A CLO A1A1 HLSY 2019-1AAAA (sf)AAA36.21121.6130.51.07120165.91.3805/16/24
HLSY 2019-1A CLO A1A2 HLSY 2019-1AAAA (sf)AAA36.21121.6130.51.07120165.91.3805/16/24
HLSY 2019-1A CLO A1B HLSY 2019-1AAAA (sf)AAA32.58121.6130.51.07120165.91.3805/16/24
HLSY 2019-1A CLO A2A HLSY 2019-1AAAA (sf)AAA37.77121.6130.51.07120165.91.3805/16/24
HLSY 2019-1A CLO A2B HLSY 2019-1AAAA (sf)AAA32.58121.6130.51.07120165.91.3805/16/24
HLSY 2019-1A CLO B1 HLSY 2019-1AAAA (sf)N/A21.17121.6130.51.07120165.91.3805/16/24
HLSY 2019-1A CLO B2 HLSY 2019-1AAA- (sf)N/A21.17121.6130.51.07120165.91.3805/16/24
HLSY 2019-1A CLO C HLSY 2019-1AA+ (sf)N/A14.8113.7120.81.06115150.71.3105/16/24
HLSY 2019-1A CLO D HLSY 2019-1ABB+ (sf)N/A8.68107.6112.71.05110136.71.2405/16/24
HLSY 2019-1A CLO E HLSY 2019-1ABB- (sf)N/A5.41105.2108.81.03   05/16/24
HLSY 2019-1A CLO F HLSY 2019-1ACCC- (sf)N/A3.64      05/16/24
HLSY 2020-2A CLO A1 HLSY 2020-2AAAA (sf)AAA50.7125.9140.71.12115177.31.5405/16/24
HLSY 2020-2A CLO A2 HLSY 2020-2AAAA (sf)N/A46.56125.9140.71.12115177.31.5405/16/24
HLSY 2020-2A CLO B HLSY 2020-2AAAA (sf)N/A32.07125.9140.71.12115177.31.5405/16/24
HLSY 2020-2A CLO C HLSY 2020-2AAAA (sf)N/A22.41116.1126.81.09110157.51.4305/16/24
HLSY 2020-2A CLO D HLSY 2020-2AAA+ (sf)N/A14.12109.2116.91.07   05/16/24
HLSY 2020-2A CLO E HLSY 2020-2ABB+ (sf)N/A8.97105.6111.41.05   05/16/24
HLSY 2020-3A CLO A1A HLSY 2020-3AAAA (sf)AAA37.26121.6132.21.09120168.91.4105/16/24
HLSY 2020-3A CLO A1B HLSY 2020-3AAAA (sf)AAA37.26121.6132.21.09120168.91.4105/16/24
HLSY 2020-3A CLO A2 HLSY 2020-3AAAA (sf)N/A35.21121.6132.21.09120168.91.4105/16/24
HLSY 2020-3A CLO B1 HLSY 2020-3AAAA (sf)N/A21.84121.6131.71.08120170.81.4205/16/24
HLSY 2020-3A CLO B2 HLSY 2020-3AAA- (sf)N/A21.84121.6131.71.08120170.81.4205/16/24
HLSY 2020-3A CLO C HLSY 2020-3AA+ (sf)N/A16.7115.5123.51.07115157.91.3705/16/24
HLSY 2020-3A CLO D1 HLSY 2020-3ABBB+ (sf)N/A13.61106.1111.61.05   05/16/24
HLSY 2020-3A CLO D2 HLSY 2020-3ABB+ (sf)N/A10.53106.1111.61.05   05/16/24
HLSY 2020-3A CLO E HLSY 2020-3ABB (sf)N/A7.44106.1111.21.05   05/16/24
HLSY 2021-4A CLO A HLSY 2021-4AAAA (sf)N/A38.68121.6131.31.08120162.41.3505/16/24
HLSY 2021-4A CLO B HLSY 2021-4AAAA (sf)N/A21.68121.6131.31.08120162.41.3505/16/24
HLSY 2021-4A CLO C HLSY 2021-4AA+ (sf)N/A15.75114.3122.11.07110149.71.3605/16/24
HLSY 2021-4A CLO D1 HLSY 2021-4ABB+ (sf)N/A11.89104.6109.41.05   05/16/24
HLSY 2021-4A CLO D2 HLSY 2021-4ABB+ (sf)N/A9.83104.6109.41.05   05/16/24
HLSY 2021-4A CLO E HLSY 2021-4ABB- (sf)N/A5.96104.6109.41.05   05/16/24
HLSY 2021-5A CLO A1A HLSY 2021-5AAAA (sf)AAA35.56121.6131.21.08120169.31.4105/16/24
HLSY 2021-5A CLO A1B HLSY 2021-5AAAA (sf)AAA35.56121.6131.21.08120169.31.4105/16/24
HLSY 2021-5A CLO A2 HLSY 2021-5AAAA (sf)AAA32.45121.6131.21.08120169.31.4105/16/24
HLSY 2021-5A CLO B HLSY 2021-5AAAA (sf)AA21.01121.6130.51.07120167.91.405/16/24
HLSY 2021-5A CLO C1 HLSY 2021-5AA+ (sf)A15.92115.6122.61.06115157.31.3705/16/24
HLSY 2021-5A CLO C2 HLSY 2021-5ABBB+ (sf)A15.92115.6122.61.06115157.31.3705/16/24
13,110 results