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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 6A-2015 CLO A1R HLM 6A-2015AAA (sf)AAA66.75122.5154.91.26120204.11.710/17/24
HLM 6A-2015 CLO A2R HLM 6A-2015AAA (sf)N/A33.97122.5154.91.26120204.11.710/17/24
HLM 6A-2015 CLO BR HLM 6A-2015AAA (sf)N/A23.2122.5154.91.26120204.11.710/17/24
HLM 6A-2015 CLO CR HLM 6A-2015A+ (sf)N/A11.02115.1133.21.16115173.51.5110/17/24
HLM 6A-2015 CLO DR HLM 6A-2015BB (sf)N/A4.46108.11151.06110146.21.3310/17/24
HLM 6A-2015 CLO ER HLM 6A-2015CCC- (sf)N/A0.24105.3107.11.02105131.51.2510/17/24
HLM 8A-2016 CLO A1R HLM 8A-2016AAA (sf)AAA51.25121.6138.71.14120177.21.4810/17/24
HLM 8A-2016 CLO A2R HLM 8A-2016AAA (sf)AAA41.98121.6138.71.14120177.21.4810/17/24
HLM 8A-2016 CLO BR HLM 8A-2016AAA (sf)N/A26.3121.6138.71.14120177.21.4810/17/24
HLM 8A-2016 CLO CR HLM 8A-2016AAA (sf)N/A17.75114124.31.09115156.91.3610/17/24
HLM 8A-2016 CLO DR HLM 8A-2016BBB+ (sf)N/A9.19107.6112.61.051101391.2610/17/24
HLM 8A-2016 CLO ER HLM 8A-2016BB (sf)N/A3.85105106.31.01105127.11.2110/17/24
HLDN 2015-4A CLO AR HLDN 2015-4AAAA (sf)AAA59.95126.5150.71.19120231.31.9310/17/24
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
HLDN 2015-4A CLO CR HLDN 2015-4AAAA (sf)N/A22.39117.3131.31.12115192.11.6710/17/24
HLDN 2015-4A CLO DR HLDN 2015-4AAA (sf)N/A12.29109.7116.11.06110161.21.4710/17/24
HLDN 2015-4A CLO ER HLDN 2015-4ABB+ (sf)BB-3.82104.5105.91.01105136.61.310/17/24
HLSY 2019-1A CLO A1A1 HLSY 2019-1AAAA (sf)AAA35.79121.6129.91.07120161.11.3410/17/24
HLSY 2019-1A CLO A1A2 HLSY 2019-1AAAA (sf)AAA35.79121.6129.91.07120161.11.3410/17/24
HLSY 2019-1A CLO A1B HLSY 2019-1AAAA (sf)AAA32.14121.6129.91.07120161.11.3410/17/24
HLSY 2019-1A CLO A2A HLSY 2019-1AAAA (sf)AAA37.36121.6129.91.07120161.11.3410/17/24
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 2019-1A CLO C HLSY 2019-1AA+ (sf)N/A14.25113.7120.21.06115146.31.2710/17/24
HLSY 2019-1A CLO D HLSY 2019-1ABB+ (sf)N/A8.09107.6112.21.04110132.81.2110/17/24
HLSY 2019-1A CLO E HLSY 2019-1ABB- (sf)N/A4.79105.2108.31.03   10/17/24
HLSY 2019-1A CLO F HLSY 2019-1ACC (sf)N/A3.01      10/17/24
HLSY 2020-3A CLO A1R HLSY 2020-3AAAA (sf)AAA38.45121.6131.31.08120166.91.3910/17/24
HLSY 2020-3A CLO A2R HLSY 2020-3AAAA (sf)AAA34.35121.6131.31.08120166.91.3910/17/24
HLSY 2020-3A CLO BR HLSY 2020-3AAAA (sf)N/A22.04121.6131.31.08120166.91.3910/17/24
HLSY 2020-3A CLO CR HLSY 2020-3AA+ (sf)N/A15.89115.5123.21.07115154.31.3410/17/24
HLSY 2020-3A CLO D1R HLSY 2020-3ABBB+ (sf)N/A10.76106.1110.91.05   10/17/24
HLSY 2020-3A CLO D2R HLSY 2020-3ABB+ (sf)N/A8.96106.1110.91.05   10/17/24
HLSY 2020-3A CLO ER HLSY 2020-3ABB- (sf)N/A5.88106.1110.91.05   10/17/24
HLSY 2021-4A CLO A HLSY 2021-4AAAA (sf)N/A38.36121.6131.21.08120162.21.3510/17/24
HLSY 2021-4A CLO B HLSY 2021-4AAAA (sf)N/A21.27121.6131.21.08120162.21.3510/17/24
HLSY 2021-4A CLO C HLSY 2021-4AA+ (sf)N/A15.32114.31221.07110149.61.3610/17/24
HLSY 2021-4A CLO D1 HLSY 2021-4ABB+ (sf)N/A11.43104.6109.31.04   10/17/24
HLSY 2021-4A CLO D2 HLSY 2021-4ABB+ (sf)N/A9.36104.6109.31.04   10/17/24
HLSY 2021-4A CLO E HLSY 2021-4ABB- (sf)N/A5.47104.6109.31.04   10/17/24
ELMW5 2020-2A CLO AR ELMW5 2020-2ANRN/A       10/17/24
ELMW5 2020-2A CLO BR ELMW5 2020-2ANRN/A       10/17/24
ELMW5 2020-2A CLO CR ELMW5 2020-2ANRN/A       10/17/24
ELMW5 2020-2A CLO DR ELMW5 2020-2ANRN/A       10/17/24
ELMW5 2020-2A CLO ER ELMW5 2020-2ANRN/A       10/17/24
HLSY 2021-5A CLO A1A HLSY 2021-5AAAA (sf)AAA35.24121.6130.31.07120162.51.3510/17/24
HLSY 2021-5A CLO A1B HLSY 2021-5AAAA (sf)AAA35.24121.6130.31.07120162.51.3510/17/24
HLSY 2021-5A CLO A2 HLSY 2021-5AAAA (sf)AAA32.11121.6130.31.07120162.51.3510/17/24