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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
LCM 17A CLO A1BRR LCM 17AAAA (sf)AAA34.56121.6130.61.07120168.51.406/17/24
LCM 17A CLO A2RR LCM 17AAAA (sf)AAA34.56121.6130.61.07120168.51.406/17/24
LCM 17A CLO BRR LCM 17AAAA (sf)AA20.19121.6130.61.07120168.51.406/17/24
LCM 17A CLO CRR LCM 17AA+ (sf)N/A12.69114119.41.05110152.41.3906/17/24
LCM 17A CLO DR LCM 17ABB+ (sf)N/A5.19107.61101.02105137.71.3106/17/24
LCM 17A CLO ER LCM 17AB+ (sf)N/A0.2104.2104.51   06/17/24
LCM 22A CLO A1R LCM 22AAAA (sf)AAA76.78113137.41.22110169.71.5406/17/24
LCM 22A CLO A2R LCM 22AAAA (sf)N/A42.62113137.41.22110169.71.5406/17/24
LCM 22A CLO BR LCM 22AAAA (sf)N/A24.23113137.41.22110169.71.5406/17/24
LCM 22A CLO CR LCM 22AAA- (sf)N/A11.09107.6117.11.09105140.81.3406/17/24
LCM 22A CLO DR LCM 22ABB- (sf)N/A0.58104.2104.71   06/17/24
LCM 23A CLO A1R LCM 23AAAA (sf)AAA63.43113128.51.14110161.31.4706/17/24
LCM 23A CLO A2R LCM 23AAAA (sf)N/A36.68113128.51.14110161.31.4706/17/24
LCM 23A CLO BR LCM 23AAAA (sf)N/A18.75113128.51.14110161.31.4706/17/24
LCM 23A CLO CR LCM 23ABBB (sf)N/A7.54107.61131.05105137.51.3106/17/24
LCM 23A CLO D LCM 23AB+ (sf)N/A-1.14104.4103.20.99   06/17/24
LCM 24A CLO AR LCM 24AAAA (sf)AAA52.04123.31541.25120198.71.6606/17/24
LCM 24A CLO BR LCM 24AAAA (sf)AAA32.27123.31541.25120198.71.6606/17/24
LCM 24A CLO CR LCM 24AAAA (sf)A+18.15113.7127.41.12115161.11.406/17/24
LCM 24A CLO D LCM 24ABBB+ (sf)BBB-7.8107.6113.11.05110137.91.2506/17/24
LCM 24A CLO E LCM 24AB+ (sf)BB-0.27104.2104.61   06/17/24
LCM 26A CLO A1 LCM 26AAAA (sf)AAA49.36121.61401.15120179.71.506/17/24
LCM 26A CLO A2 LCM 26AAAA (sf)AAA43.01121.61401.15120179.71.506/17/24
LCM 26A CLO B LCM 26AAAA (sf)N/A25.54121.61401.15120179.71.506/17/24
LCM 26A CLO C LCM 26AAAA (sf)N/A15.22113.21231.091101561.4206/17/24
LCM 26A CLO D LCM 26ABB+ (sf)N/A6.49107.6111.51.04105139.11.3206/17/24
LCM 26A CLO E LCM 26AB+ (sf)N/A0.14104.2104.41   06/17/24
LCM 27A CLO A1 LCM 27AAAA (sf)AAA42.36121.61331.09120173.41.4506/17/24
LCM 27A CLO A2 LCM 27AAAA (sf)AAA35.66121.61331.09120173.41.4506/17/24
LCM 27A CLO B LCM 27AAAA (sf)N/A21.59121.61331.09120173.41.4506/17/24
LCM 27A CLO C LCM 27AAA+ (sf)N/A13.55114120.71.06110155.61.4106/17/24
LCM 27A CLO D LCM 27ABB+ (sf)N/A5.51107.6110.41.03105139.51.3306/17/24
LCM 27A CLO E LCM 27AB+ (sf)N/A0.48104.5104.81   06/17/24
LCM 28A CLO A LCM 28AAAA (sf)AAA38.66122.5132.21.08120174.21.4506/17/24
LCM 28A CLO B LCM 28AAAA (sf)N/A20.86122.5132.21.08120174.21.4506/17/24
LCM 28A CLO C LCM 28AA+ (sf)N/A12.88114120.11.05115156.31.3606/17/24
LCM 28A CLO D LCM 28ABB+ (sf)N/A5.52107.6110.71.03110141.61.2906/17/24
LCM 28A CLO E LCM 28AB+ (sf)N/A0.73104.3105.41.01105130.91.2506/17/24
LCM 29A CLO AR LCM 29AAAA (sf)N/A29.88121.6127.31.05120171.21.4306/17/24
LCM 29A CLO BR LCM 29AAAA (sf)N/A18.01121.6127.31.05120171.21.4306/17/24
LCM 29A CLO CR LCM 29AA+ (sf)N/A11.541141181.04115156.91.3606/17/24
LCM 29A CLO DR LCM 29ABB+ (sf)N/A5.07107.6109.91.02110143.11.306/17/24
LCM 29A CLO ER LCM 29ABB- (sf)N/A1.4105105.81.01105133.81.2706/17/24
LCM 30A CLO AR LCM 30AAAA (sf)N/A30.3124.4130.81.05120173.71.4506/17/24
LCM 30A CLO BR LCM 30AAAA (sf)N/A20.22124.4130.81.05120173.71.4506/17/24
LCM 30A CLO CR LCM 30AA+ (sf)N/A12.18114.1118.81.04115155.91.3606/17/24
LCM 30A CLO DR LCM 30ABB+ (sf)N/A6.71108.9111.81.03110144.61.3106/17/24
LCM 30A CLO ER LCM 30ABB- (sf)N/A2.64105.6107.11.01105134.31.2806/17/24
LCM 31A CLO A LCM 31AAAA (sf)N/A35.52121.6130.51.07120172.71.4406/17/24
LCM 31A CLO B LCM 31AAAA (sf)N/A19.94121.6130.51.07120172.71.4406/17/24