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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 31A CLO C LCM 31AA+ (sf)N/A13.26114120.51.06115157.91.3706/17/24
LCM 31A CLO D LCM 31ABB+ (sf)N/A6.58107.6111.81.04110143.21.306/17/24
LCM 31A CLO E LCM 31ABB- (sf)N/A3.24105.41081.02105134.71.2806/17/24
LCM 32A CLO A1 LCM 32AAAA (sf)AAA35.62121.6129.21.06120168.31.406/17/24
LCM 32A CLO A2 LCM 32AAAA (sf)AAA32.44121.6129.21.06120168.31.406/17/24
LCM 32A CLO B LCM 32AAAA (sf)N/A19.8121.6129.21.06120168.31.406/17/24
LCM 32A CLO C LCM 32AA+ (sf)N/A13.45113.9119.71.05115154.31.3406/17/24
LCM 32A CLO D LCM 32ABB+ (sf)N/A7.13107.6111.61.04110140.81.2806/17/24
LCM 32A CLO E LCM 32ABB- (sf)N/A3.43104.8107.31.02105131.91.2606/17/24
LCM 33A CLO A LCM 33AAAA (sf)AAA33.2121.6129.11.06120168.81.4106/17/24
LCM 33A CLO B LCM 33AAAA (sf)AA19.41121.6129.11.06120168.81.4106/17/24
LCM 33A CLO C LCM 33AA+ (sf)A13.58114.7120.41.05115156.21.3606/17/24
LCM 33A CLO D LCM 33ABB+ (sf)BBB-6.69107.6111.51.04110141.71.2906/17/24
LCM 33A CLO E LCM 33ABB- (sf)BB-2.45104.2106.71.02105131.61.2506/17/24
LCM 34A CLO A1 LCM 34AAAA (sf)AAA36.83121.6129.61.07120167.31.3906/17/24
LCM 34A CLO A2 LCM 34AAAA (sf)AAA32.61121.6129.61.07120167.31.3906/17/24
LCM 34A CLO B LCM 34AAAA (sf)AA19.98121.6129.61.07120167.31.3906/17/24
LCM 34A CLO C LCM 34AA+ (sf)A14.19114.7120.91.05115154.91.3506/17/24
LCM 34A CLO D LCM 34ABB+ (sf)BBB-7.34107.61121.04110140.41.2806/17/24
LCM 34A CLO E LCM 34ABB- (sf)BB-3.13104.2107.11.03105130.21.2406/17/24
LCM 35A CLO A1 LCM 35AAAA (sf)AAA36.42121.6128.41.06120173.21.4406/17/24
LCM 35A CLO A2 LCM 35AAAA (sf)AAA31.13121.6128.41.06120173.21.4406/17/24
LCM 35A CLO B LCM 35AAAA (sf)AA19.47121.6128.41.06120173.21.4406/17/24
LCM 35A CLO C LCM 35AA+ (sf)A13.111141191.04115159.21.3806/17/24
LCM 35A CLO D LCM 35ABB+ (sf)BBB-6.76107.6110.91.03110145.31.3206/17/24
LCM 35A CLO E LCM 35ABB- (sf)BB-2.52104.2106.11.02105134.61.2806/17/24
LCM 36A CLO A1 LCM 36AAAA (sf)AAA36.1121.6128.31.06120170.81.4206/17/24
LCM 36A CLO A2 LCM 36AAAA (sf)AAA30.78121.6128.31.06120170.81.4206/17/24
LCM 36A CLO B LCM 36AAAA (sf)AA19.06121.6128.31.06120170.81.4206/17/24
LCM 36A CLO C LCM 36AA+ (sf)A12.67114118.91.04115156.81.3606/17/24
LCM 36A CLO D LCM 36ABB+ (sf)BBB-6.28107.6110.81.03110143.21.306/17/24
LCM 36A CLO E LCM 36ABB- (sf)BB-2.02104.21061.02105132.61.2606/17/24
LCM 37A CLO A1 LCM 37AAAA (sf)AAA35.13121.6129.41.06120169.81.4206/17/24
LCM 37A CLO A2 LCM 37AAAA (sf)AAA32.49121.6129.41.06120169.81.4206/17/24
LCM 37A CLO B LCM 37AAAA (sf)AA19.84121.6129.41.06120169.81.4206/17/24
LCM 37A CLO C LCM 37AA+ (sf)A13.51114119.91.05115155.81.3506/17/24
LCM 37A CLO D LCM 37ABB+ (sf)BBB-7.18107.6111.81.04110142.41.2906/17/24
LCM 37A CLO E LCM 37ABB- (sf)BB-2.96104.2106.91.03105131.51.2506/17/24
LCM 38A CLO A1AR LCM 38AAAA (sf)AAA34.98123.61331.08120169.61.4106/17/24
LCM 38A CLO A1BR LCM 38AAAA (sf)AAA34.98123.61331.08120169.61.4106/17/24
LCM 38A CLO A2R LCM 38AAAA (sf)N/A32.92123.61331.08120169.61.4106/17/24
LCM 38A CLO B1R LCM 38AAAA (sf)AAA22.74123.61331.08120169.61.4106/17/24
LCM 38A CLO B2R LCM 38AAA (sf)AAA22.74123.61331.08120169.61.4106/17/24
LCM 38A CLO CR LCM 38AA+ (sf)AA16.26115.2122.71.07115154.31.3406/17/24
LCM 38A CLO DR LCM 38ABB+ (sf)AA9.55108.1113.61.05110138.21.2606/17/24
LCM 38A CLO ER LCM 38ABB- (sf)A6.08104.9109.41.04105129.51.2306/17/24
LCM 38A CLO FR LCM 38AB+ (sf)BBB-5.94      06/17/24
LCM 39A CLO A1 LCM 39AAAA (sf)AAA37.05124.9135.11.08120167.81.406/17/24
LCM 39A CLO A2 LCM 39AAAA (sf)AAA33.47124.9135.11.08120167.81.406/17/24
LCM 39A CLO B1 LCM 39AAAA (sf)AA24.14124.9135.11.08120167.81.406/17/24