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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 39A CLO B2 LCM 39AAA+ (sf)AA24.14124.9135.11.08120167.81.406/17/24
LCM 39A CLO C LCM 39AAA+ (sf)A17.77116.5124.61.07115151.61.3206/17/24
LCM 39A CLO D LCM 39ABBB+ (sf)BBB-11.29109.4115.51.06110135.81.2306/17/24
LCM 39A CLO E LCM 39ABB (sf)BB-7.76106.5111.11.04105126.71.2106/17/24
LCM 39A CLO F LCM 39AB+ (sf)B-7.54      06/17/24
LCM 40A CLO A LCM 40AAAA (sf)AAA34.1121.61311.08120155.31.2906/17/24
LCM 40A CLO B1 LCM 40AAAA (sf)AA21.74121.61311.08120155.31.2906/17/24
LCM 40A CLO B2 LCM 40AA+ (sf)AA21.74121.61311.08120155.31.2906/17/24
LCM 40A CLO C LCM 40AA+ (sf)A16.34115.1122.61.07110143.11.306/17/24
LCM 40A CLO D1 LCM 40ABBB (sf)BBB+11.96106.1110.71.04   06/17/24
LCM 40A CLO D2 LCM 40ABB+ (sf)BBB-10.16106.1110.71.04   06/17/24
LCM 40A CLO E LCM 40ABB- (sf)BB-7.33106.1110.71.04   06/17/24
LCMLF 1A CLO A LCMLF 1AAAA (sf)AAA37.62125.2137.91.1115180.11.5706/17/24
LCMLF 1A CLO B LCMLF 1AAAA (sf)AA+23.24125.2137.91.1115180.11.5706/17/24
LCMLF 1A CLO C LCMLF 1AAAA (sf)A+19.13122.4130.91.071101701.5506/17/24
LJVI 2022-1A CLO A1 LJVI 2022-1ANRAAA36.4141.1145.41.03120233.31.9406/17/24
LJVI 2022-1A CLO A2 LJVI 2022-1ANRAAA36.4141.1145.41.03120233.31.9406/17/24
LJVI 2022-1A CLO B LJVI 2022-1ANRAA27.45141.1145.41.03120233.31.9406/17/24
LJVI 2022-1A CLO C1 LJVI 2022-1ANRA19.95129131.81.02115209.81.8206/17/24
LJVI 2022-1A CLO C2 LJVI 2022-1ANRA19.95129131.81.02115209.81.8206/17/24
LJVI 2022-1A CLO D LJVI 2022-1ANRBBB-11.36117.71191.01110179.41.6306/17/24
LJVI 2022-1A CLO E LJVI 2022-1ANRBB-3.51108.6109.31.01   06/17/24
THLLS 2019-1A CLO X THLLS 2019-1ANRAAA 140.4142.91.02120183.91.5306/17/24
THLLS 2019-1A CLO A1R THLLS 2019-1AAAA (sf)AAA43.87140.4142.91.02120183.91.5306/17/24
THLLS 2019-1A CLO A2R THLLS 2019-1AA+ (sf)AAA37.02140.4142.91.02120183.91.5306/17/24
THLLS 2019-1A CLO BR THLLS 2019-1ABBB (sf)AA27.16140.4142.91.02120183.91.5306/17/24
THLLS 2019-1A CLO CR THLLS 2019-1ABB (sf)A-17.03124125.51.01110158.11.4406/17/24
THLLS 2019-1A CLO DR THLLS 2019-1AB+ (sf)BBB-11.55117.8117.71105145.51.3906/17/24
THLLS 2019-1A CLO ER THLLS 2019-1AD (sf)BB-3.61108.11081   06/17/24
LSHR 2019-2A CLO A1R LSHR 2019-2AAAA (sf)AAA45.42137.1152.11.11120227.81.906/17/24
LSHR 2019-2A CLO A2R LSHR 2019-2AAAA (sf)AAA45.42137.1152.11.11120227.81.906/17/24
LSHR 2019-2A CLO BR LSHR 2019-2AA+ (sf)AA+32.28137.1152.11.11120227.81.906/17/24
LSHR 2019-2A CLO CR LSHR 2019-2ABB+ (sf)A21.76123.6131.71.07110192.51.7506/17/24
LSHR 2019-2A CLO DR LSHR 2019-2AB+ (sf)BBB-13.87116119.61.03105169.71.6206/17/24
LSHR 2019-2A CLO ER LSHR 2019-2ACC (sf)BB-5.99108.6109.61.01   06/17/24
LSHR 2021-1A CLO X LSHR 2021-1AAAA (sf)N/A 138.2145.11.05120197.61.6506/17/24
LSHR 2021-1A CLO A LSHR 2021-1AAA- (sf)N/A39.21138.2145.11.05120197.61.6506/17/24
LSHR 2021-1A CLO B LSHR 2021-1ABB+ (sf)N/A28.64138.2145.11.05120197.61.6506/17/24
LSHR 2021-1A CLO C LSHR 2021-1ABB- (sf)N/A19.12122.7128.11.04110171.41.5606/17/24
LSHR 2021-1A CLO D LSHR 2021-1AB (sf)N/A12.09124.3128.11.03   06/17/24
LSHR 2021-1A CLO E LSHR 2021-1AD (sf)N/A5.08125128.11.02   06/17/24
LWCLO 2014-1A A1RR LWCLO 2014-1AAAA (sf)AAA81.06126.5166.71.32120222.61.8506/17/24
LWCLO 2014-1A BRR LWCLO 2014-1AAAA (sf)AAA54.21126.5166.71.32120222.61.8506/17/24
LWCLO 2014-1A CRR LWCLO 2014-1AAAA (sf)AAA37.25118.2138.71.17115182.21.5806/17/24
LWCLO 2014-1A DRR LWCLO 2014-1AAAA (sf)A20.64111.6119.11.07110152.21.3806/17/24
LWCLO 2014-1A ERR LWCLO 2014-1ABB (sf)BB-3.68105.41040.99105123.91.1806/17/24
LNGPT 2017-1A CLO A1A LNGPT 2017-1AAAA (sf)AAA54.67114.1127.41.12115159.81.3906/17/24
LNGPT 2017-1A CLO A1B LNGPT 2017-1AAAA (sf)AAA47.6114.1127.41.12115159.81.3906/17/24
LNGPT 2017-1A CLO A2 LNGPT 2017-1AAAA (sf)AAA32.42114.1127.41.12115159.81.3906/17/24
LNGPT 2017-1A CLO B LNGPT 2017-1AAAA (sf)A+20.29114.1127.41.12115159.81.3906/17/24