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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 24A CLO CR LCM 24AAAA (sf)A+18.07113.7121.41.07115160.41.3905/16/24
LCM 24A CLO D LCM 24ABBB+ (sf)BBB-7.71107.6110.41.03110141.51.2905/16/24
LCM 24A CLO E LCM 24AB+ (sf)BB-0.17104.2103.60.99   05/16/24
LCM 26A CLO A1 LCM 26AAAA (sf)AAA49.19121.6134.21.1120179.61.505/16/24
LCM 26A CLO A2 LCM 26AAAA (sf)AAA42.82121.6134.21.1120179.61.505/16/24
LCM 26A CLO B LCM 26AAAA (sf)N/A25.29121.6134.21.1120179.61.505/16/24
LCM 26A CLO C LCM 26AAA+ (sf)N/A14.94113.2120.11.06110159.11.4505/16/24
LCM 26A CLO D LCM 26ABB+ (sf)N/A6.18107.6110.31.03105143.91.3705/16/24
LCM 26A CLO E LCM 26AB+ (sf)N/A-0.2104.2104.11   05/16/24
LCM 27A CLO A1 LCM 27AAAA (sf)AAA42.37121.6128.81.06120175.91.4705/16/24
LCM 27A CLO A2 LCM 27AAAA (sf)AAA35.66121.6128.81.06120175.91.4705/16/24
LCM 27A CLO B LCM 27AAAA (sf)N/A21.59121.6128.81.06120175.91.4705/16/24
LCM 27A CLO C LCM 27AA+ (sf)N/A13.55114118.21.04110159.91.4505/16/24
LCM 27A CLO D LCM 27ABB+ (sf)N/A5.51107.6109.21.01105144.91.3805/16/24
LCM 27A CLO E LCM 27AB+ (sf)N/A0.48104.5104.21   05/16/24
LCM 28A CLO A LCM 28AAAA (sf)AAA38.66122.5128.41.05120173.71.4505/16/24
LCM 28A CLO B LCM 28AAAA (sf)N/A20.87122.5128.41.05120173.71.4505/16/24
LCM 28A CLO C LCM 28AA+ (sf)N/A12.89114117.91.03115157.81.3705/16/24
LCM 28A CLO D LCM 28ABB+ (sf)N/A5.53107.6109.61.02110144.31.3105/16/24
LCM 28A CLO E LCM 28AB+ (sf)N/A0.74104.3104.81105134.41.2805/16/24
LCM 29A CLO XR LCM 29ANRN/A 121.6126.81.04120175.51.4605/16/24
LCM 29A CLO AR LCM 29AAAA (sf)N/A29.96121.6126.81.04120175.51.4605/16/24
LCM 29A CLO BR LCM 29AAAA (sf)N/A18.11121.6126.81.04120175.51.4605/16/24
LCM 29A CLO CR LCM 29AA (sf)N/A11.65114117.51.03115160.81.405/16/24
LCM 29A CLO DR LCM 29ABB+ (sf)N/A5.18107.6109.51.02110146.71.3305/16/24
LCM 29A CLO ER LCM 29AB+ (sf)N/A1.52105105.41105137.21.3105/16/24
LCM 30A CLO XR LCM 30ANRN/A 124.4130.41.051201811.5105/16/24
LCM 30A CLO AR LCM 30AAAA (sf)N/A30.31124.4130.41.051201811.5105/16/24
LCM 30A CLO BR LCM 30AAAA (sf)N/A20.23124.4130.41.051201811.5105/16/24
LCM 30A CLO CR LCM 30AA+ (sf)N/A12.19114.1118.51.04115162.51.4105/16/24
LCM 30A CLO DR LCM 30ABB+ (sf)N/A6.72108.9111.51.02110150.71.3705/16/24
LCM 30A CLO ER LCM 30ABB- (sf)N/A2.65105.6106.81.01105139.91.3305/16/24
LCM 31A CLO A LCM 31AAAA (sf)N/A35.55121.6128.71.06120173.41.4505/16/24
LCM 31A CLO B LCM 31AAAA (sf)N/A19.96121.6128.71.06120173.41.4505/16/24
LCM 31A CLO C LCM 31AA+ (sf)N/A13.29114119.31.05115159.31.3905/16/24
LCM 31A CLO D LCM 31ABB+ (sf)N/A6.61107.6111.11.03110145.21.3205/16/24
LCM 31A CLO E LCM 31ABB- (sf)N/A3.27105.4107.51.02105136.81.305/16/24
LCM 32A CLO A1 LCM 32AAAA (sf)AAA35.54121.6129.31.06120173.91.4505/16/24
LCM 32A CLO A2 LCM 32AAAA (sf)AAA32.37121.6129.31.06120173.91.4505/16/24
LCM 32A CLO B LCM 32AAAA (sf)N/A19.7121.6129.31.06120173.91.4505/16/24
LCM 32A CLO C LCM 32AA+ (sf)N/A13.35113.9119.81.05115159.41.3905/16/24
LCM 32A CLO D LCM 32ABB+ (sf)N/A7.02107.6111.71.04110145.51.3205/16/24
LCM 32A CLO E LCM 32ABB- (sf)N/A3.32104.8107.41.02105136.21.305/16/24
LCM 33A CLO A LCM 33AAAA (sf)AAA33.19121.6128.81.06120173.51.4505/16/24
LCM 33A CLO B LCM 33AAAA (sf)AA19.4121.6128.81.06120173.51.4505/16/24
LCM 33A CLO C LCM 33AA+ (sf)A13.57114.7120.21.05115160.61.405/16/24
LCM 33A CLO D LCM 33ABB+ (sf)BBB-6.67107.6111.31.03110145.71.3205/16/24
LCM 33A CLO E LCM 33ABB- (sf)BB-2.43104.2106.41.02105135.21.2905/16/24
LCM 34A CLO A1 LCM 34AAAA (sf)AAA36.77121.6129.31.06120173.51.4505/16/24
LCM 34A CLO A2 LCM 34AAAA (sf)AAA32.56121.6129.31.06120173.51.4505/16/24