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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 35A CLO D LCM 35ABB+ (sf)BBB-5.99107.61111.03110138.21.2611/11/24
LCM 35A CLO E LCM 35AB+ (sf)BB-1.72104.2106.21.02105128.11.2211/11/24
LCM 36A CLO A1 LCM 36AAAA (sf)AAA35.57121.6128.61.061201691.4111/11/24
LCM 36A CLO A2 LCM 36AAAA (sf)AAA30.2121.6128.61.061201691.4111/11/24
LCM 36A CLO B LCM 36AAAA (sf)AA18.39121.6128.61.061201691.4111/11/24
LCM 36A CLO C LCM 36AA+ (sf)A11.95114119.21.05115155.21.3511/11/24
LCM 36A CLO D LCM 36ABB+ (sf)BBB-5.51107.61111.03110141.71.2911/11/24
LCM 36A CLO E LCM 36AB+ (sf)BB-1.21104.2106.21.02105131.21.2511/11/24
LCM 37A CLO A1 LCM 37AAAA (sf)AAA34.65121.6129.31.06120168.61.4111/11/24
LCM 37A CLO A2 LCM 37AAAA (sf)AAA32121.6129.31.06120168.61.4111/11/24
LCM 37A CLO B LCM 37AAAA (sf)AA19.24121.6129.31.06120168.61.4111/11/24
LCM 37A CLO C LCM 37AA+ (sf)A12.87114119.91.05115154.71.3511/11/24
LCM 37A CLO D LCM 37ABB+ (sf)BBB-6.49107.6111.71.04110141.41.2911/11/24
LCM 37A CLO E LCM 37AB+ (sf)BB-2.24104.2106.91.03105130.51.2411/11/24
LCM 38A CLO A1AR LCM 38AAAA (sf)AAA34.46123.6133.11.08120165.51.3811/11/24
LCM 38A CLO A1BR LCM 38AAAA (sf)AAA34.46123.6133.11.08120165.51.3811/11/24
LCM 38A CLO A2R LCM 38AAAA (sf)N/A32.38123.6133.11.08120165.51.3811/11/24
LCM 38A CLO B1R LCM 38AAAA (sf)AAA22.12123.6133.11.08120165.51.3811/11/24
LCM 38A CLO B2R LCM 38AAA+ (sf)AAA22.12123.6133.11.08120165.51.3811/11/24
LCM 38A CLO CR LCM 38AA+ (sf)AA15.58115.2122.81.07115150.61.3111/11/24
LCM 38A CLO DR LCM 38ABB+ (sf)AA8.82108.1113.71.05110134.81.2311/11/24
LCM 38A CLO ER LCM 38ABB- (sf)A5.33104.9109.51.04105126.41.211/11/24
LCM 38A CLO FR LCM 38AB+ (sf)BBB-5.18      11/11/24
LCM 39A CLO A1 LCM 39AAAA (sf)AAA36.49124.9134.61.08120158.71.3211/11/24
LCM 39A CLO A2 LCM 39AAAA (sf)AAA32.88124.9134.61.08120158.71.3211/11/24
LCM 39A CLO B1 LCM 39AAAA (sf)AA23.47124.9134.61.08120158.71.3211/11/24
LCM 39A CLO B2 LCM 39AAAA (sf)AA23.47124.9134.61.08120158.71.3211/11/24
LCM 39A CLO C LCM 39AAA+ (sf)A17.04116.5124.21.07115143.41.2511/11/24
LCM 39A CLO D LCM 39ABBB- (sf)BBB-10.5109.4115.11.05110128.51.1711/11/24
LCM 39A CLO E LCM 39ABB- (sf)BB-6.95106.5110.71.04105119.81.1411/11/24
LCM 39A CLO F LCM 39AB+ (sf)B-6.72      11/11/24
LCM 40A CLO A LCM 40AAAA (sf)AAA33.62121.6131.31.08120153.71.2811/11/24
LCM 40A CLO B1 LCM 40AAAA (sf)AA21.18121.6131.31.08120153.71.2811/11/24
LCM 40A CLO B2 LCM 40AAA+ (sf)AA21.18121.6131.31.08120153.71.2811/11/24
LCM 40A CLO C LCM 40AA+ (sf)A15.73115.1122.81.07110141.71.2911/11/24
LCM 40A CLO D1 LCM 40ABB+ (sf)BBB+11.32106.1110.91.05   11/11/24
LCM 40A CLO D2 LCM 40ABB (sf)BBB-9.51106.1110.91.05   11/11/24
LCM 40A CLO E LCM 40ABB- (sf)BB-6.66106.1110.91.05   11/11/24
LCMLF 1A CLO A LCMLF 1AAAA (sf)AAA45.62125.2142.71.14115198.51.7311/11/24
LCMLF 1A CLO B LCMLF 1AAAA (sf)AA+28.13125.2142.71.14115198.51.7311/11/24
LCMLF 1A CLO C LCMLF 1AAAA (sf)A+23.13122.41341.09110185.41.6911/11/24
LSHR 2019-2A CLO A1RR LSHR 2019-2AAAA (sf)N/A53.49137.1153.11.12120243.82.0311/11/24
LSHR 2019-2A CLO A2R LSHR 2019-2AAAA (sf)AAA53.49137.1153.11.12120243.82.0311/11/24
LSHR 2019-2A CLO BRR LSHR 2019-2AAA+ (sf)N/A37.82137.1153.11.12120243.82.0311/11/24
LSHR 2019-2A CLO CRR LSHR 2019-2ABBB- (sf)N/A25.29123.6131.61.06110203.41.8511/11/24
LSHR 2019-2A CLO DR LSHR 2019-2ABB (sf)BBB-15.89116119.11.03105177.41.6911/11/24
LSHR 2019-2A CLO ERR LSHR 2019-2AB- (sf)BB-6.49108.6108.71   11/11/24
LSHR 2021-1A CLO X LSHR 2021-1AAA+ (sf)N/A 138.2144.61.05120204.21.711/11/24
LSHR 2021-1A CLO A LSHR 2021-1AAA+ (sf)N/A39.23138.2144.61.05120204.21.711/11/24
LSHR 2021-1A CLO B LSHR 2021-1ABBB (sf)N/A28.67138.2144.61.05120204.21.711/11/24