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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 26A CLO B LCM 26AAAA (sf)N/A20.6121.6127.81.05120317.92.6502/28/22
LCM 27A CLO B LCM 27AAAA (sf)N/A20.71121.61281.05120308.72.5702/28/22
LCM 28A CLO B LCM 28AAAA (sf)N/A21.98122.5130.21.06120315.42.6302/28/22
LCM 29A CLO BR LCM 29AAAA (sf)N/A21.68121.6129.71.07120348.62.9102/28/22
LCM 30A CLO BR LCM 30AAAA (sf)N/A23.73124.4133.21.07120349.22.9102/28/22
LCMLF 1A CLO B LCMLF 1AAAA (sf)AA22.62125.2131.91.05115354.43.0802/28/22
LWCLO 2014-1A BRR LWCLO 2014-1AAAA (sf)AA+24.88126.5135.41.07120340.42.8402/28/22
LNGPT 2017-1A CLO A1B LNGPT 2017-1AAAA (sf)AAA33.1114.1120.81.06115301.72.6202/28/22
LNGPT 2017-1A CLO B LNGPT 2017-1AA+ (sf)A16.33114.1120.81.06115301.72.6202/28/22
MDPK 2014-14A CLO BRR MDPK 2014-14AAAA (sf)AA24.12125132.51.06120348.62.9102/28/22
MDPK 2015-19A CLO B1R2 MDPK 2015-19AAA+ (sf)A+19.65115.51241.07115352.13.0602/28/22
MDPK 2015-19A CLO B2R2 MDPK 2015-19AAA+ (sf)A+19.65115.51241.07115352.13.0602/28/22
MDPK 2016-20A CLO BR MDPK 2016-20AAAA (sf)N/A22.65121.21301.07120389.13.2402/28/22
MDPK 2016-21A CLO A1BRR MDPK 2016-21AAAA (sf)AAA34.091141211.06110313.42.8502/28/22
MDPK 2016-21A CLO BRR MDPK 2016-21AA (sf)N/A16.851141211.06110313.42.8502/28/22
MDPK 2016-22A CLO BR MDPK 2016-22AAAA (sf)N/A23121.6130.41.07120323.42.702/28/22
MDPK 2017-23A CLO BR MDPK 2017-23AAAA (sf)N/A24.74124.21331.07120416.83.4702/28/22
MDPK 2016-24A CLO BR MDPK 2016-24AAAA (sf)N/A22.691221301.07120338.62.8202/28/22
MDPK 2017-25A CLO BR MDPK 2017-25AA+ (sf)A17.8115.2122.61.06115348.83.0302/28/22
MDPK 2018-27A CLO B MDPK 2018-27AA+ (sf)N/A16.84113.5121.21.07110349.63.1802/28/22
MDPK 2018-27A CLO A1B MDPK 2018-27AAAA (sf)AAA36.34113.5121.21.07110349.63.1802/28/22
MDPK 2018-28A CLO B MDPK 2018-28AAAA (sf)N/A24.26124.3133.21.07120376.33.1402/28/22
MDPK 2018-30A CLO B MDPK 2018-30AAAA (sf)N/A22.72120.7129.81.08120458.33.8202/28/22
MDPK 2018-32A CLO BR MDPK 2018-32AAAA (sf)N/A23.88123132.51.08120399.13.3302/28/22
MDPK 2019-33A CLO BR MDPK 2019-33AAAA (sf)N/A23.74121.6131.81.081202862.3802/28/22
MDPK 2019-34A CLO BR MDPK 2019-34AAAA (sf)N/A24.9124.8134.31.081203693.0802/28/22
MDPK 2019-35A CLO A2BR MDPK 2019-35AAAA (sf)AAA34.95124.2134.21.081204073.3902/28/22
MDPK 2019-35A CLO BR MDPK 2019-35AAAA (sf)N/A24.87124.2133.81.08120372.23.102/28/22
MDPK 2019-37A CLO BR MDPK 2019-37AAAA (sf)N/A24.88124.2134.11.08120378.43.1502/28/22
MAGNE 2015-12A CLO BRRRB MAGNE 2015-12AAAA (sf)AA23.8      02/28/22
MAGNE 2015-12A CLO BRRA MAGNE 2015-12AAAA (sf)AA23.8      02/28/22
MAGNE 2015-15A CLO BR MAGNE 2015-15AAAA (sf)AA23.53122.5131.31.07115365.73.1802/28/22
MAGNE 2015-16A CLO BR MAGNE 2015-16AAAA (sf)AA+23.58121.6131.81.08120339.92.8302/28/22
MAGNE 2016-17A CLO BR MAGNE 2016-17AAAA (sf)AA23.94123.7132.41.071202852.3802/28/22
MAGNE 2016-18A CLO BR MAGNE 2016-18AAAA (sf)AA+23.28122.71311.07120457.23.8102/28/22
MAGNE 2017-19A CLO B2R MAGNE 2017-19AAAA (sf)N/A23.51121.6131.51.08120314.12.6202/28/22
MAGNE 2017-19A CLO B1R MAGNE 2017-19AAAA (sf)N/A23.51121.6131.51.08120314.12.6202/28/22
MAGNE 2018-20A CLO B MAGNE 2018-20AAAA (sf)AA23.85123.3132.21.07115396.13.4402/28/22
MAGNE 2019-22A CLO BR MAGNE 2019-22AAAA (sf)N/A23.52121.5131.41.081203352.7902/28/22
MAGNE 2019-23A CLO BR MAGNE 2019-23AAAA (sf)N/A23.52121.6131.41.08120347.82.902/28/22
MAGNE 2019-24A CLO B MAGNE 2019-24AAAA (sf)N/A23.82121.6131.81.08120293.32.4402/28/22
MAGNE 2020-26A CLO BR MAGNE 2020-26AAAA (sf)AA23.87121.6131.51.08120335.42.802/28/22
MAGNE 2012-7A CLO BR2 MAGNE 2012-7AAA+ (sf)N/A15.84112.1119.61.07115328.22.8502/28/22
MAGNE 2014-8A CLO BRR MAGNE 2014-8AAAA (sf)AA23.27122.3131.21.07120369.63.0802/28/22
MCLO 2017-10A A1BR MCLO 2017-10AAAA (sf)N/A35.9114.9117.21.02115349.13.0402/28/22
MCLO 2017-10A B MCLO 2017-10AA+ (sf)N/A13.56114.9117.21.02115349.13.0402/28/22
MCLO 2018-11A B MCLO 2018-11AA+ (sf)A-14.59114.8118.81.03115311.82.7102/28/22
MCLO 2018-12A B MCLO 2018-12AA+ (sf)N/A13.7114.9117.71.021152612.2702/28/22
MCLO 2018-12A A2BR MCLO 2018-12AAAA (sf)N/A20.05114.9118.31.03115296.82.5802/28/22
MCLO 2019-1A ABFR MCLO 2019-1AAAA (sf)AAA32.5118.5122.41.03115263.82.2902/28/22