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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 28A CLO B LCM 28AAAA (sf)N/A20.86122.5132.21.08120174.21.4506/17/24
LCM 29A CLO BR LCM 29AAAA (sf)N/A18.01121.6127.31.05120171.21.4306/17/24
LCM 30A CLO BR LCM 30AAAA (sf)N/A20.22124.4130.81.05120173.71.4506/17/24
LCM 31A CLO B LCM 31AAAA (sf)N/A19.94121.6130.51.07120172.71.4406/17/24
LCM 32A CLO B LCM 32AAAA (sf)N/A19.8121.6129.21.06120168.31.406/17/24
LCM 33A CLO B LCM 33AAAA (sf)AA19.41121.6129.11.06120168.81.4106/17/24
LCM 34A CLO B LCM 34AAAA (sf)AA19.98121.6129.61.07120167.31.3906/17/24
LCM 35A CLO B LCM 35AAAA (sf)AA19.47121.6128.41.06120173.21.4406/17/24
LCM 36A CLO B LCM 36AAAA (sf)AA19.06121.6128.31.06120170.81.4206/17/24
LCM 37A CLO B LCM 37AAAA (sf)AA19.84121.6129.41.06120169.81.4206/17/24
LCM 38A CLO A1BR LCM 38AAAA (sf)AAA34.98123.61331.08120169.61.4106/17/24
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 39A CLO B1 LCM 39AAAA (sf)AA24.14124.9135.11.08120167.81.406/17/24
LCM 39A CLO B2 LCM 39AAA+ (sf)AA24.14124.9135.11.08120167.81.406/17/24
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
LCMLF 1A CLO B LCMLF 1AAAA (sf)AA+23.24125.2137.91.1115180.11.5706/17/24
LJVI 2022-1A CLO B LJVI 2022-1ANRAA27.45141.1145.41.03120233.31.9406/17/24
THLLS 2019-1A CLO BR THLLS 2019-1ABBB (sf)AA27.16140.4142.91.02120183.91.5306/17/24
LSHR 2019-2A CLO BR LSHR 2019-2AA+ (sf)AA+32.28137.1152.11.11120227.81.906/17/24
LSHR 2021-1A CLO B LSHR 2021-1ABB+ (sf)N/A28.64138.2145.11.05120197.61.6506/17/24
LWCLO 2014-1A BRR LWCLO 2014-1AAAA (sf)AAA54.21126.5166.71.32120222.61.8506/17/24
LNGPT 2017-1A CLO A1B LNGPT 2017-1AAAA (sf)AAA47.6114.1127.41.12115159.81.3906/17/24
LNGPT 2017-1A CLO B LNGPT 2017-1AAAA (sf)A+20.29114.1127.41.12115159.81.3906/17/24
MDPK 2014-14A CLO BR3 MDPK 2014-14AAAA (sf)AA+22.74125130.61.04120206.21.7206/17/24
MDPK 2015-19A CLO BR3 MDPK 2015-19AAAA (sf)N/A22.82114.2122.61.07110214.21.9506/17/24
MDPK 2016-20A CLO BR MDPK 2016-20AAAA (sf)N/A20.94121.2129.11.07120171.41.4306/17/24
MDPK 2016-21A CLO A1BRR MDPK 2016-21AAAA (sf)AAA32.67114120.51.06110143.21.306/17/24
MDPK 2016-21A CLO BRR MDPK 2016-21AA+ (sf)N/A15.06114120.51.06110143.21.306/17/24
MDPK 2016-22A CLO BR MDPK 2016-22AAAA (sf)N/A21.49121.6129.51.06120166.41.3906/17/24
MDPK 2017-23A CLO BR MDPK 2017-23AAAA (sf)N/A23.11124.2131.91.06120177.51.4806/17/24
MDPK 2016-24A CLO BR MDPK 2016-24AAAA (sf)N/A24.93122134.51.1120159.91.3306/17/24
KKR 29A CLO B KKR 29ANRN/A       06/17/24
MDPK 2018-27A CLO A1B MDPK 2018-27AAAA (sf)AAA37.23113.51191.05110151.91.3806/17/24
MDPK 2018-27A CLO B MDPK 2018-27AAA+ (sf)N/A15.76113.51191.05110151.91.3806/17/24
MDPK 2018-28A CLO B MDPK 2018-28AAAA (sf)N/A23.37124.3132.31.06120174.91.4606/17/24
MDPK 2018-30A CLO B MDPK 2018-30AAAA (sf)N/A26.37120.7131.21.09120183.71.5306/17/24
MDPK 2018-32A CLO BR MDPK 2018-32AAAA (sf)N/A22.51123131.51.07120174.21.4506/17/24
MDPK 2019-33A CLO BR MDPK 2019-33AAAA (sf)N/A22.33121.61311.08120174.51.4506/17/24
RAD 2019-4A CLO B1 RAD 2019-4ANRN/A       06/17/24
MDPK 2019-34A CLO BR MDPK 2019-34AAAA (sf)N/A23.21124.8133.51.07120172.41.4406/17/24
MDPK 2019-35A CLO A2BR MDPK 2019-35AAAA (sf)AAA33.75124.2133.51.07120184.81.5406/17/24
MDPK 2019-35A CLO BR MDPK 2019-35AAAA (sf)N/A23.48124.2133.51.07120184.81.5406/17/24
MDPK 2019-37A CLO BR2 MDPK 2019-37AAAA (sf)AA+22.43124.2133.11.07120174.21.4506/17/24
MDPK 2019-37A CLO D1B MDPK 2019-37ABB (sf)BBB-10.19108.3113.31.051101441.3106/17/24
MDPK 2021-38A CLO B MDPK 2021-38AAAA (sf)N/A22.47121.6131.51.08120170.61.4206/17/24
MDPK 2021-39A CLO B MDPK 2021-39AAAA (sf)N/A22.18121.6130.91.08120169.31.4106/17/24
MDPK 2020-45A CLO BR MDPK 2020-45AAAA (sf)N/A22.66121.6131.51.08120170.81.4206/17/24
MDPK 2020-46A CLO B1R MDPK 2020-46AAAA (sf)N/A22.57121.8131.91.08120169.31.4106/17/24