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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 16A CLO CRR LCM 16AAAA (sf)N/A14.97112.9123.21.09115154.71.3510/17/24
LCM 16A CLO DRR LCM 16ABBB+ (sf)N/A6.86107.6112.41.04110137.81.2510/17/24
LCM 16A CLO ERR LCM 16ABB- (sf)N/A0.69104.2105.41.01105124.11.1810/17/24
LCM 17A CLO A1ARR LCM 17AAAA (sf)AAA43.72121.6136.81.13120176.11.4710/17/24
LCM 17A CLO A1BRR LCM 17AAAA (sf)AAA40.02121.6136.81.13120176.11.4710/17/24
LCM 17A CLO A2RR LCM 17AAAA (sf)AAA40.02121.6136.81.13120176.11.4710/17/24
LCM 17A CLO BRR LCM 17AAAA (sf)AA23.03121.6136.81.13120176.11.4710/17/24
LCM 17A CLO CRR LCM 17AAAA (sf)N/A14.17114122.71.08110155.91.4210/17/24
LCM 17A CLO DR LCM 17ABBB- (sf)N/A5.3107.6111.21.03105138.21.3210/17/24
LCM 17A CLO ER LCM 17AB+ (sf)N/A-0.61104.2104.71   10/17/24
LCM 22A CLO A2R LCM 22AAAA (sf)N/A58.711131571.39110201.91.8410/17/24
LCM 22A CLO BR LCM 22AAAA (sf)N/A32.971131571.39110201.91.8410/17/24
LCM 22A CLO CR LCM 22AAAA (sf)N/A14.58107.6123.21.14105153.21.4610/17/24
LCM 22A CLO DR LCM 22ABB (sf)N/A-0.13104.2105.11.01   10/17/24
LCM 23A CLO A1R LCM 23AAAA (sf)AAA81.56113139.51.23110168.41.5310/17/24
LCM 23A CLO A2R LCM 23AAAA (sf)N/A47.09113139.51.23110168.41.5310/17/24
LCM 23A CLO BR LCM 23AAAA (sf)N/A23.99113139.51.23110168.41.5310/17/24
LCM 23A CLO CR LCM 23AA+ (sf)N/A9.55107.6117.21.09105136.61.310/17/24
LCM 23A CLO D LCM 23AB+ (sf)N/A-1.64104.4104.31   10/17/24
LCM 24A CLO AR LCM 24AAAA (sf)AAA63.32123.3172.21.4120231.91.9310/17/24
LCM 24A CLO BR LCM 24AAAA (sf)AAA38.99123.3172.21.4120231.91.9310/17/24
LCM 24A CLO CR LCM 24AAAA (sf)A+21.61113.71341.18115176.11.5310/17/24
LCM 24A CLO D LCM 24AA+ (sf)BBB-8.87107.6115.21.071101451.3210/17/24
LCM 24A CLO E LCM 24ABB- (sf)BB--0.4104.2104.61   10/17/24
LCM 26A CLO A1 LCM 26AAAA (sf)AAA58.61121.6150.91.24120198.61.6610/17/24
LCM 26A CLO A2 LCM 26AAAA (sf)AAA50.94121.6150.91.24120198.61.6610/17/24
LCM 26A CLO B LCM 26AAAA (sf)N/A29.85121.6150.91.24120198.61.6610/17/24
LCM 26A CLO C LCM 26AAAA (sf)N/A17.39113.2128.21.13110166.41.5110/17/24
LCM 26A CLO D LCM 26ABBB+ (sf)N/A6.84107.6113.71.06105144.61.3810/17/24
LCM 26A CLO E LCM 26AB+ (sf)N/A-0.83104.21051.01   10/17/24
LCM 27A CLO A1 LCM 27AAAA (sf)AAA48.46121.61391.14120178.41.4910/17/24
LCM 27A CLO A2 LCM 27AAAA (sf)AAA40.68121.61391.14120178.41.4910/17/24
LCM 27A CLO B LCM 27AAAA (sf)N/A24.35121.61391.14120178.41.4910/17/24
LCM 27A CLO C LCM 27AAAA (sf)N/A15.02114123.71.09110156.91.4310/17/24
LCM 27A CLO D LCM 27ABBB- (sf)N/A5.69107.6111.51.04105138.11.3210/17/24
LCM 27A CLO E LCM 27AB+ (sf)N/A-0.14104.51051   10/17/24
LCM 28A CLO A LCM 28AAAA (sf)AAA44.87122.5138.11.13120179.11.4910/17/24
LCM 28A CLO B LCM 28AAAA (sf)N/A23.78122.5138.11.13120179.11.4910/17/24
LCM 28A CLO C LCM 28AAA+ (sf)N/A14.32114122.91.08115157.11.3710/17/24
LCM 28A CLO D LCM 28ABB+ (sf)N/A5.59107.6111.51.04110139.61.2710/17/24
LCM 28A CLO E LCM 28AB+ (sf)N/A-0.08104.3105.21.01105127.41.2110/17/24
LCM 29A CLO AR LCM 29AAAA (sf)N/A31.68121.6129.51.06120170.71.4210/17/24
LCM 29A CLO BR LCM 29AAAA (sf)N/A18.72121.6129.51.06120170.71.4210/17/24
LCM 29A CLO CR LCM 29AA+ (sf)N/A11.65114119.11.04115155.11.3510/17/24
LCM 29A CLO DR LCM 29ABB+ (sf)N/A4.58107.6110.31.03110140.31.2810/17/24
LCM 29A CLO ER LCM 29ABB- (sf)N/A0.58105105.91.01105130.61.2410/17/24
KKR 23 CLO A1 KKR 23NRN/A       10/17/24
KKR 23 CLO A2 KKR 23NRN/A       10/17/24
KKR 23 CLO C KKR 23NRN/A       10/17/24
KKR 23 CLO B KKR 23NRN/A       10/17/24