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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
KKR 23 CLO D KKR 23NRN/A       10/17/24
LCM 30A CLO AR LCM 30AAAA (sf)N/A33.03124.4134.71.081201781.4810/17/24
LCM 30A CLO BR LCM 30AAAA (sf)N/A21.72124.4134.71.081201781.4810/17/24
LCM 30A CLO CR LCM 30AA+ (sf)N/A12.7114.1120.81.06115157.51.3710/17/24
LCM 30A CLO DR LCM 30ABB+ (sf)N/A6.57108.9112.81.04110144.71.3210/17/24
LCM 30A CLO ER LCM 30ABB- (sf)N/A1.99105.6107.61.02105133.31.2710/17/24
LCM 31A CLO X LCM 31AAAA (sf)N/A 121.4131.21.08120163.61.3610/17/24
LCM 31A CLO AR LCM 31AAAA (sf)N/A35.65121.4131.21.08120163.61.3610/17/24
LCM 31A CLO BR LCM 31AAAA (sf)N/A19.76121.4131.21.08120163.61.3610/17/24
LCM 31A CLO CR LCM 31AA+ (sf)N/A13.41113.8121.61.07115149.91.310/17/24
LCM 31A CLO DR LCM 31ABB+ (sf)N/A7.07107.5113.31.05110136.51.2410/17/24
LCM 31A CLO ER LCM 31ABB- (sf)N/A3.28104.5108.91.04105127.11.2110/17/24
LCM 31A CLO FR LCM 31AB+ (sf)N/A2.58      10/17/24
LCM 32A CLO A1 LCM 32AAAA (sf)AAA35.08121.61291.06120162.21.3510/17/24
LCM 32A CLO A2 LCM 32AAAA (sf)AAA31.88121.61291.06120162.21.3510/17/24
LCM 32A CLO B LCM 32AAAA (sf)N/A19.12121.61291.06120162.21.3510/17/24
LCM 32A CLO C LCM 32AA+ (sf)N/A12.72113.9119.61.05115148.71.2910/17/24
LCM 32A CLO D LCM 32ABB+ (sf)N/A6.35107.6111.41.04110135.71.2310/17/24
LCM 32A CLO E LCM 32ABB- (sf)N/A2.61104.8107.21.02105127.11.2110/17/24
KKR 2023-46A CLO A1A KKR 2023-46ANRN/A       10/17/24
KKR 2023-46A CLO A1B KKR 2023-46ANRN/A       10/17/24
KKR 2023-46A CLO A2 KKR 2023-46ANRN/A       10/17/24
KKR 2023-46A CLO C KKR 2023-46ANRN/A       10/17/24
KKR 2023-46A CLO B KKR 2023-46ANRN/A       10/17/24
KKR 2023-46A CLO D KKR 2023-46ANRN/A       10/17/24
KKR 2023-46A CLO E KKR 2023-46ANRN/A       10/17/24
LCM 33A CLO A LCM 33AAAA (sf)AAA32.67121.6128.61.06120160.11.3310/17/24
LCM 33A CLO B LCM 33AAAA (sf)AA18.78121.6128.61.06120160.11.3310/17/24
LCM 33A CLO C LCM 33AA+ (sf)A12.9114.71201.05115148.11.2910/17/24
LCM 33A CLO D LCM 33ABB+ (sf)BBB-5.95107.6111.11.03110134.41.2210/17/24
LCM 33A CLO E LCM 33ABB- (sf)BB-1.68104.2106.31.02105124.71.1910/17/24
LCM 34A CLO A1 LCM 34AAAA (sf)AAA36.24121.6129.31.06120162.41.3510/17/24
LCM 34A CLO A2 LCM 34AAAA (sf)AAA31.99121.6129.31.06120162.41.3510/17/24
LCM 34A CLO B LCM 34AAAA (sf)AA19.23121.6129.31.06120162.41.3510/17/24
LCM 34A CLO C LCM 34AA+ (sf)A13.39114.7120.61.05115150.31.3110/17/24
LCM 34A CLO D LCM 34ABB+ (sf)BBB-6.48107.6111.71.04110136.21.2410/17/24
LCM 34A CLO E LCM 34ABB- (sf)BB-2.23104.2106.81.02105126.31.210/17/24
LCM 35A CLO A1 LCM 35AAAA (sf)AAA35.84121.6128.31.06120160.81.3410/17/24
LCM 35A CLO A2 LCM 35AAAA (sf)AAA30.5121.6128.31.06120160.81.3410/17/24
LCM 35A CLO B LCM 35AAAA (sf)AA18.74121.6128.31.06120160.81.3410/17/24
LCM 35A CLO C LCM 35AA+ (sf)A12.321141191.04115147.71.2810/17/24
LCM 35A CLO D LCM 35ABB+ (sf)BBB-5.9107.6110.81.03110134.81.2310/17/24
LCM 35A CLO E LCM 35AB+ (sf)BB-1.63104.21061.021051251.1910/17/24
LCM 36A CLO A1 LCM 36AAAA (sf)AAA35.5121.6128.41.06120165.41.3810/17/24
LCM 36A CLO A2 LCM 36AAAA (sf)AAA30.12121.6128.41.06120165.41.3810/17/24
LCM 36A CLO B LCM 36AAAA (sf)AA18.3121.6128.41.06120165.41.3810/17/24
LCM 36A CLO C LCM 36AA+ (sf)A11.851141191.04115151.91.3210/17/24
LCM 36A CLO D LCM 36ABB+ (sf)BBB-5.4107.6110.91.03110138.61.2610/17/24
LCM 36A CLO E LCM 36AB+ (sf)BB-1.1104.2106.11.02105128.41.2210/17/24
LCM 37A CLO A1 LCM 37AAAA (sf)AAA34.57121.6129.11.06120165.91.3810/17/24