By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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 37A CLO A2 LCM 37AAAA (sf)AAA31.91121.6129.11.06120165.91.3810/17/24
LCM 37A CLO B LCM 37AAAA (sf)AA19.14121.6129.11.06120165.91.3810/17/24
LCM 37A CLO C LCM 37AA+ (sf)A12.76114119.71.05115152.31.3210/17/24
LCM 37A CLO D LCM 37ABB+ (sf)BBB-6.37107.6111.51.04110139.11.2610/17/24
LCM 37A CLO E LCM 37AB+ (sf)BB-2.12104.2106.71.02105128.51.2210/17/24
LCM 38A CLO A1AR LCM 38AAAA (sf)AAA34.39123.6132.71.07120164.11.3710/17/24
LCM 38A CLO A1BR LCM 38AAAA (sf)AAA34.39123.6132.71.07120164.11.3710/17/24
LCM 38A CLO A2R LCM 38AAAA (sf)N/A32.31123.6132.71.07120164.11.3710/17/24
LCM 38A CLO B1R LCM 38AAAA (sf)AAA22.04123.6132.71.07120164.11.3710/17/24
LCM 38A CLO B2R LCM 38AAA+ (sf)AAA22.04123.6132.71.07120164.11.3710/17/24
LCM 38A CLO CR LCM 38AA+ (sf)AA15.5115.2122.51.06115149.31.310/17/24
LCM 38A CLO DR LCM 38ABB+ (sf)AA8.73108.1113.41.05110133.71.2210/17/24
LCM 38A CLO ER LCM 38ABB- (sf)A5.23104.9109.21.04105125.31.1910/17/24
LCM 38A CLO FR LCM 38AB+ (sf)BBB-5.08      10/17/24
LCM 39A CLO A1 LCM 39AAAA (sf)AAA36.49124.9134.61.08120158.71.3210/17/24
LCM 39A CLO A2 LCM 39AAAA (sf)AAA32.88124.9134.61.08120158.71.3210/17/24
LCM 39A CLO B1 LCM 39AAAA (sf)AA23.47124.9134.61.08120158.71.3210/17/24
LCM 39A CLO B2 LCM 39AAAA (sf)AA23.47124.9134.61.08120158.71.3210/17/24
LCM 39A CLO C LCM 39AAA+ (sf)A17.04116.5124.21.07115143.41.2510/17/24
LCM 39A CLO D LCM 39ABBB- (sf)BBB-10.5109.4115.11.05110128.51.1710/17/24
LCM 39A CLO E LCM 39ABB- (sf)BB-6.95106.5110.71.04105119.81.1410/17/24
LCM 39A CLO F LCM 39AB+ (sf)B-6.72      10/17/24
LCM 40A CLO A LCM 40AAAA (sf)AAA33.59121.6131.11.08120151.41.2610/17/24
LCM 40A CLO B1 LCM 40AAAA (sf)AA21.14121.6131.11.08120151.41.2610/17/24
LCM 40A CLO B2 LCM 40AA+ (sf)AA21.14121.6131.11.08120151.41.2610/17/24
LCM 40A CLO C LCM 40AA+ (sf)A15.69115.1122.61.07110139.61.2710/17/24
LCM 40A CLO D1 LCM 40ABB+ (sf)BBB+11.28106.1110.71.04   10/17/24
LCM 40A CLO D2 LCM 40ABB (sf)BBB-9.46106.1110.71.04   10/17/24
LCM 40A CLO E LCM 40ABB- (sf)BB-6.61106.1110.71.04   10/17/24
LCMLF 1A CLO A LCMLF 1AAAA (sf)AAA42.88125.2142.91.141151951.710/17/24
LCMLF 1A CLO B LCMLF 1AAAA (sf)AA+26.24125.2142.91.141151951.710/17/24
LCMLF 1A CLO C LCMLF 1AAAA (sf)A+21.49122.4134.31.11101821.6510/17/24
LSHR 2019-2A CLO A1RR LSHR 2019-2AAAA (sf)N/A46.63137.1153.31.12120242.32.0210/17/24
LSHR 2019-2A CLO A2R LSHR 2019-2AAAA (sf)AAA46.63137.1153.31.12120242.32.0210/17/24
LSHR 2019-2A CLO BRR LSHR 2019-2AAA+ (sf)N/A32.93137.1153.31.12120242.32.0210/17/24
LSHR 2019-2A CLO CRR LSHR 2019-2ABBB (sf)N/A21.96123.6131.81.07110202.11.8410/17/24
LSHR 2019-2A CLO DR LSHR 2019-2ABB (sf)BBB-13.74116119.21.03105176.31.6810/17/24
LSHR 2019-2A CLO ERR LSHR 2019-2AB+ (sf)BB-5.51108.6108.81   10/17/24
LSHR 2021-1A CLO X LSHR 2021-1AAA+ (sf)N/A 138.2144.61.05120201.31.6810/17/24
LSHR 2021-1A CLO A LSHR 2021-1AAA+ (sf)N/A39.23138.2144.61.05120201.31.6810/17/24
LSHR 2021-1A CLO B LSHR 2021-1ABBB- (sf)N/A28.66138.2144.61.05120201.31.6810/17/24
LSHR 2021-1A CLO C LSHR 2021-1ABB (sf)N/A19.14122.7127.51.04110174.61.5910/17/24
LSHR 2021-1A CLO D LSHR 2021-1AB+ (sf)N/A12.39124.3127.51.03   10/17/24
LSHR 2021-1A CLO E LSHR 2021-1AD (sf)N/A5.38125127.51.02   10/17/24
LNGPT 2017-1A CLO A1A LNGPT 2017-1AAAA (sf)AAA63.5114.1133.11.17115175.71.5310/17/24
LNGPT 2017-1A CLO A1B LNGPT 2017-1AAAA (sf)AAA55.32114.1133.11.17115175.71.5310/17/24
LNGPT 2017-1A CLO A2 LNGPT 2017-1AAAA (sf)AAA37.74114.1133.11.17115175.71.5310/17/24
LNGPT 2017-1A CLO B LNGPT 2017-1AAAA (sf)A+23.7114.1133.11.17115175.71.5310/17/24
LNGPT 2017-1A CLO C LNGPT 2017-1AA (sf)BBB-11.66107.41151.07110148.41.3510/17/24
LNGPT 2017-1A CLO D1 LNGPT 2017-1ABB (sf)BB7.97      10/17/24