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
WINDR 2016-1KRA CLO D1R2 WINDR 2016-1KRABBB- (sf)BBB-8.17108.1109.61.01107.5128.11.1911/11/24
WINDR 2016-1KRA CLO D2R2 WINDR 2016-1KRABB (sf)BB+5.01108.1109.61.01107.5128.11.1911/11/24
WINDR 2016-1KRA CLO ER2 WINDR 2016-1KRAB+ (sf)BB-0.64104.1104.81.01102.5118.31.1511/11/24
WINDR 2016-1KRA CLO FR2 WINDR 2016-1KRAD (sf)B--0.91      11/11/24
LCM 13A CLO DR LCM 13AAAA (sf)N/A55.48107231.92.17105275.12.6211/11/24
LCM 13A CLO ER LCM 13AAAA (sf)N/A3.59103.8107.11.03   11/11/24
LCM 14A CLO AR LCM 14AAAA (sf)AAA50.65121.9142.41.17120194.41.6211/11/24
LCM 14A CLO BR LCM 14AAAA (sf)AA+29.21121.9142.41.17120194.41.6211/11/24
LCM 14A CLO CR LCM 14AAAA (sf)A+19.17115.4126.81.1115171.21.4911/11/24
LCM 14A CLO DR LCM 14ABBB+ (sf)BBB-8.79108.7113.91.05107.5150.41.411/11/24
LCM 14A CLO ER LCM 14ABB- (sf)BB-0.1103.81051.01102.5132.51.2911/11/24
LCM 14A CLO FR LCM 14AD (sf)CCC+-3.51102.4101.60.99   11/11/24
LCM 15A CLO AR2 LCM 15AAAA (sf)AAA75.77123.3183.11.48120249.82.0811/11/24
LCM 15A CLO BR LCM 15AAAA (sf)AAA47.13123.3183.11.48120249.82.0811/11/24
LCM 15A CLO CR LCM 15AAAA (sf)AA+28.04115140.31.22115184.71.6111/11/24
LCM 15A CLO DR LCM 15AAA+ (sf)BBB13.03108.3118.61.1110149.21.3611/11/24
LCM 15A CLO ER LCM 15ABB- (sf)B+0.76104.7105.21   11/11/24
LCM 16A CLO A1ARR LCM 16AAAA (sf)AAA53.39121.2139.91.15120183.21.5311/11/24
LCM 16A CLO A1BRR LCM 16AAAA (sf)N/A50.43121.2139.91.15120183.21.5311/11/24
LCM 16A CLO A2RR LCM 16AAAA (sf)AAA50.43121.2139.91.15120183.21.5311/11/24
LCM 16A CLO BRR LCM 16AAAA (sf)N/A27.62121.2139.91.15120183.21.5311/11/24
LCM 16A CLO CRR LCM 16AAAA (sf)N/A16.57112.9123.31.09115159.21.3811/11/24
LCM 16A CLO DRR LCM 16ABBB+ (sf)N/A7.67107.6112.51.05110141.91.2911/11/24
LCM 16A CLO ERR LCM 16ABB- (sf)N/A0.9104.2105.51.01105127.81.2211/11/24
LCM 17A CLO A1ARR LCM 17AAAA (sf)AAA47.76121.6136.71.12120180.31.511/11/24
LCM 17A CLO A1BRR LCM 17AAAA (sf)AAA43.73121.6136.71.12120180.31.511/11/24
LCM 17A CLO A2RR LCM 17AAAA (sf)AAA43.73121.6136.71.12120180.31.511/11/24
LCM 17A CLO BRR LCM 17AAAA (sf)AA25.24121.6136.71.12120180.31.511/11/24
LCM 17A CLO CRR LCM 17AAAA (sf)N/A15.59114122.61.08110159.61.4511/11/24
LCM 17A CLO DR LCM 17ABBB- (sf)N/A5.94107.6111.11.03105141.51.3511/11/24
LCM 17A CLO ER LCM 17AB+ (sf)N/A-0.49104.2104.61   11/11/24
LCM 22A CLO A2R LCM 22AAAA (sf)N/A70.88113157.11.39110209.41.911/11/24
LCM 22A CLO BR LCM 22AAAA (sf)N/A40.04113157.11.39110209.41.911/11/24
LCM 22A CLO CR LCM 22AAAA (sf)N/A18.02107.6123.31.15105158.91.5111/11/24
LCM 22A CLO DR LCM 22ABB (sf)N/A0.4104.2105.21.01   11/11/24
LCM 23A CLO A1R LCM 23AAAA (sf)AAA99.76113138.71.23110175.61.611/11/24
LCM 23A CLO A2R LCM 23AAAA (sf)N/A57.97113138.71.23110175.61.611/11/24
LCM 23A CLO BR LCM 23AAAA (sf)N/A29.96113138.71.23110175.61.611/11/24
LCM 23A CLO CR LCM 23AAA+ (sf)N/A12.45107.6116.51.08105142.41.3611/11/24
LCM 23A CLO D LCM 23AB+ (sf)N/A-1.11104.4103.70.99   11/11/24
LCM 24A CLO AR LCM 24AAAA (sf)AAA69.14123.31721.39120237.81.9811/11/24
LCM 24A CLO BR LCM 24AAAA (sf)AAA42.75123.31721.39120237.81.9811/11/24
LCM 24A CLO CR LCM 24AAAA (sf)A+23.9113.7133.91.18115180.61.5711/11/24
LCM 24A CLO D LCM 24AA+ (sf)BBB-10.07107.6115.21.07110148.71.3511/11/24
LCM 24A CLO E LCM 24AB+ (sf)BB-0.02104.2104.51   11/11/24
LCM 26A CLO A1 LCM 26AAAA (sf)AAA63.49121.6149.91.23120203.71.711/11/24
LCM 26A CLO A2 LCM 26AAAA (sf)AAA55.23121.6149.91.23120203.71.711/11/24
LCM 26A CLO B LCM 26AAAA (sf)N/A32.52121.6149.91.23120203.71.711/11/24
LCM 26A CLO C LCM 26AAAA (sf)N/A19.1113.2127.31.12110170.71.5511/11/24
LCM 26A CLO D LCM 26ABBB+ (sf)N/A7.74107.6112.91.05105148.31.4111/11/24