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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 26A CLO E LCM 26AB+ (sf)N/A-0.52104.2104.31   11/11/24
LCM 27A CLO A1 LCM 27AAAA (sf)AAA51.99121.6139.11.14120183.61.5311/11/24
LCM 27A CLO A2 LCM 27AAAA (sf)AAA43.68121.6139.11.14120183.61.5311/11/24
LCM 27A CLO B LCM 27AAAA (sf)N/A26.25121.6139.11.14120183.61.5311/11/24
LCM 27A CLO C LCM 27AAAA (sf)N/A16.28114123.81.09110161.51.4711/11/24
LCM 27A CLO D LCM 27ABBB- (sf)N/A6.32107.6111.61.04105142.11.3511/11/24
LCM 27A CLO E LCM 27AB+ (sf)N/A0.09104.5105.11.01   11/11/24
LCM 28A CLO A LCM 28AAAA (sf)AAA49.26122.5137.81.12120184.21.5311/11/24
LCM 28A CLO B LCM 28AAAA (sf)N/A26.33122.5137.81.12120184.21.5311/11/24
LCM 28A CLO C LCM 28AAA+ (sf)N/A16.05114122.61.08115161.61.4111/11/24
LCM 28A CLO D LCM 28ABB+ (sf)N/A6.56107.6111.31.03110143.61.3111/11/24
LCM 28A CLO E LCM 28AB+ (sf)N/A0.39104.31051.011051311.2511/11/24
LCM 29A CLO AR LCM 29AAAA (sf)N/A33.77121.6129.71.07120174.41.4511/11/24
LCM 29A CLO BR LCM 29AAAA (sf)N/A20.03121.6129.71.07120174.41.4511/11/24
LCM 29A CLO CR LCM 29AA+ (sf)N/A12.54114119.31.05115158.51.3811/11/24
LCM 29A CLO DR LCM 29ABB+ (sf)N/A5.05107.6110.51.03110143.41.311/11/24
LCM 29A CLO ER LCM 29ABB- (sf)N/A0.811051061.01105133.41.2711/11/24
LCM 30A CLO AR LCM 30AAAA (sf)N/A35.14124.4134.31.08120181.71.5111/11/24
LCM 30A CLO BR LCM 30AAAA (sf)N/A23.25124.4134.31.08120181.71.5111/11/24
LCM 30A CLO CR LCM 30AA+ (sf)N/A13.77114.1120.41.06115160.81.411/11/24
LCM 30A CLO DR LCM 30ABB+ (sf)N/A7.32108.9112.51.03110147.71.3411/11/24
LCM 30A CLO ER LCM 30ABB- (sf)N/A2.52105.6107.31.02105136.11.311/11/24
LCM 31A CLO X LCM 31AAAA (sf)N/A 121.4131.11.081201671.3911/11/24
LCM 31A CLO AR LCM 31AAAA (sf)N/A35.89121.4131.11.081201671.3911/11/24
LCM 31A CLO BR LCM 31AAAA (sf)N/A20.06121.4131.11.081201671.3911/11/24
LCM 31A CLO CR LCM 31AA+ (sf)N/A13.74113.8121.51.07115153.11.3311/11/24
LCM 31A CLO DR LCM 31ABB+ (sf)N/A7.42107.5113.21.05110139.41.2711/11/24
LCM 31A CLO ER LCM 31ABB- (sf)N/A3.64104.5108.81.04105129.71.2411/11/24
LCM 31A CLO FR LCM 31AB- (sf)N/A2.95      11/11/24
LCM 32A CLO A1 LCM 32AAAA (sf)AAA35.29121.6129.11.061201661.3811/11/24
LCM 32A CLO A2 LCM 32AAAA (sf)AAA32.1121.6129.11.061201661.3811/11/24
LCM 32A CLO B LCM 32AAAA (sf)N/A19.38121.6129.11.061201661.3811/11/24
LCM 32A CLO C LCM 32AA+ (sf)N/A13.01113.9119.61.05115152.21.3211/11/24
LCM 32A CLO D LCM 32ABB+ (sf)N/A6.65107.6111.51.04110138.91.2611/11/24
LCM 32A CLO E LCM 32ABB- (sf)N/A2.93104.8107.21.02105130.11.2411/11/24
LCM 33A CLO A LCM 33AAAA (sf)AAA32.92121.6128.71.061201631.3611/11/24
LCM 33A CLO B LCM 33AAAA (sf)AA19.08121.6128.71.061201631.3611/11/24
LCM 33A CLO C LCM 33AA+ (sf)A13.22114.71201.05115150.81.3111/11/24
LCM 33A CLO D LCM 33ABB+ (sf)BBB-6.3107.6111.11.03110136.91.2411/11/24
LCM 33A CLO E LCM 33AB+ (sf)BB-2.04104.2106.31.021051271.2111/11/24
LCM 34A CLO A1 LCM 34AAAA (sf)AAA36.44121.6129.31.06120165.81.3811/11/24
LCM 34A CLO A2 LCM 34AAAA (sf)AAA32.2121.6129.31.06120165.81.3811/11/24
LCM 34A CLO B LCM 34AAAA (sf)AA19.49121.6129.31.06120165.81.3811/11/24
LCM 34A CLO C LCM 34AA+ (sf)A13.66114.7120.61.05115153.51.3311/11/24
LCM 34A CLO D LCM 34ABB+ (sf)BBB-6.77107.6111.71.04110139.11.2611/11/24
LCM 34A CLO E LCM 34AB+ (sf)BB-2.54104.2106.81.02105128.91.2311/11/24
LCM 35A CLO A1 LCM 35AAAA (sf)AAA35.9121.6128.61.06120164.81.3711/11/24
LCM 35A CLO A2 LCM 35AAAA (sf)AAA30.56121.6128.61.06120164.81.3711/11/24
LCM 35A CLO B LCM 35AAAA (sf)AA18.81121.6128.61.06120164.81.3711/11/24
LCM 35A CLO C LCM 35AA+ (sf)A12.4114119.21.05115151.41.3211/11/24