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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.

EJR Non-NRSRO CLO Ratings

Read about EJR's approach to rating CLOs

OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield

SECURITY	REPORT	EJR Rating	Other NRSRO	Diff	Curr Par Subord	OC Trigger	OC Current	OC Curr/ Trigger	IC Trigger	IC Current	IC Curr/ Trigger	Date
KKR 11 CLO BR	KKR 11	AAA (sf)	AA+		19.6	123.5	129.8	1.05	120	175.4	1.46	05/10/23
KKR 12 CLO AR2B	KKR 12	AAA (sf)	AAA		33.6	123	131.7	1.07	120	181.9	1.52	05/10/23
KKR 12 CLO BR2	KKR 12	AAA (sf)	AA+		20.88	123	131.7	1.07	120	181.9	1.52	05/10/23
KKR 13 CLO B1R	KKR 13	AAA (sf)	AAA		44.73	122	179.5	1.47	120	247.8	2.06	05/10/23
KKR 15 CLO BR	KKR 15	AAA (sf)	AA		19.25	123.1	130.5	1.06	120	168.1	1.4	05/10/23
KKR 16 CLO BR2	KKR 16	AA (sf)	N/A		12.89	114.6	121.5	1.06	115	157.9	1.37	05/10/23
KKR 17 CLO BR	KKR 17	AAA (sf)	AA		19.64	122.8	132.3	1.08	120	175.9	1.47	05/10/23
KKR 18 CLO BR	KKR 18	AAA (sf)	AA+		21.26	121.6	131.4	1.08	120	191.4	1.59	05/10/23
KKR 20 CLO B	KKR 20	AAA (sf)	AA+		19.75	122.4	130.7	1.07	115	178.3	1.55	05/10/23
KKR 21 CLO B	KKR 21	AAA (sf)	AA+		19.27	122.5	130.8	1.07	115	186	1.62	05/10/23
KKR 22A CLO B	KKR 22A	AAA (sf)	AA		19.52	122.5	131.4	1.07	120	180	1.5	05/10/23
KKR 23 CLO B	KKR 23	AAA (sf)	AA		20.33	124.1	132.5	1.07	120	180.8	1.51	05/10/23
KKR 24 CLO BR	KKR 24	AAA (sf)	AA+		19.56	123.2	132.4	1.07	120	179	1.49	05/10/23
KKR 25 CLO BR	KKR 25	AAA (sf)	AA		20.34	122.5	133.2	1.09	120	180.5	1.5	05/10/23
KKR 26 CLO BR	KKR 26	AAA (sf)	AA		19.84	122.1	132.2	1.08	120	172.7	1.44	05/10/23
KKR 27A CLO BR	KKR 27A	AAA (sf)	N/A		19.5	121.6	131.4	1.08	120	174.4	1.45	05/10/23
KKR 28A CLO B	KKR 28A	AAA (sf)	N/A		21.01	123.3	133.3	1.08	120	165.1	1.38	05/10/23
KKR 9 CLO BR2	KKR 9	AAA (sf)	AA+		22.4	123.9	133.3	1.08	120	184.5	1.54	05/10/23
KVK 2013-1A CLO BR	KVK 2013-1A	AAA (sf)	N/A		85.69	122	403.9	3.31	117.5	504.7	4.3	05/10/23
WINDR 2016-1KRA CLO BR2	WINDR 2016-1KRA	AAA (sf)	AA		19.44	124.2	134.9	1.09	117.5	176.3	1.5	05/10/23
LCM 13A CLO BR3	LCM 13A	AAA (sf)	N/A		29.16	123.3	142.4	1.15	120	182.6	1.52	05/10/23
LCM 14A CLO BR	LCM 14A	AAA (sf)	AA		15.23	121.9	127.5	1.05	120	170.4	1.42	05/10/23
LCM 15A CLO BR	LCM 15A	AAA (sf)	AA+		19.78	123.3	130.6	1.06	120	170	1.42	05/10/23
LCM 16A CLO A1BRR	LCM 16A	AAA (sf)	N/A		31.47	121.2	127.6	1.05	120	163.9	1.37	05/10/23
LCM 16A CLO BRR	LCM 16A	AAA (sf)	N/A		16.76	121.2	127.6	1.05	120	163.9	1.37	05/10/23
LCM 17A CLO A1BRR	LCM 17A	AAA (sf)	AAA		28.35	121.6	127.5	1.05	120	164.7	1.37	05/10/23
LCM 17A CLO BRR	LCM 17A	AAA (sf)	AA		15.58	121.6	127.5	1.05	120	164.7	1.37	05/10/23
LCM 19A CLO BR	LCM 19A	AAA (sf)	N/A		71.11	125.1	194.6	1.56	120	229.4	1.91	05/10/23
LCM 20A CLO BR	LCM 20A	AAA (sf)	N/A		46.85	123.3	176	1.43	120	214.8	1.79	05/10/23
LCM 21A CLO BR	LCM 21A	AAA (sf)	N/A		52.33	124.1	189.6	1.53	120	232.4	1.94	05/10/23
LCM 22A CLO BR	LCM 22A	AAA (sf)	N/A		11.51	113	119.2	1.05	110	153.3	1.39	05/10/23
LCM 23A CLO BR	LCM 23A	AA (sf)	N/A		9.11	113	116.9	1.03	110	148.1	1.35	05/10/23
LCM 24A CLO BR	LCM 24A	AAA (sf)	AA+		18.82	123.3	129.3	1.05	120	170.4	1.42	05/10/23
LCM 26A CLO B	LCM 26A	AAA (sf)	N/A		16.96	121.6	127.3	1.05	120	167.3	1.39	05/10/23
LCM 27A CLO B	LCM 27A	AAA (sf)	N/A		15.82	121.6	127.9	1.05	120	168.8	1.41	05/10/23
LCM 28A CLO B	LCM 28A	AAA (sf)	N/A		16.79	122.5	130.1	1.06	120	173.4	1.45	05/10/23
LCM 29A CLO BR	LCM 29A	AAA (sf)	N/A		16.31	121.6	129.5	1.06	120	171.8	1.43	05/10/23
LCM 30A CLO BR	LCM 30A	AAA (sf)	N/A		18.59	124.4	133	1.07	120	177.7	1.48	05/10/23
LCMLF 1A CLO B	LCMLF 1A	AAA (sf)	AA		16.91	125.2	131.6	1.05	115	180.7	1.57	05/10/23
LJVI 2022-1A CLO B	LJVI 2022-1A	AAA (sf)	AA		28.21	141.1	151.4	1.07	120	242.5	2.02	05/10/23
THLLS 2019-1A CLO BR	THLLS 2019-1A	BBB+ (sf)	AA		28.31	140.4	149.4	1.06	120	209	1.74	05/10/23
LSHR 2019-2A CLO BR	LSHR 2019-2A	BBB+ (sf)	AA		27.33	137.1	147	1.07	120	227.3	1.89	05/10/23
LSHR 2021-1A CLO B	LSHR 2021-1A	BB+ (sf)	N/A		28.81	138.2	147.7	1.07	120	219.5	1.83	05/10/23
LWCLO 2014-1A BRR	LWCLO 2014-1A	AAA (sf)	AAA		22.95	126.5	134.7	1.06	120	168.8	1.41	05/10/23
LNGPT 2017-1A CLO A1B	LNGPT 2017-1A	AAA (sf)	AAA		28.63	114.1	118.9	1.04	115	159.9	1.39	05/10/23
LNGPT 2017-1A CLO B	LNGPT 2017-1A	A+ (sf)	A		10.74	114.1	118.9	1.04	115	159.9	1.39	05/10/23
MDPK 2014-14A CLO BRR	MDPK 2014-14A	AAA (sf)	AA		21.58	125	132.2	1.06	120	178.8	1.49	05/10/23
MDPK 2015-19A CLO B1R2	MDPK 2015-19A	AAA (sf)	AA-		19.79	115.5	126.5	1.1	115	169.1	1.47	05/10/23
MDPK 2015-19A CLO B2R2	MDPK 2015-19A	AAA (sf)	AA-		19.79	115.5	126.5	1.1	115	169.1	1.47	05/10/23
MDPK 2016-20A CLO BR	MDPK 2016-20A	AAA (sf)	N/A		19.46	121.2	129.7	1.07	120	181.1	1.51	05/10/23