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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
RAD 2019-4A CLO B2 RAD 2019-4AAAA (sf)AA18.931241331.07120142.51.1911/30/22
RAD 2019-5A CLO BR RAD 2019-5AAAA (sf)AA+18.99123.5132.71.07120154.31.2911/30/22
RAD 2019-6A CLO B1 RAD 2019-6AAAA (sf)AA20.37125.2135.21.08115155.21.3511/30/22
RAD 2019-6A CLO B2 RAD 2019-6AAAA (sf)AA20.37125.2135.21.08115155.21.3511/30/22
RAD 2020-7A CLO B1 RAD 2020-7AAAA (sf)N/A19.69121.6133.61.1120167.11.3911/30/22
RAD 2020-7A CLO B2 RAD 2020-7AAA+ (sf)N/A19.69121.6133.61.1120167.11.3911/30/22
KCAP 2017-1A CLO B KCAP 2017-1AAA+ (sf)N/A30.19136.7155.21.14120210.41.7511/30/22
KKR 10 CLO BR KKR 10AAA (sf)N/A25.96121.6144.41.19120187.81.5711/30/22
KKR 11 CLO BR KKR 11AAA (sf)AA17.95123.5131.31.06120164.31.3711/30/22
KKR 12 CLO AR2B KKR 12AAA (sf)AAA30.6123132.11.07120169.41.4111/30/22
KKR 12 CLO BR2 KKR 12AAA (sf)AA+18.45123132.11.07120169.41.4111/30/22
KKR 13 CLO B1R KKR 13AAA (sf)AAA40.14122176.61.45120224.71.8711/30/22
KKR 15 CLO BR KKR 15AAA (sf)AA18123.1131.91.07120155.81.311/30/22
KKR 16 CLO BR2 KKR 16A+ (sf)N/A11.55114.61231.07115140.71.2211/30/22
KKR 17 CLO BR KKR 17AAA (sf)AA18.47122.8133.31.09120164.41.3711/30/22
KKR 18 CLO BR KKR 18AAA (sf)AA+18.14121.6131.61.08120159.71.3311/30/22
KKR 20 CLO B KKR 20AAA (sf)AA18.29122.4132.31.081151571.3711/30/22
KKR 21 CLO B KKR 21AAA (sf)AA18.16122.5131.81.081151651.4311/30/22
KKR 22A CLO B KKR 22AAAA (sf)AA18.32122.5132.91.08120155.31.2911/30/22
KKR 23 CLO B KKR 23AAA (sf)AA19.07124.1133.71.08120154.81.2911/30/22
KKR 24 CLO BR KKR 24AAA (sf)AA+18.84123.2133.31.081201551.2911/30/22
KKR 25 CLO BR KKR 25AAA (sf)AA19.11122.51341.09120162.51.3511/30/22
KKR 26 CLO BR KKR 26AAA (sf)AA18.62122.1133.21.091201581.3211/30/22
KKR 27A CLO BR KKR 27AAAA (sf)N/A18.26121.6132.61.09120161.51.3511/30/22
KKR 28A CLO B KKR 28AAAA (sf)N/A19.92123.3134.51.09120178.61.4911/30/22
KKR 9 CLO BR2 KKR 9AAA (sf)AA+18.91123.9131.81.06120186.91.5611/30/22
KVK 2013-1A CLO BR KVK 2013-1AAAA (sf)N/A67.95122333.42.73117.5414.43.5311/30/22
WINDR 2016-1KRA CLO BR2 WINDR 2016-1KRAAAA (sf)AA19.4124.2135.81.09117.5171.61.4611/30/22
LCM 13A CLO BR3 LCM 13AAAA (sf)N/A24.07123.3141.11.14120174.31.4511/30/22
LCM 14A CLO BR LCM 14AAAA (sf)AA14.76121.9128.41.05120156.51.311/30/22
LCM 15A CLO BR LCM 15AAAA (sf)AA+17.4123.3130.61.06120160.11.3311/30/22
LCM 16A CLO A1BRR LCM 16AAAA (sf)N/A31.01121.2128.31.06120155.41.311/30/22
LCM 16A CLO BRR LCM 16AAAA (sf)N/A16.2121.2128.31.06120155.41.311/30/22
LCM 17A CLO A1BRR LCM 17AAAA (sf)AAA27.98121.6128.11.05120159.31.3311/30/22
LCM 17A CLO BRR LCM 17AAAA (sf)AA15.14121.6128.11.05120159.31.3311/30/22
LCM 19A CLO BR LCM 19AAAA (sf)N/A40.68125.1181.31.45120204.81.7111/30/22
LCM 20A CLO BR LCM 20AAAA (sf)N/A36.74123.3170.71.38120193.51.6111/30/22
LCM 21A CLO BR LCM 21AAAA (sf)N/A40.03124.11801.45120215.91.811/30/22
LCM 22A CLO BR LCM 22AAA+ (sf)N/A9.71113120.11.06110141.41.2911/30/22
LCM 23A CLO BR LCM 23AA+ (sf)N/A7.811131181.04110139.31.2711/30/22
LCM 24A CLO BR LCM 24AAAA (sf)AA+16.83123.3129.81.05120158.51.3211/30/22
LCM 26A CLO B LCM 26AAAA (sf)N/A15.61121.6128.21.05120153.41.2811/30/22
LCM 27A CLO B LCM 27AAAA (sf)N/A15.29121.6128.71.06120161.71.3511/30/22
LCM 28A CLO B LCM 28AAAA (sf)N/A16.38122.5131.11.07120156.91.3111/30/22
LCM 29A CLO BR LCM 29AAAA (sf)N/A15.79121.6130.31.07120183.81.5311/30/22
LCM 30A CLO BR LCM 30AAAA (sf)N/A18.14124.4133.91.08120163.51.3611/30/22
LCMLF 1A CLO B LCMLF 1AAAA (sf)AA16.6125.2132.21.06115161.81.4111/30/22
LJVI 2022-1A CLO B LJVI 2022-1AAAA (sf)AA28.57141.1151.51.07120226.61.8911/30/22
THLLS 2019-1A CLO BR THLLS 2019-1AA+ (sf)AA28.97140.4150.21.07120199.21.6611/30/22
LSHR 2019-2A CLO BR LSHR 2019-2AA+ (sf)AA28.21137.1147.41.08120215.41.811/30/22