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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
KKR 12 CLO AR2B KKR 12AAA (sf)AAA32.17123132.81.081202502.0807/15/22
KKR 12 CLO BR2 KKR 12AAA (sf)AA20.3123132.81.081202502.0807/15/22
KKR 13 CLO B1R KKR 13AAA (sf)AA+37.55122166.91.37120328.62.7407/15/22
KKR 15 CLO BR KKR 15AAA (sf)AA19.82123.1132.11.071202321.9307/15/22
KKR 16 CLO BR2 KKR 16A+ (sf)N/A13.67114.6123.11.07115218.31.907/15/22
KKR 17 CLO BR KKR 17AAA (sf)AA20.46122.8133.81.09120264.72.2107/15/22
KKR 18 CLO BR KKR 18AAA (sf)AA+19.29121.6130.91.08120255.22.1307/15/22
KKR 20 CLO B KKR 20AAA (sf)AA20.17122.4132.41.08115251.92.1907/15/22
KKR 21 CLO B KKR 21AAA (sf)AA20.59122.5132.21.08115276.92.4107/15/22
KKR 22A CLO B KKR 22AAAA (sf)AA20.81122.5132.61.08120244.82.0407/15/22
KKR 23 CLO B KKR 23AAA (sf)AA20.92124.1133.81.08120255.92.1307/15/22
KKR 24 CLO BR KKR 24AAA (sf)AA+21.23123.2133.11.08120252.42.107/15/22
KKR 25 CLO BR KKR 25AAA (sf)AA20.9122.5133.61.09120248.32.0707/15/22
KKR 26 CLO BR KKR 26AAA (sf)AA20.39122.1132.81.09120239.21.9907/15/22
KKR 28A CLO B KKR 28AAAA (sf)N/A21.47123.3134.31.09120270.82.2607/15/22
KKR 9 CLO BR2 KKR 9AAA (sf)AA+22.3123.9132.21.07120257.22.1407/15/22
KVK 2013-1A CLO BR KVK 2013-1AAAA (sf)N/A57.68122241.81.98117.5428.43.6507/15/22
WINDR 2016-1KRA CLO BR2 WINDR 2016-1KRAAAA (sf)AA22.06124.2134.51.08117.5261.82.2307/15/22
LCM 13A CLO BR3 LCM 13AAAA (sf)N/A22.23123.3135.91.1120250.92.0907/15/22
LCM 14A CLO BR LCM 14AAAA (sf)AA17.07121.9128.71.06120234.31.9507/15/22
LCM 15A CLO BR LCM 15AAAA (sf)AA+18.53123.3130.21.06120236.71.9707/15/22
LCM 16A CLO A1BRR LCM 16AAAA (sf)N/A32.26121.2128.61.06120220.41.8407/15/22
LCM 16A CLO BRR LCM 16AAAA (sf)N/A17.71121.2128.61.06120220.41.8407/15/22
LCM 17A CLO A1BRR LCM 17AAAA (sf)AAA29.63121.6128.31.06120225.71.8807/15/22
LCM 17A CLO BRR LCM 17AAAA (sf)AA17.08121.6128.31.06120225.71.8807/15/22
LCM 19A CLO BR LCM 19AAAA (sf)N/A36.04125.1165.81.33120245.52.0507/15/22
LCM 20A CLO BR LCM 20AAAA (sf)N/A32.94123.3158.41.28120271.62.2607/15/22
LCM 21A CLO BR LCM 21AAAA (sf)N/A35.35124.1164.81.33120279.62.3307/15/22
LCM 22A CLO BR LCM 22AAA+ (sf)N/A10.87113119.31.06110198.91.8107/15/22
LCM 23A CLO BR LCM 23AA+ (sf)N/A9.35113117.51.04110198.91.8107/15/22
LCM 24A CLO BR LCM 24AAAA (sf)AA+18.15123.3129.51.05120239.5207/15/22
LCM 26A CLO B LCM 26AAAA (sf)N/A17.45121.6128.51.06120229.11.9107/15/22
LCM 27A CLO B LCM 27AAAA (sf)N/A17.36121.6128.91.061202321.9307/15/22
LCM 28A CLO B LCM 28AAAA (sf)N/A18.66122.5131.21.07120229.51.9107/15/22
LCM 29A CLO BR LCM 29AAAA (sf)N/A18.34121.6130.71.07120245.62.0507/15/22
LCM 30A CLO BR LCM 30AAAA (sf)N/A20.43124.4134.11.08120245.52.0507/15/22
LCMLF 1A CLO B LCMLF 1AAAA (sf)AA19.26125.2132.41.06115249.52.1707/15/22
LWCLO 2014-1A BRR LWCLO 2014-1AAAA (sf)AA+20.4126.5135.11.07120210.61.7507/15/22
LNGPT 2017-1A CLO A1B LNGPT 2017-1AAAA (sf)AAA30.53114.1120.61.06115217.31.8907/15/22
LNGPT 2017-1A CLO B LNGPT 2017-1AA+ (sf)A13.12114.1120.61.06115217.31.8907/15/22
MDPK 2014-14A CLO BRR MDPK 2014-14AAAA (sf)AA22.01125132.61.06120237.71.9807/15/22
MDPK 2015-19A CLO B1R2 MDPK 2015-19AAAA (sf)AA-17.75115.5124.51.08115219.91.9107/15/22
MDPK 2015-19A CLO B2R2 MDPK 2015-19AAAA (sf)AA-17.75115.5124.51.08115219.91.9107/15/22
MDPK 2016-20A CLO BR MDPK 2016-20AAAA (sf)N/A19.75121.2129.91.07120235.71.9607/15/22
MDPK 2016-21A CLO A1BRR MDPK 2016-21AAAA (sf)AAA32.08114121.41.06110218.21.9807/15/22
MDPK 2016-21A CLO BRR MDPK 2016-21AA+ (sf)N/A14.31114121.41.06110218.21.9807/15/22
MDPK 2016-22A CLO BR MDPK 2016-22AAAA (sf)N/A20.73121.6130.61.07120233.11.9407/15/22
MDPK 2017-25A CLO BR MDPK 2017-25AA+ (sf)A15.55115.2122.51.061152181.907/15/22
MDPK 2018-27A CLO A1B MDPK 2018-27AAAA (sf)AAA34.68113.51211.07110230.42.0907/15/22
MDPK 2018-27A CLO B MDPK 2018-27AA+ (sf)N/A14.67113.51211.07110230.42.0907/15/22