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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 15 CLO BR KKR 15AAA (sf)AA22.45123.1131.81.07120317.72.6504/07/22
KKR 16 CLO BR2 KKR 16A+ (sf)N/A16.75114.6122.81.07115281.12.4404/07/22
KKR 17 CLO BR KKR 17AAA (sf)AA23.33122.8133.61.09120365.43.0404/07/22
KKR 18 CLO BR KKR 18AAA (sf)AA+21.87121.6130.71.071203693.0804/07/22
KKR 20 CLO B KKR 20AAA (sf)AA22.74122.4132.21.08115341.72.9704/07/22
KKR 21 CLO B KKR 21AAA (sf)AA22.61122.5132.11.08115401.43.4904/07/22
KKR 22A CLO B KKR 22AAAA (sf)AA22.92122.5132.51.08120338.52.8204/07/22
KKR 23 CLO B KKR 23AAA (sf)AA23.6124.1133.41.07120331.92.7704/07/22
KKR 24 CLO BR KKR 24AAA (sf)AA+23.24123.2132.81.08120339.72.8304/07/22
KKR 25 CLO BR KKR 25AAA (sf)AA23.47122.5133.31.09120329.32.7404/07/22
KKR 26 CLO BR KKR 26AAA (sf)AA23.06122.1132.51.09120335.42.7904/07/22
KKR 28A CLO B KKR 28AAAA (sf)N/A23.96123.3133.71.081203492.9104/07/22
KKR 9 CLO BR2 KKR 9AAA (sf)AA+22.66123.9132.11.071203963.304/07/22
KVK 2013-1A CLO BR KVK 2013-1AAAA (sf)N/A53.72122219.31.8117.5529.14.504/07/22
WINDR 2016-1KRA CLO BR2 WINDR 2016-1KRAAAA (sf)AA23.61124.2134.71.08117.5334.82.8504/07/22
LCM 13A CLO BR3 LCM 13AAAA (sf)N/A22.71123.31341.09120366.83.0604/07/22
LCM 14A CLO BR LCM 14AAAA (sf)AA18.74121.91281.05120322.32.6904/07/22
LCM 15A CLO BR LCM 15AAAA (sf)AA+19.99123.3129.61.05120325.62.7104/07/22
LCM 16A CLO A1BRR LCM 16AAAA (sf)N/A33.43121.21281.06120292.72.4404/07/22
LCM 16A CLO BRR LCM 16AAAA (sf)N/A19.14121.21281.06120292.72.4404/07/22
LCM 17A CLO A1BRR LCM 17AAAA (sf)AAA30.97121.6127.71.05120311.22.5904/07/22
LCM 17A CLO BRR LCM 17AAAA (sf)AA18.66121.6127.71.05120311.22.5904/07/22
LCM 19A CLO BR LCM 19AAAA (sf)N/A36.09125.1158.81.271203202.6704/07/22
LCM 20A CLO BR LCM 20AAAA (sf)N/A32.66123.31541.25120333.22.7804/07/22
LCM 21A CLO BR LCM 21AAAA (sf)N/A35.14124.1159.71.29120404.73.3704/07/22
LCM 22A CLO BR LCM 22AA+ (sf)N/A14.09113118.21.051102732.4804/07/22
LCM 23A CLO BR LCM 23AA+ (sf)N/A11.07113116.71.031102702.4504/07/22
LCM 24A CLO BR LCM 24AAAA (sf)AA+19.62123.31291.05120336.32.804/07/22
LCM 26A CLO B LCM 26AAAA (sf)N/A18.95121.6127.91.05120314.32.6204/07/22
LCM 27A CLO B LCM 27AAAA (sf)N/A18.99121.6128.11.05120304.52.5404/07/22
LCM 28A CLO B LCM 28AAAA (sf)N/A20.27122.5130.31.06120309.82.5804/07/22
LCM 29A CLO BR LCM 29AAAA (sf)N/A19.98121.6129.81.07120345.22.8804/07/22
LCM 30A CLO BR LCM 30AAAA (sf)N/A22.01124.4133.21.07120345.92.8804/07/22
LCMLF 1A CLO B LCMLF 1AAAA (sf)AA20.97125.2131.61.05115348.63.0304/07/22
LWCLO 2014-1A BRR LWCLO 2014-1AAAA (sf)AA+23.7126.5135.41.07120317.12.6404/07/22
LNGPT 2017-1A CLO A1B LNGPT 2017-1AAAA (sf)AAA32.43114.1120.71.06115307.12.6704/07/22
LNGPT 2017-1A CLO B LNGPT 2017-1AA+ (sf)A15.49114.1120.71.06115307.12.6704/07/22
MDPK 2014-14A CLO BRR MDPK 2014-14AAAA (sf)AA24.1125132.51.06120343.32.8604/07/22
MDPK 2015-19A CLO B1R2 MDPK 2015-19AAAA (sf)AA-18.23115.51241.07115342.52.9804/07/22
MDPK 2015-19A CLO B2R2 MDPK 2015-19AAAA (sf)AA-18.23115.51241.07115342.52.9804/07/22
MDPK 2016-20A CLO BR MDPK 2016-20AAAA (sf)N/A22.34121.2129.61.07120354.42.9504/07/22
MDPK 2016-21A CLO A1BRR MDPK 2016-21AAAA (sf)AAA33.55114120.81.06110317.62.8904/07/22
MDPK 2016-21A CLO BRR MDPK 2016-21AA- (sf)N/A16.17114120.81.06110317.62.8904/07/22
MDPK 2016-22A CLO BR MDPK 2016-22AAAA (sf)N/A22.33121.6130.21.07120325.92.7204/07/22
MDPK 2017-25A CLO BR MDPK 2017-25AA+ (sf)A17.68115.2122.51.06115326.12.8404/07/22
MDPK 2018-27A CLO A1B MDPK 2018-27AAAA (sf)AAA35.46113.5120.81.06110327.92.9804/07/22
MDPK 2018-27A CLO B MDPK 2018-27AA (sf)N/A15.69113.5120.81.06110327.92.9804/07/22
MDPK 2018-28A CLO B MDPK 2018-28AAAA (sf)N/A24.12124.3132.81.07120379.13.1604/07/22
MDPK 2018-30A CLO B MDPK 2018-30AAAA (sf)N/A20.94120.7129.71.07120451.83.7704/07/22
MDPK 2018-32A CLO BR MDPK 2018-32AAAA (sf)N/A23.67123132.21.07120386.33.2204/07/22