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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 31A CLO B KKR 31AAAA (sf)N/A21.72121.6129.61.07120177.51.4811/11/24
KKR 32A CLO BR KKR 32AAAA (sf)N/A22.07121.6130.91.08120150.11.2511/11/24
KKR 33A CLO B KKR 33AAAA (sf)N/A21.36121.7129.51.06115173.51.5111/11/24
KKR 34A CLO B KKR 34AAAA (sf)AA21.84122.5130.41.06120174.21.4511/11/24
KKR 35A CLO B KKR 35AAAA (sf)N/A21.7121.61301.071201761.4711/11/24
KKR 36A CLO B KKR 36AAAA (sf)N/A21.14121.6129.21.06120173.51.4511/11/24
KKR 37A CLO B1 KKR 37AAAA (sf)AA21.05121.6128.71.06115174.91.5211/11/24
KKR 37A CLO B2 KKR 37AA+ (sf)AA21.05121.6128.71.06115174.91.5211/11/24
KKR 38A CLO B KKR 38AAAA (sf)AA21.13121.61291.061151771.5411/11/24
KKR 40A CLO BR KKR 40AAAA (sf)AA+20.95121.6129.11.06120170.81.4211/11/24
KKR 2022-41A CLO B KKR 2022-41AAAA (sf)AA20.96121.6128.91.06115177.31.5411/11/24
KKR 42A CLO B KKR 42AAAA (sf)AA21.96122.5130.61.07120172.51.4411/11/24
KKR 2022-43A CLO BR KKR 2022-43AAAA (sf)N/A22.65122.51321.08115160.91.411/11/24
KKR 2023-46A CLO BR KKR 2023-46AAAA (sf)AA22.76121.6131.61.08120148.31.2411/11/24
KKR 49A CLO B1 KKR 49AAAA (sf)AA22.11122.51311.07115173.41.5111/11/24
KKR 49A CLO B2 KKR 49AAA+ (sf)AA22.11122.51311.07115173.41.5111/11/24
KKR 2023-52A CLO B1 KKR 2023-52AAAA (sf)N/A22.64121.7131.51.08115162.61.4111/11/24
KKR 2023-52A CLO B2 KKR 2023-52AAA+ (sf)N/A22.64121.7131.51.08115162.61.4111/11/24
KKR 9 CLO BR2 KKR 9AAA (sf)AAA39.86123.9156.31.26120228.21.911/11/24
WINDR 2016-1KRA CLO BR2 WINDR 2016-1KRAAAA (sf)AA19.28124.2128.91.04117.5157.61.3411/11/24
LCM 14A CLO BR LCM 14AAAA (sf)AA+29.21121.9142.41.17120194.41.6211/11/24
LCM 15A CLO BR LCM 15AAAA (sf)AAA47.13123.3183.11.48120249.82.0811/11/24
LCM 16A CLO A1BRR LCM 16AAAA (sf)N/A50.43121.2139.91.15120183.21.5311/11/24
LCM 16A CLO BRR LCM 16AAAA (sf)N/A27.62121.2139.91.15120183.21.5311/11/24
LCM 17A CLO A1BRR LCM 17AAAA (sf)AAA43.73121.6136.71.12120180.31.511/11/24
LCM 17A CLO BRR LCM 17AAAA (sf)AA25.24121.6136.71.12120180.31.511/11/24
LCM 22A CLO BR LCM 22AAAA (sf)N/A40.04113157.11.39110209.41.911/11/24
LCM 23A CLO BR LCM 23AAAA (sf)N/A29.96113138.71.23110175.61.611/11/24
LCM 24A CLO BR LCM 24AAAA (sf)AAA42.75123.31721.39120237.81.9811/11/24
LCM 26A CLO B LCM 26AAAA (sf)N/A32.52121.6149.91.23120203.71.711/11/24
LCM 27A CLO B LCM 27AAAA (sf)N/A26.25121.6139.11.14120183.61.5311/11/24
LCM 28A CLO B LCM 28AAAA (sf)N/A26.33122.5137.81.12120184.21.5311/11/24
LCM 29A CLO BR LCM 29AAAA (sf)N/A20.03121.6129.71.07120174.41.4511/11/24
LCM 30A CLO BR LCM 30AAAA (sf)N/A23.25124.4134.31.08120181.71.5111/11/24
LCM 31A CLO BR LCM 31AAAA (sf)N/A20.06121.4131.11.081201671.3911/11/24
LCM 32A CLO B LCM 32AAAA (sf)N/A19.38121.6129.11.061201661.3811/11/24
LCM 33A CLO B LCM 33AAAA (sf)AA19.08121.6128.71.061201631.3611/11/24
LCM 34A CLO B LCM 34AAAA (sf)AA19.49121.6129.31.06120165.81.3811/11/24
LCM 35A CLO B LCM 35AAAA (sf)AA18.81121.6128.61.06120164.81.3711/11/24
LCM 36A CLO B LCM 36AAAA (sf)AA18.39121.6128.61.061201691.4111/11/24
LCM 37A CLO B LCM 37AAAA (sf)AA19.24121.6129.31.06120168.61.4111/11/24
LCM 38A CLO A1BR LCM 38AAAA (sf)AAA34.46123.6133.11.08120165.51.3811/11/24
LCM 38A CLO B1R LCM 38AAAA (sf)AAA22.12123.6133.11.08120165.51.3811/11/24
LCM 38A CLO B2R LCM 38AAA+ (sf)AAA22.12123.6133.11.08120165.51.3811/11/24
LCM 39A CLO B1 LCM 39AAAA (sf)AA23.47124.9134.61.08120158.71.3211/11/24
LCM 39A CLO B2 LCM 39AAAA (sf)AA23.47124.9134.61.08120158.71.3211/11/24
LCM 40A CLO B1 LCM 40AAAA (sf)AA21.18121.6131.31.08120153.71.2811/11/24
LCM 40A CLO B2 LCM 40AAA+ (sf)AA21.18121.6131.31.08120153.71.2811/11/24
LCMLF 1A CLO B LCMLF 1AAAA (sf)AA+28.13125.2142.71.14115198.51.7311/11/24
LSHR 2019-2A CLO BRR LSHR 2019-2AAA+ (sf)N/A37.82137.1153.11.12120243.82.0311/11/24