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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 DR2 KKR 12A+ (sf)BBB14.76109.6116.61.06110159.31.4511/11/24
KKR 12 CLO ER2 KKR 12BB (sf)BB-5.48104.7106.31.02105137.41.3111/11/24
KKR 13 CLO CR KKR 13NRAAA 116.8549.54.7110791.97.211/11/24
KKR 13 CLO DR KKR 13AAA (sf)AAA64.2110.3204.71.86105277.72.6411/11/24
KKR 13 CLO ER KKR 13AAA (sf)BBB30.21104.7132.11.26   11/11/24
KKR 13 CLO FR KKR 13AAA (sf)B+18.89      11/11/24
KKR 15 CLO A1R2 KKR 15AAA (sf)AAA42.28123.1132.21.07120189.81.5811/11/24
KKR 15 CLO A2R2 KKR 15AAA (sf)AAA37.61123.1132.21.07120189.81.5811/11/24
KKR 15 CLO BR2 KKR 15AAA (sf)AAA25123.1132.21.07120189.81.5811/11/24
KKR 15 CLO CR2 KKR 15AAA (sf)A+18.86116.91231.05115175.21.5211/11/24
KKR 15 CLO DR2 KKR 15BBB+ (sf)BBB-11.31110.1113.31.031101581.4411/11/24
KKR 15 CLO ER2 KKR 15BB (sf)BB-3.99103.7105.31.02   11/11/24
KKR 15 CLO FR KKR 15CCC+ (sf)CCC+2.75      11/11/24
KKR 16 CLO A1R2 KKR 16AAA (sf)AAA34.3114.6119.81.05115156.71.3611/11/24
KKR 16 CLO A2R2 KKR 16AAA (sf)N/A20.74114.6119.81.05115156.71.3611/11/24
KKR 16 CLO BR2 KKR 16A+ (sf)N/A14.95114.6119.81.05115156.71.3611/11/24
KKR 16 CLO CR2 KKR 16BB+ (sf)N/A8.75108.3111.61.03110143.31.311/11/24
KKR 16 CLO DR2 KKR 16BB- (sf)N/A4.32104106.51.02105131.81.2611/11/24
KKR 17 CLO AR KKR 17AAA (sf)AAA35.24122.8129.91.06120174.31.4511/11/24
KKR 17 CLO BR KKR 17AAA (sf)AA21.76122.8129.91.06120174.31.4511/11/24
KKR 17 CLO C1R KKR 17A+ (sf)A16.33116.2121.51.05110163.31.4811/11/24
KKR 17 CLO C2R KKR 17BBB+ (sf)A16.33116.2121.51.05110163.31.4811/11/24
KKR 17 CLO DR KKR 17BB+ (sf)BBB-9.75109.1112.71.03105147.71.4111/11/24
KKR 17 CLO ER KKR 17B+ (sf)BB-3.9102.6105.81.03   11/11/24
KKR 18 CLO AR KKR 18AAA (sf)AAA58.45121.6149.91.231202151.7911/11/24
KKR 18 CLO BR KKR 18AAA (sf)AA+36.01121.6149.91.231202151.7911/11/24
KKR 18 CLO CR KKR 18AAA (sf)A26.67115.5133.21.15115187.91.6311/11/24
KKR 18 CLO D KKR 18AA- (sf)BBB-15.45108.9117.41.08110159.21.4511/11/24
KKR 18 CLO E KKR 18BB (sf)B+6.1103.7106.91.03   11/11/24
KKR 20 CLO AR KKR 20AAA (sf)AAA53.16122.4146.41.2115332.12.8911/11/24
KKR 20 CLO BR KKR 20AAA (sf)AAA33.84122.4146.41.2115332.12.8911/11/24
KKR 20 CLO CR KKR 20AAA (sf)AA24.26115.2129.91.13110291.32.6511/11/24
KKR 20 CLO DR KKR 20A+ (sf)BBB+13.68108.3115.61.07105251.92.411/11/24
KKR 20 CLO E KKR 20BB+ (sf)BB-6.12104.3107.11.03   11/11/24
KKR 21 CLO A KKR 21AAA (sf)AAA42.86122.5136.41.11115196.31.7111/11/24
KKR 21 CLO B KKR 21AAA (sf)AA+28.11122.5136.41.11115196.31.7111/11/24
KKR 21 CLO C KKR 21AAA (sf)A+20.53115.6124.81.08110177.91.6211/11/24
KKR 21 CLO D KKR 21BBB+ (sf)BBB-11.62108.6113.41.04105158.51.5111/11/24
KKR 21 CLO E KKR 21BB (sf)BB-4.95104.5106.11.02   11/11/24
KKR 21 CLO F KKR 21CCC+ (sf)B-2.14      11/11/24
KKR 22A CLO A KKR 22AAAA (sf)AAA41.36122.5135.41.11120193.31.6111/11/24
KKR 22A CLO B KKR 22AAAA (sf)AA+27.29122.5135.41.11120193.31.6111/11/24
KKR 22A CLO C KKR 22AAAA (sf)A+20.6116.2125.11.08115176.91.5411/11/24
KKR 22A CLO D KKR 22AA- (sf)BBB-12.56109.6114.71.05110158.61.4411/11/24
KKR 22A CLO E KKR 22ABB (sf)BB-5.2103.7106.51.03   11/11/24
KKR 23 CLO A1R KKR 23AAA (sf)AAA43.68124.1134.71.09120252.62.111/11/24
KKR 23 CLO A2R KKR 23AAA (sf)AAA38.63124.1134.71.09120252.62.111/11/24
KKR 23 CLO BR KKR 23AAA (sf)AAA26.56124.1134.71.09120252.62.111/11/24
KKR 23 CLO CR KKR 23AAA (sf)AA19.98117.4124.51.06115231.52.0111/11/24
KKR 23 CLO DR KKR 23BBB+ (sf)BBB+11.77109.9113.81.04110206.51.8811/11/24