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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 23 CLO E KKR 23BB (sf)BB-4.5104.7105.71.01105163.71.5611/11/24
KKR 23 CLO F KKR 23B- (sf)B-2.67      11/11/24
KKR 24 CLO A1R KKR 24AAA (sf)AAA39.52123.2131.41.07120183.11.5311/11/24
KKR 24 CLO A2R KKR 24AAA (sf)AAA35.72123.2131.41.07120183.11.5311/11/24
KKR 24 CLO BR KKR 24AAA (sf)AA+24.2123.2131.41.07120183.11.5311/11/24
KKR 24 CLO CR KKR 24AA+ (sf)A+18.55117.11231.05115169.91.4811/11/24
KKR 24 CLO DR KKR 24BBB+ (sf)BBB11.87110.6114.41.03110154.81.4111/11/24
KKR 24 CLO E KKR 24BB (sf)BB-5.24105.31071.02   11/11/24
KKR 25 CLO A1R KKR 25AAA (sf)AAA36.11122.5131.11.07120177.21.4811/11/24
KKR 25 CLO A2R KKR 25AAA (sf)AAA36.11122.5131.11.07120177.21.4811/11/24
KKR 25 CLO BR KKR 25AAA (sf)AA22.46122.5131.11.07120177.21.4811/11/24
KKR 25 CLO CR KKR 25A+ (sf)A17.05115.9122.61.06110163.71.4911/11/24
KKR 25 CLO DR KKR 25BB+ (sf)BBB-10.35108.6113.41.04105147.81.4111/11/24
KKR 25 CLO ER KKR 25BB- (sf)BB-5.46103.7107.61.04   11/11/24
KKR 26 CLO AR KKR 26AAA (sf)AAA33.97122.1130.11.07120170.71.4211/11/24
KKR 26 CLO BR KKR 26AAA (sf)AA21.92122.1130.11.07120170.71.4211/11/24
KKR 26 CLO CR KKR 26A+ (sf)A16.96116.2122.31.05115159.21.3811/11/24
KKR 26 CLO DR KKR 26BB+ (sf)BBB-10.49109.3113.51.04110144.61.3111/11/24
KKR 26 CLO ER KKR 26BB- (sf)BB-5.08103.71071.03   11/11/24
KKR 27A CLO AR KKR 27AAAA (sf)N/A33.94121.6129.31.06120172.51.4411/11/24
KKR 27A CLO BR KKR 27AAAA (sf)N/A21.55121.6129.31.06120172.51.4411/11/24
KKR 27A CLO CR KKR 27AA+ (sf)N/A15.36114119.91.05110158.41.4411/11/24
KKR 27A CLO DR KKR 27ABB+ (sf)N/A9.16107.6111.71.04105144.91.3811/11/24
KKR 27A CLO ER KKR 27ABB- (sf)N/A5.03103.7106.81.03   11/11/24
KKR 28A CLO XR KKR 28AAAA (sf)AAA 121.6131.31.08120167.81.411/11/24
KKR 28A CLO AR KKR 28AAAA (sf)AAA34.21121.6131.31.08120167.81.411/11/24
KKR 28A CLO BR KKR 28AAAA (sf)AA21.88121.6131.31.08120167.81.411/11/24
KKR 28A CLO CR KKR 28AA+ (sf)A15.71114121.71.07110153.61.411/11/24
KKR 28A CLO DR KKR 28ABB+ (sf)BBB-9.54107.6113.41.05105139.91.3311/11/24
KKR 28A CLO ER KKR 28ABB- (sf)BB-5.43103.7108.51.05   11/11/24
KKR 29A CLO AR KKR 29AAAA (sf)AAA34.22121.6130.51.071151681.4611/11/24
KKR 29A CLO BR KKR 29AAAA (sf)N/A21.88121.6130.51.071151681.4611/11/24
KKR 29A CLO CR KKR 29AA+ (sf)N/A15.721141211.06110154.31.411/11/24
KKR 29A CLO D1R KKR 29ABB+ (sf)N/A10.58107.3112.41.051051401.3311/11/24
KKR 29A CLO D2R KKR 29ABB+ (sf)N/A9.29107.3112.41.051051401.3311/11/24
KKR 29A CLO ER KKR 29ABB- (sf)N/A5.44103.7107.81.04   11/11/24
KKR 30A CLO X KKR 30AAAA (sf)AAA 121.4131.21.08120164.21.3711/11/24
KKR 30A CLO A1R2 KKR 30AAAA (sf)AAA34.43121.4131.21.08120164.21.3711/11/24
KKR 30A CLO AJR2 KKR 30AAAA (sf)AAA32.38121.4131.21.08120164.21.3711/11/24
KKR 30A CLO BR2 KKR 30AAAA (sf)AA22.13121.4131.21.08120164.21.3711/11/24
KKR 30A CLO CR2 KKR 30AA+ (sf)A16.5114.5122.31.07115152.11.3211/11/24
KKR 30A CLO D1R2 KKR 30ABBB- (sf)BBB-10.86106.21121.05110136.71.2411/11/24
KKR 30A CLO D2R2 KKR 30ABB- (sf)BBB-8.81106.21121.05110136.71.2411/11/24
KKR 30A CLO ER2 KKR 30ABB- (sf)BB-5.74103.5108.31.05   11/11/24
KKR 31A CLO A1 KKR 31AAAA (sf)AAA38.2121.6129.61.07120177.51.4811/11/24
KKR 31A CLO A2 KKR 31AAAA (sf)N/A36.14121.6129.61.07120177.51.4811/11/24
KKR 31A CLO B KKR 31AAAA (sf)N/A21.72121.6129.61.07120177.51.4811/11/24
KKR 31A CLO C KKR 31AA+ (sf)N/A15.54114120.21.05115163.31.4211/11/24
KKR 31A CLO D KKR 31ABB+ (sf)N/A9.36107.61121.04110149.81.3611/11/24
KKR 31A CLO E KKR 31ABB- (sf)N/A5.24103.7107.11.03   11/11/24