By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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 32A CLO AR KKR 32AAAA (sf)N/A35.4121.6130.91.08120150.11.2511/11/24
KKR 32A CLO AL KKR 32AAAA (sf)N/A35.4121.6130.91.08120150.11.2511/11/24
KKR 32A CLO BR KKR 32AAAA (sf)N/A22.07121.6130.91.08120150.11.2511/11/24
KKR 32A CLO CR KKR 32AA+ (sf)N/A15.92114121.31.06110137.91.2511/11/24
KKR 32A CLO D1R KKR 32ABB+ (sf)N/A10.79107112.41.05105124.71.1911/11/24
KKR 32A CLO D2R KKR 32ABB+ (sf)N/A9.25107112.41.05105124.71.1911/11/24
KKR 32A CLO ER KKR 32ABB- (sf)N/A6.17104.3108.71.04   11/11/24
KKR 33A CLO A KKR 33AAAA (sf)N/A37.92121.7129.51.06115173.51.5111/11/24
KKR 33A CLO B KKR 33AAAA (sf)N/A21.36121.7129.51.06115173.51.5111/11/24
KKR 33A CLO C KKR 33AA+ (sf)N/A15.16114120.11.05110159.61.4511/11/24
KKR 33A CLO D KKR 33ABB+ (sf)N/A8.95107.4111.91.04105146.11.3911/11/24
KKR 33A CLO E KKR 33ABB- (sf)N/A5.07104.1107.31.03   11/11/24
KKR 34A CLO A KKR 34AAAA (sf)AAA33.75122.5130.41.06120174.21.4511/11/24
KKR 34A CLO B KKR 34AAAA (sf)AA21.84122.5130.41.06120174.21.4511/11/24
KKR 34A CLO C KKR 34AA+ (sf)A16.67116.2122.31.051151621.4111/11/24
KKR 34A CLO D KKR 34ABB+ (sf)BBB-9.68108.6112.81.04110146.21.3311/11/24
KKR 34A CLO E KKR 34ABB- (sf)BB-5.02104107.31.03   11/11/24
KKR 35A CLO A KKR 35AAAA (sf)AAA34.06121.61301.071201761.4711/11/24
KKR 35A CLO B KKR 35AAAA (sf)N/A21.7121.61301.071201761.4711/11/24
KKR 35A CLO C KKR 35AA+ (sf)N/A15.52114120.51.06115161.51.411/11/24
KKR 35A CLO D KKR 35ABB+ (sf)N/A9.34107.6112.31.04110147.81.3411/11/24
KKR 35A CLO E KKR 35ABB- (sf)BB-5.21103.2107.41.04   11/11/24
KKR 36A CLO A KKR 36AAAA (sf)AAA34.63121.6129.21.06120173.51.4511/11/24
KKR 36A CLO B KKR 36AAAA (sf)N/A21.14121.6129.21.06120173.51.4511/11/24
KKR 36A CLO C KKR 36AA (sf)N/A14.91114119.71.05115159.31.3911/11/24
KKR 36A CLO D KKR 36ABB+ (sf)N/A8.69107.6111.61.04110145.51.3211/11/24
KKR 36A CLO E KKR 36AB+ (sf)BB-4.54103.2106.71.03   11/11/24
KKR 37A CLO A1A KKR 37AAAA (sf)AAA34.55121.6128.71.06115174.91.5211/11/24
KKR 37A CLO A1L KKR 37AAAA (sf)N/A34.55121.6128.71.06115174.91.5211/11/24
KKR 37A CLO A2 KKR 37AAAA (sf)AAA32.47121.6128.71.06115174.91.5211/11/24
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 37A CLO C KKR 37AA- (sf)A+14.81114119.31.05110160.21.4611/11/24
KKR 37A CLO D KKR 37ABB+ (sf)BBB8.58107.1111.11.04105146.21.3911/11/24
KKR 37A CLO E KKR 37AB+ (sf)BB-4.42103.2106.31.03   11/11/24
KKR 38A CLO A1 KKR 38AAAA (sf)AAA33.58121.61291.061151771.5411/11/24
KKR 38A CLO A2 KKR 38AAAA (sf)AAA33.58121.61291.061151771.5411/11/24
KKR 38A CLO B KKR 38AAAA (sf)AA21.13121.61291.061151771.5411/11/24
KKR 38A CLO C KKR 38AA+ (sf)A+14.9114119.51.05110161.81.4711/11/24
KKR 38A CLO D KKR 38ABB+ (sf)BBB8.67107.1111.41.04105147.21.411/11/24
KKR 38A CLO E KKR 38AB+ (sf)BB-4.52103.2106.51.03   11/11/24
KKR 40A CLO AR KKR 40AAAA (sf)AAA33.43121.6129.11.06120170.81.4211/11/24
KKR 40A CLO BR KKR 40AAAA (sf)AA+20.95121.6129.11.06120170.81.4211/11/24
KKR 40A CLO CR KKR 40AA+ (sf)A+14.71114119.71.05110156.91.4311/11/24
KKR 40A CLO DR KKR 40ABB+ (sf)BBB+8.47107.6111.51.04105143.41.3711/11/24
KKR 40A CLO ER KKR 40ABB- (sf)BB-4.31103.7106.71.03   11/11/24
KKR 2022-41A CLO A1 KKR 2022-41AAAA (sf)AAA33.44121.6128.91.06115177.31.5411/11/24
KKR 2022-41A CLO A1L KKR 2022-41AAAA (sf)N/A33.44121.6128.91.06115177.31.5411/11/24
KKR 2022-41A CLO A2 KKR 2022-41AAAA (sf)AAA33.44121.6128.91.06115177.31.5411/11/24
KKR 2022-41A CLO B KKR 2022-41AAAA (sf)AA20.96121.6128.91.06115177.31.5411/11/24