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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 18 CLO E KKR 18BB (sf)B+5.73103.7107.71.04   06/17/24
JTWN 2019-1A CLO A2 JTWN 2019-1ANRN/A       06/17/24
JTWN 2019-1A CLO B JTWN 2019-1ANRN/A       06/17/24
JTWN 2019-1A CLO A1 JTWN 2019-1ANRN/A       06/17/24
KKR 20 CLO A KKR 20AAA (sf)AAA44.25122.41421.16115186.71.6206/17/24
KKR 20 CLO B KKR 20AAA (sf)AA+28.51122.41421.16115186.71.6206/17/24
KKR 20 CLO C KKR 20AAA (sf)A20.71115.21281.11110166.61.5106/17/24
KKR 20 CLO D KKR 20BBB+ (sf)BBB-12.08108.3115.51.07105147.21.406/17/24
KKR 20 CLO E KKR 20BB (sf)BB-5.92104.3107.91.03   06/17/24
KKR 21 CLO A KKR 21AAA (sf)AAA36.37122.5134.11.09115178.11.5506/17/24
KKR 21 CLO B KKR 21AAA (sf)AA+24.12122.5134.11.09115178.11.5506/17/24
KKR 21 CLO C KKR 21AA+ (sf)A+17.82115.6123.81.07110163.11.4806/17/24
KKR 21 CLO D KKR 21BBB+ (sf)BBB-10.41108.6113.51.05105146.91.406/17/24
KKR 21 CLO E KKR 21BB (sf)BB-4.87104.5106.91.02   06/17/24
KKR 21 CLO F KKR 21B+ (sf)B-2.54      06/17/24
KKR 22A CLO A KKR 22AAAA (sf)AAA35.64122.5133.31.091201741.4506/17/24
KKR 22A CLO B KKR 22AAAA (sf)AA+23.77122.5133.31.091201741.4506/17/24
KKR 22A CLO C KKR 22AAA+ (sf)A+18.12116.2124.11.07115160.71.406/17/24
KKR 22A CLO D KKR 22ABBB+ (sf)BBB-11.33109.6114.61.05110145.41.3206/17/24
KKR 22A CLO E KKR 22ABB (sf)BB-5.11103.7107.11.03   06/17/24
KKR 23 CLO A1 KKR 23AAA (sf)AAA38.73124.1133.51.08120176.11.4706/17/24
KKR 23 CLO A2 KKR 23AAA (sf)AAA34.36124.1133.51.08120176.11.4706/17/24
KKR 23 CLO B KKR 23AAA (sf)AA+23.91124.1133.51.08120176.11.4706/17/24
KKR 23 CLO C KKR 23AA+ (sf)A+18.23117.4124.21.06115162.21.4106/17/24
KKR 23 CLO D KKR 23BBB+ (sf)BBB-11.12109.9114.21.04110146.21.3306/17/24
KKR 23 CLO E KKR 23BB- (sf)BB-4.84104.7106.71.021051311.2506/17/24
KKR 23 CLO F KKR 23CCC+ (sf)B-3.25      06/17/24
KKR 24 CLO A1R KKR 24AAA (sf)AAA36.24123.2131.81.07120171.91.4306/17/24
KKR 24 CLO A2R KKR 24AAA (sf)AAA32.83123.2131.81.07120171.91.4306/17/24
KKR 24 CLO BR KKR 24AAA (sf)AA+22.51123.2131.81.07120171.91.4306/17/24
KKR 24 CLO CR KKR 24AA+ (sf)A+17.45117.1123.71.061151601.3906/17/24
KKR 24 CLO DR KKR 24BBB+ (sf)BBB11.46110.6115.31.04110146.31.3306/17/24
KKR 24 CLO E KKR 24BB (sf)BB-5.52105.3108.11.03   06/17/24
KKR 25 CLO A1R KKR 25AAA (sf)AAA36.34122.5132.41.08120171.21.4306/17/24
KKR 25 CLO A2R KKR 25AAA (sf)AAA36.34122.5132.41.08120171.21.4306/17/24
KKR 25 CLO BR KKR 25AAA (sf)AA22.74122.5132.41.08120171.21.4306/17/24
KKR 25 CLO CR KKR 25AA (sf)A17.35115.9123.81.07110158.11.4406/17/24
KKR 25 CLO DR KKR 25BBB+ (sf)BBB-10.68108.6114.51.05105142.81.3606/17/24
KKR 25 CLO ER KKR 25BB (sf)BB-5.8103.7108.61.05   06/17/24
KKR 26 CLO AR KKR 26AAA (sf)AAA34.17122.1131.51.08120163.81.3606/17/24
KKR 26 CLO BR KKR 26AAA (sf)AA22.15122.1131.51.08120163.81.3606/17/24
KKR 26 CLO CR KKR 26A+ (sf)A17.21116.2123.61.06115152.81.3306/17/24
KKR 26 CLO DR KKR 26BBB (sf)BBB-10.75109.3114.71.05110138.81.2606/17/24
KKR 26 CLO ER KKR 26BB- (sf)BB-5.36103.7108.11.04   06/17/24
KKR 27A CLO AR KKR 27AAAA (sf)N/A34.19121.6130.81.08120167.51.406/17/24
KKR 27A CLO BR KKR 27AAAA (sf)N/A21.85121.6130.81.08120167.51.406/17/24
KKR 27A CLO CR KKR 27AA+ (sf)N/A15.68114121.21.06110153.71.406/17/24
KKR 27A CLO DR KKR 27ABB+ (sf)N/A9.51107.61131.05105140.71.3406/17/24
KKR 27A CLO ER KKR 27ABB- (sf)N/A5.39103.71081.04   06/17/24
KKR 30A CLO A1R KKR 30AAAA (sf)N/A39.24121.6132.81.09120175.91.4706/17/24