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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
OCT41 2019-2A CLO B2R OCT41 2019-2AA+ (sf)AA20.84122.5129.91.06120160.81.3410/17/24
OCT42 2019-3A CLO BRR OCT42 2019-3AAAA (sf)AA22.12121.91321.08120171.81.4310/17/24
OCT43 2019-1A CLO BR OCT43 2019-1AAAA (sf)N/A20.47121.6128.11.05120166.41.3910/17/24
OCT44 2019-1A CLO BR OCT44 2019-1AAAA (sf)AA18.6121.6126.71.04120160.21.3310/17/24
OCT45 2019-1A CLO BR OCT45 2019-1AAAA (sf)N/A19.47121.6128.11.05120162.31.3510/17/24
OCT46 2020-2A CLO BR OCT46 2020-2AAAA (sf)N/A18.71121.6126.61.04120159.41.3310/17/24
OCT47 2020-1A CLO BR OCT47 2020-1AAAA (sf)N/A20.44121.6128.61.06120159.71.3310/17/24
OCT48 2020-3A CLO BR OCT48 2020-3AAAA (sf)N/A21.21121.6130.41.07120162.21.3510/17/24
OCT49 2020-5A CLO BR OCT49 2020-5AAAA (sf)N/A21.62121.6131.31.08120160.61.3410/17/24
OCT50 2020-4A CLO BR OCT50 2020-4AAAA (sf)N/A19.55121.6128.31.06120162.81.3610/17/24
OCT51 2021-1A CLO B OCT51 2021-1AAAA (sf)AA21.05122.61301.06120162.61.3510/17/24
OCT52 2021-1A CLO BR OCT52 2021-1AAAA (sf)AA22121.6131.11.08120159.71.3310/17/24
OCT53 2021-1A CLO B OCT53 2021-1AAAA (sf)N/A19.38121.6128.21.051201601.3310/17/24
OCT54 2021-1A CLO B OCT54 2021-1AAAA (sf)AA19.87122.5128.81.05120172.91.4410/17/24
OCT55 2021-1A CLO B OCT55 2021-1AAAA (sf)AA20.74121.6129.81.07120161.41.3410/17/24
OCT56 2021-1A CLO B OCT56 2021-1AAAA (sf)AA19.53121.6128.11.05120157.91.3210/17/24
OCT57 2021-1A CLO B1 OCT57 2021-1AAAA (sf)N/A20.86121.6129.91.07120163.71.3610/17/24
OCT57 2021-1A CLO B2 OCT57 2021-1AAA (sf)N/A20.86121.6129.91.07120163.71.3610/17/24
OCT58 2022-1A CLO B OCT58 2022-1AAAA (sf)N/A21.11121.6130.31.07120162.61.3510/17/24
OCT59 2022-1A CLO B OCT59 2022-1AAAA (sf)AA20.1121.6129.41.06120163.21.3610/17/24
OCT60 2022-1A CLO B OCT60 2022-1AAAA (sf)AA22.57122131.51.08120149.31.2410/17/24
OCT61 2023-2A CLO B OCT61 2023-2AAAA (sf)AA21.83121.6130.91.08120151.21.2610/17/24
OCT62 2022-1A CLO A2B OCT62 2022-1AAAA (sf)N/A32.63123.5132.51.07120145.71.2110/17/24
OCT62 2022-1A CLO B1 OCT62 2022-1AAAA (sf)AA22.37123.5132.51.07120145.71.2110/17/24
OCT62 2022-1A CLO B2 OCT62 2022-1AA+ (sf)AA22.37123.5132.51.07120145.71.2110/17/24
OCT24 2015-1A CLO B1 OCT24 2015-1AAAA (sf)AA+20.64121.6128.81.06120157.81.3210/17/24
OCT24 2015-1A CLO B2 OCT24 2015-1AAA- (sf)AA+20.64121.6128.81.06120157.81.3210/17/24
OCT66 2022-1A CLO BR OCT66 2022-1AAAA (sf)AA21.45121.6130.41.07120154.71.2910/17/24
OCT67 2023-1A CLO B OCT67 2023-1AAAA (sf)AA22.19121.6131.61.081201521.2710/17/24
OCT38 2018-1A CLO A3BR OCT38 2018-1ANRN/A       10/17/24
OCT38 2018-1A CLO B OCT38 2018-1ANRN/A       10/17/24
OCTLF 2014-1A CLO BRR OCTLF 2014-1AAAA (sf)AA22.47122.6132.71.08115169.11.4710/17/24
OFSBS 2022-11A CLO A1R OFSBS 2022-11AAAA (sf)N/A37.41121.5130.81.08120150.31.2510/17/24
OFSBS 2022-11A CLO AJR OFSBS 2022-11AAAA (sf)N/A33.23121.5130.81.08120150.31.2510/17/24
OFSBS 2022-11A CLO BR OFSBS 2022-11AAAA (sf)N/A20.55121.5130.81.08120150.31.2510/17/24
OFSBS 2022-11A CLO CR OFSBS 2022-11AA+ (sf)N/A14.29113.9121.21.06110137.61.2510/17/24
OFSBS 2022-11A CLO DR OFSBS 2022-11ABB+ (sf)N/A9.07108.9114.31.05105126.71.2110/17/24
OFSBS 2022-11A CLO ER OFSBS 2022-11ABB- (sf)N/A4.9104.4109.31.05   10/17/24
OFSBS 2023-12A CLO A1 OFSBS 2023-12AAAA (sf)N/A38.4121.6131.41.08120141.91.1810/17/24
OFSBS 2023-12A CLO AJ OFSBS 2023-12AAAA (sf)N/A35.32121.6131.41.08120141.91.1810/17/24
OFSBS 2023-12A CLO B OFSBS 2023-12AAAA (sf)N/A21.98121.6131.41.08120141.91.1810/17/24
OFSBS 2023-12A CLO C OFSBS 2023-12AAA (sf)N/A16.33114.7122.61.07115130.91.1410/17/24
OFSBS 2023-12A CLO D1 OFSBS 2023-12ABB+ (sf)N/A10.68108.9114.81.05110120.61.110/17/24
OFSBS 2023-12A CLO D2 OFSBS 2023-12ABB (sf)N/A10.68108.9114.81.05110120.61.110/17/24
OFSBS 2023-12A CLO E OFSBS 2023-12ABB- (sf)N/A7.09105.5110.41.05   10/17/24
OFSBS 2017-1A CLO BR OFSBS 2017-1AAAA (sf)N/A81.35121.9549.44.51120688.55.7410/17/24
OFSBS 2017-1A CLO CR OFSBS 2017-1AAAA (sf)N/A55.59115230.72.01110277.72.5210/17/24
OFSBS 2017-1A CLO DR OFSBS 2017-1AAAA (sf)N/A29.83108.91461.34105159.71.5210/17/24
OFSBS 2017-1A CLO E OFSBS 2017-1ABBB+ (sf)N/A4.07103.7106.81.03   10/17/24
OFSBS 2018-1A CLO AR OFSBS 2018-1AAAA (sf)N/A43.01123.6136.81.11120178.41.4910/17/24