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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
OAKCL 2023-2A CLO AJ OAKCL 2023-2AAAA (sf)AAA34.08121.6131.61.081151591.3811/11/24
OAKCL 2023-2A CLO B OAKCL 2023-2AAAA (sf)N/A22.93121.6131.61.081151591.3811/11/24
OAKCL 2023-2A CLO C OAKCL 2023-2AAA+ (sf)N/A17.86115.5123.51.07110147.71.3411/11/24
OAKCL 2023-2A CLO D OAKCL 2023-2ABBB+ (sf)N/A11.77108.9114.91.06105133.31.2711/11/24
OAKCL 2023-2A CLO E OAKCL 2023-2ABB (sf)N/A8.23105.5110.51.05   11/11/24
OCTR 2020-10A CLO AR2 OCTR 2020-10AAAA (sf)AAA35.58121.6130.61.07120156.71.3111/11/24
OCTR 2020-10A CLO BR2 OCTR 2020-10AAAA (sf)N/A21.04121.6130.61.07120156.71.3111/11/24
OCTR 2020-10A CLO CR2 OCTR 2020-10AA+ (sf)N/A14.811141211.06115143.41.2511/11/24
OCTR 2020-10A CLO DR2 OCTR 2020-10ABB+ (sf)N/A9.61108.9114.11.05110132.71.2111/11/24
OCTR 2020-10A CLO ER OCTR 2020-10ABB- (sf)BB-4.42103.7107.91.04   11/11/24
OCTR 2021-11A CLO A OCTR 2021-11AAAA (sf)N/A35.47121.61301.07120159.11.3311/11/24
OCTR 2021-11A CLO B OCTR 2021-11AAAA (sf)N/A20.9121.61301.07120159.11.3311/11/24
OCTR 2021-11A CLO C1 OCTR 2021-11AA+ (sf)N/A14.65114120.51.06115147.61.2811/11/24
OCTR 2021-11A CLO C2 OCTR 2021-11ABBB (sf)N/A14.65114120.51.06115147.61.2811/11/24
OCTR 2021-11A CLO D OCTR 2021-11ABB+ (sf)N/A8.41107.6112.31.04110134.41.2211/11/24
OCTR 2021-11A CLO E OCTR 2021-11ABB- (sf)N/A4.24104.2107.41.03   11/11/24
OCTR 2022-12A CLO A1R OCTR 2022-12AAAA (sf)AAA36.53121.6130.71.07120162.81.3611/11/24
OCTR 2022-12A CLO A2R OCTR 2022-12AAAA (sf)AAA34.22121.6130.71.07120162.81.3611/11/24
OCTR 2022-12A CLO B1R OCTR 2022-12AAAA (sf)N/A21.24121.6130.71.07120162.81.3611/11/24
OCTR 2022-12A CLO B2 OCTR 2022-12AAA+ (sf)N/A21.24121.6130.71.07120162.81.3611/11/24
OCTR 2022-12A CLO CR OCTR 2022-12AA+ (sf)N/A15.65114.81221.06115151.11.3111/11/24
OCTR 2022-12A CLO D1R OCTR 2022-12ABBB+ (sf)N/A11.4105.1109.41.04   11/11/24
OCTR 2022-12A CLO D2R OCTR 2022-12ABB+ (sf)N/A9.64105.1109.41.04   11/11/24
OCTR 2022-12A CLO ER OCTR 2022-12ABB (sf)BB-5.9105.1109.41.04   11/11/24
OCTR 2023-14A CLO A1 OCTR 2023-14AAAA (sf)AAA40.21123.3133.71.08120151.71.2611/11/24
OCTR 2023-14A CLO A2 OCTR 2023-14AAAA (sf)AAA33.85123.3133.71.08120151.71.2611/11/24
OCTR 2023-14A CLO B1 OCTR 2023-14AAAA (sf)AA23.67123.3133.71.08120151.71.2611/11/24
OCTR 2023-14A CLO B2 OCTR 2023-14AAA+ (sf)AA23.67123.3133.71.08120151.71.2611/11/24
OCTR 2023-14A CLO C OCTR 2023-14AA+ (sf)A+18.08116.2124.51.07115139.21.2111/11/24
OCTR 2023-14A CLO D OCTR 2023-14ABB+ (sf)BBB-11.46108.9115.21.06110124.21.1311/11/24
OCTR 2023-14A CLO E OCTR 2023-14ABB- (sf)BB8.92106.71121.05   11/11/24
OCTR 2023-14A CLO F OCTR 2023-14AB+ (sf)B-8.66      11/11/24
OCTR 2014-5A CLO ARR OCTR 2014-5AAAA (sf)AAA46.92124.51381.11120172.61.4411/11/24
OCTR 2014-5A CLO BRR OCTR 2014-5AAAA (sf)N/A28.01124.51381.11120172.61.4411/11/24
OCTR 2014-5A CLO CRR OCTR 2014-5AAAA (sf)N/A18.14115.7123.11.06115151.61.3211/11/24
OCTR 2014-5A CLO DRR OCTR 2014-5ABBB+ (sf)N/A8.28108.31111.02110133.31.2111/11/24
OCTR 2014-5A CLO ERR OCTR 2014-5AB+ (sf)N/A0.88103.7103.41105118.91.1311/11/24
OCTR 2014-5A CLO FRR OCTR 2014-5AD (sf)N/A-0.04      11/11/24
OCTR 2019-7A CLO AR OCTR 2019-7AAAA (sf)AAA58.39121.6148.61.22120199.31.6611/11/24
OCTR 2019-7A CLO BR OCTR 2019-7AAAA (sf)N/A33.96121.6148.61.22120199.31.6611/11/24
OCTR 2019-7A CLO CR OCTR 2019-7AAAA (sf)N/A21.75114127.61.12115166.91.4511/11/24
OCTR 2019-7A CLO D OCTR 2019-7AA (sf)N/A11.57108.9114.21.05110144.11.3111/11/24
OCTR 2019-7A CLO E OCTR 2019-7ABB- (sf)N/A1.91104103.81105122.91.1711/11/24
OCTR 2020-8A CLO ARR OCTR 2020-8AAAA (sf)AAA37.68121.6130.61.07120156.91.3111/11/24
OCTR 2020-8A CLO BRR OCTR 2020-8AAAA (sf)AA+21.06121.6130.61.07120156.91.3111/11/24
OCTR 2020-8A CLO CRR OCTR 2020-8AA+ (sf)A15.87115.5122.61.06115146.21.2711/11/24
OCTR 2020-8A CLO DRR OCTR 2020-8ABBB (sf)BBB-9.64108.9114.11.05110133.31.2111/11/24
OCTR 2020-8A CLO ERR OCTR 2020-8ABB- (sf)BB-4.45103.7107.91.04   11/11/24
OCTR 2020-9A CLO A1R OCTR 2020-9AAAA (sf)AAA37.04121.6131.21.08120150.71.2611/11/24
OCTR 2020-9A CLO BR OCTR 2020-9AAAA (sf)AA21.56121.6131.21.08120150.71.2611/11/24