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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
OHALF 2013-1A CLO A2R3 OHALF 2013-1AAAA (sf)AAA32.08121.6131.61.08120140.41.1710/17/24
OHALF 2013-1A CLO B1R3 OHALF 2013-1AAAA (sf)N/A23.53121.6131.61.08120140.41.1710/17/24
OHALF 2013-1A CLO B2R3 OHALF 2013-1AAA+ (sf)N/A23.53121.6131.61.08120140.41.1710/17/24
OHALF 2013-1A CLO CR3 OHALF 2013-1AA+ (sf)N/A17.49114121.91.071101291.1710/17/24
OHALF 2013-1A CLO D1R3 OHALF 2013-1ABB+ (sf)N/A11.46106.4112.31.06105116.31.1110/17/24
OHALF 2013-1A CLO D2R3 OHALF 2013-1ABB (sf)N/A10.45106.4112.31.06105116.31.1110/17/24
OHALF 2013-1A CLO ER3 OHALF 2013-1ABB- (sf)N/A7.43103.2108.71.05   10/17/24
OHALF 2013-2A CLO AR OHALF 2013-2AAAA (sf)N/A43.21126.9140.81.11120162.31.3510/17/24
OHALF 2013-2A CLO BR OHALF 2013-2AAAA (sf)N/A28.4126.9140.81.11120162.31.3510/17/24
OHALF 2013-2A CLO CR OHALF 2013-2AAAA (sf)N/A23.07121.3131.11.08110149.91.3610/17/24
OHALF 2016-1A CLO A1R2 OHALF 2016-1AAAA (sf)AAA37.62121.6131.61.08120181.21.5110/17/24
OHALF 2016-1A CLO A2R2 OHALF 2016-1AAAA (sf)AAA32.59121.6131.61.08120181.21.5110/17/24
OHALF 2016-1A CLO B1R2 OHALF 2016-1AAAA (sf)N/A23.54121.6131.61.08120181.21.5110/17/24
OHALF 2016-1A CLO B2R2 OHALF 2016-1AAAA (sf)N/A23.54121.6131.61.08120181.21.5110/17/24
OHALF 2016-1A CLO CR2 OHALF 2016-1AA+ (sf)N/A17.5114121.91.07110166.81.5210/17/24
OHALF 2016-1A CLO D1R2 OHALF 2016-1ABB+ (sf)N/A11.47106.4112.41.06105150.71.4410/17/24
OHALF 2016-1A CLO D2R2 OHALF 2016-1ABB+ (sf)N/A10.46106.4112.41.06105150.71.4410/17/24
OHALF 2016-1A CLO ER2 OHALF 2016-1ABB- (sf)N/A7.44103.7108.71.05   10/17/24
OSD 2023-27A CLO AR OSD 2023-27AAAA (sf)N/A31.2121.6131.51.08120176.41.4710/17/24
OSD 2023-27A CLO BR OSD 2023-27AAAA (sf)AA+23.1121.6131.51.08120176.41.4710/17/24
OSD 2023-27A CLO CR OSD 2023-27AAA+ (sf)A+17.03114121.91.07110161.91.4710/17/24
OSD 2023-27A CLO DR OSD 2023-27ABBB (sf)BBB+10.96107.6113.61.06105147.91.4110/17/24
OSD 2023-27A CLO ER OSD 2023-27ABB (sf)BB+6.91103.7108.61.05   10/17/24
OZLM 2015-14A CLO X OZLM 2015-14AAAA (sf)AAA 117123.71.06110151.41.3810/17/24
OZLM 2015-14A CLO A1SR OZLM 2015-14AAAA (sf)AAA34.96117123.71.06110151.41.3810/17/24
OZLM 2015-14A CLO A1JR OZLM 2015-14AAAA (sf)AAA31.81117123.71.06110151.41.3810/17/24
OZLM 2015-14A CLO A2RR OZLM 2015-14AAAA (sf)AA21.32117123.71.06110151.41.3810/17/24
OZLM 2015-14A CLO BRR OZLM 2015-14AAA+ (sf)A16.07117123.71.06110151.41.3810/17/24
OZLM 2015-14A CLO CRR OZLM 2015-14ABBB+ (sf)BBB-9.78110.31151.04105138.11.3210/17/24
OZLM 2015-14A CLO DRR OZLM 2015-14ABB- (sf)BB-3.48103.7107.51.04   10/17/24
OZLM 2016-15A CLO A1ARR OZLM 2016-15AAAA (sf)N/A33.1116.6121.11.04115188.71.6410/17/24
OZLM 2016-15A CLO A1BR OZLM 2016-15AAAA (sf)AAA33.1116.6121.11.04115188.71.6410/17/24
OZLM 2016-15A CLO A2ARR OZLM 2016-15AAAA (sf)N/A19.83116.6121.11.04115188.71.6410/17/24
OZLM 2016-15A CLO A2BR OZLM 2016-15AAAA (sf)AA19.83116.6121.11.04115188.71.6410/17/24
OZLM 2016-15A CLO BRR OZLM 2016-15AAAA (sf)N/A14.79116.6121.11.04115188.71.6410/17/24
OZLM 2016-15A CLO CR OZLM 2016-15AA- (sf)BBB-8.15109.6112.31.02110168.21.5310/17/24
OZLM 2016-15A CLO DR OZLM 2016-15ABB (sf)B+2.31104.7105.61.01   10/17/24
OZLM 2017-17A CLO A1RR OZLM 2017-17AAAA (sf)AAA54.08116.5133.71.151151751.5210/17/24
OZLM 2017-17A CLO A2ARR OZLM 2017-17AAAA (sf)AAA33.37116.5133.71.151151751.5210/17/24
OZLM 2017-17A CLO A2BAR OZLM 2017-17AAAA (sf)AAA33.37116.5133.71.151151751.5210/17/24
OZLM 2017-17A CLO A2BBRR OZLM 2017-17AAAA (sf)AAA33.37116.5133.71.151151751.5210/17/24
OZLM 2017-17A CLO BRR OZLM 2017-17AAAA (sf)AA+23.02116.5133.71.151151751.5210/17/24
OZLM 2017-17A CLO C OZLM 2017-17AAAA (sf)BBB-11.73109.9116.61.06110145.51.3210/17/24
OZLM 2017-17A CLO D OZLM 2017-17ABB+ (sf)BB-2.32104.7105.41.01105123.31.1710/17/24
OZLM 2018-18A CLO A OZLM 2018-18AAAA (sf)AAA44.71121.6139.81.15120179.31.4910/17/24
OZLM 2018-18A CLO B OZLM 2018-18AAAA (sf)AA+26.26121.6139.81.15120179.31.4910/17/24
OZLM 2018-18A CLO C OZLM 2018-18AAAA (sf)A+17.43114.3124.81.09115158.41.3810/17/24
OZLM 2018-18A CLO D OZLM 2018-18AA+ (sf)BBB-8.2108112.31.04110139.11.2610/17/24
OZLM 2018-18A CLO E OZLM 2018-18ABB (sf)BB-1.67104.7104.811051251.1910/17/24
OZLM 2018-18A CLO F OZLM 2018-18ACCC- (sf)CCC+-1.4      10/17/24