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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 2016-1A CLO B2R2 OHALF 2016-1AAAA (sf)N/A23.42121.6131.51.08120183.21.5311/11/24
OHALF 2016-1A CLO CR2 OHALF 2016-1AA+ (sf)N/A17.38114121.91.07110168.71.5311/11/24
OHALF 2016-1A CLO D1R2 OHALF 2016-1ABB+ (sf)N/A11.33106.4112.31.06105152.41.4511/11/24
OHALF 2016-1A CLO D2R2 OHALF 2016-1ABB (sf)N/A10.33106.4112.31.06105152.41.4511/11/24
OHALF 2016-1A CLO ER2 OHALF 2016-1ABB- (sf)N/A7.3103.7108.71.05   11/11/24
OSD 2023-27A CLO AR OSD 2023-27AAAA (sf)N/A31.13121.6131.51.08120175.61.4611/11/24
OSD 2023-27A CLO BR OSD 2023-27AAAA (sf)AA+23.03121.6131.51.08120175.61.4611/11/24
OSD 2023-27A CLO CR OSD 2023-27AA+ (sf)A+16.95114121.91.07110161.21.4711/11/24
OSD 2023-27A CLO DR OSD 2023-27ABB+ (sf)BBB+10.87107.6113.61.06105147.31.411/11/24
OSD 2023-27A CLO ER OSD 2023-27ABB- (sf)BB+6.82103.7108.61.05   11/11/24
OAKC 2020-5A CLO B OAKC 2020-5ANRN/A       11/11/24
OAKC 2020-5A CLO A1 OAKC 2020-5ANRN/A       11/11/24
OAKC 2020-5A CLO A2A OAKC 2020-5ANRN/A       11/11/24
OAKC 2020-5A CLO A2B OAKC 2020-5ANRN/A       11/11/24
OAKC 2020-5A CLO C OAKC 2020-5ANRN/A       11/11/24
OAKC 2020-5A CLO E OAKC 2020-5ANRN/A       11/11/24
OAKC 2020-5A CLO D OAKC 2020-5ANRN/A       11/11/24
OZLM 2015-14A CLO X OZLM 2015-14AAAA (sf)AAA 117123.71.06110151.11.3711/11/24
OZLM 2015-14A CLO A1SR OZLM 2015-14AAAA (sf)AAA34.74117123.71.06110151.11.3711/11/24
OZLM 2015-14A CLO A1JR OZLM 2015-14AAAA (sf)AAA31.58117123.71.06110151.11.3711/11/24
OZLM 2015-14A CLO A2RR OZLM 2015-14AAAA (sf)AA21.05117123.71.06110151.11.3711/11/24
OZLM 2015-14A CLO BRR OZLM 2015-14AAA (sf)A15.79117123.71.06110151.11.3711/11/24
OZLM 2015-14A CLO CRR OZLM 2015-14ABBB (sf)BBB-9.48110.3115.11.04105137.81.3111/11/24
OZLM 2015-14A CLO DRR OZLM 2015-14ABB- (sf)BB-3.16103.7107.61.04   11/11/24
OZLM 2016-15A CLO A1ARR OZLM 2016-15AAAA (sf)N/A33.1116.6121.41.04115185.81.6211/11/24
OZLM 2016-15A CLO A1BR OZLM 2016-15AAAA (sf)AAA33.1116.6121.41.04115185.81.6211/11/24
OZLM 2016-15A CLO A2ARR OZLM 2016-15AAAA (sf)N/A19.83116.6121.41.04115185.81.6211/11/24
OZLM 2016-15A CLO A2BR OZLM 2016-15AAAA (sf)AA19.83116.6121.41.04115185.81.6211/11/24
OZLM 2016-15A CLO BRR OZLM 2016-15AAAA (sf)N/A14.79116.6121.41.04115185.81.6211/11/24
OZLM 2016-15A CLO CR OZLM 2016-15AA (sf)BBB-8.15109.6112.61.03110165.61.5111/11/24
OZLM 2016-15A CLO DR OZLM 2016-15ABB (sf)B+2.31104.7105.91.01   11/11/24
OZLM 2017-17A CLO A1RR OZLM 2017-17AAAA (sf)AAA60.32116.5133.51.15115179.91.5611/11/24
OZLM 2017-17A CLO A2ARR OZLM 2017-17AAAA (sf)AAA37.21116.5133.51.15115179.91.5611/11/24
OZLM 2017-17A CLO A2BAR OZLM 2017-17AAAA (sf)AAA37.21116.5133.51.15115179.91.5611/11/24
OZLM 2017-17A CLO A2BBRR OZLM 2017-17AAAA (sf)AAA37.21116.5133.51.15115179.91.5611/11/24
OZLM 2017-17A CLO BRR OZLM 2017-17AAAA (sf)AA+25.66116.5133.51.15115179.91.5611/11/24
OZLM 2017-17A CLO C OZLM 2017-17AAAA (sf)BBB-13.06109.9116.41.06110149.51.3611/11/24
OZLM 2017-17A CLO D OZLM 2017-17ABB+ (sf)BB-2.56104.7105.21105126.71.2111/11/24
OZLM 2018-18A CLO A OZLM 2018-18AAAA (sf)AAA47.67121.6140.11.151201771.4811/11/24
OZLM 2018-18A CLO B OZLM 2018-18AAAA (sf)AA+28.01121.6140.11.151201771.4811/11/24
OZLM 2018-18A CLO C OZLM 2018-18AAAA (sf)A+18.59114.3125.11.09115156.31.3611/11/24
OZLM 2018-18A CLO D OZLM 2018-18AA+ (sf)BBB-8.76108112.61.04110137.31.2511/11/24
OZLM 2018-18A CLO E OZLM 2018-18ABB (sf)BB-1.79104.7105.11105123.31.1711/11/24
OZLM 2018-18A CLO F OZLM 2018-18ACC (sf)CCC+-1.49      11/11/24
OZLM 2017-19A CLO XRR OZLM 2017-19AAAA (sf)AAA 117.8124.31.06110161.61.4711/11/24
OZLM 2017-19A CLO A1ARR OZLM 2017-19AAAA (sf)AAA34.79117.8124.31.06110161.61.4711/11/24
OZLM 2017-19A CLO A1BR OZLM 2017-19AAAA (sf)AAA34.79117.8124.31.06110161.61.4711/11/24
OZLM 2017-19A CLO A2ARR OZLM 2017-19AAAA (sf)AA21.64117.8124.31.06110161.61.4711/11/24
OZLM 2017-19A CLO A2BR OZLM 2017-19AAAA (sf)AA21.64117.8124.31.06110161.61.4711/11/24
OZLM 2017-19A CLO B1RR OZLM 2017-19AAA+ (sf)A16.38117.8124.31.06110161.61.4711/11/24