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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
OZLM 2017-19A CLO B2R OZLM 2017-19AA+ (sf)A16.38117.8124.31.06110161.61.4711/11/24
OZLM 2017-19A CLO CRR OZLM 2017-19ABBB+ (sf)BBB-9.75110.6115.21.04105145.31.3811/11/24
OZLM 2017-19A CLO DR OZLM 2017-19ABB (sf)BB-3.65104.2107.91.04   11/11/24
OZLM 2018-20A CLO A1 OZLM 2018-20AAAA (sf)AAA58.64116.4132.41.14115167.81.4611/11/24
OZLM 2018-20A CLO A2 OZLM 2018-20AAAA (sf)AA+36.68116.4132.41.14115167.81.4611/11/24
OZLM 2018-20A CLO B OZLM 2018-20AAAA (sf)A+25.6116.4132.41.14115167.81.4611/11/24
OZLM 2018-20A CLO C OZLM 2018-20AAA- (sf)BBB-11.3108.3114.21.05110140.11.2711/11/24
OZLM 2018-20A CLO D OZLM 2018-20ABB (sf)BB-2.24104.71051   11/11/24
OZLM 2018-20A CLO E OZLM 2018-20ACC (sf)CCC+-0.88      11/11/24
OZLM 2017-21A CLO A1R OZLM 2017-21AAAA (sf)AAA54.94116.4132.11.13115173.51.5111/11/24
OZLM 2017-21A CLO A2R OZLM 2017-21AAAA (sf)AAA34.38116.4132.11.13115173.51.5111/11/24
OZLM 2017-21A CLO BR OZLM 2017-21AAAA (sf)AA+24116.4132.11.13115173.51.5111/11/24
OZLM 2017-21A CLO C OZLM 2017-21AAA+ (sf)BBB+10.6108.31141.051101451.3211/11/24
OZLM 2017-21A CLO D OZLM 2017-21ABB+ (sf)BB-2.11104.7104.91105127.11.2111/11/24
OZLM 2019-23A CLO AR OZLM 2019-23AAAA (sf)AAA32.76121.6129.51.06120164.11.3711/11/24
OZLM 2019-23A CLO B1R OZLM 2019-23AAAA (sf)AA20.16121.6129.51.06120164.11.3711/11/24
OZLM 2019-23A CLO B2R OZLM 2019-23AAAA (sf)AA20.16121.6129.51.06120164.11.3711/11/24
OZLM 2019-23A CLO CR OZLM 2019-23AAA+ (sf)A15.17115.8121.91.05110152.51.3911/11/24
OZLM 2019-23A CLO DR OZLM 2019-23ABBB+ (sf)BBB-8.86109.3113.51.04105138.31.3211/11/24
OZLM 2019-23A CLO ER OZLM 2019-23ABB- (sf)BB-3.35104.51071.02   11/11/24
OZLM 2019-24A CLO A1AR OZLM 2019-24AAAA (sf)AAA36.87115.1118.71.03115161.81.4111/11/24
OZLM 2019-24A CLO A1BR OZLM 2019-24AAAA (sf)AAA36.87115.1118.71.03115161.81.4111/11/24
OZLM 2019-24A CLO A1CR OZLM 2019-24AAAA (sf)AAA32.27115.1118.71.03115161.81.4111/11/24
OZLM 2019-24A CLO A2AR OZLM 2019-24AAAA (sf)N/A21.33115.1118.71.03115161.81.4111/11/24
OZLM 2019-24A CLO A2BR OZLM 2019-24AAAA (sf)N/A21.33115.1118.71.03115161.81.4111/11/24
OZLM 2019-24A CLO BR OZLM 2019-24AAAA (sf)N/A13.56115.1118.71.03115161.81.4111/11/24
OZLM 2019-24A CLO C1R OZLM 2019-24ABBB+ (sf)N/A8.66108.3110.21.02110145.61.3211/11/24
OZLM 2019-24A CLO C2 OZLM 2019-24ABBB+ (sf)N/A6.36108.3110.21.02110145.61.3211/11/24
OZLM 2019-24A CLO D OZLM 2019-24ABB (sf)BB-1.18104.7104.81   11/11/24
OZLMF 2012-2A CLO A1AR2 OZLMF 2012-2AAAA (sf)N/A50.65115125.31.09115172.71.511/11/24
OZLMF 2012-2A CLO A1AFR OZLMF 2012-2AAAA (sf)N/A50.65115125.31.09115172.71.511/11/24
OZLMF 2012-2A CLO A1BR2 OZLMF 2012-2AAAA (sf)N/A44.39115125.31.09115172.71.511/11/24
OZLMF 2012-2A CLO A2R3 OZLMF 2012-2AAAA (sf)N/A27.32115125.31.09115172.71.511/11/24
OZLMF 2012-2A CLO A2R3F OZLMF 2012-2AAAA (sf)N/A27.32115125.31.09115172.71.511/11/24
OZLMF 2012-2A CLO BR3 OZLMF 2012-2AAAA (sf)N/A17.98115125.31.09115172.71.511/11/24
OZLMF 2012-2A CLO CR2 OZLMF 2012-2AAA+ (sf)N/A9.39108.8113.41.04110151.31.3811/11/24
OZLMF 2012-2A CLO DR2 OZLMF 2012-2ABB+ (sf)N/A2.79105105.71.01105134.71.2811/11/24
PFIXD 2019-1A CLO A PFIXD 2019-1AAAA (sf)AAA50.77150.4164.51.09110266.42.4211/11/24
PFIXD 2019-1A CLO BR PFIXD 2019-1AAAA (sf)AAA38.04150.4164.51.09110266.42.4211/11/24
PFIXD 2019-1A CLO CR PFIXD 2019-1AAAA (sf)AAA31.68143149.81.05105246.12.3411/11/24
PFIXD 2019-1A CLO DR PFIXD 2019-1AAAA (sf)AA28.06137.5142.51.04   11/11/24
PFIXD 2019-1A CLO E PFIXD 2019-1AAAA (sf)A+23.2      11/11/24
PLMRS 2014-1A CLO A1R2 PLMRS 2014-1AAAA (sf)AAA86.91114.4141.91.24115182.81.5911/11/24
PLMRS 2014-1A CLO A2R2 PLMRS 2014-1AAAA (sf)N/A47.84114.4141.91.24115182.81.5911/11/24
PLMRS 2014-1A CLO BR2 PLMRS 2014-1AAAA (sf)N/A32.1114.4141.91.24115182.81.5911/11/24
PLMRS 2014-1A CLO CR2 PLMRS 2014-1AAAA (sf)N/A19.09108.2122.21.13107.5153.61.4311/11/24
PLMRS 2014-1A CLO DR2 PLMRS 2014-1ABB+ (sf)N/A7.83103.7109.11.05102.5129.21.2611/11/24
OAKC 2021-9A CLO A1 OAKC 2021-9ANRN/A       11/11/24
OAKC 2021-9A CLO A2 OAKC 2021-9ANRN/A       11/11/24
OAKC 2021-9A CLO B OAKC 2021-9ANRN/A       11/11/24