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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
OFSBS 2022-11A CLO BR OFSBS 2022-11AAAA (sf)N/A20.63121.5131.61.08120172.31.4412/12/23
OFSBS 2022-11A CLO CR OFSBS 2022-11AA+ (sf)N/A14.38113.91221.07110157.71.4312/12/23
OFSBS 2022-11A CLO DR OFSBS 2022-11ABB+ (sf)N/A9.17108.91151.06105145.31.3812/12/23
OFSBS 2022-11A CLO ER OFSBS 2022-11ABB- (sf)N/A5104.4109.91.05   12/12/23
OFSBS 2023-12A CLO A1 OFSBS 2023-12AAAA (sf)N/A38.38121.6131.61.08   12/12/23
OFSBS 2023-12A CLO AJ OFSBS 2023-12AAAA (sf)N/A35.3121.6131.61.08   12/12/23
OFSBS 2023-12A CLO B OFSBS 2023-12AAAA (sf)N/A21.95121.6131.61.08   12/12/23
OFSBS 2023-12A CLO C OFSBS 2023-12AAA- (sf)N/A16.3114.7122.71.07   12/12/23
OFSBS 2023-12A CLO D1 OFSBS 2023-12ABBB- (sf)N/A10.65108.91151.06   12/12/23
OFSBS 2023-12A CLO D2 OFSBS 2023-12ABB (sf)N/A10.65108.91151.06   12/12/23
OFSBS 2023-12A CLO E OFSBS 2023-12ABB- (sf)N/A7.05105.5110.51.05   12/12/23
OFSBS 2017-1A CLO AR OFSBS 2017-1AAAA (sf)N/A76.21121.9172.51.42120214.91.7912/12/23
OFSBS 2017-1A CLO BR OFSBS 2017-1AAAA (sf)N/A42.21121.9172.51.42120214.91.7912/12/23
OFSBS 2017-1A CLO CR OFSBS 2017-1AAAA (sf)N/A30.07115142.51.24110174.51.5912/12/23
OFSBS 2017-1A CLO DR OFSBS 2017-1AAAA (sf)N/A17.92108.9121.51.12105141.61.3512/12/23
OFSBS 2017-1A CLO E OFSBS 2017-1ABB- (sf)N/A5.78103.7105.81.02   12/12/23
OFSBS 2018-1A CLO A OFSBS 2018-1AAAA (sf)AAA32.62123.6128.51.04120165.41.3812/12/23
OFSBS 2018-1A CLO B OFSBS 2018-1AAAA (sf)N/A17.87123.6128.51.04120165.41.3812/12/23
OFSBS 2018-1A CLO C OFSBS 2018-1AA+ (sf)N/A11.07115118.71.03110151.41.3812/12/23
OFSBS 2018-1A CLO D OFSBS 2018-1ABB+ (sf)N/A4.26107.6110.21.021051381.3112/12/23
OFSBS 2018-1A CLO E OFSBS 2018-1AB+ (sf)N/A-0.28103.7105.21.01   12/12/23
OAKC 2018-1A CLO B OAKC 2018-1AAAA (sf)N/A21.96121.6130.91.08120157.41.3112/12/23
OAKC 2021-10A CLO B OAKC 2021-10AAAA (sf)AA22.51121.6131.71.08120158.81.3212/12/23
OAKC 2022-11A CLO B OAKC 2022-11AAAA (sf)AA22.68121.6131.91.08120165.21.3812/12/23
OAKC 2022-13A CLO B OAKC 2022-13AAAA (sf)N/A25.39127137.11.08120139.91.1712/12/23
OAKC 2023-14A CLO B OAKC 2023-14AAAA (sf)N/A23.66122.9132.91.08120152.41.2712/12/23
OAKC 2019-2A CLO BR OAKC 2019-2AAAA (sf)N/A22.19121.6131.61.08115161.51.412/12/23
OAKC 2019-2A CLO BLL OAKC 2019-2AAAA (sf)N/A22.19121.6131.61.08115161.51.412/12/23
OAKC 2019-3A CLO BR OAKC 2019-3AAAA (sf)N/A22.27121.6131.51.08115155.61.3512/12/23
OAKC 2019-4A CLO BR OAKC 2019-4AAAA (sf)N/A22.23121.6131.41.08115163.81.4212/12/23
OAKC 2020-5A CLO A2B OAKC 2020-5AAAA (sf)AAA33.81121.61321.09120164.61.3712/12/23
OAKC 2020-5A CLO B OAKC 2020-5AAAA (sf)N/A22.61121.61321.09120164.61.3712/12/23
OAKC 2020-6A CLO BR OAKC 2020-6AAAA (sf)N/A22.6121.61321.09115158.71.3812/12/23
OAKC 2020-7A CLO BR OAKC 2020-7AAAA (sf)N/A22.33121.6131.81.08115160.21.3912/12/23
OAKC 2021-8A CLO B1 OAKC 2021-8AAAA (sf)N/A22.46121.6131.91.08115161.31.412/12/23
OAKC 2021-8A CLO B2 OAKC 2021-8AAA+ (sf)N/A22.46121.6131.91.08115161.31.412/12/23
OAKC 2021-9A CLO B OAKC 2021-9AAAA (sf)N/A23.11121.6132.21.09115165.11.4412/12/23
OAKC 2016-13A CLO BR OAKC 2016-13AAAA (sf)N/A22.67122.5132.21.081151611.412/12/23
OAKC 2017-14A CLO B OAKC 2017-14AAAA (sf)N/A22.08121.41311.08120154.31.2912/12/23
OAKC 2017-15A CLO B OAKC 2017-15AAAA (sf)N/A21.01121.2130.41.08120155.21.2912/12/23
OAKC 2021-16A CLO B OAKC 2021-16AAAA (sf)N/A22.48121.6131.91.08115162.71.4112/12/23
OHALF 2013-1A CLO BRR OHALF 2013-1AAAA (sf)N/A21.34121.6129.91.07120158.21.3212/12/23
OHALF 2013-2A CLO BR OHALF 2013-2AAAA (sf)N/A25.26126.9135.81.07120172.61.4412/12/23
OHALF 2016-1A CLO B1R OHALF 2016-1AAAA (sf)N/A22.15121.4131.11.08120156.31.312/12/23
OHALF 2016-1A CLO B2R OHALF 2016-1AAA (sf)N/A22.15121.4131.11.08120156.31.312/12/23
OSD 2023-27A CLO B OSD 2023-27AAAA (sf)AA17.82116124.91.081201481.2312/12/23
OZLM 2015-14A CLO BRR OZLM 2015-14AAA+ (sf)A15.74117123.31.051101481.3512/12/23
OZLM 2016-15A CLO A1BR OZLM 2016-15AAAA (sf)AAA33.17116.6121.31.041151721.512/12/23
OZLM 2016-15A CLO A2BR OZLM 2016-15AAAA (sf)AA19.91116.6121.31.041151721.512/12/23
OZLM 2016-15A CLO BR OZLM 2016-15AAAA (sf)A14.88116.6121.31.041151721.512/12/23