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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 2017-17A CLO A2BAR OZLM 2017-17AAAA (sf)AAA25.01116.5125.81.08115147.41.2812/12/23
OZLM 2017-17A CLO A2BBR OZLM 2017-17AAAA (sf)N/A25.01116.5125.81.08115147.41.2812/12/23
OZLM 2017-17A CLO B OZLM 2017-17AAAA (sf)AA-17.51116.5125.81.08115147.41.2812/12/23
OCT66 2022-1A CLO B1 OCT66 2022-1ANRN/A       12/12/23
OCT66 2022-1A CLO B2 OCT66 2022-1ANRN/A       12/12/23
OZLM 2018-18A CLO B OZLM 2018-18AAAA (sf)AA+19.72121.6128.91.06120162.81.3612/12/23
OZLM 2017-19A CLO A1BR OZLM 2017-19AAAA (sf)AAA34.67117.81241.05110160.91.4612/12/23
OZLM 2017-19A CLO A2BR OZLM 2017-19AAAA (sf)AA21.5117.81241.05110160.91.4612/12/23
OZLM 2017-19A CLO B1R OZLM 2017-19AAAA (sf)A16.23117.81241.05110160.91.4612/12/23
OZLM 2017-19A CLO B2R OZLM 2017-19AA+ (sf)A16.23117.81241.05110160.91.4612/12/23
OZLM 2018-20A CLO B OZLM 2018-20AAAA (sf)A+14.18116.4120.61.04115140.61.2212/12/23
OZLM 2019-23A CLO B1R OZLM 2019-23AAAA (sf)AA19.97121.6129.21.06120159.81.3312/12/23
OZLM 2019-23A CLO B2R OZLM 2019-23AAAA (sf)AA19.97121.6129.21.06120159.81.3312/12/23
OZLM 2019-24A CLO A1BR OZLM 2019-24AAAA (sf)AAA34.66115.1118.61.031151551.3512/12/23
OZLM 2019-24A CLO A2BR OZLM 2019-24AAAA (sf)N/A20.2115.1118.61.031151551.3512/12/23
OZLM 2019-24A CLO BR OZLM 2019-24AAAA (sf)N/A12.97115.1118.61.031151551.3512/12/23
OZLMF 2012-2A CLO A1BR OZLMF 2012-2AAAA (sf)AAA31.56115118.61.03115154.91.3512/12/23
OZLMF 2012-2A CLO BR2 OZLMF 2012-2AAAA (sf)N/A12.92115118.61.03115154.91.3512/12/23
PFIXD 2019-1A CLO BR PFIXD 2019-1AAAA (sf)AA34.24150.4167.41.11110263.72.412/12/23
PLMRS 2014-1A CLO BR2 PLMRS 2014-1AAAA (sf)N/A16.58114.4124.81.09115153.31.3312/12/23
PLMRS 2015-2A CLO BR2 PLMRS 2015-2AAAA (sf)N/A17.67114126.61.11115151.81.3212/12/23
PLMRS 2018-1A CLO B PLMRS 2018-1AAAA (sf)N/A16.23114124.31.09115161.21.412/12/23
PLMRS 2018-2A CLO A1B PLMRS 2018-2AAAA (sf)AAA34.84114122.31.07115152.21.3212/12/23
PLMRS 2018-2A CLO B PLMRS 2018-2AAA+ (sf)N/A15.09114122.31.07115152.21.3212/12/23
PLMRS 2020-3A CLO A1BR PLMRS 2020-3AAAA (sf)N/A33.66114122.21.07115152.81.3312/12/23
PLMRS 2020-3A CLO BR PLMRS 2020-3AAA+ (sf)N/A15114122.21.07115152.81.3312/12/23
PLMRS 2021-2A CLO B PLMRS 2021-2AAAA (sf)AA21.38121.6131.41.08120166.51.3912/12/23
PLMRS 2021-3A CLO B PLMRS 2021-3AAAA (sf)AA21.57121.6131.51.08120162.21.3512/12/23
PLMRS 2021-4A CLO B PLMRS 2021-4AAAA (sf)AA21.39121.6131.61.08120160.91.3412/12/23
PLMRS 2022-1A CLO B PLMRS 2022-1AAAA (sf)AA21.9121.6131.91.08120160.91.3412/12/23
PLMRS 2022-2A CLO B PLMRS 2022-2AAAA (sf)N/A21.91121.6131.81.08120160.91.3412/12/23
PARL 2018-1A CLO B PARL 2018-1AA+ (sf)A12.49115.4120.21.04115141.41.2312/12/23
PARL 2019-1A CLO BR PARL 2019-1AAAA (sf)N/A19.39122.5128.21.05120158.61.3212/12/23
PARL 2020-1A CLO BR PARL 2020-1AAA+ (sf)A17.1118.2126.21.07110148.81.3512/12/23
PARL 2021-1A CLO B PARL 2021-1AAAA (sf)N/A19.61121.61301.07120154.41.2912/12/23
PARL 2021-2A CLO B PARL 2021-2AA+ (sf)A14.27115.5122.31.06115140.21.2212/12/23
PARL 2023-1A CLO B PARL 2023-1AA+ (sf)N/A16.95115.5123.81.07115110.20.9612/12/23
PEAKS 2014-1A CLO BR PEAKS 2014-1AAAA (sf)N/A32.18134.4143.91.07120203.51.712/12/23
PEAKS 2017-2A CLO A1BR PEAKS 2017-2AAAA (sf)AAA51.76135.1140.41.04120220.11.8312/12/23
PEAKS 2017-2A CLO A2BR PEAKS 2017-2AAAA (sf)AAA38.36135.1140.41.04120220.11.8312/12/23
PEAKS 2017-2A CLO BR PEAKS 2017-2AAAA (sf)AA23.29135.1140.41.04120220.11.8312/12/23
PIPK 2018-1A CLO B PIPK 2018-1AAAA (sf)AA18.99121.6128.41.06120164.31.3712/12/23
PIPK 2022-10A CLO B PIPK 2022-10AAAA (sf)AA21.64121.6131.91.081201751.4612/12/23
PIPK 2022-11A CLO B PIPK 2022-11AAAA (sf)AA22.48122.5132.71.081201611.3412/12/23
PIPK 2023-12A CLO B PIPK 2023-12AAAA (sf)AA+23.73124.7134.71.08120162.31.3512/12/23
PIPK 2023-14A CLO B PIPK 2023-14AAAA (sf)AA23.19123.8133.81.08120180.31.512/12/23
PIPK 2019-3A CLO BRR PIPK 2019-3AAAA (sf)AA21.66123.6132.31.07120171.91.4312/12/23
PIPK 2019-4A CLO BR PIPK 2019-4AAAA (sf)AA21.06122.5132.31.08120171.91.4312/12/23
PIPK 2020-5A CLO B PIPK 2020-5AAAA (sf)AA20.56121.6131.51.081201651.3812/12/23
PIPK 2020-6A CLO BR PIPK 2020-6AAAA (sf)AA21.34121.6132.31.09120164.71.3712/12/23