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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
NCC 2020-1A CLO ARL NCC 2020-1AAAA (sf)N/A32.9121.6126.21.04120184.71.5410/17/24
NCC 2020-1A CLO A1R NCC 2020-1AAAA (sf)AAA32.9121.6126.21.04120184.71.5410/17/24
NCC 2020-1A CLO A2R NCC 2020-1AAAA (sf)AAA32.9121.6126.21.04120184.71.5410/17/24
NCC 2020-1A CLO B1R NCC 2020-1AAAA (sf)AA17.74121.6126.21.04120184.71.5410/17/24
NCC 2020-1A CLO B2R NCC 2020-1AAAA (sf)AA17.74121.6126.21.04120184.71.5410/17/24
NCC 2020-1A CLO CR NCC 2020-1AAA+ (sf)A12.31115.4118.31.03110169.51.5410/17/24
NCC 2020-1A CLO DR NCC 2020-1ABBB+ (sf)BBB-6.1109.3110.51.01105151.41.4410/17/24
NCC 2020-1A CLO ER NCC 2020-1ABB- (sf)BB-0.4103.7104.21   10/17/24
NAVS 2023-1A CLO A1 NAVS 2023-1AAAA (sf)N/A38.7121.6131.61.08120146.21.2210/17/24
NAVS 2023-1A CLO AJ NAVS 2023-1AAAA (sf)N/A33.59121.6131.61.08120146.21.2210/17/24
NAVS 2023-1A CLO B1 NAVS 2023-1AAAA (sf)N/A22.36121.6131.61.08120146.21.2210/17/24
NAVS 2023-1A CLO BF NAVS 2023-1AAAA (sf)N/A22.36121.6131.61.08120146.21.2210/17/24
NAVS 2023-1A CLO C1 NAVS 2023-1AAAA (sf)N/A16.231141221.07115133.71.1610/17/24
NAVS 2023-1A CLO CF NAVS 2023-1AA (sf)N/A16.231141221.07115133.71.1610/17/24
NAVS 2023-1A CLO D1 NAVS 2023-1AA (sf)N/A12.14105110.51.05   10/17/24
NAVS 2023-1A CLO DJ NAVS 2023-1ABB+ (sf)N/A11.12105110.51.05   10/17/24
NAVS 2023-1A CLO E NAVS 2023-1ABB (sf)N/A7.54105110.51.05   10/17/24
NEUB 2013-14A CLO ARR NEUB 2013-14AAAA (sf)AAA53.631221501.23120180.41.510/17/24
NEUB 2013-14A CLO BRR NEUB 2013-14AAAA (sf)N/A31.631221501.23120180.41.510/17/24
NEUB 2013-14A CLO CRR NEUB 2013-14AAAA (sf)N/A21.25112.3130.21.16110154.51.410/17/24
NEUB 2013-14A CLO D1RR NEUB 2013-14AA+ (sf)N/A11.08107115.31.08105140.41.3410/17/24
NEUB 2013-14A CLO D2RR NEUB 2013-14ABBB- (sf)N/A11.08107115.31.08105140.41.3410/17/24
NEUB 2013-14A CLO ERR NEUB 2013-14ABB+ (sf)N/A4.32103.3107.21.04   10/17/24
NEUB 2017-16SA CLO XR NEUB 2017-16SAAAA (sf)N/A 122.11301.06120145.11.2110/17/24
NEUB 2017-16SA CLO AR NEUB 2017-16SAAAA (sf)AAA35.75122.11301.06120145.11.2110/17/24
NEUB 2017-16SA CLO BR NEUB 2017-16SAAAA (sf)N/A21.53122.11301.06120145.11.2110/17/24
NEUB 2017-16SA CLO CR NEUB 2017-16SAA+ (sf)N/A15.02114120.11.05115133.91.1610/17/24
NEUB 2017-16SA CLO DR NEUB 2017-16SABB+ (sf)N/A8.81107.6111.91.04110123.61.1210/17/24
NEUB 2017-16SA CLO ER NEUB 2017-16SABB- (sf)N/A5.18104.3107.61.03   10/17/24
NEUB 2017-16SA CLO FR NEUB 2017-16SAB- (sf)N/A3.39      10/17/24
NEUB 2014-17A CLO AR3 NEUB 2014-17AAAA (sf)AAA35.92121.6131.31.08120146.71.2210/17/24
NEUB 2014-17A CLO BR3 NEUB 2014-17AAAA (sf)AA22.7121.6131.31.08120146.71.2210/17/24
NEUB 2014-17A CLO CR3 NEUB 2014-17AA+ (sf)A16.6114121.71.07110134.91.2310/17/24
NEUB 2014-17A CLO D1R3 NEUB 2014-17ABB+ (sf)BBB-11.01107112.71.05105122.51.1710/17/24
NEUB 2014-17A CLO D2R3 NEUB 2014-17ABB+ (sf)BBB-9.99107112.71.05105122.51.1710/17/24
NEUB 2014-17A CLO ER3 NEUB 2014-17ABB- (sf)N/A6.43103.7108.51.05   10/17/24
NEUB 2014-18A CLO A1AR2 NEUB 2014-18AAAA (sf)AAA39.35112.51191.06115142.31.2410/17/24
NEUB 2014-18A CLO A1BR2 NEUB 2014-18AAAA (sf)AAA34.81112.51191.06115142.31.2410/17/24
NEUB 2014-18A CLO A2R2 NEUB 2014-18AAAA (sf)N/A21.2112.51191.06115142.31.2410/17/24
NEUB 2014-18A CLO BR2 NEUB 2014-18AAA+ (sf)N/A14.39112.51191.06115142.31.2410/17/24
NEUB 2014-18A CLO CR2 NEUB 2014-18ABBB (sf)N/A8.72107.6111.61.04110131.51.210/17/24
NEUB 2014-18A CLO DR2 NEUB 2014-18ABB (sf)N/A4.35104.4106.51.02105121.91.1610/17/24
NEUB 2016-21A CLO XR2 NEUB 2016-21AAAA (sf)AAA 122.5131.11.07120161.61.3510/17/24
NEUB 2016-21A CLO A1R2 NEUB 2016-21AAAA (sf)AAA38.22122.5131.11.07120161.61.3510/17/24
NEUB 2016-21A CLO A2R2 NEUB 2016-21AAAA (sf)AAA34.1122.5131.11.07120161.61.3510/17/24
NEUB 2016-21A CLO BR2 NEUB 2016-21AAAA (sf)AA22.31122.5131.11.07120161.61.3510/17/24
NEUB 2016-21A CLO CR2 NEUB 2016-21AA+ (sf)A17.22116.41231.06110150.41.3710/17/24
NEUB 2016-21A CLO DR2 NEUB 2016-21ABB+ (sf)BBB-10.57109.1113.91.04105136.21.310/17/24
NEUB 2016-21A CLO ER2 NEUB 2016-21ABB- (sf)BB-5.27104.2107.51.03   10/17/24
NEUB 2016-22A CLO A1R2 NEUB 2016-22AAAA (sf)AAA37.67121.6131.71.08120149.61.2510/17/24