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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
MVEW 2017-2A CLO D MVEW 2017-2AAA (sf)BBB8.15108.1111.11.03110133.91.2211/11/24
MVEW 2017-2A CLO E MVEW 2017-2ABB- (sf)BB--0.94104.2103.20.99   11/11/24
MVEW 2017-2A CLO F MVEW 2017-2AD (sf)CCC+-4.78      11/11/24
MUZ88 2022-1A CLO AL MUZ88 2022-1AAAA (sf)N/A34.77121.6131.71.08120140.91.1711/11/24
MUZ88 2022-1A CLO A MUZ88 2022-1AAAA (sf)AAA34.77121.6131.71.08120140.91.1711/11/24
MUZ88 2022-1A CLO B1 MUZ88 2022-1AAAA (sf)AA22.54121.6131.71.08120140.91.1711/11/24
MUZ88 2022-1A CLO B2 MUZ88 2022-1AAA+ (sf)AA22.54121.6131.71.08120140.91.1711/11/24
MUZ88 2022-1A CLO C MUZ88 2022-1AA+ (sf)A16.421141221.07110128.31.1711/11/24
MUZ88 2022-1A CLO D MUZ88 2022-1ABB+ (sf)BBB-10.31107.1113.71.06105116.21.1111/11/24
MUZ88 2022-1A CLO E MUZ88 2022-1AB+ (sf)BB-7.25104.41101.05   11/11/24
MUZ88 2023-2A CLO AL MUZ88 2023-2AAAA (sf)N/A34.93121.6131.41.08120140.81.1711/11/24
MUZ88 2023-2A CLO A MUZ88 2023-2AAAA (sf)N/A34.93121.6131.41.08120140.81.1711/11/24
MUZ88 2023-2A CLO B MUZ88 2023-2AAAA (sf)N/A22.73121.6131.41.08120140.81.1711/11/24
MUZ88 2023-2A CLO C MUZ88 2023-2AA+ (sf)N/A16.63114121.81.07110128.91.1711/11/24
MUZ88 2023-2A CLO D MUZ88 2023-2ABB+ (sf)N/A10.53107.6113.51.05105116.21.1111/11/24
MUZ88 2023-2A CLO E MUZ88 2023-2AB+ (sf)N/A7.48104.4109.81.05   11/11/24
MYERS 2018-1A CLO A1 MYERS 2018-1AAAA (sf)AAA45.5122.5135.51.11120180.71.5111/11/24
MYERS 2018-1A CLO A2 MYERS 2018-1AAAA (sf)AAA38.9122.5135.51.11120180.71.5111/11/24
MYERS 2018-1A CLO B1 MYERS 2018-1AAAA (sf)N/A24.45122.5135.51.11120180.71.5111/11/24
MYERS 2018-1A CLO B2 MYERS 2018-1AAAA (sf)N/A24.45122.5135.51.11120180.71.5111/11/24
MYERS 2018-1A CLO C MYERS 2018-1AAA+ (sf)N/A16.9114.7123.21.071151621.4111/11/24
MYERS 2018-1A CLO D MYERS 2018-1ABBB (sf)N/A9.11108112.71.04110144.51.3111/11/24
MYERS 2018-1A CLO E MYERS 2018-1ABB- (sf)N/A4.46104.9107.21.02105133.41.2711/11/24
NCC 2017-IA CLO A2 NCC 2017-IAAAA (sf)N/A91.66113.2164.71.45115175.21.5211/11/24
NCC 2017-IA CLO B NCC 2017-IAAAA (sf)N/A48113.2164.71.45115175.21.5211/11/24
NCC 2017-IA CLO C NCC 2017-IAAAA (sf)N/A16.94108.3118.21.09110119.11.0811/11/24
NCC 2017-IA CLO D NCC 2017-IACC (sf)N/A-11.62104.294.20.9   11/11/24
NCC 2017-IIA CLO AL NCC 2017-IIAAAA (sf)AAA96.53122.6186.81.52120233.31.9411/11/24
NCC 2017-IIA CLO AF NCC 2017-IIAAAA (sf)AAA96.53122.6186.81.52120233.31.9411/11/24
NCC 2017-IIA CLO B NCC 2017-IIAAAA (sf)AAA52.48122.6186.81.52120233.31.9411/11/24
NCC 2017-IIA CLO C NCC 2017-IIAAAA (sf)AA-30.88115141.21.23110171.51.5611/11/24
NCC 2017-IIA CLO D NCC 2017-IIAA+ (sf)BB+7.16107.8111.41.03105131.31.2511/11/24
NCC 2017-IIA CLO E NCC 2017-IIACC (sf)CCC+-8.51103.797.80.94   11/11/24
NCC 2018-IA CLO A NCC 2018-IAAAA (sf)AAA48.16121.6136.11.121201731.4411/11/24
NCC 2018-IA CLO B NCC 2018-IAAAA (sf)AA+27.66121.6136.11.121201731.4411/11/24
NCC 2018-IA CLO C NCC 2018-IAAAA (sf)A+17.36114.51221.07115153.31.3311/11/24
NCC 2018-IA CLO D NCC 2018-IABBB+ (sf)BBB-5.86107.7109.41.02110134.21.2211/11/24
NCC 2018-IA CLO E NCC 2018-IAB+ (sf)BB--1.46104.2102.60.98105121.41.1611/11/24
NCC 2018-IIA CLO A NCC 2018-IIAAAA (sf)AAA40.87122.3130.51.07120166.71.3911/11/24
NCC 2018-IIA CLO B NCC 2018-IIAAAA (sf)AA+22.73122.3130.51.07120166.71.3911/11/24
NCC 2018-IIA CLO C NCC 2018-IIAAAA (sf)A15.07116.2120.31.04115151.71.3211/11/24
NCC 2018-IIA CLO D NCC 2018-IIABBB+ (sf)BBB-4.991091091110134.21.2211/11/24
NCC 2018-IIA CLO E NCC 2018-IIAB- (sf)B+-2.91104.2101.50.97105119.71.1411/11/24
NCC 2019-IA CLO ANAR NCC 2019-IAAAA (sf)AAA48.59121.6134.21.11201731.4411/11/24
NCC 2019-IA CLO AL NCC 2019-IAAAA (sf)N/A26.31121.6134.21.11201731.4411/11/24
NCC 2019-IA CLO ANBR NCC 2019-IAAAA (sf)AA+26.31121.6134.21.11201731.4411/11/24
NCC 2019-IA CLO BR NCC 2019-IAAAA (sf)A+18.24116.5123.41.06115156.91.3611/11/24
NCC 2019-IA CLO C NCC 2019-IAA+ (sf)BBB-7.1109.81111.01110136.21.2411/11/24
NCC 2019-IA CLO D NCC 2019-IAB- (sf)BB--3.39104.2101.40.97105117.21.1211/11/24
NCC 2019-IIA CLO AN NCC 2019-IIAAAA (sf)AAA30.81121.6124.71.03120171.61.4311/11/24