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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
NEUB 2018-28A CLO E NEUB 2018-28AB+ (sf)N/A7.51104.19107.641.03105234.322.2308/31/21
OCP 2014-5A CLO BR OCP 2014-5ABBB+ (sf)N/A16.09113.4119.181.05115306.672.6708/31/21
MORGN 2019-5A CLO B2 MORGN 2019-5AAAA (sf)N/A23.86121.58131.331.08120272.322.2708/31/21
OCP 2017-13A CLO A1B OCP 2017-13AAAA (sf)AAA32.72113.21120.71.07115258.942.2508/31/21
OCP 2017-13A CLO A2B OCP 2017-13AAAA (sf)N/A24.18113.21120.71.07115258.942.2508/31/21
OCP 2017-13A CLO B OCP 2017-13AA+ (sf)N/A17.15113.21120.71.07115258.942.2508/31/21
SNDPT 2016-2A CLO BR2 SNDPT 2016-2AAAA (sf)AA+23.31121.6130.361.07120285.32.3808/31/21
SRANC 2018-6A CLO B SRANC 2018-6AAA- (sf)AA23.49122.33130.681.07120329.272.7408/31/21
SHACK 2015-8A CLO BR SHACK 2015-8AAAA (sf)N/A29.11123.55140.251.14120398.473.3208/31/21
OZLM 2017-17A CLO A2BAR OZLM 2017-17AAAA (sf)AA23.14116.5121.231.04115270.442.3508/31/21
OZLM 2017-17A CLO A2BBR OZLM 2017-17AAAA (sf)N/A23.14116.5121.231.04115270.442.3508/31/21
OZLM 2017-17A CLO B OZLM 2017-17AA+ (sf)A17.51116.5121.231.04115270.442.3508/31/21
VIBR 2017-6A CLO AR VIBR 2017-6AAAA (sf)AAA34.42122.45128.581.05120384.533.208/31/21
VIBR 2017-6A CLO BR VIBR 2017-6AAAA (sf)AA+22.64122.45128.581.05120384.533.208/31/21
VIBR 2017-6A CLO CR VIBR 2017-6AA+ (sf)A16.49114.7119.121.04115334.532.9108/31/21
VIBR 2017-6A CLO D VIBR 2017-6ABBB+ (sf)BB+10.86108.94111.581.02110275.292.508/31/21
VIBR 2017-6A CLO E VIBR 2017-6ABB- (sf)B+5.73103.7105.521.02105222.942.1208/31/21
ROCKT 2017-1A CLO BR2A ROCKT 2017-1AAAA (sf)AA24.62121.5132.571.09120349.622.9108/31/21
ROCKT 2017-1A CLO BR2B ROCKT 2017-1AAAA (sf)AA24.62121.5132.571.09120349.622.9108/31/21
ROCKT 2017-1A CLO DR2B ROCKT 2017-1ABB+ (sf)BBB-13.21108.2115.151.06105258.082.4608/31/21
TICP 2019-13A CLO BR TICP 2019-13AAAA (sf)N/A24.28122131.691.08120332.572.7708/31/21
SNDPT 2018-1A CLO B1 SNDPT 2018-1AAAA (sf)AA22.34121.58128.761.06120303.322.5308/31/21
SNDPT 2018-1A CLO B2AR SNDPT 2018-1AAAA (sf)AA22.34121.58128.761.06120303.322.5308/31/21
SNDPT 2018-1A CLO B2BR SNDPT 2018-1AAAA (sf)AA22.34121.58128.761.06120303.322.5308/31/21
NEUB 2017-25A CLO AR NEUB 2017-25AAAA (sf)N/A36.02122.11131.071.07120404.433.3708/31/21
NEUB 2017-25A CLO BR NEUB 2017-25AAAA (sf)N/A24.02122.11131.071.07120404.433.3708/31/21
NEUB 2017-25A CLO CR NEUB 2017-25AA+ (sf)N/A17.99114.32121.441.06115357.23.1108/31/21
NEUB 2017-25A CLO DR NEUB 2017-25ABB+ (sf)N/A12.02107.95113.191.05110301.842.7408/31/21
NEUB 2017-25A CLO ER NEUB 2017-25ABB- (sf)N/A7.6104.45107.781.03   08/31/21
PARL 2018-2A CLO B PARL 2018-2ABBB+ (sf)A16.94116.2120.41.04115255.722.2208/31/21
NEUB 2013-14A CLO ARR NEUB 2013-14AAAA (sf)AAA35.73122128.861.06120369.593.0808/31/21
NEUB 2013-14A CLO BRR NEUB 2013-14AAA+ (sf)N/A22.66122128.861.06120369.593.0808/31/21
NEUB 2013-14A CLO CRR NEUB 2013-14ABBB+ (sf)N/A16.49112.3119.341.06110326.932.9708/31/21
NEUB 2013-14A CLO D1RR NEUB 2013-14ABB+ (sf)N/A10.46107111.31.04105270.142.5708/31/21
NEUB 2013-14A CLO D2RR NEUB 2013-14ABB+ (sf)N/A10.46107111.31.04105270.142.5708/31/21
NEUB 2013-14A CLO ERR NEUB 2013-14AB+ (sf)N/A6.44103.3106.521.03   08/31/21
TRAL 2018-5A CLO B TRAL 2018-5AAAA (sf)N/A23.43120.72130.431.08120302.452.5208/31/21
MDPK 2019-34A CLO BR MDPK 2019-34AAAA (sf)N/A25.63124.8133.781.07120375.773.1308/31/21
PAIA 2018-1A CLO A1BR PAIA 2018-1AAAA (sf)N/A37.2114.3120.131.05115297.362.5908/31/21
PAIA 2018-1A CLO BR PAIA 2018-1AA+ (sf)N/A17.2114.3120.131.05115297.362.5908/31/21
NEUB 2019-33A CLO A NEUB 2019-33AAAA (sf)AAA38.06121.58131.471.08120294.42.4508/31/21
NEUB 2019-33A CLO B NEUB 2019-33AAAA (sf)N/A24.07121.58131.471.08120294.42.4508/31/21
NEUB 2019-33A CLO C NEUB 2019-33AA+ (sf)N/A18.08113.95121.851.07115259.62.2608/31/21
NEUB 2019-33A CLO D NEUB 2019-33ABB+ (sf)N/A12.08107.64113.541.05110219.98208/31/21
NEUB 2019-33A CLO E NEUB 2019-33ABB- (sf)N/A8.09104.2108.611.04   08/31/21
SHACK 2016-9A CLO B SHACK 2016-9AAAA (sf)N/A27.24121.6136.541.12120319.72.6608/31/21
SNDPT 2019-4A CLO A1B SNDPT 2019-4AAAA (sf)AAA36.6108.29115.371.07110206.771.8808/31/21
SNDPT 2019-4A CLO B1A SNDPT 2019-4AAAA (sf)AA24.72108.29115.371.07110206.771.8808/31/21
SNDPT 2019-4A CLO B1B SNDPT 2019-4AAAA (sf)AA24.72108.29115.371.07110206.771.8808/31/21
SNDPT 2019-4A CLO C1B SNDPT 2019-4AAA+ (sf)A21.75108.29115.371.07110206.771.8808/31/21