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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 2019-IA CLO ANAR NCC 2019-IAAAA (sf)AAA40.94121.6133.71.1120171.31.4309/12/24
NCC 2019-IA CLO AL NCC 2019-IAAAA (sf)N/A21.97121.6133.71.1120171.31.4309/12/24
NCC 2019-IA CLO ANBR NCC 2019-IAAAA (sf)AA+21.97121.6133.71.1120171.31.4309/12/24
NCC 2019-IA CLO BR NCC 2019-IAAAA (sf)A+15.1116.5122.91.05115155.41.3509/12/24
NCC 2019-IA CLO C NCC 2019-IABBB+ (sf)BBB-5.61109.8110.51.01110134.91.2309/12/24
NCC 2019-IA CLO D NCC 2019-IAB (sf)BB--3.32104.21010.97105116.11.1109/12/24
MAGNE 2021-29A CLO A MAGNE 2021-29ANRN/A       09/12/24
MAGNE 2021-29A CLO B MAGNE 2021-29ANRN/A       09/12/24
MAGNE 2021-29A CLO E MAGNE 2021-29ANRN/A       09/12/24
MAGNE 2021-29A CLO C MAGNE 2021-29ANRN/A       09/12/24
MAGNE 2021-29A CLO D MAGNE 2021-29ANRN/A       09/12/24
MCLO 2020-15A A1SR MCLO 2020-15ANRN/A       09/12/24
MCLO 2020-15A BR MCLO 2020-15ANRN/A       09/12/24
MCLO 2020-15A CR MCLO 2020-15ANRN/A       09/12/24
MCLO 2020-15A A1JR MCLO 2020-15ANRN/A       09/12/24
MCLO 2020-15A A2R MCLO 2020-15ANRN/A       09/12/24
MCLO 2020-15A D MCLO 2020-15ANRN/A       09/12/24
MAGNE 2019-22A CLO ER MAGNE 2019-22ANRN/A       09/12/24
MAGNE 2019-22A CLO AR MAGNE 2019-22ANRN/A       09/12/24
MAGNE 2019-22A CLO BR MAGNE 2019-22ANRN/A       09/12/24
MAGNE 2019-22A CLO CR MAGNE 2019-22ANRN/A       09/12/24
MAGNE 2019-22A CLO DR MAGNE 2019-22ANRN/A       09/12/24
NEUB 2022-50A CLO A1 NEUB 2022-50ANRN/A       09/12/24
NEUB 2022-50A CLO E NEUB 2022-50ANRN/A       09/12/24
NEUB 2022-50A CLO B2 NEUB 2022-50ANRN/A       09/12/24
NEUB 2022-50A CLO D NEUB 2022-50ANRN/A       09/12/24
NEUB 2022-50A CLO B1 NEUB 2022-50ANRN/A       09/12/24
NEUB 2022-50A CLO C NEUB 2022-50ANRN/A       09/12/24
NEUB 2022-50A CLO A2 NEUB 2022-50ANRN/A       09/12/24
WOODS 2021-27A CLO A1N WOODS 2021-27AAAA (sf)AAA34.64121.8129.11.06120163.31.3609/12/24
WOODS 2021-27A CLO AL WOODS 2021-27AAAA (sf)N/A34.64121.8129.11.06120163.31.3609/12/24
WOODS 2021-27A CLO A2 WOODS 2021-27AAAA (sf)AAA31.48121.8129.11.06120163.31.3609/12/24
WOODS 2021-27A CLO B WOODS 2021-27AAAA (sf)AA19.99121.8129.11.06120163.31.3609/12/24
WOODS 2021-27A CLO C WOODS 2021-27AAA- (sf)A15.25116.4121.81.05110152.81.3909/12/24
WOODS 2021-27A CLO D WOODS 2021-27ABBB- (sf)BBB-8.56109.3112.91.03105138.51.3209/12/24
WOODS 2021-27A CLO E WOODS 2021-27ABB- (sf)BB-3.02103.7106.51.03   09/12/24
NEUB 2022-51A CLO F NEUB 2022-51ANRN/A       09/12/24
NEUB 2022-51A CLO C NEUB 2022-51ANRN/A       09/12/24
NEUB 2022-51A CLO A1 NEUB 2022-51ANRN/A       09/12/24
NEUB 2022-51A CLO A2 NEUB 2022-51ANRN/A       09/12/24
NEUB 2022-51A CLO B NEUB 2022-51ANRN/A       09/12/24
NEUB 2022-51A CLO D NEUB 2022-51ANRN/A       09/12/24
NEUB 2022-51A CLO E NEUB 2022-51ANRN/A       09/12/24
OCP 2017-14A CLO C OCP 2017-14ANRN/A       09/12/24
OCP 2017-14A CLO A1A OCP 2017-14ANRN/A       09/12/24
OCP 2017-14A CLO A1B OCP 2017-14ANRN/A       09/12/24
OCP 2017-14A CLO A2 OCP 2017-14ANRN/A       09/12/24
OCP 2017-14A CLO B OCP 2017-14ANRN/A       09/12/24
OCP 2017-14A CLO D OCP 2017-14ANRN/A       09/12/24
OCP 2020-18A CLO CR OCP 2020-18ANRN/A       09/12/24