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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 2020-38A CLO AR NEUB 2020-38AAAA (sf)N/A36.4121.6130.71.07120165.61.3811/11/24
NEUB 2020-38A CLO AL NEUB 2020-38AAAA (sf)N/A36.4121.6130.71.07120165.61.3811/11/24
NEUB 2020-38A CLO BR NEUB 2020-38AAAA (sf)N/A22.04121.6130.71.07120165.61.3811/11/24
NEUB 2020-38A CLO CR NEUB 2020-38AA+ (sf)N/A15.89114121.21.06110152.21.3811/11/24
NEUB 2020-38A CLO DR NEUB 2020-38ABB+ (sf)N/A9.73107.6112.91.05105139.41.3311/11/24
NEUB 2020-38A CLO ER NEUB 2020-38AB+ (sf)N/A5.63103.71081.04   11/11/24
NEUB 2020-39A CLO A1R NEUB 2020-39AAAA (sf)AAA35.5121.6130.81.08120162.11.3511/11/24
NEUB 2020-39A CLO A2R NEUB 2020-39AAAA (sf)AAA34.48121.6130.81.08120162.11.3511/11/24
NEUB 2020-39A CLO BR NEUB 2020-39AAAA (sf)AA22.19121.6130.81.08120162.11.3511/11/24
NEUB 2020-39A CLO CR NEUB 2020-39AA+ (sf)A16.05114121.31.06115148.81.2911/11/24
NEUB 2020-39A CLO DR NEUB 2020-39ABB+ (sf)BBB-9.9107.61131.05105135.71.2911/11/24
NEUB 2020-39A CLO ER NEUB 2020-39AB+ (sf)BB-5.81103.7108.11.04   11/11/24
NEUB 2021-40A CLO A NEUB 2021-40AAAA (sf)N/A36.52121.6130.61.07120161.91.3511/11/24
NEUB 2021-40A CLO B NEUB 2021-40AAAA (sf)N/A21.95121.6130.61.07120161.91.3511/11/24
NEUB 2021-40A CLO C NEUB 2021-40AA+ (sf)N/A15.711141211.06115148.91.2911/11/24
NEUB 2021-40A CLO D NEUB 2021-40ABB+ (sf)N/A9.47107.6112.71.05110136.51.2411/11/24
NEUB 2021-40A CLO E NEUB 2021-40ABB- (sf)N/A5.83104.3108.41.04   11/11/24
NEUB 2021-41A CLO A NEUB 2021-41AAAA (sf)N/A36.15121.6130.21.071201651.3811/11/24
NEUB 2021-41A CLO B NEUB 2021-41AAAA (sf)N/A21.74121.6130.21.071201651.3811/11/24
NEUB 2021-41A CLO C NEUB 2021-41AA+ (sf)N/A15.56114120.61.061151521.3211/11/24
NEUB 2021-41A CLO D NEUB 2021-41ABB+ (sf)N/A9.38107.6112.41.04110139.41.2711/11/24
NEUB 2021-41A CLO E NEUB 2021-41ABB- (sf)N/A5.26103.7107.51.04   11/11/24
NEUB 2021-42A CLO AN NEUB 2021-42AAAA (sf)N/A36.91121.6130.71.07120163.31.3611/11/24
NEUB 2021-42A CLO AL NEUB 2021-42AAAA (sf)N/A36.91121.6130.71.07120163.31.3611/11/24
NEUB 2021-42A CLO B NEUB 2021-42AAAA (sf)N/A22.03121.6130.71.07120163.31.3611/11/24
NEUB 2021-42A CLO C NEUB 2021-42AA+ (sf)N/A15.88114121.11.06110150.31.3711/11/24
NEUB 2021-42A CLO D NEUB 2021-42ABB+ (sf)N/A9.72107.6112.81.05105137.91.3111/11/24
NEUB 2021-42A CLO E NEUB 2021-42ABB- (sf)N/A5.88104108.21.04   11/11/24
NEUB 2021-43A CLO A NEUB 2021-43AAAA (sf)N/A37.36121.6130.61.07120160.21.3311/11/24
NEUB 2021-43A CLO B NEUB 2021-43AAAA (sf)N/A21.95121.6130.61.07120160.21.3311/11/24
NEUB 2021-43A CLO C NEUB 2021-43AA+ (sf)N/A15.791141211.06115147.31.2811/11/24
NEUB 2021-43A CLO D NEUB 2021-43ABB+ (sf)N/A9.89108113.11.05110135.31.2311/11/24
NEUB 2021-43A CLO E NEUB 2021-43ABB- (sf)N/A6.04104.3108.41.04   11/11/24
NEUB 2021-44A CLO A NEUB 2021-44AAAA (sf)N/A35.54121.6130.61.07120159.71.3311/11/24
NEUB 2021-44A CLO B NEUB 2021-44AAAA (sf)N/A22.24121.6130.61.07120159.71.3311/11/24
NEUB 2021-44A CLO C NEUB 2021-44AA+ (sf)N/A16.11114121.11.06110146.91.3411/11/24
NEUB 2021-44A CLO D NEUB 2021-44ABB+ (sf)N/A9.97107.6112.81.05105134.71.2811/11/24
NEUB 2021-44A CLO E NEUB 2021-44ABB- (sf)N/A5.87103.7107.91.04   11/11/24
NEUB 2021-45A CLO A NEUB 2021-45AAAA (sf)N/A36.19121.6130.21.07120160.21.3311/11/24
NEUB 2021-45A CLO B NEUB 2021-45AAAA (sf)N/A21.78121.6130.21.07120160.21.3311/11/24
NEUB 2021-45A CLO C NEUB 2021-45AA+ (sf)N/A15.6114120.71.06115147.31.2811/11/24
NEUB 2021-45A CLO D NEUB 2021-45ABB+ (sf)N/A9.43107.6112.41.04110134.91.2311/11/24
NEUB 2021-45A CLO E NEUB 2021-45AB+ (sf)N/A5.31103.7107.51.04   11/11/24
NEUB 2021-46A CLO A NEUB 2021-46AAAA (sf)AAA36.71121.6130.71.07120165.21.3811/11/24
NEUB 2021-46A CLO B NEUB 2021-46AAAA (sf)AA22.42121.6130.71.07120165.21.3811/11/24
NEUB 2021-46A CLO C NEUB 2021-46AA+ (sf)A16.3114121.11.06115151.91.3211/11/24
NEUB 2021-46A CLO D NEUB 2021-46ABB+ (sf)BBB-10.18107.6112.91.05110139.11.2611/11/24
NEUB 2021-46A CLO E NEUB 2021-46ABB- (sf)BB-6.09104.21081.04105129.21.2311/11/24
NEUB 2022-47A CLO A NEUB 2022-47AAAA (sf)AAA34.42121.6130.61.07120163.51.3611/11/24
NEUB 2022-47A CLO B NEUB 2022-47AAAA (sf)AA22.13121.6130.61.07120163.51.3611/11/24