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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 2016-23A NRN/A       10/05/22
NEUB 2016-23A NRN/A       10/05/22
NEUB 2016-23A NRN/A       10/05/22
MP8 2015-2A CLO BRR MP8 2015-2AAAA (sf)AA20.29123.31341.09115180.61.5710/05/22
BALLY 2021-16A CLO D BALLY 2021-16ABB+ (sf)N/A3.33103.2108.91.06   10/05/22
BALLY 2021-17A CLO A1A BALLY 2021-17AAAA (sf)AAA35.12114122.31.07110161.91.4710/05/22
BALLY 2021-17A CLO A1B BALLY 2021-17AAAA (sf)AAA33.02114122.31.07110161.91.4710/05/22
BALLY 2021-17A CLO A2 BALLY 2021-17AAAA (sf)AA20.47114122.31.07110161.91.4710/05/22
BALLY 2021-17A CLO B BALLY 2021-17AAA+ (sf)A14.19114122.31.07110161.91.4710/05/22
BALLY 2021-17A CLO C BALLY 2021-17ABBB+ (sf)BBB-7.91107.61141.06105146.41.3910/05/22
BALLY 2021-17A CLO D BALLY 2021-17ABB+ (sf)BB-3.72103.21091.06   10/05/22
BALLY 2018-1A CLO A1 BALLY 2018-1AAAA (sf)AAA31.26115.6122.11.06115171.71.4910/05/22
BALLY 2018-1A CLO A2 BALLY 2018-1AAAA (sf)AA19.01115.6122.11.06115171.71.4910/05/22
BALLY 2018-1A CLO B BALLY 2018-1AAAA (sf)A13.78115.6122.11.06115171.71.4910/05/22
BALLY 2018-1A CLO C BALLY 2018-1ABBB+ (sf)BBB-6.64108.2112.81.04110152.51.3910/05/22
BALLY 2018-1A CLO D BALLY 2018-1ABB+ (sf)BB-1.95104.7107.41.03105137.81.3110/05/22
BALLY 2018-1A CLO E BALLY 2018-1AB+ (sf)B--0.18      10/05/22
BALLY 2019-1A CLO A1R BALLY 2019-1AAAA (sf)AAA32.92115.5124.11.07115169.51.4710/05/22
BALLY 2019-1A CLO A2R BALLY 2019-1AAAA (sf)AA20.87115.5124.11.07115169.51.4710/05/22
BALLY 2019-1A CLO BR BALLY 2019-1AAAA (sf)A15.11115.5124.11.07115169.51.4710/05/22
BALLY 2019-1A CLO CR BALLY 2019-1AA (sf)BBB-8.82108.9115.51.06110152.41.3910/05/22
BALLY 2019-1A CLO DR BALLY 2019-1ABB+ (sf)BB-3.84105109.61.04   10/05/22
BALLY 2019-2A CLO A1AR BALLY 2019-2AAAA (sf)AAA36.86114122.71.08115167.31.4510/05/22
BALLY 2019-2A CLO A1BR BALLY 2019-2AAAA (sf)AAA31.6114122.71.08115167.31.4510/05/22
BALLY 2019-2A CLO A2R BALLY 2019-2AAAA (sf)AA20.03114122.71.08115167.31.4510/05/22
BALLY 2019-2A CLO BR BALLY 2019-2AAA+ (sf)A13.71114122.71.08115167.31.4510/05/22
BALLY 2019-2A CLO CR BALLY 2019-2ABBB+ (sf)BBB-7.93108.31151.06110152.11.3810/05/22
BALLY 2019-2A CLO DR BALLY 2019-2ABB+ (sf)BB-3.19104.7109.31.04   10/05/22
BALLY 2020-2A CLO A1R BALLY 2020-2AAAA (sf)N/A36.99114122.21.07115165.71.4410/05/22
BALLY 2020-2A CLO A2R BALLY 2020-2AAAA (sf)N/A20.19114122.21.07115165.71.4410/05/22
BALLY 2020-2A CLO BR BALLY 2020-2AAAA (sf)N/A13.89114122.21.07115165.71.4410/05/22
BALLY 2020-2A CLO CR BALLY 2020-2ABBB+ (sf)N/A7.59107.6113.91.06110149.71.3610/05/22
BALLY 2020-2A CLO DR BALLY 2020-2ABB+ (sf)N/A4.44104.9110.11.05   10/05/22
BARDT 2019-2A CLO AR BARDT 2019-2AAAA (sf)AAA32.34121.6132.11.09120181.31.5110/05/22
BARDT 2019-2A CLO BR BARDT 2019-2AAAA (sf)AA19.65121.6132.11.09120181.31.5110/05/22
BARDT 2019-2A CLO CR BARDT 2019-2AA+ (sf)A14.36115.5123.91.07115168.21.4610/05/22
BARDT 2019-2A CLO DR BARDT 2019-2ABBB+ (sf)BBB-8.02108.9115.41.06105151.91.4510/05/22
BARDT 2019-2A CLO ER BARDT 2019-2ABB (sf)BB-2.73103.2109.11.06   10/05/22
ATCLO 2019-14A B1 ATCLO 2019-14ANRN/A       10/05/22
ATCLO 2019-14A B2 ATCLO 2019-14ANRN/A       10/05/22
BARK 2021-1A CLO A BARK 2021-1AAAA (sf)N/A33.83121.6132.21.09120175.71.4610/05/22
BARK 2021-1A CLO B BARK 2021-1AAAA (sf)N/A19.86121.6132.21.09120175.71.4610/05/22
BARK 2021-1A CLO C BARK 2021-1AA+ (sf)N/A13.53114122.51.07110161.11.4610/05/22
BARK 2021-1A CLO D BARK 2021-1ABB+ (sf)N/A7.2106.6114.21.07105146.11.3910/05/22
BARK 2021-1A CLO E BARK 2021-1ABB (sf)N/A3.3104.1109.61.05   10/05/22
BABSN 2017-1A CLO A1 BABSN 2017-1AAAA (sf)AAA36.36126.1135.51.07120171.91.4310/05/22
BABSN 2017-1A CLO A2 BABSN 2017-1AAAA (sf)AAA30126.1135.51.07120171.91.4310/05/22
BABSN 2017-1A CLO B1 BABSN 2017-1AAAA (sf)AA+22.04126.1135.51.07120171.91.4310/05/22
BABSN 2017-1A CLO B2 BABSN 2017-1AAAA (sf)AA+22.04126.1135.51.07120171.91.4310/05/22
BABSN 2017-1A CLO C BABSN 2017-1AAAA (sf)A+14.091161231.06115151.91.3210/05/22