By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

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
BCC 2021-2A CLO A2 BCC 2021-2AAAA (sf)AAA30.96121.8131.61.08120163.41.3611/30/22
BCC 2021-2A CLO B BCC 2021-2AAAA (sf)AA18.76121.8131.61.08120163.41.3611/30/22
BCC 2021-2A CLO C BCC 2021-2AAA- (sf)A13.62115.9123.81.07115152.21.3211/30/22
BCC 2021-2A CLO D BCC 2021-2ABBB+ (sf)BBB-7.04109.11151.051101381.2511/30/22
BCC 2021-2A CLO E BCC 2021-2ABB (sf)BB-1.53103.7108.61.05   11/30/22
BCC 2021-3A CLO A BCC 2021-3AAAA (sf)AAA34.27121.61311.08120159.21.3311/30/22
BCC 2021-3A CLO B BCC 2021-3AAAA (sf)N/A18.77121.61311.08120159.21.3311/30/22
BCC 2021-3A CLO C BCC 2021-3AA+ (sf)N/A12.36114121.41.06115146.21.2711/30/22
BCC 2021-3A CLO D BCC 2021-3ABB+ (sf)N/A5.94107.6113.11.05110133.31.2111/30/22
BCC 2021-3A CLO E BCC 2021-3ABB (sf)N/A2.2104.3108.81.04   11/30/22
BCC 2021-4A CLO X BCC 2021-4AAAA (sf)AAA 121.6131.31.08120161.11.3411/30/22
BCC 2021-4A CLO A1 BCC 2021-4AAAA (sf)AAA32.34121.6131.31.08120161.11.3411/30/22
BCC 2021-4A CLO A2 BCC 2021-4AAAA (sf)AAA30.19121.6131.31.08120161.11.3411/30/22
BCC 2021-4A CLO B BCC 2021-4AAAA (sf)N/A18.38121.6131.31.08120161.11.3411/30/22
BCC 2021-4A CLO C BCC 2021-4AA+ (sf)N/A11.94114121.71.07110147.71.3411/30/22
BCC 2021-4A CLO D BCC 2021-4ABB+ (sf)N/A5.49107.6113.41.05105134.71.2811/30/22
BCC 2021-4A CLO E BCC 2021-4ABB- (sf)BB-1.2103.7108.41.05   11/30/22
BCC 2021-5A CLO A1L BCC 2021-5AAAA (sf)N/A32.58121.6131.21.08120176.71.4711/30/22
BCC 2021-5A CLO A1 BCC 2021-5AAAA (sf)AAA32.58121.6131.21.08120176.71.4711/30/22
BCC 2021-5A CLO A2 BCC 2021-5AAAA (sf)AAA30.44121.6131.21.08120176.71.4711/30/22
BCC 2021-5A CLO B BCC 2021-5AAAA (sf)AA18.67121.6131.21.08120176.71.4711/30/22
BCC 2021-5A CLO C BCC 2021-5AA+ (sf)A13.32115.5123.11.07110163.91.4911/30/22
BCC 2021-5A CLO D BCC 2021-5ABB+ (sf)BBB-6.79108.8114.51.05105147.71.4111/30/22
BCC 2021-5A CLO E BCC 2021-5ABB- (sf)BB-1.55103.7108.41.05   11/30/22
BALLY 2020-14A CLO A1 BALLY 2020-14AAAA (sf)N/A34.47114122.51.07115135.71.1811/30/22
BALLY 2020-14A CLO A2 BALLY 2020-14AAAA (sf)N/A19.68114122.51.07115135.71.1811/30/22
BALLY 2020-14A CLO B BALLY 2020-14AAAA (sf)N/A13.34114122.51.07115135.71.1811/30/22
BALLY 2020-14A CLO C BALLY 2020-14AA- (sf)N/A7107.6114.21.06110123.31.1211/30/22
BALLY 2020-14A CLO D BALLY 2020-14ABB+ (sf)N/A3.83104.9110.41.05   11/30/22
BALLY 2021-1A CLO A1 BALLY 2021-1AAAA (sf)AAA32.14114122.31.07115144.71.2611/30/22
BALLY 2021-1A CLO A2 BALLY 2021-1AAAA (sf)N/A19.41114122.31.07115144.71.2611/30/22
BALLY 2021-1A CLO B BALLY 2021-1AAAA (sf)N/A13.05114122.31.07115144.71.2611/30/22
BALLY 2021-1A CLO C BALLY 2021-1AA- (sf)N/A6.69107.6113.91.06110131.61.211/30/22
BALLY 2021-1A CLO D BALLY 2021-1ABB+ (sf)N/A2.44103.71091.05   11/30/22
BALLY 2021-16A CLO A1L BALLY 2021-16AAAA (sf)N/A32.9114122.11.07110140.71.2811/30/22
BALLY 2021-16A CLO A1N BALLY 2021-16AAAA (sf)N/A32.9114122.11.07110140.71.2811/30/22
BALLY 2021-16A CLO A2 BALLY 2021-16AAAA (sf)N/A19.06114122.11.07110140.71.2811/30/22
BALLY 2021-16A CLO B BALLY 2021-16AAA+ (sf)N/A12.67114122.11.07110140.71.2811/30/22
BALLY 2021-16A CLO C BALLY 2021-16ABBB+ (sf)N/A6.28107.6113.81.06105128.51.2211/30/22
BALLY 2021-16A CLO D BALLY 2021-16ABB+ (sf)N/A2.02103.2108.91.06   11/30/22
BALLY 2021-17A CLO A1A BALLY 2021-17AAAA (sf)AAA34.39114122.31.07110138.81.2611/30/22
BALLY 2021-17A CLO A1B BALLY 2021-17AAAA (sf)AAA32.28114122.31.07110138.81.2611/30/22
BALLY 2021-17A CLO A2 BALLY 2021-17AAAA (sf)AA19.58114122.31.07110138.81.2611/30/22
BALLY 2021-17A CLO B BALLY 2021-17AAA+ (sf)A13.23114122.31.07110138.81.2611/30/22
BALLY 2021-17A CLO C BALLY 2021-17ABBB+ (sf)BBB-6.88107.6113.91.06105126.61.2111/30/22
BALLY 2021-17A CLO D BALLY 2021-17ABB+ (sf)BB-2.65103.21091.06   11/30/22
BALLY 2018-1A CLO A1 BALLY 2018-1AAAA (sf)AAA29.89115.6121.61.05115172.51.511/30/22
BALLY 2018-1A CLO A2 BALLY 2018-1AAAA (sf)AA17.38115.6121.61.05115172.51.511/30/22
BALLY 2018-1A CLO B BALLY 2018-1AAAA (sf)A12.06115.6121.61.05115172.51.511/30/22
BALLY 2018-1A CLO C BALLY 2018-1ABBB+ (sf)BBB-4.77108.2112.31.04110153.21.3911/30/22