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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
BALLY 2020-14A CLO C2R BALLY 2020-14ABB+ (sf)N/A9.45106.4112.91.06   11/11/24
BALLY 2020-14A CLO DR BALLY 2020-14ABB (sf)N/A6.39103.7109.21.05   11/11/24
BALLY 2021-1A CLO A1 BALLY 2021-1AAAA (sf)AAA34.29114122.31.07115158.21.3811/11/24
BALLY 2021-1A CLO A2 BALLY 2021-1AAAA (sf)N/A21.97114122.31.07115158.21.3811/11/24
BALLY 2021-1A CLO B BALLY 2021-1AAA (sf)N/A15.81114122.31.07115158.21.3811/11/24
BALLY 2021-1A CLO C BALLY 2021-1ABBB- (sf)N/A9.65107.61141.06110144.71.3211/11/24
BALLY 2021-1A CLO D BALLY 2021-1ABB (sf)N/A5.54103.71091.05   11/11/24
BALLY 2021-16A CLO A1L BALLY 2021-16AAAA (sf)N/A35.161141221.07110154.51.411/11/24
BALLY 2021-16A CLO A1N BALLY 2021-16AAAA (sf)N/A35.161141221.07110154.51.411/11/24
BALLY 2021-16A CLO A2 BALLY 2021-16AAAA (sf)N/A21.781141221.07110154.51.411/11/24
BALLY 2021-16A CLO B BALLY 2021-16AA+ (sf)N/A15.61141221.07110154.51.411/11/24
BALLY 2021-16A CLO C BALLY 2021-16ABB+ (sf)N/A9.43107.6113.71.06105141.71.3511/11/24
BALLY 2021-16A CLO D BALLY 2021-16ABB- (sf)N/A5.31103.2108.81.05   11/11/24
BALLY 2021-17A CLO A1A BALLY 2021-17AAAA (sf)AAA35.91114121.21.061101511.3711/11/24
BALLY 2021-17A CLO A1B BALLY 2021-17AAAA (sf)AAA33.84114121.21.061101511.3711/11/24
BALLY 2021-17A CLO A2 BALLY 2021-17AAAA (sf)AA21.44114121.21.061101511.3711/11/24
BALLY 2021-17A CLO B BALLY 2021-17AA+ (sf)A15.24114121.21.061101511.3711/11/24
BALLY 2021-17A CLO C BALLY 2021-17ABB+ (sf)BBB-9.04107.6112.91.05105138.31.3211/11/24
BALLY 2021-17A CLO D BALLY 2021-17ABB- (sf)BB-4.9103.21081.05   11/11/24
BALLY 2021-18A CLO A1 BALLY 2021-18AAAA (sf)N/A34.71141211.06115153.11.3311/11/24
BALLY 2021-18A CLO A2 BALLY 2021-18AAAA (sf)N/A21.221141211.06115153.11.3311/11/24
BALLY 2021-18A CLO B BALLY 2021-18AA+ (sf)N/A151141211.06115153.11.3311/11/24
BALLY 2021-18A CLO C BALLY 2021-18ABB+ (sf)N/A8.78107.6112.81.05110140.21.2711/11/24
BALLY 2021-18A CLO D BALLY 2021-18ABB- (sf)N/A4.64103.2107.91.05   11/11/24
BALLY 2018-1A CLO A1 BALLY 2018-1AAAA (sf)AAA58.95115.6132.91.15115172.91.511/11/24
BALLY 2018-1A CLO A2 BALLY 2018-1AAAA (sf)AA+36.49115.6132.91.15115172.91.511/11/24
BALLY 2018-1A CLO B BALLY 2018-1AAAA (sf)A+26.92115.6132.91.15115172.91.511/11/24
BALLY 2018-1A CLO C BALLY 2018-1AAA+ (sf)BBB-13.84108.2115.91.07110145.61.3211/11/24
BALLY 2018-1A CLO D BALLY 2018-1ABB+ (sf)BB-5.25104.7106.91.02105128.21.2211/11/24
BALLY 2018-1A CLO E BALLY 2018-1ACCC (sf)B-1.34      11/11/24
BALLY 2022-19A CLO A1N BALLY 2022-19AAAA (sf)N/A33.61114120.51.061151521.3211/11/24
BALLY 2022-19A CLO A1L BALLY 2022-19AAAA (sf)N/A33.61114120.51.061151521.3211/11/24
BALLY 2022-19A CLO A2 BALLY 2022-19AAAA (sf)N/A21.16114120.51.061151521.3211/11/24
BALLY 2022-19A CLO B BALLY 2022-19AA+ (sf)N/A14.94114120.51.061151521.3211/11/24
BALLY 2022-19A CLO C BALLY 2022-19ABB+ (sf)N/A8.72107.6112.31.04110138.91.2611/11/24
BALLY 2022-19A CLO D BALLY 2022-19ABB- (sf)N/A4.57103.2107.41.04   11/11/24
BALLY 2019-1A CLO A1R BALLY 2019-1AAAA (sf)AAA34.63115.5122.21.06115155.81.3511/11/24
BALLY 2019-1A CLO A2R BALLY 2019-1AAAA (sf)AA22.41115.5122.21.06115155.81.3511/11/24
BALLY 2019-1A CLO BR BALLY 2019-1AAA+ (sf)A16.56115.5122.21.06115155.81.3511/11/24
BALLY 2019-1A CLO CR BALLY 2019-1ABBB+ (sf)BBB-10.18108.9113.81.04110142.31.2911/11/24
BALLY 2019-1A CLO DR BALLY 2019-1ABB (sf)BB-5.13105107.91.03   11/11/24
BALLY 2019-2A CLO X BALLY 2019-2AAAA (sf)N/A 114122.11.07   11/11/24
BALLY 2019-2A CLO A1RR BALLY 2019-2AAAA (sf)N/A34.84114122.11.07   11/11/24
BALLY 2019-2A CLO A2RR BALLY 2019-2AAAA (sf)N/A22.62114122.11.07   11/11/24
BALLY 2019-2A CLO BRR BALLY 2019-2AA+ (sf)N/A16.51114122.11.07   11/11/24
BALLY 2019-2A CLO CRR BALLY 2019-2ABB+ (sf)N/A10.4107.6113.81.06   11/11/24
BALLY 2019-2A CLO D1RR BALLY 2019-2ABB- (sf)N/A6.33103.7108.91.05   11/11/24
BALLY 2019-2A CLO D2RR BALLY 2019-2AB+ (sf)N/A6.33103.7108.91.05   11/11/24
BALLY 2022-20A CLO A1ALR BALLY 2022-20AAAA (sf)N/A34.1115.5122.81.06110148.11.3511/11/24
BALLY 2022-20A CLO A1AN BALLY 2022-20AAAA (sf)N/A34.1115.5122.81.06110148.11.3511/11/24