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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 2021-1A CLO A2 BALLY 2021-1AAAA (sf)N/A21.95114122.61.08115151.41.3201/17/24
BALLY 2021-1A CLO B BALLY 2021-1AAAA (sf)N/A15.79114122.61.08115151.41.3201/17/24
BALLY 2021-1A CLO C BALLY 2021-1ABBB+ (sf)N/A9.62107.6114.21.06110138.51.2601/17/24
BALLY 2021-1A CLO D BALLY 2021-1ABB+ (sf)N/A5.52103.7109.31.05   01/17/24
BALLY 2021-16A CLO A1L BALLY 2021-16AAAA (sf)N/A35.05114122.31.07110144.41.3101/17/24
BALLY 2021-16A CLO A1N BALLY 2021-16AAAA (sf)N/A35.05114122.31.07110144.41.3101/17/24
BALLY 2021-16A CLO A2 BALLY 2021-16AAAA (sf)N/A21.64114122.31.07110144.41.3101/17/24
BALLY 2021-16A CLO B BALLY 2021-16AAA+ (sf)N/A15.46114122.31.07110144.41.3101/17/24
BALLY 2021-16A CLO C BALLY 2021-16ABBB+ (sf)N/A9.27107.61141.06105132.41.2601/17/24
BALLY 2021-16A CLO D BALLY 2021-16ABB+ (sf)N/A5.15103.21091.06   01/17/24
BALLY 2021-17A CLO A1A BALLY 2021-17AAAA (sf)AAA36.08114122.61.08110145.21.3201/17/24
BALLY 2021-17A CLO A1B BALLY 2021-17AAAA (sf)AAA34.02114122.61.08110145.21.3201/17/24
BALLY 2021-17A CLO A2 BALLY 2021-17AAAA (sf)AA21.65114122.61.08110145.21.3201/17/24
BALLY 2021-17A CLO B BALLY 2021-17AAAA (sf)A15.47114122.61.08110145.21.3201/17/24
BALLY 2021-17A CLO C BALLY 2021-17ABBB+ (sf)BBB-9.28107.6114.21.061051331.2701/17/24
BALLY 2021-17A CLO D BALLY 2021-17ABB+ (sf)BB-5.16103.2109.21.06   01/17/24
BALLY 2021-18A CLO A1 BALLY 2021-18AAAA (sf)N/A34.85114122.21.07115149.61.301/17/24
BALLY 2021-18A CLO A2 BALLY 2021-18AAAA (sf)N/A21.41114122.21.07115149.61.301/17/24
BALLY 2021-18A CLO B BALLY 2021-18AAA+ (sf)N/A15.2114122.21.07115149.61.301/17/24
BALLY 2021-18A CLO C BALLY 2021-18ABBB+ (sf)N/A9107.6113.91.061101371.2501/17/24
BALLY 2021-18A CLO D BALLY 2021-18ABB (sf)N/A4.86103.2108.91.06   01/17/24
BALLY 2018-1A CLO A1 BALLY 2018-1AAAA (sf)AAA35.59115.6123.81.07115156.21.3601/17/24
BALLY 2018-1A CLO A2 BALLY 2018-1AAAA (sf)AA+22.02115.6123.81.07115156.21.3601/17/24
BALLY 2018-1A CLO B BALLY 2018-1AAAA (sf)A+16.24115.6123.81.07115156.21.3601/17/24
BALLY 2018-1A CLO C BALLY 2018-1AA+ (sf)BBB-8.34108.2113.11.05110139.21.2701/17/24
BALLY 2018-1A CLO D BALLY 2018-1ABB+ (sf)BB-3.15104.7107.11.02105127.41.2101/17/24
BALLY 2018-1A CLO E BALLY 2018-1AB+ (sf)B-0.79      01/17/24
BALLY 2022-19A CLO A1N BALLY 2022-19AAAA (sf)N/A33.69114122.31.07115149.71.301/17/24
BALLY 2022-19A CLO A1L BALLY 2022-19AAAA (sf)N/A33.69114122.31.07115149.71.301/17/24
BALLY 2022-19A CLO A2 BALLY 2022-19AAAA (sf)N/A21.26114122.31.07115149.71.301/17/24
BALLY 2022-19A CLO B BALLY 2022-19AAA+ (sf)N/A15.04114122.31.07115149.71.301/17/24
BALLY 2022-19A CLO C BALLY 2022-19ABBB+ (sf)N/A8.82107.61141.06110136.71.2401/17/24
BALLY 2022-19A CLO D BALLY 2022-19ABB+ (sf)N/A4.68103.21091.06   01/17/24
BALLY 2019-1A CLO A1R BALLY 2019-1AAAA (sf)AAA33.68115.5123.21.07115156.81.3601/17/24
BALLY 2019-1A CLO A2R BALLY 2019-1AAAA (sf)AA21.77115.5123.21.07115156.81.3601/17/24
BALLY 2019-1A CLO BR BALLY 2019-1AAAA (sf)A16.07115.5123.21.07115156.81.3601/17/24
BALLY 2019-1A CLO CR BALLY 2019-1AA+ (sf)BBB-9.85108.9114.71.05110143.21.301/17/24
BALLY 2019-1A CLO DR BALLY 2019-1ABB+ (sf)BB-4.93105108.81.04   01/17/24
BALLY 2019-2A CLO A1AR BALLY 2019-2AAAA (sf)AAA46.2114127.21.12115156.11.3601/17/24
BALLY 2019-2A CLO A1BR BALLY 2019-2AAAA (sf)AAA39.86114127.21.12115156.11.3601/17/24
BALLY 2019-2A CLO A2R BALLY 2019-2AAAA (sf)AAA25.91114127.21.12115156.11.3601/17/24
BALLY 2019-2A CLO BR BALLY 2019-2AAAA (sf)AA-18.3114127.21.12115156.11.3601/17/24
BALLY 2019-2A CLO CR BALLY 2019-2AA+ (sf)BBB11.33108.3117.21.08110140.61.2801/17/24
BALLY 2019-2A CLO DR BALLY 2019-2ABB+ (sf)BB-5.62104.7110.11.05   01/17/24
BALLY 2022-20A CLO A1ALR BALLY 2022-20AAAA (sf)N/A34.36115.5123.81.07110152.11.3801/17/24
BALLY 2022-20A CLO A1AN BALLY 2022-20AAAA (sf)N/A34.36115.5123.81.07110152.11.3801/17/24
BALLY 2022-20A CLO A1B BALLY 2022-20AAAA (sf)N/A32.46115.5123.81.07110152.11.3801/17/24
BALLY 2022-20A CLO A2AR BALLY 2022-20AAAA (sf)N/A22.57115.5123.81.07110152.11.3801/17/24
BALLY 2022-20A CLO A2B BALLY 2022-20AAAA (sf)N/A22.57115.5123.81.07110152.11.3801/17/24
BALLY 2022-20A CLO BR BALLY 2022-20AAAA (sf)N/A16.93115.5123.81.07110152.11.3801/17/24