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
BALLY 2021-17A CLO C BALLY 2021-17ABBB+ (sf)BBB-9.21107.6113.91.06105141.41.3511/20/23
BALLY 2021-17A CLO D BALLY 2021-17ABB (sf)BB-5.08103.21091.06   11/20/23
BALLY 2021-18A CLO A1 BALLY 2021-18AAAA (sf)N/A34.72114121.91.07115155.21.3511/20/23
BALLY 2021-18A CLO A2 BALLY 2021-18AAAA (sf)N/A21.25114121.91.07115155.21.3511/20/23
BALLY 2021-18A CLO B BALLY 2021-18AAA+ (sf)N/A15.03114121.91.07115155.21.3511/20/23
BALLY 2021-18A CLO C BALLY 2021-18ABBB (sf)N/A8.81107.6113.61.061101421.2911/20/23
BALLY 2021-18A CLO D BALLY 2021-18ABB (sf)N/A4.67103.2108.71.05   11/20/23
BALLY 2018-1A CLO A1 BALLY 2018-1AAAA (sf)AAA35.73115.6121.61.05115159.21.3811/20/23
BALLY 2018-1A CLO A2 BALLY 2018-1AAAA (sf)AA+22.19115.6121.61.05115159.21.3811/20/23
BALLY 2018-1A CLO B BALLY 2018-1AAAA (sf)A+16.43115.6121.61.05115159.21.3811/20/23
BALLY 2018-1A CLO C BALLY 2018-1AA (sf)BBB-8.54108.21121.04110143.31.311/20/23
BALLY 2018-1A CLO D BALLY 2018-1ABB (sf)BB-3.36104.7106.51.021051321.2611/20/23
BALLY 2018-1A CLO E BALLY 2018-1AB+ (sf)B-1      11/20/23
BALLY 2022-19A CLO A1N BALLY 2022-19AAAA (sf)N/A33.72114122.31.07115156.21.3611/20/23
BALLY 2022-19A CLO A1L BALLY 2022-19AAAA (sf)N/A33.72114122.31.07115156.21.3611/20/23
BALLY 2022-19A CLO A2 BALLY 2022-19AAAA (sf)N/A21.29114122.31.07115156.21.3611/20/23
BALLY 2022-19A CLO B BALLY 2022-19AAA+ (sf)N/A15.08114122.31.07115156.21.3611/20/23
BALLY 2022-19A CLO C BALLY 2022-19ABBB+ (sf)N/A8.87107.61141.06110142.71.311/20/23
BALLY 2022-19A CLO D BALLY 2022-19ABB (sf)N/A4.72103.21091.06   11/20/23
BALLY 2019-1A CLO A1R BALLY 2019-1AAAA (sf)AAA33.66115.51231.06115159.41.3911/20/23
BALLY 2019-1A CLO A2R BALLY 2019-1AAAA (sf)AA21.73115.51231.06115159.41.3911/20/23
BALLY 2019-1A CLO BR BALLY 2019-1AAAA (sf)A16.03115.51231.06115159.41.3911/20/23
BALLY 2019-1A CLO CR BALLY 2019-1AA- (sf)BBB-9.81108.9114.51.05110145.61.3211/20/23
BALLY 2019-1A CLO DR BALLY 2019-1ABB+ (sf)BB-4.89105108.61.03   11/20/23
BALLY 2019-2A CLO A1AR BALLY 2019-2AAAA (sf)AAA43.53114125.31.1115162.41.4111/20/23
BALLY 2019-2A CLO A1BR BALLY 2019-2AAAA (sf)AAA37.55114125.31.1115162.41.4111/20/23
BALLY 2019-2A CLO A2R BALLY 2019-2AAAA (sf)AA+24.41114125.31.1115162.41.4111/20/23
BALLY 2019-2A CLO BR BALLY 2019-2AAAA (sf)A+17.24114125.31.1115162.41.4111/20/23
BALLY 2019-2A CLO CR BALLY 2019-2AA+ (sf)BBB-10.66108.3116.11.07110147.31.3411/20/23
BALLY 2019-2A CLO DR BALLY 2019-2ABB+ (sf)BB-5.29104.7109.51.05   11/20/23
BALLY 2022-20A CLO A1ALR BALLY 2022-20AAAA (sf)N/A34.09115.5123.81.07110155.31.4111/20/23
BALLY 2022-20A CLO A1AN BALLY 2022-20AAAA (sf)N/A34.09115.5123.81.07110155.31.4111/20/23
BALLY 2022-20A CLO A1B BALLY 2022-20AAAA (sf)N/A32.18115.5123.81.07110155.31.4111/20/23
BALLY 2022-20A CLO A2AR BALLY 2022-20AAAA (sf)N/A22.25115.5123.81.07110155.31.4111/20/23
BALLY 2022-20A CLO A2B BALLY 2022-20AAAA (sf)N/A22.25115.5123.81.07110155.31.4111/20/23
BALLY 2022-20A CLO BR BALLY 2022-20AAA+ (sf)N/A16.58115.5123.81.07110155.31.4111/20/23
BALLY 2022-20A CLO CR BALLY 2022-20ABBB+ (sf)N/A10.4108.9115.21.06105139.91.3311/20/23
BALLY 2022-20A CLO DR BALLY 2022-20ABB+ (sf)N/A6.49104.6110.41.06   11/20/23
BALLY 2020-2A CLO A1R BALLY 2020-2AAAA (sf)N/A38.26114121.91.07115158.61.3811/20/23
BALLY 2020-2A CLO A2R BALLY 2020-2AAAA (sf)N/A21.79114121.91.07115158.61.3811/20/23
BALLY 2020-2A CLO BR BALLY 2020-2AAA+ (sf)N/A15.62114121.91.07115158.61.3811/20/23
BALLY 2020-2A CLO CR BALLY 2020-2ABBB+ (sf)N/A9.44107.6113.61.06110145.21.3211/20/23
BALLY 2020-2A CLO DR BALLY 2020-2ABB+ (sf)N/A6.35104.9109.91.05   11/20/23
BALLY 2022-21A CLO A1 BALLY 2022-21AAAA (sf)N/A34.68114.7122.91.07110143.71.3111/20/23
BALLY 2022-21A CLO A2A BALLY 2022-21AAAA (sf)N/A22.43114.7122.91.07110143.71.3111/20/23
BALLY 2022-21A CLO A2B BALLY 2022-21AAAA (sf)N/A22.43114.7122.91.07110143.71.3111/20/23
BALLY 2022-21A CLO B BALLY 2022-21AAA+ (sf)N/A16.82114.7122.91.07110143.71.3111/20/23
BALLY 2022-21A CLO C BALLY 2022-21ABBB+ (sf)N/A11.2108.9115.21.06105131.11.2511/20/23
BALLY 2022-21A CLO D BALLY 2022-21ABB (sf)N/A7.12104.9110.11.05   11/20/23
BALLY 2023-23A CLO A1 BALLY 2023-23AAAA (sf)N/A37.03114.7122.91.07   11/20/23