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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 D BALLY 2021-1ABB (sf)N/A5.49103.7108.81.05   10/17/24
BALLY 2021-16A CLO A1L BALLY 2021-16AAAA (sf)N/A35.04114121.71.07110151.81.3810/17/24
BALLY 2021-16A CLO A1N BALLY 2021-16AAAA (sf)N/A35.04114121.71.07110151.81.3810/17/24
BALLY 2021-16A CLO A2 BALLY 2021-16AAAA (sf)N/A21.63114121.71.07110151.81.3810/17/24
BALLY 2021-16A CLO B BALLY 2021-16AA+ (sf)N/A15.44114121.71.07110151.81.3810/17/24
BALLY 2021-16A CLO C BALLY 2021-16ABB+ (sf)N/A9.26107.6113.41.05105139.21.3310/17/24
BALLY 2021-16A CLO D BALLY 2021-16ABB- (sf)N/A5.13103.2108.51.05   10/17/24
BALLY 2021-17A CLO A1A BALLY 2021-17AAAA (sf)AAA35.78114121.11.06110148.51.3510/17/24
BALLY 2021-17A CLO A1B BALLY 2021-17AAAA (sf)AAA33.71114121.11.06110148.51.3510/17/24
BALLY 2021-17A CLO A2 BALLY 2021-17AAAA (sf)AA21.28114121.11.06110148.51.3510/17/24
BALLY 2021-17A CLO B BALLY 2021-17AA+ (sf)A15.06114121.11.06110148.51.3510/17/24
BALLY 2021-17A CLO C BALLY 2021-17ABB+ (sf)BBB-8.85107.6112.81.051051361.310/17/24
BALLY 2021-17A CLO D BALLY 2021-17ABB- (sf)BB-4.7103.2107.91.05   10/17/24
BALLY 2021-18A CLO A1 BALLY 2021-18AAAA (sf)N/A34.68114120.91.06115151.11.3110/17/24
BALLY 2021-18A CLO A2 BALLY 2021-18AAAA (sf)N/A21.2114120.91.06115151.11.3110/17/24
BALLY 2021-18A CLO B BALLY 2021-18AA+ (sf)N/A14.98114120.91.06115151.11.3110/17/24
BALLY 2021-18A CLO C BALLY 2021-18ABB+ (sf)N/A8.76107.6112.61.05110138.31.2610/17/24
BALLY 2021-18A CLO D BALLY 2021-18ABB- (sf)N/A4.62103.2107.71.04   10/17/24
BALLY 2022-19A CLO A1N BALLY 2022-19AAAA (sf)N/A33.44114120.51.06115150.21.3110/17/24
BALLY 2022-19A CLO A1L BALLY 2022-19AAAA (sf)N/A33.44114120.51.06115150.21.3110/17/24
BALLY 2022-19A CLO A2 BALLY 2022-19AAAA (sf)N/A20.95114120.51.06115150.21.3110/17/24
BALLY 2022-19A CLO B BALLY 2022-19AA+ (sf)N/A14.71114120.51.06115150.21.3110/17/24
BALLY 2022-19A CLO C BALLY 2022-19ABB+ (sf)N/A8.47107.6112.31.04110137.21.2510/17/24
BALLY 2022-19A CLO D BALLY 2022-19ABB- (sf)N/A4.31103.2107.41.04   10/17/24
BALLY 2019-1A CLO A1R BALLY 2019-1AAAA (sf)AAA33.7115.5122.41.06115151.41.3210/17/24
BALLY 2019-1A CLO A2R BALLY 2019-1AAAA (sf)AA21.78115.5122.41.06115151.41.3210/17/24
BALLY 2019-1A CLO BR BALLY 2019-1AAA+ (sf)A16.08115.5122.41.06115151.41.3210/17/24
BALLY 2019-1A CLO CR BALLY 2019-1ABBB+ (sf)BBB-9.87108.9113.91.05110138.31.2610/17/24
BALLY 2019-1A CLO DR BALLY 2019-1ABB (sf)BB-4.951051081.03   10/17/24
BALLY 2019-2A CLO X BALLY 2019-2AAAA (sf)N/A 114122.11.07   10/17/24
BALLY 2019-2A CLO A1RR BALLY 2019-2AAAA (sf)N/A34.82114122.11.07   10/17/24
BALLY 2019-2A CLO A2RR BALLY 2019-2AAAA (sf)N/A22.6114122.11.07   10/17/24
BALLY 2019-2A CLO BRR BALLY 2019-2AA+ (sf)N/A16.49114122.11.07   10/17/24
BALLY 2019-2A CLO CRR BALLY 2019-2ABB+ (sf)N/A10.38107.6113.81.06   10/17/24
BALLY 2019-2A CLO D1RR BALLY 2019-2ABB- (sf)N/A6.3103.7108.81.05   10/17/24
BALLY 2019-2A CLO D2RR BALLY 2019-2AB+ (sf)N/A6.3103.7108.81.05   10/17/24
BALLY 2022-20A CLO A1ALR BALLY 2022-20AAAA (sf)N/A34.1115.5122.81.06110148.11.3510/17/24
BALLY 2022-20A CLO A1AN BALLY 2022-20AAAA (sf)N/A34.1115.5122.81.06110148.11.3510/17/24
BALLY 2022-20A CLO A1B BALLY 2022-20AAAA (sf)N/A32.19115.5122.81.06110148.11.3510/17/24
BALLY 2022-20A CLO A2AR BALLY 2022-20AAAA (sf)N/A22.25115.5122.81.06110148.11.3510/17/24
BALLY 2022-20A CLO A2B BALLY 2022-20AAAA (sf)N/A22.25115.5122.81.06110148.11.3510/17/24
BALLY 2022-20A CLO BR BALLY 2022-20AAA+ (sf)N/A16.59115.5122.81.06110148.11.3510/17/24
BALLY 2022-20A CLO CR BALLY 2022-20ABBB+ (sf)N/A10.41108.9114.41.05105134.31.2810/17/24
BALLY 2022-20A CLO DR BALLY 2022-20ABB (sf)N/A6.5104.6109.61.05   10/17/24
BALLY 2020-2A CLO A1R BALLY 2020-2AAAA (sf)N/A39.97114122.71.081151511.3110/17/24
BALLY 2020-2A CLO A2R BALLY 2020-2AAAA (sf)N/A22.85114122.71.081151511.3110/17/24
BALLY 2020-2A CLO BR BALLY 2020-2AAAA (sf)N/A16.43114122.71.081151511.3110/17/24
BALLY 2020-2A CLO CR BALLY 2020-2ABBB+ (sf)N/A10.02107.61141.06110137.71.2510/17/24
BALLY 2020-2A CLO DR BALLY 2020-2ABB+ (sf)N/A6.81104.9110.11.05   10/17/24
BALLY 2022-21A CLO A1 BALLY 2022-21AAAA (sf)N/A34.57114.7122.51.07110135.21.2310/17/24