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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
BCC 2021-4A CLO A1 BCC 2021-4AAAA (sf)AAA32.97121.6130.71.07120168.11.406/09/23
BCC 2021-4A CLO A2 BCC 2021-4AAAA (sf)AAA30.84121.6130.71.07120168.11.406/09/23
BCC 2021-4A CLO B BCC 2021-4AAAA (sf)N/A19.14121.6130.71.07120168.11.406/09/23
BCC 2021-4A CLO C BCC 2021-4AA+ (sf)N/A12.75114121.21.06110154.41.406/09/23
BCC 2021-4A CLO D BCC 2021-4ABB+ (sf)N/A6.37107.6112.91.05105141.31.3506/09/23
BCC 2021-4A CLO E BCC 2021-4ABB- (sf)BB-2.11103.71081.04   06/09/23
BCC 2021-5A CLO A1L BCC 2021-5AAAA (sf)N/A33.09121.6130.81.08120167.41.406/09/23
BCC 2021-5A CLO A1 BCC 2021-5AAAA (sf)AAA33.09121.6130.81.08120167.41.406/09/23
BCC 2021-5A CLO A2 BCC 2021-5AAAA (sf)AAA30.97121.6130.81.08120167.41.406/09/23
BCC 2021-5A CLO B BCC 2021-5AAAA (sf)AA19.29121.6130.81.08120167.41.406/09/23
BCC 2021-5A CLO C BCC 2021-5AA+ (sf)A13.98115.5122.71.061101561.4206/09/23
BCC 2021-5A CLO D BCC 2021-5ABB+ (sf)BBB-7.5108.8114.11.05105142.21.3506/09/23
BCC 2021-5A CLO E BCC 2021-5ABB- (sf)BB-2.29103.71081.04   06/09/23
BALLY 2020-14A CLO A1 BALLY 2020-14AAAA (sf)N/A35.4114122.31.07115146.41.2706/09/23
BALLY 2020-14A CLO A2 BALLY 2020-14AAAA (sf)N/A20.82114122.31.07115146.41.2706/09/23
BALLY 2020-14A CLO B BALLY 2020-14AAA+ (sf)N/A14.57114122.31.07115146.41.2706/09/23
BALLY 2020-14A CLO C BALLY 2020-14ABBB+ (sf)N/A8.32107.6113.91.06110133.61.2106/09/23
BALLY 2020-14A CLO D BALLY 2020-14ABB+ (sf)N/A5.19104.9110.21.05   06/09/23
BALLY 2021-1A CLO A1 BALLY 2021-1AAAA (sf)AAA33.1114122.41.07115153.91.3406/09/23
BALLY 2021-1A CLO A2 BALLY 2021-1AAAA (sf)N/A20.56114122.41.07115153.91.3406/09/23
BALLY 2021-1A CLO B BALLY 2021-1AAA+ (sf)N/A14.28114122.41.07115153.91.3406/09/23
BALLY 2021-1A CLO C BALLY 2021-1ABBB+ (sf)N/A8.01107.6114.11.06110140.61.2806/09/23
BALLY 2021-1A CLO D BALLY 2021-1ABB+ (sf)N/A3.83103.7109.11.05   06/09/23
BALLY 2021-16A CLO A1L BALLY 2021-16AAAA (sf)N/A33.84114122.31.07110153.61.406/09/23
BALLY 2021-16A CLO A1N BALLY 2021-16AAAA (sf)N/A33.84114122.31.07110153.61.406/09/23
BALLY 2021-16A CLO A2 BALLY 2021-16AAAA (sf)N/A20.19114122.31.07110153.61.406/09/23
BALLY 2021-16A CLO B BALLY 2021-16AAA+ (sf)N/A13.89114122.31.07110153.61.406/09/23
BALLY 2021-16A CLO C BALLY 2021-16ABBB+ (sf)N/A7.59107.6113.91.06105140.71.3406/09/23
BALLY 2021-16A CLO D BALLY 2021-16ABB (sf)N/A3.39103.21091.06   06/09/23
BALLY 2021-17A CLO A1A BALLY 2021-17AAAA (sf)AAA35.21114122.51.071101511.3706/09/23
BALLY 2021-17A CLO A1B BALLY 2021-17AAAA (sf)AAA33.12114122.51.071101511.3706/09/23
BALLY 2021-17A CLO A2 BALLY 2021-17AAAA (sf)AA20.57114122.51.071101511.3706/09/23
BALLY 2021-17A CLO B BALLY 2021-17AAA+ (sf)A14.3114122.51.071101511.3706/09/23
BALLY 2021-17A CLO C BALLY 2021-17ABBB+ (sf)BBB-8.03107.6114.11.06105138.21.3206/09/23
BALLY 2021-17A CLO D BALLY 2021-17ABB (sf)BB-3.85103.2109.21.06   06/09/23
BALLY 2018-1A CLO A1 BALLY 2018-1AAAA (sf)AAA31.12115.6120.91.05115163.31.4206/09/23
BALLY 2018-1A CLO A2 BALLY 2018-1AAAA (sf)AA+18.83115.6120.91.05115163.31.4206/09/23
BALLY 2018-1A CLO B BALLY 2018-1AAA+ (sf)A+13.6115.6120.91.05115163.31.4206/09/23
BALLY 2018-1A CLO C BALLY 2018-1ABBB+ (sf)BBB-6.44108.2111.71.031101471.3406/09/23
BALLY 2018-1A CLO D BALLY 2018-1ABB (sf)BB-1.75104.7106.31.02105135.21.2906/09/23
BALLY 2018-1A CLO E BALLY 2018-1AB+ (sf)B--0.39      06/09/23
BALLY 2019-1A CLO A1R BALLY 2019-1AAAA (sf)AAA32.92115.51231.06115156.61.3606/09/23
BALLY 2019-1A CLO A2R BALLY 2019-1AAAA (sf)AA20.87115.51231.06115156.61.3606/09/23
BALLY 2019-1A CLO BR BALLY 2019-1AAAA (sf)A15.1115.51231.06115156.61.3606/09/23
BALLY 2019-1A CLO CR BALLY 2019-1ABBB+ (sf)BBB-8.81108.9114.61.05110142.91.306/09/23
BALLY 2019-1A CLO DR BALLY 2019-1ABB+ (sf)BB-3.83105108.61.03   06/09/23
BALLY 2019-2A CLO A1AR BALLY 2019-2AAAA (sf)AAA38.57114121.81.07115160.81.406/09/23
BALLY 2019-2A CLO A1BR BALLY 2019-2AAAA (sf)AAA33.07114121.81.07115160.81.406/09/23
BALLY 2019-2A CLO A2R BALLY 2019-2AAAA (sf)AA+20.97114121.81.07115160.81.406/09/23
BALLY 2019-2A CLO BR BALLY 2019-2AAAA (sf)A+14.37114121.81.07115160.81.406/09/23