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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
BABSN 2020-3A CLO A BABSN 2020-3AAAA (sf)AAA34.41146.7160.41.09120210.21.7505/10/23
BABSN 2020-3A CLO B BABSN 2020-3ABBB+ (sf)N/A11.84150.3160.41.07   05/10/23
BABSN 2020-3A CLO C BABSN 2020-3ABBB+ (sf)N/A6.63151.5160.41.06   05/10/23
BABSN 2020-4A CLO X BABSN 2020-4AAAA (sf)N/A 121.6131.61.08120152.91.2705/10/23
BABSN 2020-4A CLO A BABSN 2020-4AAAA (sf)N/A32.2121.6131.61.08120152.91.2705/10/23
BABSN 2020-4A CLO B BABSN 2020-4AAAA (sf)N/A19.49121.6131.61.08120152.91.2705/10/23
BABSN 2020-4A CLO C BABSN 2020-4AAA+ (sf)N/A13.131141221.07115141.61.2305/10/23
BABSN 2020-4A CLO D1 BABSN 2020-4ABBB+ (sf)N/A7.31103.2108.71.05   05/10/23
BABSN 2020-4A CLO D2 BABSN 2020-4ABB+ (sf)N/A6.25103.2108.71.05   05/10/23
BABSN 2020-4A CLO E BABSN 2020-4ABB (sf)N/A2.54103.2108.71.05   05/10/23
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA32.23122.7132.81.08120185.11.5405/10/23
BABSN 2021-2A CLO A2 BABSN 2021-2AAAA (sf)AAA32.23122.7132.81.08120185.11.5405/10/23
BABSN 2021-2A CLO B BABSN 2021-2AAAA (sf)AA20.21122.7132.81.08120185.11.5405/10/23
BABSN 2021-2A CLO C BABSN 2021-2AAA+ (sf)A14.48115.8123.91.07110170.61.5505/10/23
BABSN 2021-2A CLO D BABSN 2021-2ABBB+ (sf)BBB-7.6108.6114.71.06105153.71.4605/10/23
BABSN 2021-2A CLO E BABSN 2021-2ABB (sf)BB-2.82103.5109.11.05   05/10/23
BABSN 2021-3A CLO A BABSN 2021-3AAAA (sf)AAA33.09121.6131.11.08120185.31.5405/10/23
BABSN 2021-3A CLO B1 BABSN 2021-3AAAA (sf)AA17.98121.6131.11.08120185.31.5405/10/23
BABSN 2021-3A CLO B2 BABSN 2021-3AA+ (sf)AA17.98121.6131.11.08120185.31.5405/10/23
BABSN 2021-3A CLO C BABSN 2021-3AA+ (sf)A12.15114.8122.41.07115171.41.4905/10/23
BABSN 2021-3A CLO D BABSN 2021-3ABBB- (sf)BBB-5.46108.2113.71.051051561.4905/10/23
BABSN 2021-3A CLO E BABSN 2021-3ABB (sf)BB-0.71103.2108.31.05   05/10/23
BATLN 2016-10A CLO A1R2 BATLN 2016-10AAAA (sf)N/A31.37115121.91.06110161.61.4705/10/23
BATLN 2016-10A CLO A2R2 BATLN 2016-10AAAA (sf)N/A17.2115121.91.06110161.61.4705/10/23
BATLN 2016-10A CLO BR2 BATLN 2016-10AAA- (sf)N/A10.67115121.91.06110161.61.4705/10/23
BATLN 2016-10A CLO CR2 BATLN 2016-10ABBB (sf)N/A4.13108.1113.61.051051471.405/10/23
BATLN 2016-10A CLO DR2 BATLN 2016-10ABB (sf)N/A0.32104.7109.31.04   05/10/23
BATLN 2017-11A CLO AR BATLN 2017-11AAAA (sf)AAA31.96122.41311.07120175.31.4605/10/23
BATLN 2017-11A CLO BR BATLN 2017-11AAAA (sf)AA17.17122.41311.07120175.31.4605/10/23
BATLN 2017-11A CLO CR BATLN 2017-11AAA+ (sf)A11.72116.3122.91.06110162.61.4805/10/23
BATLN 2017-11A CLO DR BATLN 2017-11ABBB+ (sf)BBB-4.83109.31141.04105146.81.405/10/23
BATLN 2017-11A CLO ER BATLN 2017-11ABB (sf)BB-0.41104.71091.04   05/10/23
BATLN 2018-12A CLO A1 BATLN 2018-12AAAA (sf)AAA30.17123.8132.61.07120179.41.505/10/23
BATLN 2018-12A CLO A2R BATLN 2018-12AAAA (sf)AAA30.17123.8132.61.07120179.41.505/10/23
BATLN 2018-12A CLO B1 BATLN 2018-12AAAA (sf)AA+18.44123.8132.61.07120179.41.505/10/23
BATLN 2018-12A CLO B2R BATLN 2018-12AAAA (sf)AA+18.44123.8132.61.07120179.41.505/10/23
BATLN 2018-12A CLO C1 BATLN 2018-12AAA+ (sf)A+12.94117.3124.21.06112.5166.61.4805/10/23
BATLN 2018-12A CLO C2R BATLN 2018-12AAA+ (sf)A+12.94117.3124.21.06112.5166.61.4805/10/23
BATLN 2018-12A CLO D BATLN 2018-12ABBB+ (sf)BBB6.13110.2115.21.05107.5151.81.4105/10/23
BATLN 2018-12A CLO E BATLN 2018-12ABB (sf)BB--0.38103.7107.71.04   05/10/23
BATLN 2019-14A CLO AR BATLN 2019-14AAAA (sf)AAA31.46123.3133.11.08120171.81.4305/10/23
BATLN 2019-14A CLO BR BATLN 2019-14AAAA (sf)AA18.4123.3133.11.08120171.81.4305/10/23
BATLN 2019-14A CLO C1R BATLN 2019-14AAA+ (sf)A11.88115.5123.21.071101581.4405/10/23
BATLN 2019-14A CLO C2R BATLN 2019-14AA+ (sf)A11.88115.5123.21.071101581.4405/10/23
BATLN 2019-14A CLO DR BATLN 2019-14ABBB+ (sf)BBB-5.35108.9114.71.05105143.71.3705/10/23
BATLN 2019-14A CLO ER BATLN 2019-14ABB+ (sf)BB-0.92104.8109.61.05   05/10/23
BATLN 2020-15A CLO A1 BATLN 2020-15AAAA (sf)AAA33.22121.6131.61.08120171.71.4305/10/23
BATLN 2020-15A CLO A2 BATLN 2020-15AAAA (sf)AAA30.53121.6131.61.08120171.71.4305/10/23
BATLN 2020-15A CLO B BATLN 2020-15AAAA (sf)N/A18.14121.6131.61.08120171.71.4305/10/23
BATLN 2020-15A CLO C BATLN 2020-15AAA+ (sf)N/A12.76115.5123.51.07115159.81.3905/10/23