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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 BR BABSN 2020-3AAAA (sf)AA21.4      09/12/24
BABSN 2020-3A CLO CR BABSN 2020-3AA+ (sf)A15.75      09/12/24
BABSN 2020-3A CLO DR BABSN 2020-3ABB+ (sf)BBB-9.33      09/12/24
BABSN 2020-3A CLO ER BABSN 2020-3ABB- (sf)BB-5.68      09/12/24
BABSN 2020-4A CLO A BABSN 2020-4AAAA (sf)N/A36.59121.6133.61.1120157.61.3109/12/24
BABSN 2020-4A CLO B BABSN 2020-4AAAA (sf)N/A22.93121.6133.61.1120157.61.3109/12/24
BABSN 2020-4A CLO C BABSN 2020-4AAAA (sf)N/A16.09114122.71.08115143.31.2509/12/24
BABSN 2020-4A CLO D1 BABSN 2020-4ABBB+ (sf)N/A9.83103.21081.05   09/12/24
BABSN 2020-4A CLO D2 BABSN 2020-4ABB+ (sf)N/A8.69103.21081.05   09/12/24
BABSN 2020-4A CLO E BABSN 2020-4ABB (sf)N/A4.7103.21081.05   09/12/24
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA33.2122.7131.41.07120166.21.3909/12/24
BABSN 2021-2A CLO A2 BABSN 2021-2AAAA (sf)AAA33.2122.7131.41.07120166.21.3909/12/24
BABSN 2021-2A CLO B BABSN 2021-2AAAA (sf)AA21.36122.7131.41.07120166.21.3909/12/24
BABSN 2021-2A CLO C BABSN 2021-2AA+ (sf)A15.71115.8122.61.06110153.31.3909/12/24
BABSN 2021-2A CLO D BABSN 2021-2ABB+ (sf)BBB-8.93108.6113.51.05105138.41.3209/12/24
BABSN 2021-2A CLO E BABSN 2021-2ABB- (sf)BB-4.22103.5107.91.04   09/12/24
BABSN 2021-3A CLO A BABSN 2021-3AAAA (sf)AAA34.58121.6129.21.06120161.51.3509/12/24
BABSN 2021-3A CLO B1 BABSN 2021-3AAAA (sf)AA19.8121.6129.21.06120161.51.3509/12/24
BABSN 2021-3A CLO B2 BABSN 2021-3AAA+ (sf)AA19.8121.6129.21.06120161.51.3509/12/24
BABSN 2021-3A CLO C BABSN 2021-3AAA- (sf)A14.11114.8120.61.05115149.61.309/12/24
BABSN 2021-3A CLO D BABSN 2021-3ABB+ (sf)BBB-7.56108.2112.11.04105136.41.309/12/24
BABSN 2021-3A CLO E BABSN 2021-3ABB- (sf)BB-2.92103.2106.71.03   09/12/24
BABSN 2022-1A CLO A1 BABSN 2022-1AAAA (sf)AAA32.69122.9130.81.06120166.21.3909/12/24
BABSN 2022-1A CLO A2 BABSN 2022-1AAAA (sf)AAA32.69122.9130.81.06120166.21.3909/12/24
BABSN 2022-1A CLO B BABSN 2022-1AAAA (sf)N/A20.86122.9130.81.06120166.21.3909/12/24
BABSN 2022-1A CLO C BABSN 2022-1AA+ (sf)N/A14.29114.7120.71.05110151.31.3809/12/24
BABSN 2022-1A CLO D BABSN 2022-1ABB+ (sf)N/A7.46107.6111.81.04105136.41.309/12/24
BABSN 2022-1A CLO E BABSN 2022-1ABB- (sf)BB-3.25103.2106.91.04   09/12/24
BABSN 2022-2A CLO A1R BABSN 2022-2AAAA (sf)AAA34.2122.5131.71.08120169.51.4109/12/24
BABSN 2022-2A CLO A2R BABSN 2022-2AAAA (sf)AAA32.15122.5131.71.08120169.51.4109/12/24
BABSN 2022-2A CLO BR BABSN 2022-2AAAA (sf)AA21.87122.5131.71.08120169.51.4109/12/24
BABSN 2022-2A CLO CR BABSN 2022-2AAA- (sf)A15.7115.1122.41.06110155.41.4109/12/24
BABSN 2022-2A CLO D1R BABSN 2022-2ABBB+ (sf)BBB10.56108.3113.61.051051411.3409/12/24
BABSN 2022-2A CLO D2R BABSN 2022-2ABB+ (sf)BBB-9.02108.3113.61.051051411.3409/12/24
BABSN 2022-2A CLO ER BABSN 2022-2ABB (sf)BB-5.42104.11091.05   09/12/24
BABSN 2022-4A CLO A BABSN 2022-4AAAA (sf)AAA34.28122.5132.61.081201471.2309/12/24
BABSN 2022-4A CLO B BABSN 2022-4AAAA (sf)AA22.47122.5132.61.081201471.2309/12/24
BABSN 2022-4A CLO C BABSN 2022-4AA+ (sf)A16.82115.5123.61.07110134.81.2309/12/24
BABSN 2022-4A CLO D BABSN 2022-4ABB+ (sf)BBB11.43109.91161.06105123.41.1809/12/24
BABSN 2022-4A CLO E BABSN 2022-4ABB- (sf)BB-6.81104.7110.31.05   09/12/24
BATLN 2016-10A CLO A1R2 BATLN 2016-10AAAA (sf)N/A32.18115119.21.04110153.91.409/12/24
BATLN 2016-10A CLO A2R2 BATLN 2016-10AAAA (sf)N/A18.19115119.21.04110153.91.409/12/24
BATLN 2016-10A CLO BR2 BATLN 2016-10ABBB+ (sf)N/A11.73115119.21.04110153.91.409/12/24
BATLN 2016-10A CLO CR2 BATLN 2016-10ABB+ (sf)N/A5.27108.1111.11.03105140.41.3409/12/24
BATLN 2016-10A CLO DR2 BATLN 2016-10AB+ (sf)N/A1.5104.7106.81.02   09/12/24
BATLN 2017-11A CLO AR BATLN 2017-11AAAA (sf)AAA32.8122.4128.21.05120165.91.3809/12/24
BATLN 2017-11A CLO BR BATLN 2017-11AAAA (sf)AA18.19122.4128.21.05120165.91.3809/12/24
BATLN 2017-11A CLO CR BATLN 2017-11AA+ (sf)A12.81116.3120.21.03110154.11.409/12/24
BATLN 2017-11A CLO DR BATLN 2017-11ABB+ (sf)BBB-6.01109.3111.51.02105139.61.3309/12/24
BATLN 2017-11A CLO ER BATLN 2017-11AB+ (sf)BB-1.64104.7106.61.02   09/12/24