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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 2021-2A CLO B BABSN 2021-2AAAA (sf)AA21.59122.7131.41.07120175.41.4608/12/24
BABSN 2021-2A CLO C BABSN 2021-2AAA+ (sf)A15.96115.8122.61.06110161.81.4708/12/24
BABSN 2021-2A CLO D BABSN 2021-2ABBB- (sf)BBB-9.2108.6113.51.05105146.11.3908/12/24
BABSN 2021-2A CLO E BABSN 2021-2ABB- (sf)BB-4.5103.5107.91.04   08/12/24
BABSN 2021-3A CLO A BABSN 2021-3AAAA (sf)AAA34.82121.6129.21.06120163.61.3608/12/24
BABSN 2021-3A CLO B1 BABSN 2021-3AAAA (sf)AA20.1121.6129.21.06120163.61.3608/12/24
BABSN 2021-3A CLO B2 BABSN 2021-3AAA+ (sf)AA20.1121.6129.21.06120163.61.3608/12/24
BABSN 2021-3A CLO C BABSN 2021-3AAA (sf)A14.42114.8120.71.05115151.51.3208/12/24
BABSN 2021-3A CLO D BABSN 2021-3ABB+ (sf)BBB-7.9108.2112.11.04105138.21.3208/12/24
BABSN 2021-3A CLO E BABSN 2021-3ABB- (sf)BB-3.27103.2106.81.03   08/12/24
BABSN 2022-1A CLO A1 BABSN 2022-1AAAA (sf)AAA32.68122.9130.71.06120177.71.4808/12/24
BABSN 2022-1A CLO A2 BABSN 2022-1AAAA (sf)AAA32.68122.9130.71.06120177.71.4808/12/24
BABSN 2022-1A CLO B BABSN 2022-1AAAA (sf)N/A20.85122.9130.71.06120177.71.4808/12/24
BABSN 2022-1A CLO C BABSN 2022-1AAA- (sf)N/A14.27114.7120.71.05110161.81.4708/12/24
BABSN 2022-1A CLO D BABSN 2022-1ABB+ (sf)N/A7.44107.6111.81.04105145.91.3908/12/24
BABSN 2022-1A CLO E BABSN 2022-1ABB- (sf)BB-3.23103.2106.91.04   08/12/24
BABSN 2022-2A CLO A1R BABSN 2022-2AAAA (sf)AAA34.2122.5131.71.08120169.51.4108/12/24
BABSN 2022-2A CLO A2R BABSN 2022-2AAAA (sf)AAA32.15122.5131.71.08120169.51.4108/12/24
BABSN 2022-2A CLO BR BABSN 2022-2AAAA (sf)AA21.87122.5131.71.08120169.51.4108/12/24
BABSN 2022-2A CLO CR BABSN 2022-2AA+ (sf)A15.7115.1122.41.06110155.41.4108/12/24
BABSN 2022-2A CLO D1R BABSN 2022-2ABBB+ (sf)BBB10.56108.3113.61.051051411.3408/12/24
BABSN 2022-2A CLO D2R BABSN 2022-2ABB+ (sf)BBB-9.02108.3113.61.051051411.3408/12/24
BABSN 2022-2A CLO ER BABSN 2022-2ABB (sf)BB-5.42104.11091.05   08/12/24
BABSN 2022-4A CLO A BABSN 2022-4AAAA (sf)AAA34.71122.5132.51.08120151.81.2708/12/24
BABSN 2022-4A CLO B BABSN 2022-4AAAA (sf)AA22.97122.5132.51.08120151.81.2708/12/24
BABSN 2022-4A CLO C BABSN 2022-4AAA (sf)A17.36115.5123.51.07110139.21.2708/12/24
BABSN 2022-4A CLO D BABSN 2022-4ABBB (sf)BBB12.01109.91161.06105127.41.2108/12/24
BABSN 2022-4A CLO E BABSN 2022-4ABB- (sf)BB-7.42104.7110.31.05   08/12/24
BATLN 2016-10A CLO A1R2 BATLN 2016-10AAAA (sf)N/A32.18115119.21.04110153.91.408/12/24
BATLN 2016-10A CLO A2R2 BATLN 2016-10AAAA (sf)N/A18.19115119.21.04110153.91.408/12/24
BATLN 2016-10A CLO BR2 BATLN 2016-10AA+ (sf)N/A11.73115119.21.04110153.91.408/12/24
BATLN 2016-10A CLO CR2 BATLN 2016-10ABB+ (sf)N/A5.27108.1111.11.03105140.41.3408/12/24
BATLN 2016-10A CLO DR2 BATLN 2016-10ABB- (sf)N/A1.5104.7106.81.02   08/12/24
BATLN 2017-11A CLO AR BATLN 2017-11AAAA (sf)AAA32.8122.4128.21.05120165.91.3808/12/24
BATLN 2017-11A CLO BR BATLN 2017-11AAAA (sf)AA18.19122.4128.21.05120165.91.3808/12/24
BATLN 2017-11A CLO CR BATLN 2017-11AA+ (sf)A12.81116.3120.21.03110154.11.408/12/24
BATLN 2017-11A CLO DR BATLN 2017-11ABB+ (sf)BBB-6.01109.3111.51.02105139.61.3308/12/24
BATLN 2017-11A CLO ER BATLN 2017-11ABB- (sf)BB-1.64104.7106.61.02   08/12/24
BATLN 2018-12A CLO A1 BATLN 2018-12AAAA (sf)AAA34.07123.8132.81.07120156.31.308/12/24
BATLN 2018-12A CLO A2R BATLN 2018-12AAAA (sf)AAA34.07123.8132.81.07120156.31.308/12/24
BATLN 2018-12A CLO B1 BATLN 2018-12AAAA (sf)AA+21.3123.8132.81.07120156.31.308/12/24
BATLN 2018-12A CLO B2R BATLN 2018-12AAAA (sf)AA+21.3123.8132.81.07120156.31.308/12/24
BATLN 2018-12A CLO C1 BATLN 2018-12AAAA (sf)A+15.31117.3123.41.05112.5143.91.2808/12/24
BATLN 2018-12A CLO C2R BATLN 2018-12AAAA (sf)A+15.31117.3123.41.05112.5143.91.2808/12/24
BATLN 2018-12A CLO D BATLN 2018-12ABBB+ (sf)BBB7.89110.2113.51.03107.51301.2108/12/24
BATLN 2018-12A CLO E BATLN 2018-12ABB- (sf)BB-0.81103.7105.41.02   08/12/24
BATLN 2019-14A CLO AR BATLN 2019-14AAAA (sf)AAA32.28123.3130.81.061201671.3908/12/24
BATLN 2019-14A CLO BR BATLN 2019-14AAAA (sf)AA19.38123.3130.81.061201671.3908/12/24
BATLN 2019-14A CLO C1R BATLN 2019-14AA+ (sf)A12.93115.5121.21.05110153.91.408/12/24
BATLN 2019-14A CLO C2R BATLN 2019-14ABBB+ (sf)A12.93115.5121.21.05110153.91.408/12/24