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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 2020-2A CLO DR BABSN 2020-2ABBB+ (sf)BBB-9.98108.3114.21.05105140.21.3401/17/24
BABSN 2020-2A CLO ER BABSN 2020-2ABB (sf)BB-5.35      01/17/24
BABSN 2020-4A CLO A BABSN 2020-4AAAA (sf)N/A33.16121.6130.51.07120156.41.301/17/24
BABSN 2020-4A CLO B BABSN 2020-4AAAA (sf)N/A20.63121.6130.51.07120156.41.301/17/24
BABSN 2020-4A CLO C BABSN 2020-4AAA+ (sf)N/A14.361141211.06115143.71.2501/17/24
BABSN 2020-4A CLO D1 BABSN 2020-4ABBB+ (sf)N/A8.62103.2107.81.04   01/17/24
BABSN 2020-4A CLO D2 BABSN 2020-4ABB+ (sf)N/A7.57103.2107.81.04   01/17/24
BABSN 2020-4A CLO E BABSN 2020-4ABB- (sf)N/A3.92103.2107.81.04   01/17/24
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA33.12122.7131.61.07120172.31.4401/17/24
BABSN 2021-2A CLO A2 BABSN 2021-2AAAA (sf)AAA33.12122.7131.61.07120172.31.4401/17/24
BABSN 2021-2A CLO B BABSN 2021-2AAAA (sf)AA21.26122.7131.61.07120172.31.4401/17/24
BABSN 2021-2A CLO C BABSN 2021-2AAA+ (sf)A15.6115.8122.81.061101591.4501/17/24
BABSN 2021-2A CLO D BABSN 2021-2ABBB+ (sf)BBB-8.82108.6113.71.05105143.61.3701/17/24
BABSN 2021-2A CLO E BABSN 2021-2ABB (sf)BB-4.1103.5108.11.04   01/17/24
BABSN 2021-3A CLO A BABSN 2021-3AAAA (sf)AAA34.22121.6128.61.06120172.71.4401/17/24
BABSN 2021-3A CLO B1 BABSN 2021-3AAAA (sf)AA19.37121.6128.61.06120172.71.4401/17/24
BABSN 2021-3A CLO B2 BABSN 2021-3AAA+ (sf)AA19.37121.6128.61.06120172.71.4401/17/24
BABSN 2021-3A CLO C BABSN 2021-3AAA (sf)A13.64114.8120.11.051151601.3901/17/24
BABSN 2021-3A CLO D BABSN 2021-3ABBB (sf)BBB-7.06108.2111.61.031051461.3901/17/24
BABSN 2021-3A CLO E BABSN 2021-3ABB (sf)BB-2.39103.2106.21.03   01/17/24
BABSN 2022-1A CLO A1 BABSN 2022-1AAAA (sf)AAA32.23122.9130.61.06120176.61.4701/17/24
BABSN 2022-1A CLO A2 BABSN 2022-1AAAA (sf)AAA32.23122.9130.61.06120176.61.4701/17/24
BABSN 2022-1A CLO B BABSN 2022-1AAAA (sf)N/A20.32122.9130.61.06120176.61.4701/17/24
BABSN 2022-1A CLO C BABSN 2022-1AAA- (sf)N/A13.7114.7120.61.05110160.71.4601/17/24
BABSN 2022-1A CLO D BABSN 2022-1ABB+ (sf)N/A6.82107.6111.71.041051451.3801/17/24
BABSN 2022-1A CLO E BABSN 2022-1ABB- (sf)BB-2.58103.2106.81.03   01/17/24
BABSN 2022-2A CLO A BABSN 2022-2AAAA (sf)AAA33.18122.5131.71.08120157.21.3101/17/24
BABSN 2022-2A CLO B1 BABSN 2022-2AAAA (sf)AA21.17122.5131.71.08120157.21.3101/17/24
BABSN 2022-2A CLO B2 BABSN 2022-2AAAA (sf)AA21.17122.5131.71.08120157.21.3101/17/24
BABSN 2022-2A CLO C BABSN 2022-2AAA+ (sf)A15.17115.1122.41.06110144.21.3101/17/24
BABSN 2022-2A CLO D BABSN 2022-2ABBB+ (sf)BBB-8.64108.3113.61.05105130.91.2501/17/24
BABSN 2022-2A CLO E BABSN 2022-2ABB (sf)BB-4.73104.11091.05   01/17/24
BABSN 2022-4A CLO A BABSN 2022-4AAAA (sf)AAA34.4122.5132.51.08120148.11.2301/17/24
BABSN 2022-4A CLO B BABSN 2022-4AAAA (sf)AA22.61122.5132.51.08120148.11.2301/17/24
BABSN 2022-4A CLO C BABSN 2022-4AAA+ (sf)A16.98115.5123.51.07110135.81.2301/17/24
BABSN 2022-4A CLO D BABSN 2022-4ABBB+ (sf)BBB11.6109.91161.06105124.31.1801/17/24
BABSN 2022-4A CLO E BABSN 2022-4ABB (sf)BB-6.98104.7110.21.05   01/17/24
BATLN 2016-10A CLO A1R2 BATLN 2016-10AAAA (sf)N/A32.16115120.61.05110148.61.3501/17/24
BATLN 2016-10A CLO A2R2 BATLN 2016-10AAAA (sf)N/A18.16115120.61.05110148.61.3501/17/24
BATLN 2016-10A CLO BR2 BATLN 2016-10AA+ (sf)N/A11.7115120.61.05110148.61.3501/17/24
BATLN 2016-10A CLO CR2 BATLN 2016-10ABB+ (sf)N/A5.23108.1112.41.04105135.61.2901/17/24
BATLN 2016-10A CLO DR2 BATLN 2016-10ABB (sf)N/A1.47104.7108.11.03   01/17/24
BATLN 2017-11A CLO AR BATLN 2017-11AAAA (sf)AAA32.82122.4130.71.07120162.11.3501/17/24
BATLN 2017-11A CLO BR BATLN 2017-11AAAA (sf)AA18.21122.4130.71.07120162.11.3501/17/24
BATLN 2017-11A CLO CR BATLN 2017-11AAA (sf)A12.84116.3122.61.05110150.61.3701/17/24
BATLN 2017-11A CLO DR BATLN 2017-11ABBB+ (sf)BBB-6.04109.3113.71.04105136.41.301/17/24
BATLN 2017-11A CLO ER BATLN 2017-11ABB (sf)BB-1.67104.7108.71.04   01/17/24
BATLN 2018-12A CLO A1 BATLN 2018-12AAAA (sf)AAA31.94123.8131.11.06120164.61.3701/17/24
BATLN 2018-12A CLO A2R BATLN 2018-12AAAA (sf)AAA31.94123.8131.11.06120164.61.3701/17/24
BATLN 2018-12A CLO B1 BATLN 2018-12AAAA (sf)AA+20.05123.8131.11.06120164.61.3701/17/24