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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 2021-3A CLO B1 BABSN 2021-3AAAA (sf)AA19.65121.6129.71.07120166.81.3910/16/23
BABSN 2021-3A CLO B2 BABSN 2021-3AAA (sf)AA19.65121.6129.71.07120166.81.3910/16/23
BABSN 2021-3A CLO C BABSN 2021-3AAA (sf)A13.94114.8121.11.05115154.51.3410/16/23
BABSN 2021-3A CLO D BABSN 2021-3ABBB (sf)BBB-7.39108.2112.51.04105140.91.3410/16/23
BABSN 2021-3A CLO E BABSN 2021-3ABB (sf)BB-2.73103.2107.11.04   10/16/23
BABSN 2022-1A CLO A1 BABSN 2022-1AAAA (sf)AAA32.24122.9130.81.06120178.71.4910/16/23
BABSN 2022-1A CLO A2 BABSN 2022-1AAAA (sf)AAA32.24122.9130.81.06120178.71.4910/16/23
BABSN 2022-1A CLO B BABSN 2022-1AAAA (sf)N/A20.33122.9130.81.06120178.71.4910/16/23
BABSN 2022-1A CLO C BABSN 2022-1AAA- (sf)N/A13.72114.7120.81.05110162.61.4810/16/23
BABSN 2022-1A CLO D BABSN 2022-1ABB+ (sf)N/A6.84107.6111.91.04105146.71.410/16/23
BABSN 2022-1A CLO E BABSN 2022-1ABB- (sf)BB-2.6103.21071.04   10/16/23
BABSN 2022-2A CLO A BABSN 2022-2AAAA (sf)AAA33.33122.5131.91.08120161.11.3410/16/23
BABSN 2022-2A CLO B1 BABSN 2022-2AAAA (sf)AA21.35122.5131.91.08120161.11.3410/16/23
BABSN 2022-2A CLO B2 BABSN 2022-2AAAA (sf)AA21.35122.5131.91.08120161.11.3410/16/23
BABSN 2022-2A CLO C BABSN 2022-2AAA+ (sf)A15.36115.1122.61.07110147.71.3410/16/23
BABSN 2022-2A CLO D BABSN 2022-2ABBB (sf)BBB-8.85108.3113.81.05105134.11.2810/16/23
BABSN 2022-2A CLO E BABSN 2022-2ABB (sf)BB-4.95104.1109.21.05   10/16/23
BABSN 2022-4A CLO A BABSN 2022-4AAAA (sf)AAA34.61122.5132.51.08120150.31.2510/16/23
BABSN 2022-4A CLO B BABSN 2022-4AAAA (sf)AA22.86122.5132.51.08120150.31.2510/16/23
BABSN 2022-4A CLO C BABSN 2022-4AAA+ (sf)A17.24115.5123.51.07110137.81.2510/16/23
BABSN 2022-4A CLO D BABSN 2022-4ABBB+ (sf)BBB11.88109.91161.06105126.11.210/16/23
BABSN 2022-4A CLO E BABSN 2022-4ABB (sf)BB-7.28104.7110.21.05   10/16/23
BATLN 2016-10A CLO A1R2 BATLN 2016-10AAAA (sf)N/A33.01115121.31.05110151.71.3810/16/23
BATLN 2016-10A CLO A2R2 BATLN 2016-10AAAA (sf)N/A19.19115121.31.05110151.71.3810/16/23
BATLN 2016-10A CLO BR2 BATLN 2016-10AA+ (sf)N/A12.8115121.31.05110151.71.3810/16/23
BATLN 2016-10A CLO CR2 BATLN 2016-10ABB+ (sf)N/A6.42108.1113.11.05105138.41.3210/16/23
BATLN 2016-10A CLO DR2 BATLN 2016-10ABB (sf)N/A2.7104.7108.71.04   10/16/23
BATLN 2017-11A CLO AR BATLN 2017-11AAAA (sf)AAA33.59122.4130.71.07120166.51.3910/16/23
BATLN 2017-11A CLO BR BATLN 2017-11AAAA (sf)AA19.15122.4130.71.07120166.51.3910/16/23
BATLN 2017-11A CLO CR BATLN 2017-11AAA+ (sf)A13.84116.3122.71.06110154.61.4110/16/23
BATLN 2017-11A CLO DR BATLN 2017-11ABBB+ (sf)BBB-7.11109.3113.81.041051401.3310/16/23
BATLN 2017-11A CLO ER BATLN 2017-11ABB (sf)BB-2.8104.7108.71.04   10/16/23
BATLN 2018-12A CLO A1 BATLN 2018-12AAAA (sf)AAA31.87123.8132.51.07120175.91.4710/16/23
BATLN 2018-12A CLO A2R BATLN 2018-12AAAA (sf)AAA31.87123.8132.51.07120175.91.4710/16/23
BATLN 2018-12A CLO B1 BATLN 2018-12AAAA (sf)AA+20.28123.8132.51.07120175.91.4710/16/23
BATLN 2018-12A CLO B2R BATLN 2018-12AAAA (sf)AA+20.28123.8132.51.07120175.91.4710/16/23
BATLN 2018-12A CLO C1 BATLN 2018-12AAAA (sf)A+14.85117.3124.11.06112.5163.41.4510/16/23
BATLN 2018-12A CLO C2R BATLN 2018-12AAAA (sf)A+14.85117.3124.11.06112.5163.41.4510/16/23
BATLN 2018-12A CLO D BATLN 2018-12ABBB+ (sf)BBB8.11110.21151.04107.51491.3910/16/23
BATLN 2018-12A CLO E BATLN 2018-12ABB (sf)BB-1.69103.7107.51.04   10/16/23
BATLN 2019-14A CLO AR BATLN 2019-14AAAA (sf)AAA32.86123.3132.61.08120167.21.3910/16/23
BATLN 2019-14A CLO BR BATLN 2019-14AAAA (sf)AA20.08123.3132.61.08120167.21.3910/16/23
BATLN 2019-14A CLO C1R BATLN 2019-14AAA+ (sf)A13.68115.5122.81.06110154.11.410/16/23
BATLN 2019-14A CLO C2R BATLN 2019-14ABBB+ (sf)A13.68115.5122.81.06110154.11.410/16/23
BATLN 2019-14A CLO DR BATLN 2019-14ABBB+ (sf)BBB-7.29108.9114.31.05105140.51.3410/16/23
BATLN 2019-14A CLO ER BATLN 2019-14ABB (sf)BB-2.95104.8109.21.04   10/16/23
BATLN 2020-15A CLO A1 BATLN 2020-15AAAA (sf)AAA34.51121.6131.11.08120167.31.3910/16/23
BATLN 2020-15A CLO A2 BATLN 2020-15AAAA (sf)AAA31.86121.6131.11.08120167.31.3910/16/23
BATLN 2020-15A CLO B BATLN 2020-15AAAA (sf)N/A19.72121.6131.11.08120167.31.3910/16/23
BATLN 2020-15A CLO C BATLN 2020-15AAA+ (sf)N/A14.44115.51231.06115155.81.3510/16/23