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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 2018-2A CLO C BABSN 2018-2ABBB+ (sf)BBB8.08109.5114.51.05110151.31.3805/10/23
BABSN 2018-2A CLO D BABSN 2018-2ABB (sf)BB-2.3104.7107.71.03105136.51.305/10/23
BABSN 2018-3A CLO A1 BABSN 2018-3AAAA (sf)AAA56.48122144.31.18120194.81.6205/10/23
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA47.82122144.31.18120194.81.6205/10/23
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A29.2122144.31.18120194.81.6205/10/23
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A29.2122144.31.18120194.81.6205/10/23
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A18.8114.8127.51.11110168.51.5305/10/23
BABSN 2018-3A CLO D BABSN 2018-3AA+ (sf)N/A7.98108.1113.71.05105145.11.3805/10/23
BABSN 2018-3A CLO E BABSN 2018-3ABB (sf)N/A1.48104.5106.81.02   05/10/23
BABSN 2018-3A CLO F BABSN 2018-3ACC (sf)N/A-1.55      05/10/23
BABSN 2018-4A CLO A1 BABSN 2018-4AAAA (sf)AAA34.66122.9131.31.07120168.91.4105/10/23
BABSN 2018-4A CLO A2 BABSN 2018-4AAAA (sf)AAA30.37122.9131.31.07120168.91.4105/10/23
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA19.39122.9131.31.07120168.91.4105/10/23
BABSN 2018-4A CLO C BABSN 2018-4AAAA (sf)A14.04116.6123.11.06115156.71.3605/10/23
BABSN 2018-4A CLO D BABSN 2018-4ABBB+ (sf)BBB-7.34109.6114.21.04110142.71.305/10/23
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-1.45104.5107.41.03105128.71.2305/10/23
BABSN 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA33.06121.6132.21.09120176.31.4705/10/23
BABSN 2019-1A CLO BR BABSN 2019-1AAAA (sf)N/A19.24121.6132.21.09120176.31.4705/10/23
BABSN 2019-1A CLO CR BABSN 2019-1AAA+ (sf)N/A12.87114122.51.07110161.31.4705/10/23
BABSN 2019-1A CLO DR BABSN 2019-1ABBB+ (sf)N/A6.49107.6114.11.06105146.51.405/10/23
BABSN 2019-1A CLO ER BABSN 2019-1ABB (sf)N/A2.56103.5109.51.06   05/10/23
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA32.95114122.11.07115159.21.3805/10/23
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A19.13114122.11.07115159.21.3805/10/23
BABSN 2019-2A CLO BR BABSN 2019-2AAA- (sf)N/A12.73114122.11.07115159.21.3805/10/23
BABSN 2019-2A CLO CR BABSN 2019-2ABBB (sf)N/A6.33107.7113.71.061101451.3205/10/23
BABSN 2019-2A CLO DR BABSN 2019-2ABB (sf)N/A2.35103.5109.11.05   05/10/23
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA38.62125.1134.71.08120178.61.4905/10/23
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA31.98125.1134.71.08120178.61.4905/10/23
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A21.35125.1134.71.08120178.61.4905/10/23
BABSN 2019-3A CLO CR BABSN 2019-3AAA+ (sf)N/A13.38114.7122.31.07115160.31.3905/10/23
BABSN 2019-3A CLO DR BABSN 2019-3ABBB+ (sf)N/A7.26108.6114.21.05110147.21.3405/10/23
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-2.55104.6108.71.04105134.41.2805/10/23
BABSN 2019-4A CLO A1 BABSN 2019-4AAAA (sf)AAA32.92121.9132.61.09120177.41.4805/10/23
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA32.92121.9132.61.09120177.41.4805/10/23
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A20.55121.9132.61.09120177.41.4805/10/23
BABSN 2019-4A CLO B2 BABSN 2019-4AAAA (sf)N/A20.55121.9132.61.09120177.41.4805/10/23
BABSN 2019-4A CLO C BABSN 2019-4AAA+ (sf)N/A14.26114.2122.91.08115160.81.405/10/23
BABSN 2019-4A CLO D BABSN 2019-4ABBB+ (sf)N/A7.97107.9114.51.06110144.51.3105/10/23
BABSN 2019-4A CLO E BABSN 2019-4ABB (sf)BB-3.57104.2109.21.051051321.2605/10/23
BABSN 2020-1A CLO AR BABSN 2020-1AAAA (sf)AAA32.31121.6132.11.09120176.61.4705/10/23
BABSN 2020-1A CLO BR BABSN 2020-1AAAA (sf)AA19.62121.6132.11.09120176.61.4705/10/23
BABSN 2020-1A CLO CR BABSN 2020-1AAAA (sf)A13.8114.7123.11.07110163.21.4805/10/23
BABSN 2020-1A CLO DR BABSN 2020-1ABBB+ (sf)BBB-7.46107.8114.71.06105148.81.4205/10/23
BABSN 2020-1A CLO ER BABSN 2020-1ABB+ (sf)BB-2.7103.2109.11.06   05/10/23
BABSN 2020-2A CLO XR BABSN 2020-2AAAA (sf)AAA 121.6131.81.08120178.91.4905/10/23
BABSN 2020-2A CLO AR BABSN 2020-2AAAA (sf)AAA32.98121.6131.81.08120178.91.4905/10/23
BABSN 2020-2A CLO BR BABSN 2020-2AAAA (sf)AA20.42121.6131.81.08120178.91.4905/10/23
BABSN 2020-2A CLO CR BABSN 2020-2AAA+ (sf)A14.92115.1123.31.07110165.81.5105/10/23
BABSN 2020-2A CLO DR BABSN 2020-2ABBB+ (sf)BBB-8.38108.3114.51.06105150.81.4405/10/23
BABSN 2020-2A CLO ER BABSN 2020-2ABB (sf)BB-3.67      05/10/23