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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 2017-1A CLO A2 BABSN 2017-1AAAA (sf)AAA30.27126.1135.31.071201661.3802/03/23
BABSN 2017-1A CLO B1 BABSN 2017-1AAAA (sf)AA+22126.1135.31.071201661.3802/03/23
BABSN 2017-1A CLO B2 BABSN 2017-1AAAA (sf)AA+22126.1135.31.071201661.3802/03/23
BABSN 2017-1A CLO C BABSN 2017-1AAAA (sf)A+13.72116122.61.06115147.51.2802/03/23
BABSN 2017-1A CLO D BABSN 2017-1AA+ (sf)BBB7.49109.4114.61.05110134.21.2202/03/23
BABSN 2017-1A CLO E BABSN 2017-1ABB+ (sf)BB-1.59104.7107.91.03105120.71.1502/03/23
BABSN 2017-1A CLO F BABSN 2017-1AB+ (sf)B--0.61      02/03/23
BABSN 2018-1A CLO A1 BABSN 2018-1AAAA (sf)AAA28.74114119.91.05110153.81.402/03/23
BABSN 2018-1A CLO A2 BABSN 2018-1AAAA (sf)AA16.68114119.91.05110153.81.402/03/23
BABSN 2018-1A CLO B BABSN 2018-1AAA- (sf)A10.11114119.91.05110153.81.402/03/23
BABSN 2018-1A CLO C BABSN 2018-1ABB+ (sf)BBB-3.53107.6111.71.04105140.41.3402/03/23
BABSN 2018-1A CLO D BABSN 2018-1ABB (sf)BB--0.86103.7106.81.03   02/03/23
BABSN 2018-2A CLO A1A BABSN 2018-2AAAA (sf)AAA39.3116.3123.41.061151571.3702/03/23
BABSN 2018-2A CLO A1B BABSN 2018-2AAAA (sf)AAA31.24116.3123.41.061151571.3702/03/23
BABSN 2018-2A CLO A2 BABSN 2018-2AAAA (sf)AA+22.48116.3123.41.061151571.3702/03/23
BABSN 2018-2A CLO B BABSN 2018-2AAAA (sf)A13.56116.3123.41.061151571.3702/03/23
BABSN 2018-2A CLO C BABSN 2018-2ABBB+ (sf)BBB-7.01109.5114.71.05110142.91.302/03/23
BABSN 2018-2A CLO D BABSN 2018-2ABB (sf)BB-1.15104.7107.91.03105128.21.2202/03/23
BABSN 2018-3A CLO A1 BABSN 2018-3AAAA (sf)AAA52.15122140.41.15120180.91.5102/03/23
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA44.12122140.41.15120180.91.5102/03/23
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A26.86122140.41.15120180.91.5102/03/23
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A26.86122140.41.15120180.91.5102/03/23
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A17.23114.8125.61.09110158.61.4402/03/23
BABSN 2018-3A CLO D BABSN 2018-3AA (sf)N/A7.19108.1113.11.05105137.91.3102/03/23
BABSN 2018-3A CLO E BABSN 2018-3ABB (sf)N/A1.17104.5106.81.02   02/03/23
BABSN 2018-3A CLO F BABSN 2018-3ACCC (sf)N/A-1.64      02/03/23
BABSN 2018-4A CLO A1 BABSN 2018-4AAAA (sf)AAA34.08122.91321.07120164.81.3702/03/23
BABSN 2018-4A CLO A2 BABSN 2018-4AAAA (sf)AAA29.76122.91321.07120164.81.3702/03/23
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA18.69122.91321.07120164.81.3702/03/23
BABSN 2018-4A CLO C BABSN 2018-4AAAA (sf)A13.28116.6123.71.06115152.81.3302/03/23
BABSN 2018-4A CLO D BABSN 2018-4ABBB+ (sf)BBB-6.53109.6114.81.05110138.71.2602/03/23
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-0.59104.5107.91.03105124.51.1902/03/23
BABSN 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA32.38121.6132.21.091201771.4802/03/23
BABSN 2019-1A CLO BR BABSN 2019-1AAAA (sf)N/A18.43121.6132.21.091201771.4802/03/23
BABSN 2019-1A CLO CR BABSN 2019-1AAA+ (sf)N/A11.99114122.51.07110161.71.4702/03/23
BABSN 2019-1A CLO DR BABSN 2019-1ABBB+ (sf)N/A5.55107.6114.21.06105146.41.3902/03/23
BABSN 2019-1A CLO ER BABSN 2019-1ABB (sf)N/A1.57103.5109.61.06   02/03/23
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA32.21114122.61.08115150.61.3102/03/23
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A18.24114122.61.08115150.61.3102/03/23
BABSN 2019-2A CLO BR BABSN 2019-2AAA (sf)N/A11.77114122.61.08115150.61.3102/03/23
BABSN 2019-2A CLO CR BABSN 2019-2ABBB (sf)N/A5.3107.7114.21.06110136.71.2402/03/23
BABSN 2019-2A CLO DR BABSN 2019-2ABB (sf)N/A1.27103.5109.61.06   02/03/23
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA38.44125.1135.21.081201651.3802/03/23
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA31.77125.1135.21.081201651.3802/03/23
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A21.11125.1135.21.081201651.3802/03/23
BABSN 2019-3A CLO CR BABSN 2019-3AAA+ (sf)N/A13.12114.7122.71.071151481.2902/03/23
BABSN 2019-3A CLO DR BABSN 2019-3ABBB+ (sf)N/A6.99108.6114.61.06110135.71.2302/03/23
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-2.26104.6109.11.04105123.31.1702/03/23
BABSN 2019-4A CLO A1 BABSN 2019-4AAAA (sf)AAA32.24121.91331.09120170.11.4202/03/23
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA32.24121.91331.09120170.11.4202/03/23