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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 2020-1A CLO BR BABSN 2020-1AAAA (sf)N/A21.63121.6130.41.07120160.91.3410/17/24
BABSN 2020-1A CLO CR BABSN 2020-1AAA+ (sf)N/A15.96114.7121.61.06110148.91.3510/17/24
BABSN 2020-1A CLO DR BABSN 2020-1ABBB+ (sf)N/A9.78107.8113.21.05105136.11.310/17/24
BABSN 2020-1A CLO ER BABSN 2020-1ABB (sf)N/A5.14103.2107.71.04   10/17/24
BABSN 2020-2A CLO XR BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-2A CLO AR BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-2A CLO BR BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-2A CLO CR BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-2A CLO ER BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-2A CLO DR BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-3A CLO AR BABSN 2020-3AAAA (sf)AAA34.42      10/17/24
BABSN 2020-3A CLO BR BABSN 2020-3AAAA (sf)AA21.61      10/17/24
BABSN 2020-3A CLO CR BABSN 2020-3AA+ (sf)A15.97      10/17/24
BABSN 2020-3A CLO DR BABSN 2020-3ABB+ (sf)BBB-9.56      10/17/24
BABSN 2020-3A CLO ER BABSN 2020-3ABB- (sf)BB-5.93      10/17/24
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA33.5122.7130.71.07120168.71.4110/17/24
BABSN 2021-2A CLO A2 BABSN 2021-2AAAA (sf)AAA33.5122.7130.71.07120168.71.4110/17/24
BABSN 2021-2A CLO B BABSN 2021-2AAAA (sf)AA21.71122.7130.71.07120168.71.4110/17/24
BABSN 2021-2A CLO C BABSN 2021-2AAA (sf)A16.08115.81221.05110155.61.4110/17/24
BABSN 2021-2A CLO D BABSN 2021-2ABB+ (sf)BBB-9.34108.6112.91.04105140.51.3410/17/24
BABSN 2021-2A CLO E BABSN 2021-2ABB- (sf)BB-4.65103.5107.31.04   10/17/24
BABSN 2021-3A CLO A BABSN 2021-3AAAA (sf)AAA34.95121.6128.31.06120159.71.3310/17/24
BABSN 2021-3A CLO B1 BABSN 2021-3AAAA (sf)AA20.26121.6128.31.06120159.71.3310/17/24
BABSN 2021-3A CLO B2 BABSN 2021-3AAA+ (sf)AA20.26121.6128.31.06120159.71.3310/17/24
BABSN 2021-3A CLO C BABSN 2021-3AAA (sf)A14.59114.8119.81.04115147.91.2910/17/24
BABSN 2021-3A CLO D BABSN 2021-3ABB+ (sf)BBB-8.09108.2111.31.03105134.91.2810/17/24
BABSN 2021-3A CLO E BABSN 2021-3ABB- (sf)BB-3.47103.21061.03   10/17/24
BABSN 2022-1A CLO A1 BABSN 2022-1AAAA (sf)AAA32.59122.9128.91.05120164.61.3710/17/24
BABSN 2022-1A CLO A2 BABSN 2022-1AAAA (sf)AAA32.59122.9128.91.05120164.61.3710/17/24
BABSN 2022-1A CLO B BABSN 2022-1AAAA (sf)N/A20.74122.9128.91.05120164.61.3710/17/24
BABSN 2022-1A CLO C BABSN 2022-1AAA- (sf)N/A14.15114.71191.04110149.81.3610/17/24
BABSN 2022-1A CLO D BABSN 2022-1ABB+ (sf)N/A7.31107.6110.21.02105135.11.2910/17/24
BABSN 2022-1A CLO E BABSN 2022-1AB+ (sf)BB-3.09103.2105.41.02   10/17/24
BABSN 2022-2A CLO A1R BABSN 2022-2AAAA (sf)AAA34.24121.6130.11.07115153.31.3310/17/24
BABSN 2022-2A CLO A2R BABSN 2022-2AAAA (sf)AAA32.18121.6130.11.07115153.31.3310/17/24
BABSN 2022-2A CLO BR BABSN 2022-2AAAA (sf)AA21.91121.6130.11.07115153.31.3310/17/24
BABSN 2022-2A CLO CR BABSN 2022-2AA+ (sf)A15.74114120.61.061101411.2810/17/24
BABSN 2022-2A CLO D1R BABSN 2022-2ABB+ (sf)BBB10.6107111.71.04105127.81.2210/17/24
BABSN 2022-2A CLO D2R BABSN 2022-2ABB+ (sf)BBB-9.06107111.71.04105127.81.2210/17/24
BABSN 2022-2A CLO ER BABSN 2022-2ABB- (sf)BB-5.47103.2107.51.04   10/17/24
BABSN 2018-2A CLO D BABSN 2018-2ANRN/A       10/17/24
BABSN 2018-2A CLO A1A BABSN 2018-2ANRN/A       10/17/24
BABSN 2018-2A CLO A2 BABSN 2018-2ANRN/A       10/17/24
BABSN 2018-2A CLO A1B BABSN 2018-2ANRN/A       10/17/24
BABSN 2018-2A CLO B BABSN 2018-2ANRN/A       10/17/24
BABSN 2018-2A CLO C BABSN 2018-2ANRN/A       10/17/24
BABSN 2022-4A CLO A BABSN 2022-4AAAA (sf)AAA34.62122.5131.61.07120148.31.2410/17/24
BABSN 2022-4A CLO B BABSN 2022-4AAAA (sf)AA22.87122.5131.61.07120148.31.2410/17/24
BABSN 2022-4A CLO C BABSN 2022-4AA+ (sf)A17.25115.5122.71.06110135.91.2410/17/24
BABSN 2022-4A CLO D BABSN 2022-4ABB+ (sf)BBB11.89109.9115.21.05105124.41.1810/17/24