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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 D BABSN 2018-2ABB (sf)BB-5.47104.71081.03105218.52.0804/07/22
BABSN 2018-1A CLO A1 BABSN 2018-1AAAA (sf)AAA32.48114119.81.05110306.42.7904/07/22
BABSN 2018-1A CLO A2 BABSN 2018-1AAAA (sf)AA21.06114119.81.05110306.42.7904/07/22
BABSN 2018-1A CLO B BABSN 2018-1AA+ (sf)A14.82114119.81.05110306.42.7904/07/22
BABSN 2018-1A CLO C BABSN 2018-1ABB+ (sf)BBB-8.59107.6111.61.04105264.22.5204/07/22
BABSN 2018-1A CLO D BABSN 2018-1ABB- (sf)BB-4.44103.7106.81.03   04/07/22
BABSN 2018-3A CLO A1 BABSN 2018-3AAAA (sf)AAA42.511221341.1120352.52.9404/07/22
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA36.361221341.1120352.52.9404/07/22
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A23.151221341.1120352.52.9404/07/22
BABSN 2018-3A CLO B2R BABSN 2018-3AAA+ (sf)N/A23.151221341.1120352.52.9404/07/22
BABSN 2018-3A CLO C BABSN 2018-3AAA+ (sf)N/A15.78114.8122.31.07110305.42.7804/07/22
BABSN 2018-3A CLO D BABSN 2018-3ABBB- (sf)N/A8.1108.1112.11.04105253.62.4204/07/22
BABSN 2018-3A CLO E BABSN 2018-3ABB- (sf)N/A3.5104.5106.71.02   04/07/22
BABSN 2018-3A CLO F BABSN 2018-3ACCC- (sf)N/A1.35      04/07/22
BABSN 2018-4A CLO A1 BABSN 2018-4AAAA (sf)AAA37.45122.9132.11.07120320.62.6704/07/22
BABSN 2018-4A CLO A2 BABSN 2018-4AAAA (sf)AAA33.35122.9132.11.07120320.62.6704/07/22
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA22.84122.9132.11.07120320.62.6704/07/22
BABSN 2018-4A CLO C BABSN 2018-4AAA+ (sf)A17.72116.6123.81.06115288.42.5104/07/22
BABSN 2018-4A CLO D BABSN 2018-4ABBB+ (sf)BBB-11.31109.6114.91.051102492.2604/07/22
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-5.67104.51081.03105202.11.9204/07/22
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA35.8114122.21.071152922.5404/07/22
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A22.57114122.21.071152922.5404/07/22
BABSN 2019-2A CLO BR BABSN 2019-2AA+ (sf)N/A16.44114122.21.071152922.5404/07/22
BABSN 2019-2A CLO CR BABSN 2019-2ABBB- (sf)N/A10.31107.7113.91.06110249.42.2704/07/22
BABSN 2019-2A CLO DR BABSN 2019-2ABB (sf)N/A6.5103.5109.21.06   04/07/22
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA40.43125.1135.11.08120329.42.7404/07/22
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA33.98125.1135.11.08120329.42.7404/07/22
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A23.66125.1135.11.08120329.42.7404/07/22
BABSN 2019-3A CLO CR BABSN 2019-3AAA (sf)N/A15.93114.7122.71.07115285.42.4804/07/22
BABSN 2019-3A CLO DR BABSN 2019-3ABBB (sf)N/A9.99108.6114.61.06110249.22.2704/07/22
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-5.42104.61091.04105203.81.9404/07/22
BABSN 2019-4A CLO A1 BABSN 2019-4AAAA (sf)AAA35.22121.9132.71.09120266.62.2204/07/22
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA35.22121.9132.71.09120266.62.2204/07/22
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A23.27121.9132.71.09120266.62.2204/07/22
BABSN 2019-4A CLO B2 BABSN 2019-4AAAA (sf)N/A23.27121.9132.71.09120266.62.2204/07/22
BABSN 2019-4A CLO C BABSN 2019-4AA+ (sf)N/A17.2114.21231.08115235.72.0504/07/22
BABSN 2019-4A CLO D BABSN 2019-4ABB+ (sf)N/A11.13107.9114.61.06110200.31.8204/07/22
BABSN 2019-4A CLO E BABSN 2019-4ABB- (sf)BB-6.88104.2109.41.05105170.71.6304/07/22
BATLN 2016-10A CLO A1R2 BATLN 2016-10AAAA (sf)N/A34.86115122.51.07110306.12.7804/07/22
BATLN 2016-10A CLO A2R2 BATLN 2016-10AAAA (sf)N/A21.41115122.51.07110306.12.7804/07/22
BATLN 2016-10A CLO BR2 BATLN 2016-10AA+ (sf)N/A15.21115122.51.07110306.12.7804/07/22
BATLN 2016-10A CLO CR2 BATLN 2016-10ABB+ (sf)N/A9.01108.1114.21.06105260.52.4804/07/22
BATLN 2016-10A CLO DR2 BATLN 2016-10ABB (sf)N/A5.39104.7109.81.05   04/07/22
BATLN 2017-11A CLO AR BATLN 2017-11AAAA (sf)AAA35.36122.4132.11.08120338.72.8204/07/22
BATLN 2017-11A CLO BR BATLN 2017-11AAAA (sf)AA21.3122.4132.11.08120338.72.8204/07/22
BATLN 2017-11A CLO CR BATLN 2017-11AAA- (sf)A16.13116.3123.91.07110303.62.7604/07/22
BATLN 2017-11A CLO DR BATLN 2017-11ABBB+ (sf)BBB-9.59109.31151.05105254.52.4204/07/22
BATLN 2017-11A CLO ER BATLN 2017-11ABB (sf)BB-5.39104.7109.81.05   04/07/22
BATLN 2018-12A CLO A1 BATLN 2018-12AAAA (sf)AAA34.21123.8133.31.081203132.6104/07/22
BATLN 2018-12A CLO A2R BATLN 2018-12AAAA (sf)AAA34.21123.8133.31.081203132.6104/07/22