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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 2018-2AAAA (sf)BBB11.98109.5115.41.05110136.11.2409/12/24
BABSN 2018-2A CLO D BABSN 2018-2ABB+ (sf)BB-4.98104.7106.91.02105120.61.1509/12/24
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA89.28122231.61.9120309.82.5809/12/24
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A56.22122231.61.9120309.82.5809/12/24
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A56.22122231.61.9120309.82.5809/12/24
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A37.76114.8162.91.421102041.8509/12/24
BABSN 2018-3A CLO D BABSN 2018-3AAAA (sf)N/A18.54108.1124.51.15105145.41.3809/12/24
BABSN 2018-3A CLO E BABSN 2018-3ABBB+ (sf)N/A7.01104.51091.04   09/12/24
BABSN 2018-3A CLO F BABSN 2018-3AB+ (sf)N/A1.62      09/12/24
BABSN 2018-4A CLO A1R BABSN 2018-4AAAA (sf)AAA39.44122.9133.61.09120152.51.2709/12/24
BABSN 2018-4A CLO A2R BABSN 2018-4AAAA (sf)AAA34.79122.9133.61.09120152.51.2709/12/24
BABSN 2018-4A CLO BR BABSN 2018-4AAAA (sf)AAA22.87122.9133.61.09120152.51.2709/12/24
BABSN 2018-4A CLO CR BABSN 2018-4AAAA (sf)AA17.05116.6124.21.07115140.21.2209/12/24
BABSN 2018-4A CLO D BABSN 2018-4AA+ (sf)BBB-9.78109.6114.21.04110126.11.1509/12/24
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-3.39104.5106.61.02105112.71.0709/12/24
BABSN 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA34.72121.6130.61.07120161.51.3509/12/24
BABSN 2019-1A CLO BR BABSN 2019-1AAAA (sf)N/A21.25121.6130.61.07120161.51.3509/12/24
BABSN 2019-1A CLO CR BABSN 2019-1AAA+ (sf)N/A15.041141211.061101481.3509/12/24
BABSN 2019-1A CLO DR BABSN 2019-1ABBB- (sf)N/A8.82107.6112.81.05105134.81.2809/12/24
BABSN 2019-1A CLO ER BABSN 2019-1ABB- (sf)N/A4.99103.5108.21.05   09/12/24
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA34.22114119.91.05115142.51.2409/12/24
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A20.66114119.91.05115142.51.2409/12/24
BABSN 2019-2A CLO BR BABSN 2019-2AA+ (sf)N/A14.38114119.91.05115142.51.2409/12/24
BABSN 2019-2A CLO CR BABSN 2019-2ABB+ (sf)N/A8.1107.7111.71.04110130.11.1809/12/24
BABSN 2019-2A CLO DR BABSN 2019-2ABB- (sf)N/A4.2103.5107.21.04   09/12/24
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA40.19125.1134.11.07120160.61.3409/12/24
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA33.61125.1134.11.07120160.61.3409/12/24
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A23.08125.1134.11.07120160.61.3409/12/24
BABSN 2019-3A CLO CR BABSN 2019-3AAAA (sf)N/A15.19114.7121.61.06115144.21.2509/12/24
BABSN 2019-3A CLO DR BABSN 2019-3ABBB+ (sf)N/A9.14108.6113.51.05110132.61.2109/12/24
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-4.46104.61081.03105121.41.1609/12/24
BABSN 2019-4A CLO XR BABSN 2019-4AAAA (sf)AAA 121.6131.81.08120156.11.309/12/24
BABSN 2019-4A CLO AR BABSN 2019-4AAAA (sf)AAA34.89121.6131.81.08120156.11.309/12/24
BABSN 2019-4A CLO BR BABSN 2019-4AAAA (sf)AA22.68121.6131.81.08120156.11.309/12/24
BABSN 2019-4A CLO CR BABSN 2019-4AAA- (sf)A16.57114122.11.07115143.71.2509/12/24
BABSN 2019-4A CLO D1R BABSN 2019-4ABBB+ (sf)BBB11.23106.4112.51.06110129.31.1809/12/24
BABSN 2019-4A CLO D2R BABSN 2019-4ABB+ (sf)BBB-9.45106.4112.51.06110129.31.1809/12/24
BABSN 2019-4A CLO ER BABSN 2019-4ABB- (sf)BB-6.4104.2108.91.05   09/12/24
BABSN 2020-1A CLO AR BABSN 2020-1AAAA (sf)N/A33.47121.6130.81.08120159.91.3309/12/24
BABSN 2020-1A CLO BR BABSN 2020-1AAAA (sf)N/A21121.6130.81.08120159.91.3309/12/24
BABSN 2020-1A CLO CR BABSN 2020-1AAA+ (sf)N/A15.28114.71221.06110147.91.3409/12/24
BABSN 2020-1A CLO DR BABSN 2020-1ABBB+ (sf)N/A9.04107.8113.61.05105135.21.2909/12/24
BABSN 2020-1A CLO ER BABSN 2020-1ABB (sf)N/A4.37103.2108.11.05   09/12/24
BABSN 2020-2A CLO XR BABSN 2020-2AAAA (sf)AAA 121.6132.81.09120165.21.3809/12/24
BABSN 2020-2A CLO AR BABSN 2020-2AAAA (sf)AAA35.8121.6132.81.09120165.21.3809/12/24
BABSN 2020-2A CLO BR BABSN 2020-2AAAA (sf)AA+23.16121.6132.81.09120165.21.3809/12/24
BABSN 2020-2A CLO CR BABSN 2020-2AAAA (sf)A+17.63115.1123.91.08110152.81.3909/12/24
BABSN 2020-2A CLO DR BABSN 2020-2AA- (sf)BBB-11.05108.3114.71.06105138.81.3209/12/24
BABSN 2020-2A CLO ER BABSN 2020-2ABB+ (sf)BB-6.31      09/12/24
BABSN 2020-3A CLO AR BABSN 2020-3AAAA (sf)AAA34.24      09/12/24