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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 LP-3A CLO F BABSN LP-3ACCC (sf)B5.38      08/12/24
BABSN 2017-1A CLO A1 BABSN 2017-1AAAA (sf)AAA52.81126.1151.81.2120168.91.4108/12/24
BABSN 2017-1A CLO A2 BABSN 2017-1AAAA (sf)AAA44.09126.1151.81.2120168.91.4108/12/24
BABSN 2017-1A CLO B1 BABSN 2017-1AAAA (sf)AAA33.2126.1151.81.2120168.91.4108/12/24
BABSN 2017-1A CLO B2 BABSN 2017-1AAAA (sf)AAA33.2126.1151.81.2120168.91.4108/12/24
BABSN 2017-1A CLO C BABSN 2017-1AAAA (sf)AA+22.3116130.51.12115141.71.2308/12/24
BABSN 2017-1A CLO D BABSN 2017-1AAAA (sf)BBB+14.09109.4118.11.08110124.41.1308/12/24
BABSN 2017-1A CLO E BABSN 2017-1ABBB+ (sf)BB-6.32104.7108.31.03105108.51.0308/12/24
BABSN 2017-1A CLO F BABSN 2017-1AB+ (sf)CCC+3.41      08/12/24
BABSN 2018-1A CLO A1 BABSN 2018-1AAAA (sf)AAA39.71114119.41.05110148.21.3508/12/24
BABSN 2018-1A CLO A2 BABSN 2018-1AAAA (sf)AA+24.6114119.41.05110148.21.3508/12/24
BABSN 2018-1A CLO B BABSN 2018-1AAAA (sf)A+16.36114119.41.05110148.21.3508/12/24
BABSN 2018-1A CLO C BABSN 2018-1AA+ (sf)BBB-8.12107.61101.021051341.2808/12/24
BABSN 2018-1A CLO D BABSN 2018-1ABB (sf)BB-2.62103.7104.41.01   08/12/24
BABSN 2018-2A CLO A1A BABSN 2018-2AAAA (sf)AAA50.64116.3124.41.07115145.61.2708/12/24
BABSN 2018-2A CLO A1B BABSN 2018-2AAAA (sf)AAA41116.3124.41.07115145.61.2708/12/24
BABSN 2018-2A CLO A2 BABSN 2018-2AAAA (sf)AAA30.52116.3124.41.07115145.61.2708/12/24
BABSN 2018-2A CLO B BABSN 2018-2AAAA (sf)AA-19.86116.3124.41.07115145.61.2708/12/24
BABSN 2018-2A CLO C BABSN 2018-2AAA+ (sf)BBB12.02109.5114.41.04110131.41.1908/12/24
BABSN 2018-2A CLO D BABSN 2018-2ABB+ (sf)BB-5.01104.7106.71.02105117.71.1208/12/24
BABSN 2018-3A CLO A1 BABSN 2018-3ANRAAA 122190.91.56120254.42.1208/12/24
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA89.29122190.91.56120254.42.1208/12/24
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A56.26122190.91.56120254.42.1208/12/24
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A56.26122190.91.56120254.42.1208/12/24
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A37.83114.81481.29110188.71.7208/12/24
BABSN 2018-3A CLO D BABSN 2018-3AAAA (sf)N/A18.63108.1119.91.11105144.61.3808/12/24
BABSN 2018-3A CLO E BABSN 2018-3ABBB+ (sf)N/A7.11104.5107.61.03   08/12/24
BABSN 2018-3A CLO F BABSN 2018-3AB (sf)N/A1.73      08/12/24
BABSN 2018-4A CLO A1R BABSN 2018-4AAAA (sf)AAA39.43122.9131.81.07120164.61.3708/12/24
BABSN 2018-4A CLO A2R BABSN 2018-4AAAA (sf)AAA34.78122.9131.81.07120164.61.3708/12/24
BABSN 2018-4A CLO BR BABSN 2018-4AAAA (sf)AAA22.85122.9131.81.07120164.61.3708/12/24
BABSN 2018-4A CLO CR BABSN 2018-4AAAA (sf)AA17.04116.61231.05115151.91.3208/12/24
BABSN 2018-4A CLO D BABSN 2018-4AA+ (sf)BBB-9.76109.6113.51.04110137.41.2508/12/24
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-3.37104.5106.31.02105123.31.1708/12/24
BABSN 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA34.73121.6130.61.07120165.81.3808/12/24
BABSN 2019-1A CLO BR BABSN 2019-1AAAA (sf)N/A21.27121.6130.61.07120165.81.3808/12/24
BABSN 2019-1A CLO CR BABSN 2019-1AAA+ (sf)N/A15.051141211.06110151.91.3808/12/24
BABSN 2019-1A CLO DR BABSN 2019-1ABBB- (sf)N/A8.83107.6112.81.05105138.41.3208/12/24
BABSN 2019-1A CLO ER BABSN 2019-1ABB- (sf)N/A5103.5108.21.05   08/12/24
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA34.23114119.71.05115149.81.308/12/24
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A20.68114119.71.05115149.81.308/12/24
BABSN 2019-2A CLO BR BABSN 2019-2AA+ (sf)N/A14.4114119.71.05115149.81.308/12/24
BABSN 2019-2A CLO CR BABSN 2019-2ABB+ (sf)N/A8.13107.7111.51.04110136.81.2408/12/24
BABSN 2019-2A CLO DR BABSN 2019-2ABB- (sf)N/A4.22103.51071.03   08/12/24
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA40.43125.1133.71.07120165.91.3808/12/24
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA33.87125.1133.71.07120165.91.3808/12/24
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A23.39125.1133.71.07120165.91.3808/12/24
BABSN 2019-3A CLO CR BABSN 2019-3AAAA (sf)N/A15.52114.7121.41.06115149.11.308/12/24
BABSN 2019-3A CLO DR BABSN 2019-3ABBB+ (sf)N/A9.49108.6113.41.04110137.21.2508/12/24
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-4.84104.6107.91.03105125.91.208/12/24