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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 2019-3A CLO ER BABSN 2019-3ABB- (sf)BB-4.94104.6106.71.02105123.41.1811/11/24
BABSN 2019-4A CLO XR BABSN 2019-4AAAA (sf)AAA 121.6131.21.08120160.21.3311/11/24
BABSN 2019-4A CLO AR BABSN 2019-4AAAA (sf)AAA34.82121.6131.21.08120160.21.3311/11/24
BABSN 2019-4A CLO BR BABSN 2019-4AAAA (sf)AA22.6121.6131.21.08120160.21.3311/11/24
BABSN 2019-4A CLO CR BABSN 2019-4AAA (sf)A16.49114121.61.07115147.41.2811/11/24
BABSN 2019-4A CLO D1R BABSN 2019-4ABBB (sf)BBB11.14106.41121.05110132.71.2111/11/24
BABSN 2019-4A CLO D2R BABSN 2019-4ABB+ (sf)BBB-9.36106.41121.05110132.71.2111/11/24
BABSN 2019-4A CLO ER BABSN 2019-4ABB- (sf)BB-6.31104.2108.41.04   11/11/24
BABSN 2020-1A CLO AR BABSN 2020-1AAAA (sf)N/A33.95121.6130.21.07120161.81.3511/11/24
BABSN 2020-1A CLO BR BABSN 2020-1AAAA (sf)N/A21.57121.6130.21.07120161.81.3511/11/24
BABSN 2020-1A CLO CR BABSN 2020-1AAA+ (sf)N/A15.9114.7121.41.06110149.71.3611/11/24
BABSN 2020-1A CLO DR BABSN 2020-1ABBB (sf)N/A9.7107.8113.11.05105136.81.311/11/24
BABSN 2020-1A CLO ER BABSN 2020-1ABB- (sf)N/A5.06103.2107.61.04   11/11/24
BABSN 2020-3A CLO AR BABSN 2020-3AAAA (sf)AAA34.35      11/11/24
BABSN 2020-3A CLO BR BABSN 2020-3AAAA (sf)AA21.53      11/11/24
BABSN 2020-3A CLO CR BABSN 2020-3AA (sf)A15.89      11/11/24
BABSN 2020-3A CLO DR BABSN 2020-3ABB+ (sf)BBB-9.47      11/11/24
BABSN 2020-3A CLO ER BABSN 2020-3AB+ (sf)BB-5.83      11/11/24
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA33.47122.7130.31.06120170.71.4211/11/24
BABSN 2021-2A CLO A2 BABSN 2021-2AAAA (sf)AAA33.47122.7130.31.06120170.71.4211/11/24
BABSN 2021-2A CLO B BABSN 2021-2AAAA (sf)AA21.68122.7130.31.06120170.71.4211/11/24
BABSN 2021-2A CLO C BABSN 2021-2AA+ (sf)A16.04115.8121.51.05110157.51.4311/11/24
BABSN 2021-2A CLO D BABSN 2021-2ABB+ (sf)BBB-9.3108.6112.51.04105142.21.3511/11/24
BABSN 2021-2A CLO E BABSN 2021-2AB+ (sf)BB-4.6103.51071.03   11/11/24
BABSN 2021-3A CLO A BABSN 2021-3AAAA (sf)AAA34.95121.6128.61.06120159.31.3311/11/24
BABSN 2021-3A CLO B1 BABSN 2021-3AAAA (sf)AA20.26121.6128.61.06120159.31.3311/11/24
BABSN 2021-3A CLO B2 BABSN 2021-3AAA+ (sf)AA20.26121.6128.61.06120159.31.3311/11/24
BABSN 2021-3A CLO C BABSN 2021-3AA+ (sf)A14.59114.8120.11.05115147.51.2811/11/24
BABSN 2021-3A CLO D BABSN 2021-3ABB+ (sf)BBB-8.09108.2111.61.03105134.61.2811/11/24
BABSN 2021-3A CLO E BABSN 2021-3AB+ (sf)BB-3.47103.2106.21.03   11/11/24
BABSN 2022-1A CLO A1 BABSN 2022-1AAAA (sf)AAA32.59122.9128.91.05120164.61.3711/11/24
BABSN 2022-1A CLO A2 BABSN 2022-1AAAA (sf)AAA32.59122.9128.91.05120164.61.3711/11/24
BABSN 2022-1A CLO B BABSN 2022-1AAAA (sf)N/A20.74122.9128.91.05120164.61.3711/11/24
BABSN 2022-1A CLO C BABSN 2022-1AAA (sf)N/A14.15114.71191.04110149.81.3611/11/24
BABSN 2022-1A CLO D BABSN 2022-1ABB+ (sf)N/A7.31107.6110.21.02105135.11.2911/11/24
BABSN 2022-1A CLO E BABSN 2022-1AB+ (sf)BB-3.09103.2105.41.02   11/11/24
BABSN 2022-2A CLO A1R BABSN 2022-2AAAA (sf)AAA34.22121.6130.51.07115156.31.3611/11/24
BABSN 2022-2A CLO A2R BABSN 2022-2AAAA (sf)AAA32.17121.6130.51.07115156.31.3611/11/24
BABSN 2022-2A CLO BR BABSN 2022-2AAAA (sf)AA21.89121.6130.51.07115156.31.3611/11/24
BABSN 2022-2A CLO CR BABSN 2022-2AA+ (sf)A15.72114120.91.06110143.81.3111/11/24
BABSN 2022-2A CLO D1R BABSN 2022-2ABB+ (sf)BBB10.58107112.11.05105130.31.2411/11/24
BABSN 2022-2A CLO D2R BABSN 2022-2ABB (sf)BBB-9.04107112.11.05105130.31.2411/11/24
BABSN 2022-2A CLO ER BABSN 2022-2ABB- (sf)BB-5.45103.2107.81.04   11/11/24
BABSN 2022-4A CLO XR BABSN 2022-4AAAA (sf)AAA 122.5132.11.08120149.51.2511/11/24
BABSN 2022-4A CLO A1R BABSN 2022-4AAAA (sf)AAA34.97122.5132.11.08120149.51.2511/11/24
BABSN 2022-4A CLO A2R BABSN 2022-4AAAA (sf)AAA31.92122.5132.11.08120149.51.2511/11/24
BABSN 2022-4A CLO BR BABSN 2022-4AAAA (sf)AA22.78122.5132.11.08120149.51.2511/11/24
BABSN 2022-4A CLO CR BABSN 2022-4AA+ (sf)A16.68115.5123.21.07110137.11.2511/11/24
BABSN 2022-4A CLO D1R BABSN 2022-4ABB+ (sf)BBB-10.58109.9115.71.05105125.41.1911/11/24
BABSN 2022-4A CLO D2R BABSN 2022-4ABB- (sf)N/A9.57109.9115.71.05105125.41.1911/11/24