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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 A1R BABSN 2018-2AAAA (sf)AAA37.13114121.11.06115142.11.2411/11/24
BABSN 2018-2A CLO A2R BABSN 2018-2AAAA (sf)AAA33.39114121.11.06115142.11.2411/11/24
BABSN 2018-2A CLO B1AR BABSN 2018-2AAAA (sf)N/A26.74114121.11.06115142.11.2411/11/24
BABSN 2018-2A CLO B1BR BABSN 2018-2AAAA (sf)N/A22.12114121.11.06115142.11.2411/11/24
BABSN 2018-2A CLO B2R BABSN 2018-2AAAA (sf)N/A22.12114121.11.06115142.11.2411/11/24
BABSN 2018-2A CLO CR BABSN 2018-2AA+ (sf)N/A15.97106.4111.61.05110128.31.1711/11/24
BABSN 2018-2A CLO D1R BABSN 2018-2ABBB- (sf)N/A10.85104.5108.21.04105121.61.1611/11/24
BABSN 2018-2A CLO D2R BABSN 2018-2ABB- (sf)N/A5.98104.5108.21.04105121.61.1611/11/24
BABSN 2018-2A CLO ER BABSN 2018-2ABB- (sf)N/A8.03      11/11/24
BABSN 2018-2A CLO FR BABSN 2018-2AB+ (sf)N/A5.22      11/11/24
BABSN 2018-3A CLO A2 BABSN 2018-3ANRAAA 122231.91.9120325.52.7111/11/24
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A64.14122231.91.9120325.52.7111/11/24
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A64.14122231.91.9120325.52.7111/11/24
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A43.38114.8163.11.42110214.31.9511/11/24
BABSN 2018-3A CLO D BABSN 2018-3AAAA (sf)N/A21.77108.1124.61.15105152.71.4511/11/24
BABSN 2018-3A CLO E BABSN 2018-3ABB+ (sf)N/A8.79104.5109.21.04   11/11/24
BABSN 2018-3A CLO F BABSN 2018-3AC (sf)N/A2.74      11/11/24
BABSN 2018-4A CLO A1R BABSN 2018-4AAAA (sf)AAA39.83122.9132.41.08120162.11.3511/11/24
BABSN 2018-4A CLO A2R BABSN 2018-4AAAA (sf)AAA35.16122.9132.41.08120162.11.3511/11/24
BABSN 2018-4A CLO BR BABSN 2018-4AAAA (sf)AAA23.19122.9132.41.08120162.11.3511/11/24
BABSN 2018-4A CLO CR BABSN 2018-4AAAA (sf)AA17.35116.6123.11.061151491.311/11/24
BABSN 2018-4A CLO D BABSN 2018-4AA+ (sf)BBB-10.05109.6113.21.031101341.2211/11/24
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-3.63104.5105.71.01105119.81.1411/11/24
BABSN 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA34.63121.6129.11.06120161.51.3511/11/24
BABSN 2019-1A CLO BR BABSN 2019-1AAAA (sf)N/A21.14121.6129.11.06120161.51.3511/11/24
BABSN 2019-1A CLO CR BABSN 2019-1AA+ (sf)N/A14.91114119.61.05110147.91.3411/11/24
BABSN 2019-1A CLO DR BABSN 2019-1ABB+ (sf)N/A8.68107.6111.51.04105134.71.2811/11/24
BABSN 2019-1A CLO ER BABSN 2019-1AB+ (sf)N/A4.84103.51071.03   11/11/24
BCC 2021-2A CLO B BCC 2021-2ANRN/A       11/11/24
BCC 2021-2A CLO C BCC 2021-2ANRN/A       11/11/24
BCC 2021-2A CLO D BCC 2021-2ANRN/A       11/11/24
BCC 2021-2A CLO A1 BCC 2021-2ANRN/A       11/11/24
BCC 2021-2A CLO A2 BCC 2021-2ANRN/A       11/11/24
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA34.31114119.31.05115145.61.2711/11/24
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A20.77114119.31.05115145.61.2711/11/24
BABSN 2019-2A CLO BR BABSN 2019-2AA+ (sf)N/A14.5114119.31.05115145.61.2711/11/24
BABSN 2019-2A CLO CR BABSN 2019-2ABB+ (sf)N/A8.23107.7111.21.03110132.91.2111/11/24
BABSN 2019-2A CLO DR BABSN 2019-2AB+ (sf)N/A4.33103.5106.61.03   11/11/24
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA41.32125.1132.61.06120163.21.3611/11/24
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA34.62125.1132.61.06120163.21.3611/11/24
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A23.9125.1132.61.06120163.21.3611/11/24
BABSN 2019-3A CLO CR BABSN 2019-3AAA+ (sf)N/A15.86114.7120.21.05115146.51.2711/11/24
BABSN 2019-3A CLO DR BABSN 2019-3ABBB (sf)N/A9.7108.6112.21.03110134.71.2211/11/24
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