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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 A2 BABSN 2018-2AAAA (sf)AAA25.73116.3123.31.06115158.81.3801/17/24
BABSN 2018-2A CLO B BABSN 2018-2AAAA (sf)AA-16.44116.3123.31.06115158.81.3801/17/24
BABSN 2018-2A CLO C BABSN 2018-2AA+ (sf)BBB9.62109.51141.04110144.31.3101/17/24
BABSN 2018-2A CLO D BABSN 2018-2ABB+ (sf)BB-3.53104.7106.81.02105130.11.2401/17/24
BABSN 2018-3A CLO A1 BABSN 2018-3AAAA (sf)AAA65.22122155.51.27120198.11.6501/17/24
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA55.46122155.51.27120198.11.6501/17/24
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A34.45122155.51.27120198.11.6501/17/24
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A34.45122155.51.27120198.11.6501/17/24
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A22.73114.8131.91.15110163.71.4901/17/24
BABSN 2018-3A CLO D BABSN 2018-3AAAA (sf)N/A10.52108.1113.91.05105135.81.2901/17/24
BABSN 2018-3A CLO E BABSN 2018-3ABB+ (sf)N/A3.19104.5105.31.01   01/17/24
BABSN 2018-3A CLO F BABSN 2018-3ACCC (sf)N/A-0.22      01/17/24
BABSN 2018-4A CLO A1 BABSN 2018-4AAAA (sf)AAA35.27122.9130.51.06120164.71.3701/17/24
BABSN 2018-4A CLO A2 BABSN 2018-4AAAA (sf)AAA31.02122.9130.51.06120164.71.3701/17/24
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA+20.15122.9130.51.06120164.71.3701/17/24
BABSN 2018-4A CLO C BABSN 2018-4AAAA (sf)A+14.84116.6122.41.051151531.3301/17/24
BABSN 2018-4A CLO D BABSN 2018-4ABBB+ (sf)BBB-8.21109.6113.51.04110139.71.2701/17/24
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-2.37104.5106.71.02105126.61.2101/17/24
BABSN 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA34.12121.6130.31.07120165.61.3801/17/24
BABSN 2019-1A CLO BR BABSN 2019-1AAAA (sf)N/A20.53121.6130.31.07120165.61.3801/17/24
BABSN 2019-1A CLO CR BABSN 2019-1AAA+ (sf)N/A14.26114120.81.06110151.81.3801/17/24
BABSN 2019-1A CLO DR BABSN 2019-1ABBB+ (sf)N/A7.98107.6112.51.05105138.31.3201/17/24
BABSN 2019-1A CLO ER BABSN 2019-1ABB (sf)N/A4.11103.51081.04   01/17/24
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA33.71141201.05115146.11.2701/17/24
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A20.031141201.05115146.11.2701/17/24
BABSN 2019-2A CLO BR BABSN 2019-2AAA+ (sf)N/A13.71141201.05115146.11.2701/17/24
BABSN 2019-2A CLO CR BABSN 2019-2ABBB (sf)N/A7.38107.7111.81.04110133.41.2101/17/24
BABSN 2019-2A CLO DR BABSN 2019-2ABB (sf)N/A3.44103.5107.21.04   01/17/24
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA39.68125.1133.81.07120160.81.3401/17/24
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA33.16125.1133.81.07120160.81.3401/17/24
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A22.71125.1133.81.07120160.81.3401/17/24
BABSN 2019-3A CLO CR BABSN 2019-3AAA+ (sf)N/A14.88114.7121.51.06115144.51.2601/17/24
BABSN 2019-3A CLO DR BABSN 2019-3ABBB+ (sf)N/A8.87108.6113.51.051101331.2101/17/24
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-4.24104.61081.03105122.11.1601/17/24
BABSN 2019-4A CLO A1 BABSN 2019-4AAAA (sf)AAA34.02121.91321.081201731.4401/17/24
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA34.02121.91321.081201731.4401/17/24
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A21.85121.91321.081201731.4401/17/24
BABSN 2019-4A CLO B2 BABSN 2019-4AAAA (sf)N/A21.85121.91321.081201731.4401/17/24
BABSN 2019-4A CLO C BABSN 2019-4AAA+ (sf)N/A15.67114.2122.31.071151571.3701/17/24
BABSN 2019-4A CLO D BABSN 2019-4ABBB+ (sf)N/A9.48107.91141.06110141.51.2901/17/24
BABSN 2019-4A CLO E BABSN 2019-4ABB (sf)BB-5.15104.2108.81.04105129.81.2401/17/24
BABSN 2020-1A CLO AR BABSN 2020-1AAAA (sf)AAA33.27121.6131.11.08120163.41.3601/17/24
BABSN 2020-1A CLO BR BABSN 2020-1AAAA (sf)AA20.76121.6131.11.08120163.41.3601/17/24
BABSN 2020-1A CLO CR BABSN 2020-1AAA+ (sf)A15.03114.7122.21.07110151.21.3701/17/24
BABSN 2020-1A CLO DR BABSN 2020-1ABBB+ (sf)BBB-8.77107.8113.81.06105138.21.3201/17/24
BABSN 2020-1A CLO ER BABSN 2020-1ABB (sf)BB-4.08103.2108.31.05   01/17/24
BABSN 2020-2A CLO XR BABSN 2020-2AAAA (sf)AAA 121.6131.51.08120165.71.3801/17/24
BABSN 2020-2A CLO AR BABSN 2020-2AAAA (sf)AAA34.15121.6131.51.08120165.71.3801/17/24
BABSN 2020-2A CLO BR BABSN 2020-2AAAA (sf)AA+21.81121.6131.51.08120165.71.3801/17/24
BABSN 2020-2A CLO CR BABSN 2020-2AAA+ (sf)A+16.41115.11231.07110153.71.401/17/24