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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 2018-4A CLO D BABSN 2018-4ABBB+ (sf)BBB-8.42109.6113.11.03110136.81.2411/20/23
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-2.6104.5106.31.021051241.1811/20/23
BABSN 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA34.14121.6130.91.08120164.51.3711/20/23
BABSN 2019-1A CLO BR BABSN 2019-1AAAA (sf)N/A20.55121.6130.91.08120164.51.3711/20/23
BABSN 2019-1A CLO CR BABSN 2019-1AAA+ (sf)N/A14.28114121.31.06110150.71.3711/20/23
BABSN 2019-1A CLO DR BABSN 2019-1ABBB+ (sf)N/A8.01107.6113.11.05105137.31.3111/20/23
BABSN 2019-1A CLO ER BABSN 2019-1ABB (sf)N/A4.14103.5108.51.05   11/20/23
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA33.65114120.71.06115150.21.3111/20/23
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A19.98114120.71.06115150.21.3111/20/23
BABSN 2019-2A CLO BR BABSN 2019-2AAA (sf)N/A13.64114120.71.06115150.21.3111/20/23
BABSN 2019-2A CLO CR BABSN 2019-2ABB+ (sf)N/A7.31107.7112.51.04110137.11.2511/20/23
BABSN 2019-2A CLO DR BABSN 2019-2ABB- (sf)N/A3.38103.5107.91.04   11/20/23
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA39.49125.1133.31.07120167.41.411/20/23
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA32.94125.1133.31.07120167.41.411/20/23
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A22.46125.1133.31.07120167.41.411/20/23
BABSN 2019-3A CLO CR BABSN 2019-3AAA+ (sf)N/A14.6114.71211.05115150.51.3111/20/23
BABSN 2019-3A CLO DR BABSN 2019-3ABBB+ (sf)N/A8.58108.61131.04110138.51.2611/20/23
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-3.93104.6107.61.031051271.2111/20/23
BABSN 2019-4A CLO A1 BABSN 2019-4AAAA (sf)AAA33.84121.9131.71.08120173.91.4511/20/23
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA33.84121.9131.71.08120173.91.4511/20/23
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A21.64121.9131.71.08120173.91.4511/20/23
BABSN 2019-4A CLO B2 BABSN 2019-4AAAA (sf)N/A21.64121.9131.71.08120173.91.4511/20/23
BABSN 2019-4A CLO C BABSN 2019-4AAA+ (sf)N/A15.44114.21221.07115157.81.3711/20/23
BABSN 2019-4A CLO D BABSN 2019-4ABBB+ (sf)N/A9.23107.9113.71.05110142.11.2911/20/23
BABSN 2019-4A CLO E BABSN 2019-4ABB (sf)BB-4.89104.2108.51.04105130.41.2411/20/23
BABSN 2020-1A CLO AR BABSN 2020-1AAAA (sf)AAA33.34121.6131.31.08120164.91.3711/20/23
BABSN 2020-1A CLO BR BABSN 2020-1AAAA (sf)AA20.84121.6131.31.08120164.91.3711/20/23
BABSN 2020-1A CLO CR BABSN 2020-1AAAA (sf)A15.11114.7122.51.07110152.61.3911/20/23
BABSN 2020-1A CLO DR BABSN 2020-1ABBB+ (sf)BBB-8.86107.8114.11.06105139.41.3311/20/23
BABSN 2020-1A CLO ER BABSN 2020-1ABB+ (sf)BB-4.17103.2108.51.05   11/20/23
BABSN 2020-2A CLO XR BABSN 2020-2AAAA (sf)AAA 121.6131.71.08120170.21.4211/20/23
BABSN 2020-2A CLO AR BABSN 2020-2AAAA (sf)AAA34.07121.6131.71.08120170.21.4211/20/23
BABSN 2020-2A CLO BR BABSN 2020-2AAAA (sf)AA+21.71121.6131.71.08120170.21.4211/20/23
BABSN 2020-2A CLO CR BABSN 2020-2AAA+ (sf)A+16.3115.1123.21.07110157.91.4411/20/23
BABSN 2020-2A CLO DR BABSN 2020-2ABBB+ (sf)BBB-9.87108.3114.41.06105143.91.3711/20/23
BABSN 2020-2A CLO ER BABSN 2020-2ABB (sf)BB-5.23      11/20/23
BABSN 2020-3A CLO A BABSN 2020-3AAAA (sf)AAA35.47146.7160.11.09120198.41.6511/20/23
BABSN 2020-3A CLO B BABSN 2020-3AAAA (sf)N/A15.03150.3160.11.07   11/20/23
BABSN 2020-3A CLO C BABSN 2020-3ABBB+ (sf)N/A9.91151.5160.11.06   11/20/23
BABSN 2020-4A CLO A BABSN 2020-4AAAA (sf)N/A33.04121.6130.81.08120163.51.3611/20/23
BABSN 2020-4A CLO B BABSN 2020-4AAAA (sf)N/A20.49121.6130.81.08120163.51.3611/20/23
BABSN 2020-4A CLO C BABSN 2020-4AAA+ (sf)N/A14.21114121.21.06115150.11.3111/20/23
BABSN 2020-4A CLO D1 BABSN 2020-4ABBB+ (sf)N/A8.46103.2108.11.05   11/20/23
BABSN 2020-4A CLO D2 BABSN 2020-4ABB+ (sf)N/A7.41103.2108.11.05   11/20/23
BABSN 2020-4A CLO E BABSN 2020-4ABB- (sf)N/A3.75103.2108.11.05   11/20/23
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA33.08122.7132.41.08120176.71.4711/20/23
BABSN 2021-2A CLO A2 BABSN 2021-2AAAA (sf)AAA33.08122.7132.41.08120176.71.4711/20/23
BABSN 2021-2A CLO B BABSN 2021-2AAAA (sf)AA21.22122.7132.41.08120176.71.4711/20/23
BABSN 2021-2A CLO C BABSN 2021-2AAA+ (sf)A15.55115.8123.51.071101631.4811/20/23
BABSN 2021-2A CLO D BABSN 2021-2ABBB+ (sf)BBB-8.77108.6114.31.05105147.21.411/20/23