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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 2018-3A CLO E BABSN 2018-3ABBB+ (sf)N/A7.74104.5109.51.05   10/17/24
BABSN 2018-3A CLO F BABSN 2018-3ACCC (sf)N/A2.4      10/17/24
BABSN 2018-4A CLO A1R BABSN 2018-4AAAA (sf)AAA39.57122.9133.31.08120157.31.3110/17/24
BABSN 2018-4A CLO A2R BABSN 2018-4AAAA (sf)AAA34.93122.9133.31.08120157.31.3110/17/24
BABSN 2018-4A CLO BR BABSN 2018-4AAAA (sf)AAA23.03122.9133.31.08120157.31.3110/17/24
BABSN 2018-4A CLO CR BABSN 2018-4AAAA (sf)AA17.23116.61241.06115144.61.2610/17/24
BABSN 2018-4A CLO D BABSN 2018-4AAA- (sf)BBB-9.98109.61141.04110130.11.1810/17/24
BABSN 2018-4A CLO E BABSN 2018-4ABB+ (sf)BB-3.59104.5106.41.02105116.31.1110/17/24
BABSN 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA34.68121.6129.21.06120164.81.3710/17/24
BABSN 2019-1A CLO BR BABSN 2019-1AAAA (sf)N/A21.2121.6129.21.06120164.81.3710/17/24
BABSN 2019-1A CLO CR BABSN 2019-1AAA (sf)N/A14.98114119.71.051101511.3710/17/24
BABSN 2019-1A CLO DR BABSN 2019-1ABB+ (sf)N/A8.75107.6111.61.04105137.51.3110/17/24
BABSN 2019-1A CLO ER BABSN 2019-1ABB- (sf)N/A4.92103.5107.11.03   10/17/24
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA34.31114119.31.05115145.61.2710/17/24
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A20.77114119.31.05115145.61.2710/17/24
BABSN 2019-2A CLO BR BABSN 2019-2AA+ (sf)N/A14.5114119.31.05115145.61.2710/17/24
BABSN 2019-2A CLO CR BABSN 2019-2ABB+ (sf)N/A8.23107.7111.21.03110132.91.2110/17/24
BABSN 2019-2A CLO DR BABSN 2019-2AB+ (sf)N/A4.33103.5106.61.03   10/17/24
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA40.46125.1132.81.06120160.11.3310/17/24
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA33.91125.1132.81.06120160.11.3310/17/24
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A23.43125.1132.81.06120160.11.3310/17/24
BABSN 2019-3A CLO CR BABSN 2019-3AAA+ (sf)N/A15.57114.7120.51.05115143.71.2510/17/24
BABSN 2019-3A CLO DR BABSN 2019-3ABBB (sf)N/A9.54108.6112.41.03110132.11.210/17/24
BABSN 2019-3A CLO ER BABSN 2019-3ABB- (sf)BB-4.89104.6106.91.021051211.1510/17/24
BABSN 2019-4A CLO XR BABSN 2019-4AAAA (sf)AAA 121.6131.21.08120160.21.3310/17/24
BABSN 2019-4A CLO AR BABSN 2019-4AAAA (sf)AAA34.82121.6131.21.08120160.21.3310/17/24
BABSN 2019-4A CLO BR BABSN 2019-4AAAA (sf)AA22.6121.6131.21.08120160.21.3310/17/24
BABSN 2019-4A CLO CR BABSN 2019-4AAA- (sf)A16.49114121.61.07115147.41.2810/17/24
BABSN 2019-4A CLO D1R BABSN 2019-4ABBB (sf)BBB11.14106.41121.05110132.71.2110/17/24
BABSN 2019-4A CLO D2R BABSN 2019-4ABB+ (sf)BBB-9.36106.41121.05110132.71.2110/17/24
BABSN 2019-4A CLO ER BABSN 2019-4ABB- (sf)BB-6.31104.2108.41.04   10/17/24
BABSN 2020-1A CLO AR BABSN 2020-1AAAA (sf)N/A34.01121.6130.41.07120160.91.3410/17/24
BABSN 2020-1A CLO BR BABSN 2020-1AAAA (sf)N/A21.63121.6130.41.07120160.91.3410/17/24
BABSN 2020-1A CLO CR BABSN 2020-1AAA+ (sf)N/A15.96114.7121.61.06110148.91.3510/17/24
BABSN 2020-1A CLO DR BABSN 2020-1ABBB+ (sf)N/A9.78107.8113.21.05105136.11.310/17/24
BABSN 2020-1A CLO ER BABSN 2020-1ABB (sf)N/A5.14103.2107.71.04   10/17/24
BABSN 2020-2A CLO XR BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-2A CLO AR BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-2A CLO BR BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-2A CLO CR BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-2A CLO ER BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-2A CLO DR BABSN 2020-2ANRN/A       10/17/24
BABSN 2020-3A CLO AR BABSN 2020-3AAAA (sf)AAA34.42      10/17/24
BABSN 2020-3A CLO BR BABSN 2020-3AAAA (sf)AA21.61      10/17/24
BABSN 2020-3A CLO CR BABSN 2020-3AA+ (sf)A15.97      10/17/24
BABSN 2020-3A CLO DR BABSN 2020-3ABB+ (sf)BBB-9.56      10/17/24
BABSN 2020-3A CLO ER BABSN 2020-3ABB- (sf)BB-5.93      10/17/24
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA33.5122.7130.71.07120168.71.4110/17/24
BABSN 2021-2A CLO A2 BABSN 2021-2AAAA (sf)AAA33.5122.7130.71.07120168.71.4110/17/24
BABSN 2021-2A CLO B BABSN 2021-2AAAA (sf)AA21.71122.7130.71.07120168.71.4110/17/24