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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 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA34.18121.61311.081201661.3810/16/23
BABSN 2019-1A CLO BR BABSN 2019-1AAAA (sf)N/A20.6121.61311.081201661.3810/16/23
BABSN 2019-1A CLO CR BABSN 2019-1AAA+ (sf)N/A14.33114121.41.06110152.11.3810/16/23
BABSN 2019-1A CLO DR BABSN 2019-1ABBB+ (sf)N/A8.06107.6113.11.05105138.61.3210/16/23
BABSN 2019-1A CLO ER BABSN 2019-1ABB (sf)N/A4.19103.5108.51.05   10/16/23
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA341141211.06115151.21.3110/16/23
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A20.41141211.06115151.21.3110/16/23
BABSN 2019-2A CLO BR BABSN 2019-2AAA+ (sf)N/A14.11141211.06115151.21.3110/16/23
BABSN 2019-2A CLO CR BABSN 2019-2ABBB- (sf)N/A7.8107.7112.71.051101381.2510/16/23
BABSN 2019-2A CLO DR BABSN 2019-2ABB (sf)N/A3.89103.5108.11.04   10/16/23
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA39.69125.1133.41.07120167.51.410/16/23
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA33.17125.1133.41.07120167.51.410/16/23
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A22.73125.1133.41.07120167.51.410/16/23
BABSN 2019-3A CLO CR BABSN 2019-3AAA+ (sf)N/A14.89114.7121.11.06115150.61.3110/16/23
BABSN 2019-3A CLO DR BABSN 2019-3ABBB+ (sf)N/A8.89108.6113.11.04110138.61.2610/16/23
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-4.25104.6107.71.03105127.11.2110/16/23
BABSN 2019-4A CLO A1 BABSN 2019-4AAAA (sf)AAA34.07121.9132.21.081201701.4210/16/23
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA34.07121.9132.21.081201701.4210/16/23
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A21.92121.9132.21.081201701.4210/16/23
BABSN 2019-4A CLO B2 BABSN 2019-4AAA+ (sf)N/A21.92121.9132.21.081201701.4210/16/23
BABSN 2019-4A CLO C BABSN 2019-4AAA+ (sf)N/A15.74114.2122.51.07115154.31.3410/16/23
BABSN 2019-4A CLO D BABSN 2019-4ABBB+ (sf)N/A9.56107.9114.11.061101391.2610/16/23
BABSN 2019-4A CLO E BABSN 2019-4ABB (sf)BB-5.23104.2108.91.05105127.51.2110/16/23
BABSN 2020-1A CLO AR BABSN 2020-1AAAA (sf)AAA33.38121.6131.41.08120164.81.3710/16/23
BABSN 2020-1A CLO BR BABSN 2020-1AAAA (sf)AA20.89121.6131.41.08120164.81.3710/16/23
BABSN 2020-1A CLO CR BABSN 2020-1AAAA (sf)A15.16114.7122.51.07110152.51.3910/16/23
BABSN 2020-1A CLO DR BABSN 2020-1ABBB+ (sf)BBB-8.92107.8114.11.06105139.41.3310/16/23
BABSN 2020-1A CLO ER BABSN 2020-1ABB+ (sf)BB-4.24103.2108.51.05   10/16/23
BABSN 2020-2A CLO XR BABSN 2020-2AAAA (sf)AAA 121.6131.71.08120166.61.3910/16/23
BABSN 2020-2A CLO AR BABSN 2020-2AAAA (sf)AAA34.13121.6131.71.08120166.61.3910/16/23
BABSN 2020-2A CLO BR BABSN 2020-2AAAA (sf)AA+21.78121.6131.71.08120166.61.3910/16/23
BABSN 2020-2A CLO CR BABSN 2020-2AAA+ (sf)A+16.37115.1123.21.07110154.51.410/16/23
BABSN 2020-2A CLO DR BABSN 2020-2ABBB+ (sf)BBB-9.94108.3114.41.06105140.91.3410/16/23
BABSN 2020-2A CLO ER BABSN 2020-2ABB (sf)BB-5.31      10/16/23
BABSN 2020-3A CLO A BABSN 2020-3AAAA (sf)AAA35.45146.7160.11.09120194.71.6210/16/23
BABSN 2020-3A CLO B BABSN 2020-3AA+ (sf)N/A14.11150.3160.11.07   10/16/23
BABSN 2020-3A CLO C BABSN 2020-3AA+ (sf)N/A8.99151.5160.11.06   10/16/23
BABSN 2020-4A CLO A BABSN 2020-4AAAA (sf)N/A33.3121.6130.91.08120164.41.3710/16/23
BABSN 2020-4A CLO B BABSN 2020-4AAAA (sf)N/A20.79121.6130.91.08120164.41.3710/16/23
BABSN 2020-4A CLO C BABSN 2020-4AAA+ (sf)N/A14.54114121.31.06115150.91.3110/16/23
BABSN 2020-4A CLO D1 BABSN 2020-4ABBB+ (sf)N/A8.81103.2108.21.05   10/16/23
BABSN 2020-4A CLO D2 BABSN 2020-4ABB+ (sf)N/A7.77103.2108.21.05   10/16/23
BABSN 2020-4A CLO E BABSN 2020-4ABB- (sf)N/A4.12103.2108.21.05   10/16/23
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA33.22122.7132.41.08120172.81.4410/16/23
BABSN 2021-2A CLO A2 BABSN 2021-2AAAA (sf)AAA33.22122.7132.41.08120172.81.4410/16/23
BABSN 2021-2A CLO B BABSN 2021-2AAAA (sf)AA21.38122.7132.41.08120172.81.4410/16/23
BABSN 2021-2A CLO C BABSN 2021-2AAA+ (sf)A15.72115.8123.51.07110159.41.4510/16/23
BABSN 2021-2A CLO D BABSN 2021-2ABBB+ (sf)BBB-8.95108.6114.41.051051441.3710/16/23
BABSN 2021-2A CLO E BABSN 2021-2ABB (sf)BB-4.24103.5108.71.05   10/16/23
BABSN 2021-3A CLO A BABSN 2021-3AAAA (sf)AAA34.45121.6129.71.07120166.81.3910/16/23