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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 2017-1A CLO B2 BABSN 2017-1AAAA (sf)AAA22.34126.1135.11.071201611.3407/14/23
BABSN 2017-1A CLO C BABSN 2017-1AAAA (sf)AA-14.051161221.05115142.91.2407/14/23
BABSN 2017-1A CLO D BABSN 2017-1AA+ (sf)BBB7.81109.4113.81.04110130.21.1807/14/23
BABSN 2017-1A CLO E BABSN 2017-1ABB+ (sf)BB-1.9104.7106.91.02105117.61.1207/14/23
BABSN 2017-1A CLO F BABSN 2017-1ACCC (sf)CCC+-0.31      07/14/23
BABSN 2018-1A CLO A1 BABSN 2018-1AAAA (sf)AAA28.96114118.61.04110152.71.3907/14/23
BABSN 2018-1A CLO A2 BABSN 2018-1AAAA (sf)AA+16.94114118.61.04110152.71.3907/14/23
BABSN 2018-1A CLO B BABSN 2018-1AAA (sf)A+10.38114118.61.04110152.71.3907/14/23
BABSN 2018-1A CLO C BABSN 2018-1ABB+ (sf)BBB-3.82107.6110.51.031051401.3307/14/23
BABSN 2018-1A CLO D BABSN 2018-1ABB- (sf)BB--0.55103.7105.71.02   07/14/23
BABSN 2018-2A CLO A1A BABSN 2018-2AAAA (sf)AAA39.45116.3122.51.05115154.51.3407/14/23
BABSN 2018-2A CLO A1B BABSN 2018-2AAAA (sf)AAA31.41116.3122.51.05115154.51.3407/14/23
BABSN 2018-2A CLO A2 BABSN 2018-2AAAA (sf)AAA22.68116.3122.51.05115154.51.3407/14/23
BABSN 2018-2A CLO B BABSN 2018-2AAAA (sf)AA-13.78116.3122.51.05115154.51.3407/14/23
BABSN 2018-2A CLO C BABSN 2018-2ABBB+ (sf)BBB7.25109.5113.81.04110141.21.2807/14/23
BABSN 2018-2A CLO D BABSN 2018-2ABB (sf)BB-1.41104.7107.11.02105127.81.2207/14/23
BABSN 2018-3A CLO A1 BABSN 2018-3AAAA (sf)AAA56.32122147.61.21120195.81.6307/14/23
BABSN 2018-3A CLO A2 BABSN 2018-3AAAA (sf)AAA47.62122147.61.21120195.81.6307/14/23
BABSN 2018-3A CLO B1 BABSN 2018-3AAAA (sf)N/A28.93122147.61.21120195.81.6307/14/23
BABSN 2018-3A CLO B2R BABSN 2018-3AAAA (sf)N/A28.93122147.61.21120195.81.6307/14/23
BABSN 2018-3A CLO C BABSN 2018-3AAAA (sf)N/A18.49114.8128.71.121101671.5207/14/23
BABSN 2018-3A CLO D BABSN 2018-3AA+ (sf)N/A7.63108.1113.51.05105142.11.3507/14/23
BABSN 2018-3A CLO E BABSN 2018-3ABB (sf)N/A1.11104.5106.11.02   07/14/23
BABSN 2018-3A CLO F BABSN 2018-3AC (sf)N/A-1.94      07/14/23
BABSN 2018-4A CLO A1 BABSN 2018-4AAAA (sf)AAA34.05122.9129.91.06120160.91.3407/14/23
BABSN 2018-4A CLO A2 BABSN 2018-4AAAA (sf)AAA29.73122.9129.91.06120160.91.3407/14/23
BABSN 2018-4A CLO B BABSN 2018-4AAAA (sf)AA18.65122.9129.91.06120160.91.3407/14/23
BABSN 2018-4A CLO C BABSN 2018-4AAAA (sf)A13.24116.6121.81.04115149.41.307/14/23
BABSN 2018-4A CLO D BABSN 2018-4ABBB+ (sf)BBB-6.49109.61131.03110136.21.2407/14/23
BABSN 2018-4A CLO E BABSN 2018-4ABB (sf)BB-0.54104.5106.21.02105123.21.1707/14/23
BABSN 2019-1A CLO AR BABSN 2019-1AAAA (sf)AAA32.63121.61311.08120166.71.3907/14/23
BABSN 2019-1A CLO BR BABSN 2019-1AAAA (sf)N/A18.73121.61311.08120166.71.3907/14/23
BABSN 2019-1A CLO CR BABSN 2019-1AAA+ (sf)N/A12.31114121.51.07110152.71.3907/14/23
BABSN 2019-1A CLO DR BABSN 2019-1ABBB+ (sf)N/A5.9107.6113.21.05105138.91.3207/14/23
BABSN 2019-1A CLO ER BABSN 2019-1ABB (sf)N/A1.94103.5108.61.05   07/14/23
BABSN 2019-2A CLO A1R BABSN 2019-2AAAA (sf)AAA32.38114121.11.06115151.11.3107/14/23
BABSN 2019-2A CLO A2R BABSN 2019-2AAAA (sf)N/A18.44114121.11.06115151.11.3107/14/23
BABSN 2019-2A CLO BR BABSN 2019-2AAA (sf)N/A11.99114121.11.06115151.11.3107/14/23
BABSN 2019-2A CLO CR BABSN 2019-2ABBB- (sf)N/A5.53107.7112.81.05110137.81.2507/14/23
BABSN 2019-2A CLO DR BABSN 2019-2ABB (sf)N/A1.52103.5108.21.05   07/14/23
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA38.41125.1133.41.071201701.4207/14/23
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA31.75125.1133.41.071201701.4207/14/23
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A21.09125.1133.41.071201701.4207/14/23
BABSN 2019-3A CLO CR BABSN 2019-3AAA+ (sf)N/A13.09114.7121.11.06115152.81.3307/14/23
BABSN 2019-3A CLO DR BABSN 2019-3ABBB+ (sf)N/A6.96108.6113.11.04110140.41.2807/14/23
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-2.22104.6107.61.03105128.61.2207/14/23
BABSN 2019-4A CLO A1 BABSN 2019-4AAAA (sf)AAA32.51121.9132.21.08120179.41.507/14/23
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA32.51121.9132.21.08120179.41.507/14/23
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A20.07121.9132.21.08120179.41.507/14/23
BABSN 2019-4A CLO B2 BABSN 2019-4AAA+ (sf)N/A20.07121.9132.21.08120179.41.507/14/23