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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 2019-4A CLO C BABSN 2019-4AAA+ (sf)N/A13.74114.2122.51.07115162.71.4107/14/23
BABSN 2019-4A CLO D BABSN 2019-4ABBB+ (sf)N/A7.41107.9114.21.06110146.41.3307/14/23
BABSN 2019-4A CLO E BABSN 2019-4ABB (sf)BB-2.98104.2108.91.05105134.11.2807/14/23
BABSN 2020-1A CLO AR BABSN 2020-1AAAA (sf)AAA31.78121.6131.51.08120167.41.407/14/23
BABSN 2020-1A CLO BR BABSN 2020-1AAAA (sf)AA18.99121.6131.51.08120167.41.407/14/23
BABSN 2020-1A CLO CR BABSN 2020-1AAAA (sf)A13.13114.7122.61.07110154.91.4107/14/23
BABSN 2020-1A CLO DR BABSN 2020-1ABBB+ (sf)BBB-6.73107.8114.21.06105141.41.3507/14/23
BABSN 2020-1A CLO ER BABSN 2020-1ABB+ (sf)BB-1.93103.2108.61.05   07/14/23
BABSN 2020-2A CLO XR BABSN 2020-2AAAA (sf)AAA 121.6131.71.08120168.61.4107/14/23
BABSN 2020-2A CLO AR BABSN 2020-2AAAA (sf)AAA32.42121.6131.71.08120168.61.4107/14/23
BABSN 2020-2A CLO BR BABSN 2020-2AAAA (sf)AA19.74121.6131.71.08120168.61.4107/14/23
BABSN 2020-2A CLO CR BABSN 2020-2AAA+ (sf)A14.2115.1123.21.07110156.31.4207/14/23
BABSN 2020-2A CLO DR BABSN 2020-2ABBB+ (sf)BBB-7.6108.3114.41.06105142.31.3607/14/23
BABSN 2020-2A CLO ER BABSN 2020-2ABB (sf)BB-2.85      07/14/23
BABSN 2020-3A CLO A BABSN 2020-3AAAA (sf)AAA33.78146.7160.21.09120197.41.6507/14/23
BABSN 2020-3A CLO B BABSN 2020-3ABBB+ (sf)N/A10.99150.3160.21.07   07/14/23
BABSN 2020-3A CLO C BABSN 2020-3ABBB+ (sf)N/A5.74151.5160.21.06   07/14/23
BABSN 2020-4A CLO X BABSN 2020-4AAAA (sf)N/A 121.6131.31.08120149.61.2507/14/23
BABSN 2020-4A CLO A BABSN 2020-4AAAA (sf)N/A31.71121.6131.31.08120149.61.2507/14/23
BABSN 2020-4A CLO B BABSN 2020-4AAAA (sf)N/A18.9121.6131.31.08120149.61.2507/14/23
BABSN 2020-4A CLO C BABSN 2020-4AAA+ (sf)N/A12.5114121.71.07115138.51.207/14/23
BABSN 2020-4A CLO D1 BABSN 2020-4ABBB+ (sf)N/A6.63103.2108.51.05   07/14/23
BABSN 2020-4A CLO D2 BABSN 2020-4ABB+ (sf)N/A5.56103.2108.51.05   07/14/23
BABSN 2020-4A CLO E BABSN 2020-4ABB- (sf)N/A1.83103.2108.51.05   07/14/23
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA31.94122.7132.41.08120177.71.4807/14/23
BABSN 2021-2A CLO A2 BABSN 2021-2AAAA (sf)AAA31.94122.7132.41.08120177.71.4807/14/23
BABSN 2021-2A CLO B BABSN 2021-2AAAA (sf)AA19.88122.7132.41.08120177.71.4807/14/23
BABSN 2021-2A CLO C BABSN 2021-2AAA+ (sf)A14.12115.8123.51.07110163.91.4907/14/23
BABSN 2021-2A CLO D BABSN 2021-2ABBB+ (sf)BBB-7.22108.6114.31.05105147.81.4107/14/23
BABSN 2021-2A CLO E BABSN 2021-2ABB (sf)BB-2.42103.5108.71.05   07/14/23
BABSN 2021-3A CLO A BABSN 2021-3AAAA (sf)AAA32.78121.6130.41.07120168.91.4107/14/23
BABSN 2021-3A CLO B1 BABSN 2021-3AAAA (sf)AA17.6121.6130.41.07120168.91.4107/14/23
BABSN 2021-3A CLO B2 BABSN 2021-3AA+ (sf)AA17.6121.6130.41.07120168.91.4107/14/23
BABSN 2021-3A CLO C BABSN 2021-3AA+ (sf)A11.75114.8121.81.06115156.31.3607/14/23
BABSN 2021-3A CLO D BABSN 2021-3ABBB- (sf)BBB-5.03108.2113.21.05105142.51.3607/14/23
BABSN 2021-3A CLO E BABSN 2021-3ABB (sf)BB-0.26103.2107.81.04   07/14/23
BABSN 2022-1A CLO A1 BABSN 2022-1AAAA (sf)AAA30.57122.9131.41.07120177.21.4807/14/23
BABSN 2022-1A CLO A2 BABSN 2022-1AAAA (sf)AAA30.57122.9131.41.07120177.21.4807/14/23
BABSN 2022-1A CLO B BABSN 2022-1AAAA (sf)N/A18.36122.9131.41.07120177.21.4807/14/23
BABSN 2022-1A CLO C BABSN 2022-1AA+ (sf)N/A11.58114.7121.31.06110161.21.4707/14/23
BABSN 2022-1A CLO D BABSN 2022-1ABB+ (sf)N/A4.53107.6112.41.04105145.31.3807/14/23
BABSN 2022-1A CLO E BABSN 2022-1ABB- (sf)BB-0.19103.2107.51.04   07/14/23
BABSN 2022-2A CLO A BABSN 2022-2AAAA (sf)AAA31.66122.5132.31.08120164.61.3707/14/23
BABSN 2022-2A CLO B1 BABSN 2022-2AAAA (sf)AA19.39122.5132.31.08120164.61.3707/14/23
BABSN 2022-2A CLO B2 BABSN 2022-2AAAA (sf)AA19.39122.5132.31.08120164.61.3707/14/23
BABSN 2022-2A CLO C BABSN 2022-2AAA- (sf)A13.25115.11231.07110150.91.3707/14/23
BABSN 2022-2A CLO D BABSN 2022-2ABBB- (sf)BBB-6.57108.3114.21.05105136.81.307/14/23
BABSN 2022-2A CLO E BABSN 2022-2ABB (sf)BB-2.57104.1109.51.05   07/14/23
BABSN 2022-4A CLO A BABSN 2022-4AAAA (sf)AAA33.44122.5132.51.08   07/14/23
BABSN 2022-4A CLO B BABSN 2022-4AAAA (sf)AA21.48122.5132.51.08   07/14/23