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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 2019-2A CLO BR BABSN 2019-2AAA- (sf)N/A14.79114120.11.05115144.51.2606/17/24
BABSN 2019-2A CLO CR BABSN 2019-2ABB+ (sf)N/A8.54107.7111.91.04110131.91.206/17/24
BABSN 2019-2A CLO DR BABSN 2019-2ABB- (sf)N/A4.66103.5107.31.04   06/17/24
BABSN 2019-3A CLO A1R BABSN 2019-3AAAA (sf)AAA40.24125.1133.71.07120169.41.4106/17/24
BABSN 2019-3A CLO A2R BABSN 2019-3AAAA (sf)AAA33.77125.1133.71.07120169.41.4106/17/24
BABSN 2019-3A CLO BR BABSN 2019-3AAAA (sf)N/A23.42125.1133.71.07120169.41.4106/17/24
BABSN 2019-3A CLO CR BABSN 2019-3AAA+ (sf)N/A15.66114.7121.41.06115152.31.3206/17/24
BABSN 2019-3A CLO DR BABSN 2019-3ABBB- (sf)N/A9.71108.6113.41.04110140.11.2706/17/24
BABSN 2019-3A CLO ER BABSN 2019-3ABB (sf)BB-5.12104.6107.91.03105128.51.2206/17/24
BABSN 2019-4A CLO A1 BABSN 2019-4AAAA (sf)AAA34.68121.9131.41.081201741.4506/17/24
BABSN 2019-4A CLO A2 BABSN 2019-4AAAA (sf)AAA34.68121.9131.41.081201741.4506/17/24
BABSN 2019-4A CLO B1 BABSN 2019-4AAAA (sf)N/A22.63121.9131.41.081201741.4506/17/24
BABSN 2019-4A CLO B2 BABSN 2019-4AAAA (sf)N/A22.63121.9131.41.081201741.4506/17/24
BABSN 2019-4A CLO C BABSN 2019-4AAA+ (sf)N/A16.51114.2121.71.07115157.91.3706/17/24
BABSN 2019-4A CLO D BABSN 2019-4ABBB+ (sf)N/A10.38107.9113.41.05110142.21.2906/17/24
BABSN 2019-4A CLO E BABSN 2019-4ABB (sf)BB-6.1104.2108.21.04105130.51.2406/17/24
BABSN 2020-1A CLO AR BABSN 2020-1AAAA (sf)N/A34.13121.6130.81.08120172.91.4406/17/24
BABSN 2020-1A CLO BR BABSN 2020-1AAAA (sf)N/A21.78121.6130.81.08120172.91.4406/17/24
BABSN 2020-1A CLO CR BABSN 2020-1AAA+ (sf)N/A16.12114.71221.061101601.4506/17/24
BABSN 2020-1A CLO DR BABSN 2020-1ABBB+ (sf)N/A9.95107.8113.61.05105146.31.3906/17/24
BABSN 2020-1A CLO ER BABSN 2020-1ABB (sf)N/A5.32103.2108.11.05   06/17/24
BABSN 2020-2A CLO XR BABSN 2020-2AAAA (sf)AAA 121.6132.81.09120165.21.3806/17/24
BABSN 2020-2A CLO AR BABSN 2020-2AAAA (sf)AAA35.8121.6132.81.09120165.21.3806/17/24
BABSN 2020-2A CLO BR BABSN 2020-2AAAA (sf)AA+23.16121.6132.81.09120165.21.3806/17/24
BABSN 2020-2A CLO CR BABSN 2020-2AAAA (sf)A+17.63115.1123.91.08110152.81.3906/17/24
BABSN 2020-2A CLO DR BABSN 2020-2ABBB+ (sf)BBB-11.05108.3114.71.06105138.81.3206/17/24
BABSN 2020-2A CLO ER BABSN 2020-2ABB (sf)BB-6.31      06/17/24
BABSN 2020-3A CLO AR BABSN 2020-3AAAA (sf)AAA34.61      06/17/24
BABSN 2020-3A CLO BR BABSN 2020-3AAAA (sf)AA21.84      06/17/24
BABSN 2020-3A CLO CR BABSN 2020-3AA+ (sf)A16.22      06/17/24
BABSN 2020-3A CLO DR BABSN 2020-3ABB+ (sf)BBB-9.83      06/17/24
BABSN 2020-3A CLO ER BABSN 2020-3ABB- (sf)BB-6.21      06/17/24
BABSN 2020-4A CLO A BABSN 2020-4AAAA (sf)N/A35.58121.61321.09120162.21.3506/17/24
BABSN 2020-4A CLO B BABSN 2020-4AAAA (sf)N/A22.58121.61321.09120162.21.3506/17/24
BABSN 2020-4A CLO C BABSN 2020-4AAA+ (sf)N/A16.08114121.81.07115148.11.2906/17/24
BABSN 2020-4A CLO D1 BABSN 2020-4ABBB+ (sf)N/A10.12103.2107.81.04   06/17/24
BABSN 2020-4A CLO D2 BABSN 2020-4ABB+ (sf)N/A9.03103.2107.81.04   06/17/24
BABSN 2020-4A CLO E BABSN 2020-4ABB- (sf)N/A5.24103.2107.81.04   06/17/24
BABSN 2021-2A CLO A1 BABSN 2021-2AAAA (sf)AAA33.8122.7131.51.07120173.51.4506/17/24
BABSN 2021-2A CLO A2 BABSN 2021-2AAAA (sf)AAA33.8122.7131.51.07120173.51.4506/17/24
BABSN 2021-2A CLO B BABSN 2021-2AAAA (sf)AA22.07122.7131.51.07120173.51.4506/17/24
BABSN 2021-2A CLO C BABSN 2021-2AAA+ (sf)A16.47115.8122.71.06110160.11.4606/17/24
BABSN 2021-2A CLO D BABSN 2021-2ABBB (sf)BBB-9.75108.6113.51.05105144.51.3806/17/24
BABSN 2021-2A CLO E BABSN 2021-2ABB- (sf)BB-5.08103.51081.04   06/17/24
BABSN 2021-3A CLO A BABSN 2021-3AAAA (sf)AAA35.16121.6129.21.06120166.21.3906/17/24
BABSN 2021-3A CLO B1 BABSN 2021-3AAAA (sf)AA20.52121.6129.21.06120166.21.3906/17/24
BABSN 2021-3A CLO B2 BABSN 2021-3AAA+ (sf)AA20.52121.6129.21.06120166.21.3906/17/24
BABSN 2021-3A CLO C BABSN 2021-3AAA+ (sf)A14.87114.8120.71.05115153.91.3406/17/24
BABSN 2021-3A CLO D BABSN 2021-3ABBB- (sf)BBB-8.38108.2112.11.04105140.41.3406/17/24
BABSN 2021-3A CLO E BABSN 2021-3ABB- (sf)BB-3.78103.2106.81.03   06/17/24