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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
BLUEM 2018-22A CLO A2 BLUEM 2018-22AAAA (sf)AAA28.4127.8135.51.06120170.51.4211/30/22
BLUEM 2018-22A CLO B BLUEM 2018-22AAAA (sf)N/A20.06127.8135.51.06120170.51.4211/30/22
BLUEM 2018-22A CLO C BLUEM 2018-22AA+ (sf)N/A9.11113.2119.21.05115147.21.2811/30/22
BLUEM 2018-22A CLO D BLUEM 2018-22ABB+ (sf)N/A3.61108.3112.41.04110136.41.2411/30/22
BLUEM 2018-22A CLO E BLUEM 2018-22ABB- (sf)N/A-1.08104107.21.03105126.11.211/30/22
BLUEM 2018-23A CLO A1 BLUEM 2018-23AAAA (sf)AAA36.5121.6130.21.071201541.2811/30/22
BLUEM 2018-23A CLO A2 BLUEM 2018-23AAAA (sf)AAA30.18121.6130.21.071201541.2811/30/22
BLUEM 2018-23A CLO B BLUEM 2018-23AAAA (sf)N/A17.08121.6130.21.071201541.2811/30/22
BLUEM 2018-23A CLO C BLUEM 2018-23AA+ (sf)N/A10.81114.31211.06115141.61.2311/30/22
BLUEM 2018-23A CLO D BLUEM 2018-23ABB+ (sf)N/A4.05107.7112.51.041101291.1711/30/22
BLUEM 2018-23A CLO E BLUEM 2018-23ABB (sf)N/A0.34105.5108.31.03   11/30/22
BLUEM 2019-24A CLO AR BLUEM 2019-24AAAA (sf)N/A30.39121.6131.51.08120158.11.3211/30/22
BLUEM 2019-24A CLO BR BLUEM 2019-24AAAA (sf)N/A17.34121.6131.51.08120158.11.3211/30/22
BLUEM 2019-24A CLO CR BLUEM 2019-24AA+ (sf)N/A10.81114121.91.071101451.3211/30/22
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABBB- (sf)N/A5.37107.6113.51.05105131.11.2511/30/22
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A4.28107.6113.51.05105131.11.2511/30/22
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB (sf)N/A0.2103.5108.91.05   11/30/22
BLUEM 2019-25A CLO AR BLUEM 2019-25AAAA (sf)AAA30.52121.6131.21.08120155.81.311/30/22
BLUEM 2019-25A CLO BR BLUEM 2019-25AAAA (sf)N/A17.49121.6131.21.08120155.81.311/30/22
BLUEM 2019-25A CLO CR BLUEM 2019-25AA+ (sf)N/A10.97114121.61.07110142.51.311/30/22
BLUEM 2019-25A CLO D1R BLUEM 2019-25ABBB (sf)N/A5.82107.6113.31.05105129.41.2311/30/22
BLUEM 2019-25A CLO D2R BLUEM 2019-25ABB+ (sf)N/A4.46107.6113.31.05105129.41.2311/30/22
BLUEM 2019-25A CLO ER BLUEM 2019-25ABB- (sf)BB-0.12103.2108.41.05   11/30/22
BLUEM 2019-26A CLO AR BLUEM 2019-26AAAA (sf)N/A30.98121.6132.21.09120153.41.2811/30/22
BLUEM 2019-26A CLO BR BLUEM 2019-26AAAA (sf)N/A18.04121.6132.21.09120153.41.2811/30/22
BLUEM 2019-26A CLO CR BLUEM 2019-26AAA- (sf)N/A11.57114122.51.07115140.51.2211/30/22
BLUEM 2019-26A CLO D1R BLUEM 2019-26ABBB+ (sf)N/A6.17107.6114.21.06110127.41.1611/30/22
BLUEM 2019-26A CLO D2R BLUEM 2019-26ABB+ (sf)N/A5.1107.6114.21.06110127.41.1611/30/22
BLUEM 2019-26A CLO ER BLUEM 2019-26ABB (sf)N/A0.78103.2109.21.06   11/30/22
BLUEM 2021-28A CLO A BLUEM 2021-28AAAA (sf)N/A33.84121.61321.09120180.91.5111/30/22
BLUEM 2021-28A CLO B BLUEM 2021-28AAAA (sf)N/A17.58121.61321.09120180.91.5111/30/22
BLUEM 2021-28A CLO C BLUEM 2021-28AA+ (sf)N/A11.07114122.31.07115165.51.4411/30/22
BLUEM 2021-28A CLO D BLUEM 2021-28ABBB- (sf)N/A4.56107.31141.06110150.11.3611/30/22
BLUEM 2021-28A CLO E BLUEM 2021-28ABB (sf)N/A1.04104.11101.06   11/30/22
BLUEM 2020-29A CLO A1R BLUEM 2020-29AAAA (sf)AAA35.6121.6132.31.09120174.21.4511/30/22
BLUEM 2020-29A CLO A2R BLUEM 2020-29AAAA (sf)N/A31.3121.6132.31.09120174.21.4511/30/22
BLUEM 2020-29A CLO BR BLUEM 2020-29AAAA (sf)N/A18.42121.6132.31.09120174.21.4511/30/22
BLUEM 2020-29A CLO CR BLUEM 2020-29AAA- (sf)N/A11.98114122.61.08110159.11.4511/30/22
BLUEM 2020-29A CLO D1R BLUEM 2020-29ABBB+ (sf)N/A7.15107.6114.21.06105143.31.3611/30/22
BLUEM 2020-29A CLO D2R BLUEM 2020-29ABB+ (sf)N/A5.54107.6114.21.06105143.31.3611/30/22
BLUEM 2020-29A CLO ER BLUEM 2020-29ABB (sf)N/A1.25103.7109.31.05   11/30/22
BLUEM 2020-30A CLO XR BLUEM 2020-30AAAA (sf)AAA 121.6131.71.08120157.51.3111/30/22
BLUEM 2020-30A CLO AR BLUEM 2020-30AAAA (sf)AAA33.2121.6131.71.08120157.51.3111/30/22
BLUEM 2020-30A CLO BR BLUEM 2020-30AAAA (sf)AA+18.11121.6131.71.08120157.51.3111/30/22
BLUEM 2020-30A CLO CR BLUEM 2020-30AA+ (sf)A+11.651141221.07110144.61.3111/30/22
BLUEM 2020-30A CLO DR BLUEM 2020-30ABBB- (sf)BBB+5.18107.6113.71.06105131.81.2611/30/22
BLUEM 2020-30A CLO ER BLUEM 2020-30ABB (sf)BB-0.87103.7108.81.05   11/30/22
BLUEM 2021-31A CLO A1 BLUEM 2021-31AAAA (sf)AAA33.51121.6131.91.08120155.31.2911/30/22
BLUEM 2021-31A CLO A2 BLUEM 2021-31AAAA (sf)AAA31.37121.6131.91.08120155.31.2911/30/22
BLUEM 2021-31A CLO B BLUEM 2021-31AAAA (sf)N/A18.5121.6131.91.08120155.31.2911/30/22