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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 2016-2A CLO C1R2 BLUEM 2016-2ABBB (sf)N/A8.47107.6112.71.05110162.81.4809/06/22
BLUEM 2016-2A CLO C2R2 BLUEM 2016-2ABB+ (sf)N/A5.8107.6112.71.05110162.81.4809/06/22
BLUEM 2016-2A CLO DR BLUEM 2016-2ABB- (sf)N/A1.52103.7107.81.04105143.21.3609/06/22
BLUEM 2018-1A CLO A1 BLUEM 2018-1AAAA (sf)AAA33.35121.6129.21.06120265.22.2109/06/22
BLUEM 2018-1A CLO A2 BLUEM 2018-1AAAA (sf)AAA29.75121.6129.21.06120265.22.2109/06/22
BLUEM 2018-1A CLO B BLUEM 2018-1AAAA (sf)N/A16.78121.6129.21.06120265.22.2109/06/22
BLUEM 2018-1A CLO C BLUEM 2018-1AA+ (sf)N/A10.18114119.71.05115239.72.0809/06/22
BLUEM 2018-1A CLO D BLUEM 2018-1ABB+ (sf)N/A3.45107.6111.41.04110212.71.9309/06/22
BLUEM 2018-1A CLO E BLUEM 2018-1ABB- (sf)N/A-0.87104.8106.61.02105189.81.8109/06/22
BLUEM 2018-1A CLO F BLUEM 2018-1ACCC (sf)N/A-3.15      09/06/22
BLUEM 2018-22A CLO A1 BLUEM 2018-22AAAA (sf)AAA32.51127.8137.41.08120186.51.5509/06/22
BLUEM 2018-22A CLO A2 BLUEM 2018-22AAAA (sf)AAA29.81127.8137.41.08120186.51.5509/06/22
BLUEM 2018-22A CLO B BLUEM 2018-22AAAA (sf)N/A21.63127.8137.41.08120186.51.5509/06/22
BLUEM 2018-22A CLO C BLUEM 2018-22AA+ (sf)N/A10.89113.2120.81.07115159.71.3909/06/22
BLUEM 2018-22A CLO D BLUEM 2018-22ABB+ (sf)N/A5.49108.3113.91.051101471.3409/06/22
BLUEM 2018-22A CLO E BLUEM 2018-22ABB (sf)N/A0.9104108.71.05105134.11.2809/06/22
BLUEM 2018-23A CLO A1 BLUEM 2018-23AAAA (sf)AAA37.6121.6131.91.08120171.71.4309/06/22
BLUEM 2018-23A CLO A2 BLUEM 2018-23AAAA (sf)AAA31.38121.6131.91.08120171.71.4309/06/22
BLUEM 2018-23A CLO B BLUEM 2018-23AAAA (sf)N/A18.51121.6131.91.08120171.71.4309/06/22
BLUEM 2018-23A CLO C BLUEM 2018-23AA+ (sf)N/A12.35114.3122.61.07115157.11.3709/06/22
BLUEM 2018-23A CLO D BLUEM 2018-23ABB+ (sf)N/A5.7107.71141.06110142.11.2909/06/22
BLUEM 2018-23A CLO E BLUEM 2018-23ABB (sf)N/A2.05105.5109.71.04   09/06/22
BLUEM 2019-24A CLO AR BLUEM 2019-24AAAA (sf)N/A31.46121.61321.09120167.71.409/06/22
BLUEM 2019-24A CLO BR BLUEM 2019-24AAAA (sf)N/A18.61121.61321.09120167.71.409/06/22
BLUEM 2019-24A CLO CR BLUEM 2019-24AA+ (sf)N/A12.19114122.31.07110153.21.3909/06/22
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABBB- (sf)N/A6.83107.61141.06105136.91.309/06/22
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A5.76107.61141.06105136.91.309/06/22
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB (sf)N/A1.75103.5109.31.06   09/06/22
BLUEM 2019-25A CLO AR BLUEM 2019-25AAAA (sf)AAA31.33121.6131.91.08120177.91.4809/06/22
BLUEM 2019-25A CLO BR BLUEM 2019-25AAAA (sf)N/A18.45121.6131.91.08120177.91.4809/06/22
BLUEM 2019-25A CLO CR BLUEM 2019-25AA+ (sf)N/A12.01114122.31.07110161.91.4709/06/22
BLUEM 2019-25A CLO D1R BLUEM 2019-25ABBB+ (sf)N/A6.92107.6113.91.06105145.41.3809/06/22
BLUEM 2019-25A CLO D2R BLUEM 2019-25ABB+ (sf)N/A5.57107.6113.91.06105145.41.3809/06/22
BLUEM 2019-25A CLO ER BLUEM 2019-25ABB (sf)BB-1.28103.21091.06   09/06/22
BLUEM 2019-26A CLO AR BLUEM 2019-26AAAA (sf)N/A32.05121.6131.91.08120162.31.3509/06/22
BLUEM 2019-26A CLO BR BLUEM 2019-26AAAA (sf)N/A19.31121.6131.91.08120162.31.3509/06/22
BLUEM 2019-26A CLO CR BLUEM 2019-26AA+ (sf)N/A12.94114122.31.071151481.2909/06/22
BLUEM 2019-26A CLO D1R BLUEM 2019-26ABBB+ (sf)N/A7.64107.6113.91.06110132.91.2109/06/22
BLUEM 2019-26A CLO D2R BLUEM 2019-26ABB+ (sf)N/A6.57107.6113.91.06110132.91.2109/06/22
BLUEM 2019-26A CLO ER BLUEM 2019-26ABB (sf)N/A2.33103.21091.06   09/06/22
BLUEM 2021-28A CLO A BLUEM 2021-28AAAA (sf)N/A35.13121.6131.71.08120173.21.4409/06/22
BLUEM 2021-28A CLO B BLUEM 2021-28AAAA (sf)N/A19.18121.6131.71.08120173.21.4409/06/22
BLUEM 2021-28A CLO C BLUEM 2021-28AA+ (sf)N/A12.79114122.11.07115158.41.3809/06/22
BLUEM 2021-28A CLO D BLUEM 2021-28ABBB- (sf)N/A6.41107.3113.81.06110143.71.3109/06/22
BLUEM 2021-28A CLO E BLUEM 2021-28ABB (sf)N/A2.96104.1109.71.05   09/06/22
BLUEM 2020-29A CLO A1R BLUEM 2020-29AAAA (sf)AAA36.51121.6132.21.091201641.3709/06/22
BLUEM 2020-29A CLO A2R BLUEM 2020-29AAAA (sf)N/A32.27121.6132.21.091201641.3709/06/22
BLUEM 2020-29A CLO BR BLUEM 2020-29AAAA (sf)N/A19.57121.6132.21.091201641.3709/06/22
BLUEM 2020-29A CLO CR BLUEM 2020-29AA+ (sf)N/A13.22114122.51.07110149.81.3609/06/22
BLUEM 2020-29A CLO D1R BLUEM 2020-29ABBB+ (sf)N/A8.46107.6114.21.06105134.91.2809/06/22