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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 2014-2A CLO CR2 BLUEM 2014-2AAA+ (sf)N/A13.34113.9119.41.05115147.71.2809/12/24
BLUEM 2014-2A CLO DR2 BLUEM 2014-2ABB+ (sf)N/A6.23107.7110.31.02110133.91.2209/12/24
BLUEM 2014-2A CLO ER2 BLUEM 2014-2ABB- (sf)N/A1.68105105.211051241.1809/12/24
BLUEM 2014-2A CLO FR2 BLUEM 2014-2ACCC (sf)N/A-0.34      09/12/24
BLUEM 2015-4A CLO A1R BLUEM 2015-4AAAA (sf)AAA49.74123.3142.41.151201841.5309/12/24
BLUEM 2015-4A CLO A2R BLUEM 2015-4AAAA (sf)AAA43.84123.3142.41.151201841.5309/12/24
BLUEM 2015-4A CLO BR BLUEM 2015-4AAAA (sf)N/A27.62123.3142.41.151201841.5309/12/24
BLUEM 2015-4A CLO CR BLUEM 2015-4AAAA (sf)N/A17.3114124.61.09115158.91.3809/12/24
BLUEM 2015-4A CLO DR BLUEM 2015-4AA (sf)N/A8.45107.6112.61.05110140.21.2709/12/24
BLUEM 2015-4A CLO ER BLUEM 2015-4ABB (sf)N/A2.55104.7105.81.01105126.71.2109/12/24
BLUEM 2015-4A CLO FR BLUEM 2015-4ACCC (sf)N/A-0.4      09/12/24
BLUEM 2016-2A CLO A1R2 BLUEM 2016-2AAAA (sf)N/A31.63114119.31.051151501.309/12/24
BLUEM 2016-2A CLO A2R2 BLUEM 2016-2AAAA (sf)N/A18.82114119.31.051151501.309/12/24
BLUEM 2016-2A CLO BR2 BLUEM 2016-2AA+ (sf)N/A12.41114119.31.051151501.309/12/24
BLUEM 2016-2A CLO C1R2 BLUEM 2016-2ABB+ (sf)N/A8.67107.6111.21.03110136.61.2409/12/24
BLUEM 2016-2A CLO C2R2 BLUEM 2016-2ABB+ (sf)N/A6107.6111.21.03110136.61.2409/12/24
BLUEM 2016-2A CLO DR BLUEM 2016-2AB+ (sf)N/A1.72103.7106.41.03105125.71.209/12/24
BLUEM 2018-1A CLO A1 BLUEM 2018-1AAAA (sf)AAA43.36121.6130.81.08120170.91.4209/12/24
BLUEM 2018-1A CLO A2 BLUEM 2018-1AAAA (sf)AAA38.89121.6130.81.08120170.91.4209/12/24
BLUEM 2018-1A CLO B BLUEM 2018-1AAAA (sf)N/A22.81121.6130.81.08120170.91.4209/12/24
BLUEM 2018-1A CLO C BLUEM 2018-1AAAA (sf)N/A14.62114119.71.05115154.81.3509/12/24
BLUEM 2018-1A CLO D BLUEM 2018-1ABBB (sf)N/A6.28107.6110.11.02110139.61.2709/12/24
BLUEM 2018-1A CLO E BLUEM 2018-1ABB- (sf)N/A0.92104.8104.81105128.71.2309/12/24
BLUEM 2018-1A CLO F BLUEM 2018-1ACC (sf)N/A-1.91      09/12/24
BLUEM 2018-2A CLO A BLUEM 2018-2AAAA (sf)AAA39.93125135.31.08120172.21.4309/12/24
BLUEM 2018-2A CLO B BLUEM 2018-2AAAA (sf)N/A25.03125135.31.08120172.21.4309/12/24
BLUEM 2018-2A CLO C BLUEM 2018-2AAAA (sf)N/A14.39114119.91.05115150.11.3109/12/24
BLUEM 2018-2A CLO D BLUEM 2018-2ABBB+ (sf)N/A7108.3111.11.03110136.51.2409/12/24
BLUEM 2018-2A CLO E BLUEM 2018-2ABB- (sf)N/A0.95104.7104.81   09/12/24
BLUEM 2018-2A CLO F BLUEM 2018-2ACC (sf)N/A-1.42      09/12/24
BLUEM 2018-3A CLO A1R BLUEM 2018-3AAAA (sf)N/A39.63121131.41.09120163.51.3609/12/24
BLUEM 2018-3A CLO A2R BLUEM 2018-3AAAA (sf)N/A34.82121131.41.09120163.51.3609/12/24
BLUEM 2018-3A CLO BR BLUEM 2018-3AAAA (sf)N/A20.98121131.41.09120163.51.3609/12/24
BLUEM 2018-3A CLO C BLUEM 2018-3AAA+ (sf)N/A13.76113.4120.41.06115147.71.2809/12/24
BLUEM 2018-3A CLO D BLUEM 2018-3ABBB+ (sf)N/A6.54107.2111.11.04110133.11.2109/12/24
BLUEM 2018-3A CLO E BLUEM 2018-3ABB (sf)N/A2.32104.8106.31.01105123.71.1809/12/24
BLUEM 2018-3A CLO F BLUEM 2018-3AB+ (sf)N/A0.32      09/12/24
BLUEM 2018-22A CLO A1 BLUEM 2018-22AAAA (sf)AAA39.73127.81421.111201801.509/12/24
BLUEM 2018-22A CLO A2 BLUEM 2018-22AAAA (sf)AAA36.5127.81421.111201801.509/12/24
BLUEM 2018-22A CLO B BLUEM 2018-22AAAA (sf)N/A26.73127.81421.111201801.509/12/24
BLUEM 2018-22A CLO C BLUEM 2018-22AAAA (sf)N/A13.9113.2120.81.07115150.51.3109/12/24
BLUEM 2018-22A CLO D BLUEM 2018-22ABBB+ (sf)N/A7.45108.3112.41.04110137.81.2509/12/24
BLUEM 2018-22A CLO E BLUEM 2018-22ABB- (sf)N/A1.96104106.11.02105126.41.209/12/24
BLUEM 2019-24A CLO AR BLUEM 2019-24AAAA (sf)N/A32.85121.61311.081201531.2709/12/24
BLUEM 2019-24A CLO BR BLUEM 2019-24AAAA (sf)N/A20.26121.61311.081201531.2709/12/24
BLUEM 2019-24A CLO CR BLUEM 2019-24AAA (sf)N/A13.97114121.41.06110140.71.2809/12/24
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABBB+ (sf)N/A8.72107.6113.21.05105127.91.2209/12/24
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A7.67107.6113.21.05105127.91.2209/12/24
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB- (sf)N/A3.74103.5108.51.05   09/12/24
BLUEM 2019-25A CLO AR BLUEM 2019-25AAAA (sf)AAA32.91121.6131.21.081201561.309/12/24