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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
BGCLO 2022-4A FR BGCLO 2022-4AB+ (sf)B-6.14      11/11/24
BGCLO 2023-5A A1R BGCLO 2023-5AAAA (sf)AAA38.29121.6132.21.09120152.41.2711/11/24
BGCLO 2023-5A A2R BGCLO 2023-5AAAA (sf)AAA33.14121.6132.21.09120152.41.2711/11/24
BGCLO 2023-5A BR BGCLO 2023-5AAAA (sf)AA+21.83121.6132.21.09120152.41.2711/11/24
BGCLO 2023-5A CR BGCLO 2023-5AA+ (sf)A+15.66114122.51.07115140.51.2211/11/24
BGCLO 2023-5A D1R BGCLO 2023-5ABB+ (sf)BBB-9.49106.7113.21.06110126.31.1511/11/24
BGCLO 2023-5A D2R BGCLO 2023-5ABB- (sf)BBB-8.71106.7113.21.06110126.31.1511/11/24
BGCLO 2023-5A ER BGCLO 2023-5ABB- (sf)BB+5.37103.7109.21.05   11/11/24
BGCLO 2023-5A FR BGCLO 2023-5AB+ (sf)B-5.31      11/11/24
BGCLO 2023-6A A1 BGCLO 2023-6AAAA (sf)AAA38.5122132.61.09120148.21.2311/11/24
BGCLO 2023-6A A2 BGCLO 2023-6AAAA (sf)AAA33.96122132.61.09120148.21.2311/11/24
BGCLO 2023-6A B BGCLO 2023-6AAAA (sf)AA-23.63122132.61.09120148.21.2311/11/24
BGCLO 2023-6A C BGCLO 2023-6AA+ (sf)A17.83114.7123.21.07115136.31.1911/11/24
BGCLO 2023-6A D BGCLO 2023-6ABB+ (sf)BBB-12.29108.9115.41.06110124.21.1311/11/24
BGCLO 2023-6A E BGCLO 2023-6ABB- (sf)BB-8.76105.51111.05   11/11/24
BLUEM 2017-1A CLO A1R BLUEM 2017-1AAAA (sf)AAA49.6123.7141.81.15120189.31.5811/11/24
BLUEM 2017-1A CLO A2 BLUEM 2017-1AAAA (sf)AAA41.67123.7141.81.15120189.31.5811/11/24
BLUEM 2017-1A CLO BR BLUEM 2017-1AAAA (sf)N/A29.31123.7141.81.15120189.31.5811/11/24
BLUEM 2017-1A CLO CR BLUEM 2017-1AAAA (sf)N/A17.9114123.81.09115161.71.4111/11/24
BLUEM 2017-1A CLO D BLUEM 2017-1AA+ (sf)N/A9.34108.4113.11.04110143.51.311/11/24
BLUEM 2017-1A CLO E BLUEM 2017-1ABB (sf)BB2.04104.7105.31.01105127.91.2211/11/24
BLUEM 2017-2A CLO A1AR BLUEM 2017-2AAAA (sf)N/A51.99113.4122.21.08115160.91.411/11/24
BLUEM 2017-2A CLO A1B BLUEM 2017-2AAAA (sf)AAA42.23113.4122.21.08115160.91.411/11/24
BLUEM 2017-2A CLO A2 BLUEM 2017-2AAAA (sf)N/A27.2113.4122.21.08115160.91.411/11/24
BLUEM 2017-2A CLO B BLUEM 2017-2AAAA (sf)N/A16.96113.4122.21.08115160.91.411/11/24
BLUEM 2017-2A CLO C BLUEM 2017-2ABBB+ (sf)N/A7.37107.1110.71.03110142.41.2911/11/24
BLUEM 2017-2A CLO D BLUEM 2017-2ABB- (sf)N/A1.61104.7104.81105130.11.2411/11/24
BLUEM 2017-3A CLO A1 BLUEM 2017-3AAAA (sf)AAA61.73123.3147.91.2120202.41.6911/11/24
BLUEM 2017-3A CLO A2 BLUEM 2017-3AAAA (sf)AAA48.79123.3147.91.2120202.41.6911/11/24
BLUEM 2017-3A CLO B BLUEM 2017-3AAAA (sf)N/A34123.3147.91.2120202.41.6911/11/24
BLUEM 2017-3A CLO C BLUEM 2017-3AAAA (sf)N/A20.13113.2125.41.11115169.31.4711/11/24
BLUEM 2017-3A CLO D BLUEM 2017-3AA+ (sf)N/A9.96107.6112.71.05110149.71.3611/11/24
BLUEM 2017-3A CLO E BLUEM 2017-3ABB (sf)N/A2.56104.7105.11105134.41.2811/11/24
BLUEM 2014-2A CLO A1R2 BLUEM 2014-2AAAA (sf)AAA41.36121.5130.11.071201731.4411/11/24
BLUEM 2014-2A CLO A2R2 BLUEM 2014-2AAAA (sf)AAA36.66121.5130.11.071201731.4411/11/24
BLUEM 2014-2A CLO BR2 BLUEM 2014-2AAAA (sf)N/A22.09121.5130.11.071201731.4411/11/24
BLUEM 2014-2A CLO CR2 BLUEM 2014-2AAA+ (sf)N/A14.45113.9119.31.05115156.81.3611/11/24
BLUEM 2014-2A CLO DR2 BLUEM 2014-2ABB+ (sf)N/A6.93107.7110.31.02110142.11.2911/11/24
BLUEM 2014-2A CLO ER2 BLUEM 2014-2ABB- (sf)N/A2.11105105.21105131.61.2511/11/24
BLUEM 2014-2A CLO FR2 BLUEM 2014-2ACCC- (sf)N/A-0.03      11/11/24
BLUEM 2015-4A CLO A1R BLUEM 2015-4AAAA (sf)AAA56.09123.31421.15120189.91.5811/11/24
BLUEM 2015-4A CLO A2R BLUEM 2015-4AAAA (sf)AAA49.48123.31421.15120189.91.5811/11/24
BLUEM 2015-4A CLO BR BLUEM 2015-4AAAA (sf)N/A31.3123.31421.15120189.91.5811/11/24
BLUEM 2015-4A CLO CR BLUEM 2015-4AAAA (sf)N/A19.73114124.21.091151641.4311/11/24
BLUEM 2015-4A CLO DR BLUEM 2015-4AA+ (sf)N/A9.82107.6112.21.04110144.71.3211/11/24
BLUEM 2015-4A CLO ER BLUEM 2015-4ABB (sf)N/A3.21104.7105.41.01105130.81.2511/11/24
BLUEM 2015-4A CLO FR BLUEM 2015-4ACCC- (sf)N/A-0.1      11/11/24
BLUEM 2016-2A CLO A1R2 BLUEM 2016-2AAAA (sf)N/A32.02114119.21.05115152.81.3311/11/24
BLUEM 2016-2A CLO A2R2 BLUEM 2016-2AAAA (sf)N/A19.27114119.21.05115152.81.3311/11/24
BLUEM 2016-2A CLO BR2 BLUEM 2016-2AA+ (sf)N/A12.9114119.21.05115152.81.3311/11/24