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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/A9.18107.6111.11.03110139.11.2611/11/24
BLUEM 2016-2A CLO C2R2 BLUEM 2016-2ABB+ (sf)N/A6.52107.6111.11.03110139.11.2611/11/24
BLUEM 2016-2A CLO DR BLUEM 2016-2AB+ (sf)N/A2.27103.7106.31.03105127.91.2211/11/24
BLUEM 2018-1A CLO A1 BLUEM 2018-1AAAA (sf)AAA43.38121.6134.21.11201741.4511/11/24
BLUEM 2018-1A CLO A2 BLUEM 2018-1AAAA (sf)AAA38.92121.6134.21.11201741.4511/11/24
BLUEM 2018-1A CLO B BLUEM 2018-1AAAA (sf)N/A22.84121.6134.21.11201741.4511/11/24
BLUEM 2018-1A CLO C BLUEM 2018-1AAAA (sf)N/A14.65114121.31.06115155.51.3511/11/24
BLUEM 2018-1A CLO D BLUEM 2018-1ABBB+ (sf)N/A6.31107.6110.51.03110138.61.2611/11/24
BLUEM 2018-1A CLO E BLUEM 2018-1ABB (sf)N/A0.95104.8104.61105126.71.2111/11/24
BLUEM 2018-1A CLO F BLUEM 2018-1ACCC- (sf)N/A-1.88      11/11/24
BLUEM 2018-2A CLO A BLUEM 2018-2AAAA (sf)AAA40.16125138.21.11120172.51.4411/11/24
BLUEM 2018-2A CLO B BLUEM 2018-2AAAA (sf)N/A25.32125138.21.11120172.51.4411/11/24
BLUEM 2018-2A CLO C BLUEM 2018-2AAAA (sf)N/A14.721141211.06115148.41.2911/11/24
BLUEM 2018-2A CLO D BLUEM 2018-2ABBB+ (sf)N/A7.35108.3111.41.03110133.71.2211/11/24
BLUEM 2018-2A CLO E BLUEM 2018-2ABB (sf)N/A1.33104.7104.61   11/11/24
BLUEM 2018-2A CLO F BLUEM 2018-2ACC (sf)N/A-1.03      11/11/24
BLUEM 2018-3A CLO A1R BLUEM 2018-3AAAA (sf)N/A42.46121131.11.08120174.81.4611/11/24
BLUEM 2018-3A CLO A2R BLUEM 2018-3AAAA (sf)N/A37.36121131.11.08120174.81.4611/11/24
BLUEM 2018-3A CLO BR BLUEM 2018-3AAAA (sf)N/A22.7121131.11.08120174.81.4611/11/24
BLUEM 2018-3A CLO C BLUEM 2018-3AAAA (sf)N/A15.05113.4120.11.06115157.91.3711/11/24
BLUEM 2018-3A CLO D BLUEM 2018-3ABBB (sf)N/A7.4107.2110.81.03110142.21.2911/11/24
BLUEM 2018-3A CLO E BLUEM 2018-3ABB- (sf)N/A2.94104.81061.01105132.31.2611/11/24
BLUEM 2018-3A CLO F BLUEM 2018-3ACCC+ (sf)N/A0.81      11/11/24
BLUEM 2018-22A CLO A1 BLUEM 2018-22AAAA (sf)AAA43.1127.8141.11.1120189.31.5811/11/24
BLUEM 2018-22A CLO A2 BLUEM 2018-22AAAA (sf)AAA39.6127.8141.11.1120189.31.5811/11/24
BLUEM 2018-22A CLO B BLUEM 2018-22AAAA (sf)N/A29.01127.8141.11.1120189.31.5811/11/24
BLUEM 2018-22A CLO C BLUEM 2018-22AAAA (sf)N/A15.11113.2120.11.06115158.31.3811/11/24
BLUEM 2018-22A CLO D BLUEM 2018-22ABBB+ (sf)N/A8.12108.3111.71.03110144.91.3211/11/24
BLUEM 2018-22A CLO E BLUEM 2018-22ABB- (sf)N/A2.18104105.51.01105132.91.2711/11/24
BLUEM 2018-23A CLO X BLUEM 2018-23AAAA (sf)AAA 122.4133.31.09120161.51.3511/11/24
BLUEM 2018-23A CLO A1R BLUEM 2018-23AAAA (sf)AAA34.86122.4133.31.09120161.51.3511/11/24
BLUEM 2018-23A CLO A2R BLUEM 2018-23AAAA (sf)AAA32.79122.4133.31.09120161.51.3511/11/24
BLUEM 2018-23A CLO B1R BLUEM 2018-23AAAA (sf)AA21.91122.4133.31.09120161.51.3511/11/24
BLUEM 2018-23A CLO B2R BLUEM 2018-23AAAA (sf)AA21.91122.4133.31.09120161.51.3511/11/24
BLUEM 2018-23A CLO CR BLUEM 2018-23AAA- (sf)A15.49114.3123.11.08115147.91.2911/11/24
BLUEM 2018-23A CLO D1R BLUEM 2018-23ABBB+ (sf)BBB10.59107113.81.06110132.41.211/11/24
BLUEM 2018-23A CLO D2R BLUEM 2018-23ABB+ (sf)BBB-8.52107113.81.06110132.41.211/11/24
BLUEM 2018-23A CLO ER BLUEM 2018-23ABB- (sf)BB-5.27103.7109.91.06   11/11/24
BLUEM 2019-24A CLO AR BLUEM 2019-24AAAA (sf)N/A33.06121.61311.08120162.31.3511/11/24
BLUEM 2019-24A CLO BR BLUEM 2019-24AAAA (sf)N/A20.51121.61311.08120162.31.3511/11/24
BLUEM 2019-24A CLO CR BLUEM 2019-24AA+ (sf)N/A14.23114121.41.06110149.21.3611/11/24
BLUEM 2019-24A CLO D1R BLUEM 2019-24ABB+ (sf)N/A9107.6113.11.05105135.61.2911/11/24
BLUEM 2019-24A CLO D2R BLUEM 2019-24ABB+ (sf)N/A7.95107.6113.11.05105135.61.2911/11/24
BLUEM 2019-24A CLO ER BLUEM 2019-24ABB- (sf)N/A4.03103.5108.51.05   11/11/24
BLUEM 2019-25A CLO AR BLUEM 2019-25AAAA (sf)AAA33.09121.6131.11.08120159.31.3311/11/24
BLUEM 2019-25A CLO BR BLUEM 2019-25AAAA (sf)N/A20.54121.6131.11.08120159.31.3311/11/24
BLUEM 2019-25A CLO CR BLUEM 2019-25AA+ (sf)N/A14.27114121.51.07110146.11.3311/11/24
BLUEM 2019-25A CLO D1R BLUEM 2019-25ABB+ (sf)N/A9.31107.6113.21.05105133.41.2711/11/24
BLUEM 2019-25A CLO D2R BLUEM 2019-25ABB+ (sf)N/A8107.6113.21.05105133.41.2711/11/24
BLUEM 2019-25A CLO ER BLUEM 2019-25ABB- (sf)BB-3.82103.2108.31.05   11/11/24