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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
MSEV 2022-16A CLO D1 MSEV 2022-16ABBB+ (sf)BBB10.3104.2107.61.03105126.21.211/11/24
MSEV 2022-16A CLO D2 MSEV 2022-16ABB+ (sf)BBB-8.23104.2107.61.03105126.21.211/11/24
MSEV 2022-16A CLO E MSEV 2022-16ABB- (sf)BB-5.14104.2107.61.03105126.21.211/11/24
MSEV 2022-17A CLO A1 MSEV 2022-17AAAA (sf)AAA36.79123.3132.41.07120164.41.3711/11/24
MSEV 2022-17A CLO A2 MSEV 2022-17AAAA (sf)AAA34.22123.3132.41.07120164.41.3711/11/24
MSEV 2022-17A CLO B1 MSEV 2022-17AAAA (sf)AA22.92123.3132.41.07120164.41.3711/11/24
MSEV 2022-17A CLO B2 MSEV 2022-17AAA+ (sf)AA22.92123.3132.41.07120164.41.3711/11/24
MSEV 2022-17A CLO C MSEV 2022-17AA+ (sf)A16.75115.5122.61.06115148.91.2911/11/24
MSEV 2022-17A CLO D MSEV 2022-17ABB+ (sf)BBB-10.58108.9114.11.05110134.91.2311/11/24
MSEV 2022-17A CLO E MSEV 2022-17ABB- (sf)BB6.94105.9109.71.04105125.81.211/11/24
MSEV 2022-17A CLO F MSEV 2022-17AB- (sf)B-6.68      11/11/24
MSEV 2022-18A CLO A1 MSEV 2022-18AAAA (sf)AAA36.93121.6130.71.07120162.51.3511/11/24
MSEV 2022-18A CLO A2 MSEV 2022-18AAAA (sf)AAA33.34121.6130.71.07120162.51.3511/11/24
MSEV 2022-18A CLO B MSEV 2022-18AAAA (sf)AA22.06121.6130.71.07120162.51.3511/11/24
MSEV 2022-18A CLO C MSEV 2022-18AA+ (sf)A16.42114.7121.91.06115149.21.311/11/24
MSEV 2022-18A CLO D MSEV 2022-18ABB+ (sf)BBB-10.01108113.21.051101351.2311/11/24
MSEV 2022-18A CLO E MSEV 2022-18AB+ (sf)BB-6.68105.4109.21.04105126.51.211/11/24
MSEV 2023-19A CLO A1 MSEV 2023-19AAAA (sf)AAA35.86121.6131.61.08120156.21.311/11/24
MSEV 2023-19A CLO A2 MSEV 2023-19AAAA (sf)AAA33.21121.6131.61.08120156.21.311/11/24
MSEV 2023-19A CLO B MSEV 2023-19AAAA (sf)AA22.62121.6131.61.08120156.21.311/11/24
MSEV 2023-19A CLO C MSEV 2023-19AA+ (sf)A16.92114.5122.51.07115143.81.2511/11/24
MSEV 2023-19A CLO D MSEV 2023-19ABB+ (sf)BBB-11.73109.3115.31.05110131.81.211/11/24
MSEV 2023-19A CLO E MSEV 2023-19ABB- (sf)BB-7.86105.5110.51.05   11/11/24
MORGN 2019-5A CLO X MORGN 2019-5AAAA (sf)N/A 121.6128.71.06120158.11.3211/11/24
MORGN 2019-5A CLO AR MORGN 2019-5AAAA (sf)N/A35.79121.6128.71.06120158.11.3211/11/24
MORGN 2019-5A CLO BR MORGN 2019-5AAAA (sf)N/A20.01121.6128.71.06120158.11.3211/11/24
MORGN 2019-5A CLO CR MORGN 2019-5AA+ (sf)N/A13.69114119.21.05110145.31.3211/11/24
MORGN 2019-5A CLO DR MORGN 2019-5ABB+ (sf)N/A7.37107.6111.11.03105133.11.2711/11/24
MORGN 2019-5A CLO ER MORGN 2019-5ABB- (sf)N/A3.69104.3106.91.02   11/11/24
MORGN 2019-5A CLO F MORGN 2019-5ACCC (sf)N/A2.52      11/11/24
MVW 2013-1A CLO ARR MVW 2013-1AAAA (sf)N/A43.69121.6133.81.1120161.21.3411/11/24
MVW 2013-1A CLO BRR MVW 2013-1AAAA (sf)N/A24.38121.6133.81.1120161.21.3411/11/24
MVW 2013-1A CLO CRR MVW 2013-1AAAA (sf)N/A13.02112.8118.11.05110140.61.2811/11/24
MVW 2013-1A CLO DR MVW 2013-1ABBB+ (sf)N/A5.45108109.51.011051271.2111/11/24
MVW 2013-1A CLO ER MVW 2013-1AB+ (sf)N/A-1.36103102.81   11/11/24
MVEW 2016-1A CLO XR MVEW 2016-1AAAA (sf)AAA 120127.61.06120166.21.3911/11/24
MVEW 2016-1A CLO AR2 MVEW 2016-1AAAA (sf)N/A32.27120127.61.06120166.21.3911/11/24
MVEW 2016-1A CLO B1R2 MVEW 2016-1AAAA (sf)N/A19.57120127.61.06120166.21.3911/11/24
MVEW 2016-1A CLO B2R MVEW 2016-1AAAA (sf)N/A19.57120127.61.06120166.21.3911/11/24
MVEW 2016-1A CLO CR2 MVEW 2016-1AAA+ (sf)N/A13.22113118.21.051151521.3211/11/24
MVEW 2016-1A CLO DR MVEW 2016-1ABBB+ (sf)N/A8.2108111.81.041101411.2811/11/24
MVEW 2016-1A CLO ER MVEW 2016-1ABB (sf)N/A2.64104.7105.41.01   11/11/24
MVEW 2017-1A CLO AR MVEW 2017-1ANRAAA 121.6204.31.68120232.31.9411/11/24
MVEW 2017-1A CLO BR MVEW 2017-1AAAA (sf)AAA68.61121.6204.31.68120232.31.9411/11/24
MVEW 2017-1A CLO CR MVEW 2017-1AAAA (sf)AAA45.23114151.91.33115167.91.4611/11/24
MVEW 2017-1A CLO D MVEW 2017-1AAAA (sf)A25.75108.9125.21.15110132.51.211/11/24
MVEW 2017-1A CLO E MVEW 2017-1AA+ (sf)BB-6.27103.7106.51.03   11/11/24
MVEW 2017-2A CLO AR MVEW 2017-2AAAA (sf)AAA57.22121.6139.81.15120175.31.4611/11/24
MVEW 2017-2A CLO B MVEW 2017-2AAAA (sf)AAA32.29121.6139.81.15120175.31.4611/11/24
MVEW 2017-2A CLO C MVEW 2017-2AAAA (sf)AA21.39115.1125.21.09115155.31.3511/11/24