CIFC European Funding CLO (CIFCE) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ATYU6.000-EM--6.30%--------
YfqWAW16.800-YU-----------
X2AYF74.000-Ka2-LL54.00%-Dbzfcjke3wZc----322.00000
QXIW489.000-Vvv-III12.00%-Hmzhozjg3lYn-90--488.00000
FNTZ55.000-Z2-E90.10%-Ejwylxnp3jQw-200--998.00000
JLXD19.000-Ay2-RR5.90%-Luypsdad3gYk-550--30.60000
J1OPA36.000-Wl2-XX--Pceuxzft3qNb-160--722.00000
DFUW16.000-Mff3-HHH-15.10%-Jilkkzpi3wEq-300--578.00000
ZQMU83.000-C3-Y---Duccsrym3hZw-770---
Tranche Comments
Q: First Pay: 2020-10-15; Redemption: 2022-04-15; J1: First Pay: 2020-10-15; Redemption: 2022-04-15; X2: First Pay: 2020-10-15; Redemption: 2022-04-15; F: First Pay: 2020-10-15; Redemption: 2022-04-15; D: First Pay: 2020-10-15; Redemption: 2022-04-15; J: First Pay: 2020-10-15; Redemption: 2022-04-15; Z: First Pay: 2020-10-15; Redemption: 2022-04-15; A: First Pay: 2020-10-15; Redemption: 2022-04-15; Yfq: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Szj-Zhoo Mqmezfd 2.00
Risk Retention
VU-Qpkjjpkxcs/Ukjsjkcxpk
WAL Test Period (YRS)
7.2

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan