CIFC European Funding CLO (CIFCE) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CBOE91.000-Bh2-EE4.40%-Dkloyiro3qZa-550--88.50000
NNKZ899.000-Iss-PPP31.00%-Tjhewixq3jYc-90--952.00000
Q1HOZ68.000-Qj2-WW--Yqeaoqtr3aHy-160--966.00000
ApgENO35.200-PS-----------
B2ZMG94.000-Zd2-SS74.00%-Xykzxxdu3lXb----774.00000
GGDE32.000-Opp3-JJJ-93.60%-Kmskcpkw3cTi-300--611.00000
BXSO1.000-LI--2.50%--------
SFAM29.000-M2-A11.80%-Flsvuauk3yMp-200--201.00000
DWIS48.000-G3-O---Vwrjyqwe3dBe-770---
Tranche Comments
N: First Pay: 2020-10-15; Redemption: 2022-04-15; Q1: First Pay: 2020-10-15; Redemption: 2022-04-15; B2: First Pay: 2020-10-15; Redemption: 2022-04-15; S: First Pay: 2020-10-15; Redemption: 2022-04-15; G: First Pay: 2020-10-15; Redemption: 2022-04-15; C: First Pay: 2020-10-15; Redemption: 2022-04-15; D: First Pay: 2020-10-15; Redemption: 2022-04-15; B: First Pay: 2020-10-15; Redemption: 2022-04-15; Apg: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Kxm-Xycc Tmrbxxw 2.00
Risk Retention
YB-Tbhhdbmcqe/Hhhchmqcbh
WAL Test Period (YRS)
8.3

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan