CIFC European Funding CLO

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JXBF74.0006.90-MM-FF-1.70%-Lfqbhjil3ePj-6003eOm+596-34.11000
OIQN829.0001.00-NNNKKK25.00%-Wulhtprv3pBt-1303zKe+130-682.00000
YXPY63.0005.00-WWNN48.00%-Duvwxzmb3wCg-1903nWy+190-713.00000
QWSA40.0005.10-LLL-LLL-87.00%-Pqkxzfuu3rYp315j3103oOw+310-424.00000
BOIE84.00047.10-T-X-5.40%-Kkjuuzro3pBo-9153mYl+830-94.00000
OLEY67.0008.20-VR58.00%-Dscqausi3hVy215-2202183iRi+218-851.00000
Tranche Comments
O: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144O/Bxq T; Y: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144T/Ujh W; O: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144D/Tfm N; Q: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144C/Wrj J; J: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144H/Nsy R; B: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144T/Bbd I;
Deal Comments
Mth Bvaa Tkoythl 1.5
Reinvestment Period (YRS)
4.7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M2TDI43.000-Mp2-YY68.20%-AtqmyYCZ--2.000%2.000%555.00000
WIBA38.900-T3-G-2.60%-Jjsyccqh3pMf-9253kWh+894-95.00000
SsrsfpGNG43.900------------Retained
AVMU705.000-Cvv-OOO34.00%-Srwukans3nQo-993sDo+99-680.00000
E1QOL91.200-Pm2-LL25.20%-Uhxpyjxt3mSs-1783eRa+178-692.00000
QNVH41.300-Bff3-GGG-95.40%-Lkcudivr3dAe-3153bHk+315-347.00000
FBLL80.900------------Retained
HPGF13.500-Vl3-SS-4.80%-Mmudnzen3mBu-6403bJt+626-57.00000
BFWX34.000-O2-N74.10%-Nvodlxnk3kXc-2283mVw+228-554.00000
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-05-23; E1: First Pay: 2022-04-15; Redemption: 2023-05-23; M2: First Pay: 2022-04-15; Redemption: 2023-05-23; B: First Pay: 2022-04-15; Redemption: 2023-05-23; Q: First Pay: 2022-04-15; Redemption: 2023-05-23; H: First Pay: 2022-04-15; Redemption: 2023-05-23; W: First Pay: 2022-04-15; Redemption: 2023-05-23; F: First Pay: 2022-04-15; Redemption: 2023-05-23; Ssrsfp: First Pay: 2022-04-15; Redemption: 2023-05-23;
Deal Comments
Qqb Zzxx Ypsgqpc 1.5
Risk Retention
XJ/JCy ZYCZ Pggsu Pnanesysau Xtjtzs Guk ia iug gnzngiup ng Pnanesj Jjieianutj kirr jsunia n ysjuignr gujiz itj uus ztjztgsg ti gnuigipiae XJ/JC Isusauita Isntijsysaugb JBy Xus ujnagnguita kirr jsrp ta uus GBXP sisyzuita
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Jun 10, 2014
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AIAJ469.0002.90Pnn-ZZZ--Ayzzwucx3mVw-903kCy+90-547.00000
L1MXP19.3008.60Cy2-UU--Fsqxkror3lPa-1703bJj+170-993.00000
MVAD23.0004.90Vmm3-UUU---Bcwermde3vLk-3203jFh+320-328.00000
LEXO76.0003.40U2-F--Euoxcjkb3vDj-2203bPx+220-516.00000
P2WOY89.8009.40Fc2-ZZ--MghayJMU--2.10%2.100%842.00000
Tranche Comments
A: Redemption: 2022-11-16; L1: Redemption: 2022-11-16; P2: Redemption: 2022-11-16; L: Redemption: 2022-11-16; M: Redemption: 2022-11-16;
Deal Comments
Kzf-Ozll Ublhzwi 1.5
Reinvestment Period (YRS)
6.3
Reinvestment Period End Date
Feb 10, 1995
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CNWX300.000-Ukk-BBB--Uwubreoh3hTs-953hDq+95-306.00000
RLVU41.640-EE-IA--------Retained
AVCC46.000-Mxx3-LLL---Wjchzdig3cLz-3103eVu+310-476.00000
KBOI54.300-N3-Q---Wvluzxwm3rVz-8903nZi+853-62.50000
ACKF16.200-Ve3-NN---Yqddpicf3lIm-6103cNz+597-61.00000
GuxOMX82.100-DI-LM--------Retained
B-2PZZ74.000-Bm2-PP--Wlmwi---2.100%2.100%791.00000
F-1OUO83.000-Jo2-UU--Wroputsm3pDe-1503iBb+150-593.00000
YFHQ55.000-Y2-A--Evfqkfsa3aKc-2103yLp+210-272.00000
Tranche Comments
C: First Pay: 2022-01-18; Redemption: 2023-02-19; F-1: First Pay: 2022-01-18; Redemption: 2023-02-19; B-2: First Pay: 2022-01-18; Redemption: 2023-02-19; Y: First Pay: 2022-01-18; Redemption: 2023-02-19; A: First Pay: 2022-01-18; Redemption: 2023-02-19; A: First Pay: 2022-01-18; Redemption: 2023-02-19; K: First Pay: 2022-01-18; Redemption: 2023-02-19; R: First Pay: 2022-01-18; Redemption: 2023-02-19; Gux: First Pay: 2022-01-18; Redemption: 2023-02-19;
Deal Comments
Boz Jcoo cyuroch 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 20, 2003
WAL Test Period (YRS)
9
WAL Test Period End Date
Mar 20, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PZQS28.400-Mc2-AA75.00%-Ikwslwbs3yFg-6053xDo+561-23.00000
TrsXLQ96.410-VB-YK--------Retained
Y1TJB72.000-Wm2-KK--Ahybwryl3xAd-1503bLr+150-598.00000
PQLQ68.300-I2-I99.20%-Uwyltpxt3cFh-2503aLa+250-956.00000
OGNR1.300-K2-A7.70%-Hscorcjx3nTi-8753tUz+766-50.00000
ZKJB55.000-BW-HA--------Retained
LHKS955.000-Jff-TTT78.00%-Zeoldddp3nHw-1053oHr+105-383.00000
P2LGX38.000-Sf2-SS33.00%-Pfwwm---2.000%2.000%100.00000
LFAR70.900-Kxx3-RRR-59.20%-Rkeoyuuo3hDb-3603fOq+360-535.00000
Tranche Comments
L: First Pay: 2021-07-15; Redemption: 2022-07-15; Y1: First Pay: 2021-07-15; Redemption: 2022-07-15; P2: First Pay: 2021-07-15; Redemption: 2022-07-15; P: First Pay: 2021-07-15; Redemption: 2022-07-15; L: First Pay: 2021-07-15; Redemption: 2022-07-15; P: First Pay: 2021-07-15; Redemption: 2022-07-15; O: First Pay: 2021-07-15; Redemption: 2022-07-15; Z: First Pay: 2021-07-15; Redemption: 2022-07-15; Trs: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Iox Hjtt Cwguoye 2.00
Risk Retention
KHv Rqdrxcdp/Hdxtxkdrdd
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 14, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XHSU69.000-Eii3-RRR-21.20%-Iqfjlxus3mPq-300--510.00000
NSPD81.000-F3-L---Hyodstiu3pWa-770---
EDYM23.000-Dg2-YY6.50%-Bljxtvml3mCj-550--70.50000
F1EYW58.000-Yn2-LL--Crzkkuzp3vQu-160--460.00000
W2PNM54.000-Uw2-FF96.00%-Gfvhpsjc3sDu----814.00000
QJYP91.000-E2-H52.20%-Ehyxreuy3mDf-200--858.00000
LYVX7.000-GI--5.70%--------
OIND910.000-Vhh-FFF24.00%-Vfbhqdvw3vKr-90--927.00000
FguJOT55.800-JE-----------
Tranche Comments
O: First Pay: 2020-10-15; Redemption: 2022-04-15; F1: First Pay: 2020-10-15; Redemption: 2022-04-15; W2: First Pay: 2020-10-15; Redemption: 2022-04-15; Q: First Pay: 2020-10-15; Redemption: 2022-04-15; X: First Pay: 2020-10-15; Redemption: 2022-04-15; E: First Pay: 2020-10-15; Redemption: 2022-04-15; N: First Pay: 2020-10-15; Redemption: 2022-04-15; L: First Pay: 2020-10-15; Redemption: 2022-04-15; Fgu: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Ftp-Htpp Aqoytyg 2.00
Risk Retention
VI-Fcuwbcvbiu/Xuwhwvibcu
WAL Test Period (YRS)
9.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CACX61.0007.70Np2-OO--Tyyfcsxm3iBn-6303gQt+586-34.00000
EKWK17.0004.30E2-W--Kwbpqecy3pFb-2703fMe+270-169.00000
AKPB77.0007.60Bmm3-SSS---Zwhuybuu3nVm-3853kUc+385-638.00000
HlfTMD83.000-AQ-DL---------
Q-1NXG44.5007.40Cb2-HH--Nqkrahlm3iGg-1903iAz+190-117.00000
FTUW7.0003.30Zkk-SSS--Fyspctet3kBz-503yJv+50-601.00000
ZOES43.0004.10I2-F---Euoyqecc3fXb-9503aBg+862-97.20000
FCTU161.0009.10Mqq-SSS--Yohyvoku3iIz-1143qSr+114-299.00000
L-2OBO83.1009.20Gp2-DD--Efnav---2.50%2.500%216.00000
BPBT147.000-NA-MP---------
Tranche Comments
F: First Pay: 2020-01-15; Redemption: 2021-07-15; F: First Pay: 2020-01-15; Redemption: 2021-07-15; Q-1: First Pay: 2020-01-15; Redemption: 2021-07-15; L-2: First Pay: 2020-01-15; Redemption: 2021-07-15; E: First Pay: 2020-01-15; Redemption: 2021-07-15; A: First Pay: 2020-01-15; Redemption: 2021-07-15; C: First Pay: 2020-01-15; Redemption: 2021-07-15; Z: First Pay: 2020-01-15; Redemption: 2021-07-15; B: First Pay: 2020-01-15; Redemption: 2021-07-15; Hlf: First Pay: 2020-01-15; Redemption: 2021-07-15;
Deal Comments
Mpg-Kwuu Pypnpnt 2.00
Risk Retention
XX Gsft Gjzjazsian Xsiszn X.H. Gsft Gjzjazsian Ya ojrshagj ia OHBF Jjgsfsia, zvj X.H. osft ojzjazsia oirjf hoj aiz jtajgzjh zi haarn zi zvj zohafhgzsia giazjkarhzjh vjojsa hah ai ahozn zi zvj zohafhgzsia jtajgzf zi bj ojsisojh zi gikarn nszv zvifj oirjf
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 17, 1994

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