Egan-Jones Ratings Company

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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.

EJR Non-NRSRO CLO Ratings

Read about EJR's approach to rating CLOs

OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield

SECURITY	REPORT	EJR Rating	Other NRSRO	Diff	Curr Par Subord	OC Trigger	OC Current	OC Curr/ Trigger	IC Trigger	IC Current	IC Curr/ Trigger	Date
CIFC Funding 2017-II CLO B		NR	N/A									10/05/22
CIFC Funding 2017-II CLO B	CIFC Funding 2017-II	AA+ (sf)	AA		23.9	123.3	131.13	1.06	120	289.73	2.41	05/09/21
CIFC Funding 2017-II CLO B	CIFC Funding 2017-II	BBB- (sf)	AA		23.82	123.3	130.76	1.06	120	303.33	2.53	01/27/21
CIFC Funding 2017-II CLO B	CIFC Funding 2017-II	BBB- (sf)	AA		23.82	123.3	130.76	1.06	120	303.33	2.53	12/31/20
CIFC Funding 2017-II CLO B	CIFC Funding 2017-II	BBB- (sf)	AA		23.82	123.3	130.76	1.06	120	303.33	2.53	10/29/20

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