CIFC European Funding CLO (CIFCE) II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

CIFC Asset Management LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M1	CEJ	51.000	-	Rl2	-	EE	-	-	Tprzrisd	3eEz	-	-	160	-	-	585.00000
D2	NGF	69.000	-	Gu2	-	TT	16.00%	-	Iemvxyyz	3tRi	-	-	-	-	-	973.00000
R	ZLB	57.000	-	E3	-	U-	-	-	Eurbzeld	3lKt	-	-	770	-	-	-
Y	MSF	922.000	-	Kxx	-	CCC	27.00%	-	Qwujhdsy	3wAq	-	-	90	-	-	612.00000
U	JVL	17.000	-	Mm2	-	QQ	5.30%	-	Pzfphamz	3rPf	-	-	550	-	-	20.80000
Egq	AYN	73.800	-	SU	-	-	-	-	-	-	-	-	-	-	-	-
M	MOP	7.000	-	WT	-	-	9.50%	-	-	-	-	-	-	-	-	-
L	XGT	72.000	-	Umm3	-	OOO-	95.50%	-	Oduxmhow	3iIw	-	-	300	-	-	445.00000
P	SWU	67.000	-	L2	-	Q	84.40%	-	Oqmjrsly	3yAc	-	-	200	-	-	309.00000

Tranche Comments

Y: First Pay: 2020-10-15; Redemption: 2022-04-15; M1: First Pay: 2020-10-15; Redemption: 2022-04-15; D2: First Pay: 2020-10-15; Redemption: 2022-04-15; P: First Pay: 2020-10-15; Redemption: 2022-04-15; L: First Pay: 2020-10-15; Redemption: 2022-04-15; U: First Pay: 2020-10-15; Redemption: 2022-04-15; R: First Pay: 2020-10-15; Redemption: 2022-04-15; M: First Pay: 2020-10-15; Redemption: 2022-04-15; Egq: First Pay: 2020-10-15; Redemption: 2022-04-15;

Deal Comments

Ypw-Ruaa Bunhpzm 2.00

Risk Retention

SR-Bjqyijysxq/Aqyvyyxsjq

WAL Test Period (YRS)

4.1