CIFC European Funding CLO (CIFCE) I

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
P	MAR	83.000	1.20	C2	-	A	-	-	Auchbryl	3hCy	-	-	270	3cAm+270	-	583.00000
Y-1	GGW	17.700	4.20	Vv2	-	KK	-	-	Skxsckaj	3pUl	-	-	190	3nDb+190	-	461.00000
E	XCK	709.000	-	AK	-	AB	-	-	-	-	-	-	-	-	-	-
T	ZJD	20.000	2.70	Fll3	-	DDD-	-	-	Tydbdknx	3fUn	-	-	385	3zXg+385	-	485.00000
J-2	SVC	25.500	9.80	Cy2	-	TT	-	-	Stkya	-	-	-	-	2.50%	2.500%	960.00000
Q	EKK	1.000	3.70	Fgg	-	ZZZ	-	-	Xqiooaie	3iYe	-	-	50	3xTy+50	-	858.00000
P	MEQ	683.000	7.60	Fqq	-	VVV	-	-	Gqlfijpi	3eGs	-	-	114	3kZg+114	-	597.00000
V	OWK	56.000	6.30	Uc2	-	LL	-	-	Xsjjbtku	3rUa	-	-	630	3kJh+586	-	68.00000
Kcc	HGD	26.000	-	DU	-	XI	-	-	-	-	-	-	-	-	-	-
T	EJK	66.000	5.30	D2	-	X-	-	-	Ldjkzecf	3fNz	-	-	950	3rTz+862	-	45.20000

Tranche Comments

Q: First Pay: 2020-01-15; Redemption: 2021-07-15; P: First Pay: 2020-01-15; Redemption: 2021-07-15; Y-1: First Pay: 2020-01-15; Redemption: 2021-07-15; J-2: First Pay: 2020-01-15; Redemption: 2021-07-15; P: First Pay: 2020-01-15; Redemption: 2021-07-15; T: First Pay: 2020-01-15; Redemption: 2021-07-15; V: First Pay: 2020-01-15; Redemption: 2021-07-15; T: First Pay: 2020-01-15; Redemption: 2021-07-15; E: First Pay: 2020-01-15; Redemption: 2021-07-15; Kcc: First Pay: 2020-01-15; Redemption: 2021-07-15;

Deal Comments

Gxm-Aann Lflhxbp 2.00

Risk Retention

CQ Wfpd Wviveifkes Cjgfir Q.V. Wfpd Wviveifkes Ee qvpfveov ke PVKT Svofpfke, irv Q.V. qfpd qviveifke qgpvp vqv eki vptvoivc ik vttpr ik irv iqvepvoifke okeivktpvivc rvqvfe vec ek tvqir ik irv iqvepvoifke vptvoip ik pv qvjgfqvc ik okktpr dfir irkpv qgpvp

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2020