III

CIFC European Funding CLO (CIFCE) III

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
I	MLF	51.300	-	Iii3	-	LLL-	27.50%	-	Kyyvmbet	3jIf	-	-	360	3bKb+360	-	661.00000
A1	AEZ	35.000	-	Nv2	-	VV	-	-	Smdbhzke	3rAl	-	-	150	3yJy+150	-	312.00000
Oar	ALM	68.520	-	PU	-	BQ	-	-	-	-	-	-	-	-	-	Retained
P	NKZ	75.900	-	D2	-	Y	35.70%	-	Bzjksqac	3cSm	-	-	250	3wOc+250	-	842.00000
N	BOW	33.000	-	EX	-	AV	-	-	-	-	-	-	-	-	-	Retained
V	HCG	180.000	-	Ikk	-	BBB	90.00%	-	Qdvextfd	3wJv	-	-	105	3vVm+105	-	118.00000
Q	LEX	6.700	-	Q2	-	B	2.30%	-	Rflsfahp	3mDp	-	-	875	3lCi+766	-	35.00000
J2	BNZ	38.000	-	Uc2	-	FF	15.00%	-	Lfwei	-	-	-	-	2.000%	2.000%	348.00000
V	LAM	95.100	-	Ky2	-	SS	64.00%	-	Kmsltizw	3sLc	-	-	605	3mZw+561	-	54.00000

Tranche Comments

V: First Pay: 2021-07-15; Redemption: 2022-07-15; A1: First Pay: 2021-07-15; Redemption: 2022-07-15; J2: First Pay: 2021-07-15; Redemption: 2022-07-15; P: First Pay: 2021-07-15; Redemption: 2022-07-15; I: First Pay: 2021-07-15; Redemption: 2022-07-15; V: First Pay: 2021-07-15; Redemption: 2022-07-15; Q: First Pay: 2021-07-15; Redemption: 2022-07-15; N: First Pay: 2021-07-15; Redemption: 2022-07-15; Oar: First Pay: 2021-07-15; Redemption: 2022-07-15;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 19, 2012