CIFC European Funding CLO (CIFCE) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR217.000-Aaa-AAA38.00%-Floating3mEu-1053mEu+105-100.00000
B1EUR15.000-Aa2-AA--Floating3mEu-1503mEu+150-100.00000
B2EUR20.000-Aa2-AA28.00%-Fixed---2.00%2.000%100.00000
CEUR21.900-A2-A21.70%-Floating3mEu-2503mEu+250-100.00000
DEUR22.700-Baa3-BBB-15.30%-Floating3mEu-3603mEu+360-100.00000
EEUR18.400-Ba2-BB10.00%-Floating3mEu-6053mEu+561-97.00000
FEUR8.800-B2-B7.50%-Floating3mEu-8753mEu+766-93.00000
YEUR15.000-NR-NR--------Retained
SubEUR29.950-NR-NR--------Retained
Tranche Comments
A: First Pay: 2021-07-15; Redemption: 2022-07-15; B1: First Pay: 2021-07-15; Redemption: 2022-07-15; B2: First Pay: 2021-07-15; Redemption: 2022-07-15; C: First Pay: 2021-07-15; Redemption: 2022-07-15; D: First Pay: 2021-07-15; Redemption: 2022-07-15; E: First Pay: 2021-07-15; Redemption: 2022-07-15; F: First Pay: 2021-07-15; Redemption: 2022-07-15; Y: First Pay: 2021-07-15; Redemption: 2022-07-15; Sub: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU: Vertical/Originator
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2025