CIFC European Funding CLO (CIFCE) IV

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
R	KVI	88.000	-	Nkk3	-	YYY-	-	-	Bqsmyafn	3yIj	-	-	310	3aSe+310	-	932.00000
H-1	VOT	53.000	-	Ng2	-	LL	-	-	Yyxusjso	3bRq	-	-	150	3sFl+150	-	793.00000
D	GGT	36.700	-	O3	-	V-	-	-	Yucfaslg	3yTk	-	-	890	3jIc+853	-	54.20000
W	EKH	835.000	-	Jcc	-	OOO	-	-	Jupabyyl	3bYq	-	-	95	3tCo+95	-	215.00000
T	KFC	58.300	-	Ma3	-	MM-	-	-	Etxeoaut	3qDe	-	-	610	3eRi+597	-	38.00000
E	ATP	93.380	-	KN	-	UN	-	-	-	-	-	-	-	-	-	Retained
L-2	MXO	93.000	-	Tu2	-	GG	-	-	Tnswx	-	-	-	-	2.100%	2.100%	452.00000
V	QVX	78.000	-	N2	-	N	-	-	Svxrlsob	3lPz	-	-	210	3aSl+210	-	352.00000
Efj	CYN	59.800	-	OY	-	MY	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2022-01-18; Redemption: 2023-02-19; H-1: First Pay: 2022-01-18; Redemption: 2023-02-19; L-2: First Pay: 2022-01-18; Redemption: 2023-02-19; V: First Pay: 2022-01-18; Redemption: 2023-02-19; R: First Pay: 2022-01-18; Redemption: 2023-02-19; T: First Pay: 2022-01-18; Redemption: 2023-02-19; D: First Pay: 2022-01-18; Redemption: 2023-02-19; E: First Pay: 2022-01-18; Redemption: 2023-02-19; Efj: First Pay: 2022-01-18; Redemption: 2023-02-19;

Deal Comments

Zvt Foyy smalvkf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Aug 29, 2001