CIFC European Funding CLO (CIFCE) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FskSBT72.800-JQ-AO--------Retained
MLWQ432.000-Ouu-XXX--Yxwzbplc3wSz-953cUd+95-519.00000
VNKM45.300-Rp3-II---Pzflasyd3cBw-6103vHv+597-32.00000
RADL56.000-Zpp3-SSS---Txfeffmz3gYa-3103hWj+310-629.00000
H-1ASS91.000-Jw2-DD--Vpxoplco3jNc-1503jWj+150-945.00000
Q-2KKN23.000-Om2-RR--Gscgo---2.100%2.100%977.00000
JVDY45.000-G2-P--Dkhfyaby3gTk-2103sPg+210-992.00000
UGJV95.300-O3-T---Gzdvkhut3lNe-8903xNh+853-46.20000
DWZB22.890-YZ-AW--------Retained
Tranche Comments
M: First Pay: 2022-01-18; Redemption: 2023-02-19; H-1: First Pay: 2022-01-18; Redemption: 2023-02-19; Q-2: First Pay: 2022-01-18; Redemption: 2023-02-19; J: First Pay: 2022-01-18; Redemption: 2023-02-19; R: First Pay: 2022-01-18; Redemption: 2023-02-19; V: First Pay: 2022-01-18; Redemption: 2023-02-19; U: First Pay: 2022-01-18; Redemption: 2023-02-19; D: First Pay: 2022-01-18; Redemption: 2023-02-19; Fsk: First Pay: 2022-01-18; Redemption: 2023-02-19;
Deal Comments
Ycm Ufoo scnxcgi 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 30, 2010
WAL Test Period (YRS)
8
WAL Test Period End Date
Aug 23, 2009