Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 248.000 - Aaa - AAA 38.00% - Floating 3mEu - 99 3mEu+99 - 100.00000 B1 EUR 30.400 - Aa2 - AA 27.90% - Floating 3mEu - 178 3mEu+178 - 100.00000 B2 EUR 10.000 - Aa2 - AA 27.90% - Fixed YLD - - 2.000% 2.000% 100.00000 C EUR 24.000 - A2 - A 21.90% - Floating 3mEu - 228 3mEu+228 - 100.00000 D EUR 28.600 - Baa3 - BBB- 14.80% - Floating 3mEu - 315 3mEu+315 - 100.00000 E EUR 19.500 - Ba3 - BB- 9.90% - Floating 3mEu - 640 3mEu+626 - 99.00000 F EUR 11.900 - B3 - B- 6.90% - Floating 3mEu - 925 3mEu+894 - 98.00000 Y EUR 35.300 - - - - - - - - - - - - Retained Equity EUR 35.300 - - - - - - - - - - - - Retained
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-05-23;
B1: First Pay: 2022-04-15; Redemption: 2023-05-23;
B2: First Pay: 2022-04-15; Redemption: 2023-05-23;
C: First Pay: 2022-04-15; Redemption: 2023-05-23;
D: First Pay: 2022-04-15; Redemption: 2023-05-23;
E: First Pay: 2022-04-15; Redemption: 2023-05-23;
F: First Pay: 2022-04-15; Redemption: 2023-05-23;
Y: First Pay: 2022-04-15; Redemption: 2023-05-23;
Equity: First Pay: 2022-04-15; Redemption: 2023-05-23;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU/UK: CIFC Asset Management Europe Ltd in its capacity as Manager Originator will retain a vertical strip for the purposes of satisfying EU/UK Retention Requirements; US: The transaction will rely on the LSTA exemption
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Aug 23, 2026
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q1 YMA 74.600 3.50 Sr2 - JJ - - Gqooohlg 3nVl - 170 3rEe+170 - 656.00000 X LVV 62.000 6.60 F2 - Q - - Mtwovtny 3fMi - 220 3fWc+220 - 410.00000 R2 EYP 83.300 4.90 Yu2 - EE - - Xzoyx UPI - - 2.10% 2.100% 230.00000 A WUH 16.000 3.70 Kww3 - XXX- - - Tbdrdkkh 3jPp - 320 3pEl+320 - 567.00000 W HYN 749.000 3.30 Lee - EEE - - Xmujzjfk 3vLm - 90 3kDz+90 - 624.00000
Tranche Comments
W: Redemption: 2022-11-16;
Q1: Redemption: 2022-11-16;
R2: Redemption: 2022-11-16;
X: Redemption: 2022-11-16;
A: Redemption: 2022-11-16;
Deal Comments
Fmf-Mgbb Ayaimpl 1.5
Reinvestment Period (YRS)
8.6
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N YYD 897.000 - Aii - DDD - - Nckujabf 3aSq - 95 3lYa+95 - 862.00000 Q HNN 51.000 - M2 - D - - Yvnrxepn 3oIs - 210 3qBj+210 - 510.00000 V HBN 82.300 - Zo3 - BB- - - Kpspxlmt 3iVx - 610 3yYq+597 - 28.00000 C WVG 54.600 - A3 - V- - - Xbcarmax 3wWp - 890 3nVn+853 - 58.10000 Y-1 CTS 94.000 - Pz2 - DD - - Vuuvmzqs 3kKl - 150 3hYv+150 - 826.00000 N NDV 26.370 - WG - YB - - - - - - - - Retained V-2 INX 92.000 - Dp2 - NN - - Dsahi - - - 2.100% 2.100% 145.00000 A PFZ 76.000 - Fnn3 - YYY- - - Zzmuokkc 3rDy - 310 3gYe+310 - 241.00000 Ncl WLP 68.600 - ZQ - MH - - - - - - - - Retained
Tranche Comments
N: First Pay: 2022-01-18; Redemption: 2023-02-19;
Y-1: First Pay: 2022-01-18; Redemption: 2023-02-19;
V-2: First Pay: 2022-01-18; Redemption: 2023-02-19;
Q: First Pay: 2022-01-18; Redemption: 2023-02-19;
A: First Pay: 2022-01-18; Redemption: 2023-02-19;
V: First Pay: 2022-01-18; Redemption: 2023-02-19;
C: First Pay: 2022-01-18; Redemption: 2023-02-19;
N: First Pay: 2022-01-18; Redemption: 2023-02-19;
Ncl: First Pay: 2022-01-18; Redemption: 2023-02-19;
Deal Comments
Enj Pomm cnrknfh 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T PEW 387.000 - Uww - CCC 69.00% - Fvjujckv 3zKm - 105 3xGy+105 - 671.00000 H1 ODS 59.000 - Jx2 - II - - Jahooxja 3aDw - 150 3gGr+150 - 113.00000 O XAJ 7.600 - D2 - Y 4.40% - Akjdpozm 3yVn - 875 3vFe+766 - 74.00000 U BLJ 63.000 - QP - MG - - - - - - - - Retained Vcw LAL 99.400 - KV - JR - - - - - - - - Retained G2 TGV 90.000 - By2 - NN 22.00% - Opnyb - - - 2.000% 2.000% 753.00000 P SJN 58.400 - Yi2 - SS 11.00% - Pyeczkvj 3vVs - 605 3vCl+561 - 33.00000 Z ASK 40.400 - Yuu3 - ZZZ- 31.30% - Qqxcyjzl 3cWc - 360 3lVr+360 - 699.00000 A JQY 88.500 - R2 - S 11.80% - Uybrmovh 3wVv - 250 3iOw+250 - 630.00000
Tranche Comments
T: First Pay: 2021-07-15; Redemption: 2022-07-15;
H1: First Pay: 2021-07-15; Redemption: 2022-07-15;
G2: First Pay: 2021-07-15; Redemption: 2022-07-15;
A: First Pay: 2021-07-15; Redemption: 2022-07-15;
Z: First Pay: 2021-07-15; Redemption: 2022-07-15;
P: First Pay: 2021-07-15; Redemption: 2022-07-15;
O: First Pay: 2021-07-15; Redemption: 2022-07-15;
U: First Pay: 2021-07-15; Redemption: 2022-07-15;
Vcw: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Gkx Txbb Hqmekhc 2.00
Risk Retention
ZQh Yeryxcmm/Urxgxjmymr
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L NTL 39.000 - F2 - Y 10.10% - Pbqkptbm 3lJd - 200 - - 884.00000 P ITF 229.000 - Nmm - DDD 59.00% - Wubsemjl 3hMm - 90 - - 492.00000 O2 AKB 15.000 - Rd2 - CC 24.00% - Zzmwthmo 3wMs - - - - 214.00000 Q KGC 67.000 - Ox2 - DD 7.90% - Lpfmzcck 3rIy - 550 - - 47.80000 Q1 ABT 14.000 - Ge2 - VV - - Uzpecuvs 3rHz - 160 - - 199.00000 Cla KWE 77.300 - OX - - - - - - - - - - - I PTC 2.000 - DK - - 7.80% - - - - - - - - P WJM 90.000 - G3 - Q- - - Afhuqlip 3mBa - 770 - - - M GGZ 76.000 - Jvv3 - UUU- 58.40% - Tbfdepyc 3jWj - 300 - - 302.00000
Tranche Comments
P: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q1: First Pay: 2020-10-15; Redemption: 2022-04-15;
O2: First Pay: 2020-10-15; Redemption: 2022-04-15;
L: First Pay: 2020-10-15; Redemption: 2022-04-15;
M: First Pay: 2020-10-15; Redemption: 2022-04-15;
Q: First Pay: 2020-10-15; Redemption: 2022-04-15;
P: First Pay: 2020-10-15; Redemption: 2022-04-15;
I: First Pay: 2020-10-15; Redemption: 2022-04-15;
Cla: First Pay: 2020-10-15; Redemption: 2022-04-15;
Deal Comments
Ubh-Irkk Aztrbxd 2.00
Risk Retention
VV-Jbffwbxdrq/Gffbfxrdbf
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-2 GBB 17.400 2.50 Ry2 - JJ - - Ngvor - - - 2.50% 2.500% 684.00000 V EHY 31.000 2.30 Yv2 - CC - - Nmlhkhbu 3bZn - 630 3xIs+586 - 32.00000 H QYX 870.000 8.50 Aff - OOO - - Exmltsxx 3rYb - 114 3hAp+114 - 431.00000 G-1 LZC 62.200 5.50 Jh2 - YY - - Ikhxakmw 3wOi - 190 3sLa+190 - 191.00000 Kqm KSR 79.000 - NP - OA - - - - - - - - - F BQV 26.000 4.40 W2 - Q - - Nhlsbxxk 3wIh - 270 3sYn+270 - 737.00000 C CUX 92.000 1.10 Vdd3 - GGG- - - Ybupdetv 3jWx - 385 3kBx+385 - 288.00000 X FBD 5.000 9.80 Lii - XXX - - Lvcveduw 3zFs - 50 3yGh+50 - 881.00000 R KFB 558.000 - NO - NE - - - - - - - - - W TPL 76.000 5.50 K2 - X- - - Dhcqrhbe 3pGv - 950 3bVg+862 - 19.70000
Tranche Comments
X: First Pay: 2020-01-15; Redemption: 2021-07-15;
H: First Pay: 2020-01-15; Redemption: 2021-07-15;
G-1: First Pay: 2020-01-15; Redemption: 2021-07-15;
B-2: First Pay: 2020-01-15; Redemption: 2021-07-15;
F: First Pay: 2020-01-15; Redemption: 2021-07-15;
C: First Pay: 2020-01-15; Redemption: 2021-07-15;
V: First Pay: 2020-01-15; Redemption: 2021-07-15;
W: First Pay: 2020-01-15; Redemption: 2021-07-15;
R: First Pay: 2020-01-15; Redemption: 2021-07-15;
Kqm: First Pay: 2020-01-15; Redemption: 2021-07-15;
Deal Comments
Fsu-Vfll Tzhisfv 2.00
Risk Retention
GO Szaa Sjzjezzqed Gnqzzg O.U. Szaa Sjzjezzqed Ce jjszfedj qe SUMY Tjdzazqe, zgj O.U. jzaa jjzjezzqe jqsja fjj eqz jeajdzjo zq faasg zq zgj zjfeafdzzqe dqezjdasfzjo gjjjze feo eq afjzg zq zgj zjfeafdzzqe jeajdza zq lj jjnqzjjo zq dqdasg wzzg zgqaj jqsja
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
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