| Name |
Due Date |
Deal type |
CCY |
Original size |
Original rtg |
Price received |
Decimal price |
Price type |
DM To Mat |
DM To Call |
WAL|Mat |
WAL|Call |
Call Date |
Yield % |
NAV |
Country |
Type |
Dealer DM | WAL |
Manager |
Current rtg |
CPR |
MVAP |
MVDP |
CDR |
Loss Severity |
Annualised Defaults |
Sub 80 Assets |
MVOC |
RPE |
Warf |
Annualised Par Build |
Diversity |
DM To Worst |
Current Size |
CUSIP |
ISIN |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CIFC 2020-3A DR
|
23-Sep-25
|
CLO
|
USD |
500,000 |
BBB |
L100h |
100.20
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BBB |
|
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
12560EAU0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CIFC 2020-3A DR
|
23-Sep-25
|
CLO
|
USD |
500,000 |
BBB |
100H |
100.50
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BBB |
|
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
12560EAU0 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
CIFC 2020-3A DR
|
23-Sep-25
|
CLO
|
USD |
500,000 |
BBB |
100.282 |
100.28
|
CVR |
334 |
|
5.15 |
|
20-Oct-34 |
|
250.35 |
US |
BSL CLO |
330 | 5.98 |
CIFC Asset Management LLC |
BBB |
|
15.48 |
9.30 |
|
|
0.64 |
2.56 |
110.25 |
20-Oct-26 |
2789 |
-0.07 |
96 |
2023-07-20T00:00:00 |
500,000 |
12560EAU0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CIFC 2020-3A DR
|
3-Nov-23
|
CLO
|
USD |
1,000,000 |
BBB |
MH90s |
97.00
|
TALK |
|
|
|
|
|
|
|
|
|
400a |
|
BBB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
12560EAU0 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
CIFC 2020-3A DR
|
3-Nov-23
|
CLO
|
USD |
1,000,000 |
BBB |
96.61 |
96.61
|
CVR |
410 |
|
7.07 |
|
20-Sep-30 |
|
237.72 |
US |
BSL CLO |
398 | 7.27 |
CIFC Asset Management LLC |
BBB- |
|
14.82 |
8.58 |
|
|
0.54 |
5.68 |
109.39 |
20-Oct-26 |
2805 |
0.09 |
94 |
2023-07-20T00:00:00 |
1,000,000 |
12560EAU0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CIFC 2020-3A DR
|
22-Sep-23
|
CLO
|
USD |
1,000,000 |
BBB |
98h |
98.50
|
TALK |
|
|
|
|
|
|
|
|
|
MH300s |
|
BBB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
12560EAU0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CIFC 2020-3A DR
|
22-Sep-23
|
CLO
|
USD |
1,000,000 |
BBB |
H90s |
98.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BBB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
12560EAU0 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
CIFC 2020-3A DR
|
22-Sep-23
|
CLO
|
USD |
1,000,000 |
BBB |
97.86 |
97.86
|
CVR |
357 |
|
7.44 |
|
20-Nov-30 |
|
246.00 |
US |
BSL CLO |
374 | 7.38 |
CIFC Asset Management LLC |
BBB |
|
15.25 |
9.05 |
|
|
0.52 |
4.78 |
109.95 |
20-Oct-26 |
2813 |
0.06 |
92 |
2023-07-20T00:00:00 |
1,000,000 |
12560EAU0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CIFC 2020-3A DR
|
22-Sep-23
|
CLO
|
USD |
1,000,000 |
BBB |
98h |
98.50
|
TALK |
|
|
|
|
|
|
|
|
|
MH300s |
|
BBB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
12560EAU0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CIFC 2020-3A DR
|
25-May-23
|
CLO
|
USD |
1,000,000 |
BBB |
L90s |
92.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BBB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
12560EAU0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CIFC 2020-3A DR
|
25-May-23
|
CLO
|
USD |
1,000,000 |
BBB |
M90s |
95.00
|
TALK |
|
|
|
|
|
|
|
|
|
LM-M400s |
|
BBB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
12560EAU0 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
CIFC 2020-3A DR
|
18-Aug-22
|
CLO
|
USD |
1,000,000 |
BBB |
95.16 |
95.16
|
CVR |
385 |
|
8.55 |
|
20-Dec-30 |
|
223.32 |
US |
BSL CLO |
|
CIFC Asset Management LLC |
BBB- |
|
14.05 |
7.76 |
|
|
0.17 |
1.77 |
108.41 |
20-Oct-26 |
2746 |
0.14 |
86 |
2023-07-20T00:00:00 |
1,000,000 |
12560EAU0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CIFC 2020-3A DR
|
18-Aug-22
|
CLO
|
USD |
1,000,000 |
BBB |
M90s |
95.00
|
TALK |
|
|
|
|
|
|
|
|
|
L400s |
|
BBB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
12560EAU0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CIFC 2020-3A DR
|
18-Aug-22
|
CLO
|
USD |
1,000,000 |
BBB |
M90s |
95.00
|
TALK |
|
|
|
|
|
|
|
|
|
L400s |
|
BBB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
12560EAU0 |
|
