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 % Country Type Dealer DM | WAL Manager Current rtg CPR CDR Loss Severity RPE Warf DM To Worst Current Size CUSIP ISIN
CIFC 2020-3A DR 23-Sep-25 CLO USD 500,000 BBB L100h 100.20 TALK BBB 500,000 12560EAU0  
CIFC 2020-3A DR 23-Sep-25 CLO USD 500,000 BBB 100H 100.50 TALK BBB 500,000 12560EAU0  
CIFC 2020-3A DR 23-Sep-25 CLO USD 500,000 BBB 100.282 100.28 CVR 334 5.15 20-Oct-34 US BSL CLO 330 | 5.98 CIFC Asset Management LLC BBB 20-Oct-26 2789 2023-07-20T00:00:00 500,000 12560EAU0  
CIFC 2020-3A DR 3-Nov-23 CLO USD 1,000,000 BBB MH90s 97.00 TALK 400a BBB- 1,000,000 12560EAU0  
CIFC 2020-3A DR 3-Nov-23 CLO USD 1,000,000 BBB 96.61 96.61 CVR 410 7.07 20-Sep-30 US BSL CLO 398 | 7.27 CIFC Asset Management LLC BBB- 20-Oct-26 2805 2023-07-20T00:00:00 1,000,000 12560EAU0  
CIFC 2020-3A DR 22-Sep-23 CLO USD 1,000,000 BBB 98h 98.50 TALK MH300s BBB 1,000,000 12560EAU0  
CIFC 2020-3A DR 22-Sep-23 CLO USD 1,000,000 BBB H90s 98.00 TALK BBB 1,000,000 12560EAU0  
CIFC 2020-3A DR 22-Sep-23 CLO USD 1,000,000 BBB 97.86 97.86 CVR 357 7.44 20-Nov-30 US BSL CLO 374 | 7.38 CIFC Asset Management LLC BBB 20-Oct-26 2813 2023-07-20T00:00:00 1,000,000 12560EAU0  
CIFC 2020-3A DR 22-Sep-23 CLO USD 1,000,000 BBB 98h 98.50 TALK MH300s BBB- 1,000,000 12560EAU0  
CIFC 2020-3A DR 25-May-23 CLO USD 1,000,000 BBB L90s 92.00 TALK BBB- 1,000,000 12560EAU0  
CIFC 2020-3A DR 25-May-23 CLO USD 1,000,000 BBB M90s 95.00 TALK LM-M400s BBB- 1,000,000 12560EAU0  
CIFC 2020-3A DR 18-Aug-22 CLO USD 1,000,000 BBB 95.16 95.16 CVR 385 8.55 20-Dec-30 US BSL CLO CIFC Asset Management LLC BBB- 20-Oct-26 2746 2023-07-20T00:00:00 1,000,000 12560EAU0  
CIFC 2020-3A DR 18-Aug-22 CLO USD 1,000,000 BBB M90s 95.00 TALK L400s BBB- 1,000,000 12560EAU0  
CIFC 2020-3A DR 18-Aug-22 CLO USD 1,000,000 BBB M90s 95.00 TALK L400s BBB- 1,000,000 12560EAU0  
 
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Note: Currency and Rating details have been collected since September 2016, they are extracted directly from secondary market messages and SCI does not verify the accuracy of this information.