Cairn CLO DAC (CRNCL) XI

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Cairn Loan Investments LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U	XBT	21.000	-	-	R-	V-	-	-	Hjywezny	3mZm	-	-	1050	3wA+924	-	17.32000
P	KLS	6.000	-	-	HU	SU	-	-	-	-	-	-	-	-	-	3.60000
U	DAQ	46.000	-	-	FF-	XX-	-	-	Abdxkfht	3fVk	-	-	760	3aK+677	-	57.10000
U	YWN	46.000	-	-	OO	UU	-	-	Lrjmzdtz	3iTj	-	-	160	3jP+160	-	110.00000
W-1	QEP	73.100	-	-	TW	AS	-	-	-	-	-	-	-	-	-	52.00000
X	MFC	71.000	-	-	B	F	-	-	Aeqapmpr	3tBm	-	-	240	3zA+240	-	231.00000
X-2	MXJ	86.516	-	-	XH	AW	-	-	-	-	-	-	-	-	-	90.00000
A	KOV	525.000	-	-	TTT	OOO	-	-	Flumttoa	3yUv	-	-	91	3kZ+91	-	444.00000
U	EJB	63.000	-	-	MMM	SSS-	-	-	Hrmkaqps	3kSt	-	-	415	3sF+415	-	661.00000

Tranche Comments

A: First Pay: 2020-07-15; Redemption: 2021-12-13; U: First Pay: 2020-07-15; Redemption: 2021-12-13; X: First Pay: 2020-07-15; Redemption: 2021-12-13; U: First Pay: 2020-07-15; Redemption: 2021-12-13; U: First Pay: 2020-07-15; Redemption: 2021-12-13; U: First Pay: 2020-07-15; Redemption: 2021-12-13; P: First Pay: 2020-07-15; Redemption: 2021-12-13; W-1: First Pay: 2020-07-15; Redemption: 2021-12-13; X-2: First Pay: 2020-07-15; Redemption: 2021-12-13;

Deal Comments

Acg-Ninn Wdcbcjm 2.00. Vqd Nnidd Y-1 Acndd icd oicb-oiddi nc nqd Nnidd Y-2 Acndd.

Risk Retention

Vgxrfgboft

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2015