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
G	BDS	88.000	-	-	K	Q	-	-	Muccfyvz	3rTx	-	-	240	3xP+240	-	541.00000
W	ZZV	3.000	-	-	TK	BK	-	-	-	-	-	-	-	-	-	8.90000
E	VWB	37.000	-	-	FF	RR	-	-	Obcxtmqw	3bHd	-	-	160	3bC+160	-	690.00000
Y	WOX	29.000	-	-	II-	HH-	-	-	Lyrhwypx	3tGo	-	-	760	3uH+677	-	56.70000
B	SXM	809.000	-	-	BBB	PPP	-	-	Dqbvlvsy	3cTm	-	-	91	3sC+91	-	828.00000
Q-2	XWY	67.780	-	-	AC	LE	-	-	-	-	-	-	-	-	-	32.00000
G	XLQ	27.000	-	-	MMM	FFF-	-	-	Mluvzjhj	3cFy	-	-	415	3nQ+415	-	978.00000
D-1	NAJ	94.200	-	-	AB	ES	-	-	-	-	-	-	-	-	-	50.00000
N	TME	96.000	-	-	M-	B-	-	-	Ozdsjwrl	3xBk	-	-	1050	3xT+924	-	86.20000

Tranche Comments

B: First Pay: 2020-07-15; Redemption: 2021-12-13; E: First Pay: 2020-07-15; Redemption: 2021-12-13; G: First Pay: 2020-07-15; Redemption: 2021-12-13; G: First Pay: 2020-07-15; Redemption: 2021-12-13; Y: First Pay: 2020-07-15; Redemption: 2021-12-13; N: First Pay: 2020-07-15; Redemption: 2021-12-13; W: First Pay: 2020-07-15; Redemption: 2021-12-13; D-1: First Pay: 2020-07-15; Redemption: 2021-12-13; Q-2: First Pay: 2020-07-15; Redemption: 2021-12-13;

Deal Comments

Qcr-Kqyy Nkekcna 2.00. Vak Kyqdd F-1 Qcykd qek rqek-rqddr yc yak Kyqdd F-2 Qcykd.

Risk Retention

Wugkiunrgi

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 1, 2002