Cairn CLO DAC (CRNCL) XIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR73.000-Aaa-AAA--Floating3mEu-803mEu+80-100.00000
AL1EUR125.000-Aaa-AAA--Floating3mEu-803mEu+80-100.00000
AL2EUR50.000-Aaa-AAA--Floating3mEu-803mEu+80-100.00000
BEUR38.500-Aa2-AA--Floating3mEu-1603mEu+160-100.00000
CEUR25.000-A2-A--Floating3mEu-2253mEu+225-100.00000
DEUR29.000-Baa3-BBB---Floating3mEu-3403mEu+340-100.00000
EEUR20.500-Ba3-BB---Floating3mEu-6403mEu+612-98.00000
FEUR11.000-B3-B---Floating3mEu-9053mEu+844-96.00000
M-1EUR20.100-NR-NR--------100.00000
M-2EUR13.500-NR-NR--------100.00000
Tranche Comments
A: First Pay: 2021-01-20; Redemption: 2022-11-19; AL1: First Pay: 2021-01-20; Redemption: 2022-11-19; AL2: First Pay: 2021-01-20; Redemption: 2022-11-19; B: First Pay: 2021-01-20; Redemption: 2022-11-19; C: First Pay: 2021-01-20; Redemption: 2022-11-19; D: First Pay: 2021-01-20; Redemption: 2022-11-19; E: First Pay: 2021-01-20; Redemption: 2022-11-19; F: First Pay: 2021-01-20; Redemption: 2022-11-19; M-1: First Pay: 2021-01-20; Redemption: 2022-11-19; M-2: First Pay: 2021-01-20; Redemption: 2022-11-19;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Nov 19, 2025
WAL Test Period (YRS)
8
WAL Test Period End Date
Nov 19, 2029