XIV

Cairn CLO DAC (CRNCL) XIV

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
Y-1	BJS	53.000	-	Ov2	PP	-	12.00%	-	Uhewxpry	3fDj	-	-	170	3qVq+170	-	887.00000
Hed	XBR	71.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	QPU	40.000	-	Lii3	BBB	-	66.00%	-	Bbwywcau	3gRs	-	-	320	3pMb+320	-	232.00000
L	CBC	30.000	-	L2	Q	-	70.00%	-	Hhfzcffc	3vMr	-	-	210	3gSg+210	-	983.00000
R	MED	21.700	-	O3	Q-	-	6.00%	-	Wvqjzduu	3nSp	-	-	910	3hRl+864	-	19.00000
I	INU	23.100	-	Wp3	UU-	-	8.90%	-	Lmqkeoax	3qVh	-	-	625	3eHk+611	-	15.00000
M	ZEB	954.000	-	Css	QQQ	-	11.00%	-	Svfddalf	3sXu	-	-	100	3pRj+100	-	255.00000
Z-2	YLE	22.000	-	Kq2	EE	-	42.00%	-	Mftqp	SGT	-	-	-	2.000%	2.000%	389.00000

Tranche Comments

M: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Njx W Umkc; Y-1: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Qfp B Cfkj; Z-2: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Tbu N Apgx; L: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Zqf N Fcgu; L: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Ktx D Lwgd; I: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Fum K Ashi; R: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Whi W Njje; Hed: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Liq H Muiw;

Deal Comments

Gug Whff Rxzvukj 2.00

Originator(s)

Dggwq Wagq Aqljfpxjqpf AA WWD