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
H	BAH	88.700	-	F3	B-	-	2.00%	-	Tyarmqaf	3tAh	-	-	910	3bGi+864	-	75.00000
J	OLN	331.000	-	Bjj	HHH	-	83.00%	-	Apffwmnw	3eDv	-	-	100	3sHq+100	-	558.00000
Bsn	DXN	46.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	TDM	20.000	-	Em2	RR	-	66.00%	-	Afoll	QNS	-	-	-	2.000%	2.000%	267.00000
U-1	ZST	39.000	-	Am2	ZZ	-	68.00%	-	Thffrfhv	3vZw	-	-	170	3kZe+170	-	504.00000
P	YGT	66.000	-	O2	N	-	61.00%	-	Wwuwvsut	3qVz	-	-	210	3zIg+210	-	652.00000
C	POD	30.000	-	Lhh3	SSS	-	50.00%	-	Hupormtu	3yUf	-	-	320	3wRq+320	-	847.00000
J	YPJ	62.900	-	Nu3	DD-	-	5.30%	-	Geqtboxt	3yId	-	-	625	3wRq+611	-	88.00000

Tranche Comments

J: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Crb R Euvt; U-1: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Faq U Urho; K-2: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Xti W Fasm; P: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Cei N Ivhu; C: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Hki C Zogd; J: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Vuc G Hcpy; H: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Uwb S Qzbr; Bsn: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Ebc R Vaml;

Deal Comments

Hbo Kgvv Hanobyz 2.00

Originator(s)

Hbuzd Yhbd Xdlwlagwdal XX YYB