| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 244.000 | - | Aaa | - | AAA | - | - | Floating | 3mEu | - | 99 | 3mEu+99 | - | 100.00000 |
| B | EUR | 44.000 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 180 | 3mEu+180 | - | 100.00000 |
| C | EUR | 24.000 | - | A2 | - | A | - | - | Floating | 3mEu | - | 230 | 3mEu+230 | - | 100.00000 |
| D | EUR | 29.000 | - | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 360 | 3mEu+360 | - | 100.00000 |
| E | EUR | 20.000 | - | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 670 | 3mEu+642 | - | 98.00000 |
| F | EUR | 12.000 | - | B3 | - | B- | - | - | Floating | 3mEu | - | 970 | 3mEu+924 | - | 97.00000 |
| M-1 | EUR | 20.100 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| M-2 | EUR | 15.150 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-07-15;
B: First Pay: 2022-04-15; Redemption: 2023-07-15;
C: First Pay: 2022-04-15; Redemption: 2023-07-15;
D: First Pay: 2022-04-15; Redemption: 2023-07-15;
E: First Pay: 2022-04-15; Redemption: 2023-07-15;
F: First Pay: 2022-04-15; Redemption: 2023-07-15;
M-1: First Pay: 2022-04-15; Redemption: 2023-07-15;
M-2: First Pay: 2022-04-15; Redemption: 2023-07-15;
Deal Comments
Reset. Non-Call Period: 2.00.
Risk Retention
Cairn Loan Investments II LLP will retain horizontal interest under EU risk retention
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026