Cairn CLO DAC (CRNCL) XII(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR244.000-Aaa-AAA--Floating3mEu-993mEu+99-100.00000
BEUR44.000-Aa2-AA--Floating3mEu-1803mEu+180-100.00000
CEUR24.000-A2-A--Floating3mEu-2303mEu+230-100.00000
DEUR29.000-Baa3-BBB---Floating3mEu-3603mEu+360-100.00000
EEUR20.000-Ba3-BB---Floating3mEu-6703mEu+642-98.00000
FEUR12.000-B3-B---Floating3mEu-9703mEu+924-97.00000
M-1EUR20.100-NR-NR--------Retained
M-2EUR15.150-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
Reset
Yes
WAL Test Period (YRS)
8.5