Cairn CLO DAC (CRNCL) XV

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
E	FQW	56.200	-	H2	-	Y	-	-	Qzhhrewf	3fKb	-	-	260	3cOe+260	-	324.00000
U	XHO	845.000	-	Suu	-	ZZZ	-	-	Fdvplfrn	3tCm	-	-	92	3aMl+92	-	350.00000
E-1	GJY	74.200	-	Yl2	-	DD	-	-	Pzzfpqtv	3dCi	-	-	175	3vGz+175	-	397.00000
K	BWI	67.000	-	Nee3	-	DDD-	-	-	Zqclhaoj	3bOu	-	-	345	3gFn+345	-	323.00000
C-1	PBE	32.200	-	DI	-	KN	-	-	-	-	-	-	-	-	-	56.00000
T-2	TNX	87.000	-	Zk2	-	BB	-	-	Tuzzv	KNS	-	-	-	2.200%	2.200%	369.00000
W	CEB	83.000	-	P3	-	J-	-	-	Clouxfnk	3iOi	-	-	1000	3dYw+921	-	39.00000
T	GDG	11.800	-	Wy3	-	QQ-	-	-	Jyqdovow	3yTq	-	-	715	3eKh+678	-	60.50000
S-2	PIB	9.400	-	GB	-	IN	-	-	-	-	-	-	-	-	-	49.00000

Tranche Comments

U: First Pay: 2022-10-15; Redemption: 2023-09-30; E-1: First Pay: 2022-10-15; Redemption: 2023-09-30; T-2: First Pay: 2022-10-15; Redemption: 2023-09-30; E: First Pay: 2022-10-15; Redemption: 2023-09-30; K: First Pay: 2022-10-15; Redemption: 2023-09-30; T: First Pay: 2022-10-15; Redemption: 2023-09-30; W: First Pay: 2022-10-15; Redemption: 2023-09-30; C-1: First Pay: 2022-10-15; Redemption: 2023-09-30; S-2: First Pay: 2022-10-15; Redemption: 2023-09-30;

Deal Comments

Fkj Tpcc Seomkfw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 2001

WAL Test Period (YRS)

WAL Test Period End Date

May 6, 2023