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
K	IIF	90.000	-	X3	-	R-	-	-	Ljcqwteu	3mNb	-	-	1000	3iXp+921	-	67.00000
X-2	ZNU	9.200	-	JD	-	XN	-	-	-	-	-	-	-	-	-	24.00000
J-1	BCC	12.600	-	Aa2	-	AA	-	-	Jxkvbzrh	3gHl	-	-	175	3hVk+175	-	480.00000
A	EOP	55.000	-	Iaa3	-	DDD-	-	-	Vkcljdfx	3eUg	-	-	345	3kNd+345	-	281.00000
L	YSR	78.900	-	Lx3	-	ZZ-	-	-	Fcwlakxd	3dHq	-	-	715	3nEv+678	-	91.50000
A	WPU	496.000	-	Qtt	-	UUU	-	-	Odpmmeam	3oBd	-	-	92	3wKw+92	-	913.00000
G-2	OGO	98.000	-	Bp2	-	TT	-	-	Nfcks	KLY	-	-	-	2.200%	2.200%	765.00000
L-1	FFA	27.100	-	YX	-	WA	-	-	-	-	-	-	-	-	-	49.00000
W	KOA	75.400	-	W2	-	I	-	-	Epklpyyk	3fZt	-	-	260	3eQy+260	-	873.00000

Tranche Comments

A: First Pay: 2022-10-15; Redemption: 2023-09-30; J-1: First Pay: 2022-10-15; Redemption: 2023-09-30; G-2: First Pay: 2022-10-15; Redemption: 2023-09-30; W: First Pay: 2022-10-15; Redemption: 2023-09-30; A: First Pay: 2022-10-15; Redemption: 2023-09-30; L: First Pay: 2022-10-15; Redemption: 2023-09-30; K: First Pay: 2022-10-15; Redemption: 2023-09-30; L-1: First Pay: 2022-10-15; Redemption: 2023-09-30; X-2: First Pay: 2022-10-15; Redemption: 2023-09-30;

Deal Comments

Quf Jpzz Sjmguxc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Jul 5, 2025