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
R-1	EMX	81.500	-	Ad2	-	WW	-	-	Ghyqyjql	3sJr	-	-	175	3qSz+175	-	851.00000
I-2	PDN	1.100	-	NK	-	CC	-	-	-	-	-	-	-	-	-	25.00000
W	OTO	24.600	-	J2	-	R	-	-	Wbsrfzlq	3tDg	-	-	260	3pAx+260	-	936.00000
V	FNC	94.800	-	Ns3	-	GG-	-	-	Jlqxuvth	3qWu	-	-	715	3tEz+678	-	22.30000
L	OWE	34.000	-	J3	-	T-	-	-	Xyedrcqx	3mFk	-	-	1000	3yNz+921	-	82.00000
L	JAE	449.000	-	Chh	-	LLL	-	-	Jyvqttcz	3xJt	-	-	92	3gYv+92	-	192.00000
W	WYA	44.000	-	Jbb3	-	JJJ-	-	-	Xujqvxbs	3aOt	-	-	345	3lTk+345	-	566.00000
H-1	KCB	46.100	-	IP	-	YZ	-	-	-	-	-	-	-	-	-	88.00000
E-2	XMQ	37.000	-	Kr2	-	CC	-	-	Xgxrz	MMJ	-	-	-	2.200%	2.200%	283.00000

Tranche Comments

L: First Pay: 2022-10-15; Redemption: 2023-09-30; R-1: First Pay: 2022-10-15; Redemption: 2023-09-30; E-2: First Pay: 2022-10-15; Redemption: 2023-09-30; W: First Pay: 2022-10-15; Redemption: 2023-09-30; W: First Pay: 2022-10-15; Redemption: 2023-09-30; V: First Pay: 2022-10-15; Redemption: 2023-09-30; L: First Pay: 2022-10-15; Redemption: 2023-09-30; H-1: First Pay: 2022-10-15; Redemption: 2023-09-30; I-2: First Pay: 2022-10-15; Redemption: 2023-09-30;

Deal Comments

Yih Zygg Aukqiif 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 2020

WAL Test Period (YRS)

WAL Test Period End Date

May 7, 2015