Cairn CLO DAC (CRNCL) XV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IMZJ87.000-Sdd3-AAA---Doejvsod3iDe-3453bOw+345-773.00000
G-2TEN7.600-ZI-JK--------92.00000
T-1GKX15.300-Tn2-WW--Fkokxorl3vKm-1753cIh+175-313.00000
T-2IUB39.000-Lq2-UU--NqympELR--2.200%2.200%178.00000
SKKS13.800-Q2-M--Afyxfovc3gJl-2603oWh+260-727.00000
RJSM33.500-Rj3-KK---Oxfhapti3mYi-7153vXk+678-29.70000
FPAW365.000-Aee-KKK--Vupbbsmv3nGc-923tBq+92-682.00000
P-1OHC54.500-TR-KS--------71.00000
MSAZ70.000-O3-Q---Zydkdxwb3mSn-10003kAi+921-69.00000
Tranche Comments
F: First Pay: 2022-10-15; Redemption: 2023-09-30; T-1: First Pay: 2022-10-15; Redemption: 2023-09-30; T-2: First Pay: 2022-10-15; Redemption: 2023-09-30; S: First Pay: 2022-10-15; Redemption: 2023-09-30; I: First Pay: 2022-10-15; Redemption: 2023-09-30; R: First Pay: 2022-10-15; Redemption: 2023-09-30; M: First Pay: 2022-10-15; Redemption: 2023-09-30; P-1: First Pay: 2022-10-15; Redemption: 2023-09-30; G-2: First Pay: 2022-10-15; Redemption: 2023-09-30;
Deal Comments
Nno Thcc Yfwnnyv 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 29, 2008
WAL Test Period (YRS)
6
WAL Test Period End Date
Jan 6, 2018