XVI

Cairn CLO DAC (CRNCL) XVI

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
W	GOA	940.000	-	-	UUU	BBB	68.00%	-	Wzclcusf	3dJo	-	-	172	3wTe+172	-	258.00000
B	KTP	74.000	-	-	WW-	UU-	40.80%	-	Ikloklmr	3vNd	-	-	840	3pXl+772	-	76.00000
J-1	PLK	23.000	-	-	AA	TT	-	-	Hfpbwtbf	3pOv	-	-	290	3oZb+290	-	657.00000
W-2	MNY	42.000	-	-	NN	JJ	60.00%	-	Tqhyx	KEW	-	-	-	6.500%	6.500%	251.00000
K	SQR	37.000	-	-	ZZZ-	XXX-	62.20%	-	Wwfjfpiu	3lJf	-	-	520	3dJm+520	-	526.00000
Iyj	MUV	92.500	-	-	QA	SF	-	-	-	-	-	-	-	-	-	Retained
Q	MSI	63.300	-	-	E-	S-	4.30%	-	Qcvoawin	3tBx	-	-	-	3wYx+943	-	-
Y	PHV	19.000	-	-	O	H	72.00%	-	Zojbypor	3xIk	-	-	385	3oGo+385	-	416.00000

Tranche Comments

W: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144C/Dws D; J-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144K/Due C; W-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Mwi J; Y: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Cij Q; K: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144T/Ntl Y; B: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144C/Tfd G; Q: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Jkb V; Iyj: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144I/Otq F;

Deal Comments

Aqo Dhff Wlooqle 2.00

Reinvestment Period (YRS)

5.6