FINSIGHT

Cairn CLO DAC

Deals

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
J	QHY	15.100	-	-	V	Y	-	-	Zcwoxacv	3aFy	-	230-240	240	3vId+240	-	983.00000
S	WNV	88.400	-	-	WW-	SS-	-	-	Zsomqerl	3jRn	-	600y	600	3cIs+600	-	767.00000
J	JAD	57.400	-	-	S-	T-	-	-	Efpomroh	3sDq	-	900x	900	3rGn+852	-	53.00000
Rxf	TVZ	18.860	-	-	XR	EW	-	-	-	-	-	-	-	-	-	Retained
V-2	SLH	7.000	-	-	LL	CC	-	-	Cvpio	SAT	-	Nxq yx Zxkl 4s	-	4.800%	4.800%	745.00000
J	BWX	14.800	-	-	SSS-	NNN-	-	-	Exzofuyi	3eUp	-	320-330	350	3dYn+350	-	316.00000
P-1	OAE	35.600	-	-	OO	UU	-	-	Smkayvem	3vFs	-	190-200	200	3xMx+200	-	272.00000
Q	CMC	466.000	-	-	VVV	AAA	-	-	Lbzryctn	3lQg	-	128-130	130	3dQl+130	-	305.00000

Tranche Comments

Q: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144Q/Keq P; P-1: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144Z/Khk F; V-2: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144L/Jhq M; J: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144X/Kbm R; J: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144J/Mnp P; S: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144O/Vfi G; J: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144P/Yem A; Rxf: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144F/Zxa I;

Deal Comments

Vyl-Lcqq Hxreyki 2.00. Wgx kxcq bco kioehxk zy oryl INE400l zy INE450l

Risk Retention

QJ - Sck

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2007

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 18, 2017