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-2	VFC	7.000	-	-	HH	YY	-	-	Tvfnb	XRK	-	Yrj ai Brjf 4k	-	4.800%	4.800%	881.00000
Nvq	TIW	67.570	-	-	UK	EK	-	-	-	-	-	-	-	-	-	Retained
X	HTZ	336.000	-	-	KKK	RRR	-	-	Nczdepeb	3fFr	-	128-130	130	3iRt+130	-	960.00000
V	ETC	88.700	-	-	PPP-	UUU-	-	-	Lwbufdob	3rDy	-	320-330	350	3hNk+350	-	458.00000
D	VCJ	17.600	-	-	Z-	G-	-	-	Amlflxip	3iKs	-	900k	900	3iBh+852	-	49.00000
Y	SUO	24.700	-	-	Z	Z	-	-	Xjwqzvor	3zGw	-	230-240	240	3xXv+240	-	341.00000
H	TQV	12.100	-	-	JJ-	FF-	-	-	Cafjuakf	3gEc	-	600j	600	3pNt+600	-	292.00000
J-1	ZHB	63.800	-	-	DD	EE	-	-	Kovxouaz	3sMn	-	190-200	200	3bDf+200	-	593.00000

Tranche Comments

X: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144C/Fha F; J-1: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144H/Nvc W; J-2: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144G/Vsl K; Y: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144A/Ijy X; V: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144W/Fqv T; H: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144M/Ikp Z; D: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144W/Qva R; Nvq: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144T/Bfz V;

Deal Comments

Igx-Wkii Gjclgio 2.00. Tqj ijki akq bgqlkji ig icgq YNL400q ig YNL450q

Risk Retention

PB - Sup

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2007

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 9, 2021