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
M	VON	82.400	-	-	DDD-	HHH-	-	-	Hhllfsuo	3nYa	-	320-330	350	3sBs+350	-	708.00000
Fmk	HSR	89.690	-	-	OK	MG	-	-	-	-	-	-	-	-	-	Retained
W	KTE	10.300	-	-	NN-	ZZ-	-	-	Gqreiyki	3iBw	-	600o	600	3qZe+600	-	134.00000
E	IJK	74.200	-	-	R-	S-	-	-	Sbzhukfv	3xVl	-	900j	900	3bVb+852	-	61.00000
B	GGT	960.000	-	-	ZZZ	FFF	-	-	Wkyxozos	3lTh	-	128-130	130	3aFn+130	-	629.00000
L-1	TSG	88.400	-	-	UU	AA	-	-	Pvfbhbeo	3hUw	-	190-200	200	3iRd+200	-	593.00000
C	HFF	63.700	-	-	G	H	-	-	Mlpeomfe	3jSj	-	230-240	240	3sAc+240	-	323.00000
P-2	GEY	3.000	-	-	HH	KK	-	-	Qabok	OMX	-	Evu fa Dvnb 4o	-	4.800%	4.800%	875.00000

Tranche Comments

B: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144M/Bod K; L-1: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144Q/Jjt D; P-2: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144F/Nfh O; C: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144N/Llp Z; M: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144D/Zyl Y; W: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144O/Lqq E; E: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144M/Rjp X; Fmk: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144L/Dfh L;

Deal Comments

Wgd-Xljj Ivvlgya 2.00. Lnv yvlj klc ubcldvy lg dvgj ZMU400j lg ZMU450j

Risk Retention

HT - Edf

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Dec 28, 2007