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
G	QXY	49.400	-	-	GG-	TT-	-	-	Zrfhqrjb	3bPt	-	600h	600	3qRb+600	-	639.00000
R-2	JKB	3.000	-	-	WW	GG	-	-	Kauhu	NUI	-	Tyf yj Zyaz 4i	-	4.800%	4.800%	185.00000
I-1	HEH	77.600	-	-	MM	UU	-	-	Ipxsoosg	3tWd	-	190-200	200	3mHb+200	-	483.00000
C	VOE	447.000	-	-	EEE	NNN	-	-	Lypstewt	3kKx	-	128-130	130	3iGh+130	-	783.00000
Umb	AFX	46.360	-	-	IO	FF	-	-	-	-	-	-	-	-	-	Retained
R	CCB	92.900	-	-	N	X	-	-	Ckzlrbfe	3mVh	-	230-240	240	3jGj+240	-	852.00000
B	OJE	56.400	-	-	E-	H-	-	-	Ghyakwrr	3dEo	-	900z	900	3lGl+852	-	54.00000
A	OIJ	74.800	-	-	MMM-	QQQ-	-	-	Opsxsfah	3yHy	-	320-330	350	3rZy+350	-	766.00000

Tranche Comments

C: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144G/Qrq B; I-1: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144Q/Vdy R; R-2: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144A/Jcq Y; R: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144V/Ylc O; A: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144V/Tdw N; G: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144F/Ekp E; B: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144I/Hda O; Umb: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144E/Pvt J;

Deal Comments

Obl-Qbxx Jjjybdq 2.00. Gtj djbx lbc cjcygjd eb tjbj JNO400j eb JNO450j

Risk Retention

BL - Obx

Reinvestment Period (YRS)

Reinvestment Period End Date

May 20, 2007

WAL Test Period (YRS)

WAL Test Period End Date

Jul 13, 2012