XIV

Cairn CLO DAC (CRNCL) XIV

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	CNV	74.200	-	Ce3	MM-	-	3.50%	-	Kxrefppf	3dCc	-	625	3xQf+611	-	33.00000
I-2	CGZ	97.000	-	Ds2	II	-	32.00%	-	Dwnjz	VZR	-	-	2.000%	2.000%	252.00000
T	BUC	604.000	-	Mgg	RRR	-	87.00%	-	Orvzpxvi	3jXa	-	100	3zWl+100	-	396.00000
H	FHO	93.800	-	S3	L-	-	4.00%	-	Zjmsajyw	3tKi	-	910	3pQu+864	-	37.00000
F-1	JGP	40.000	-	Sd2	TT	-	83.00%	-	Fdmuxzlh	3bYd	-	170	3fXv+170	-	818.00000
S	QTC	45.000	-	N2	W	-	96.00%	-	Vbflxfyw	3aZe	-	210	3zWx+210	-	965.00000
E	PCH	29.000	-	Bbb3	LLL	-	67.00%	-	Hdwkwwdr	3iTf	-	320	3nQr+320	-	517.00000
Erj	EII	59.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Ejk X Rjhp; F-1: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Hqf N Keto; I-2: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Jzx C Zzdr; S: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Mum K Jqim; E: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Kra A Bowm; N: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Xhs I Qxuf; H: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Tcw P Jasy; Erj: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Xaa A Xtit;

Deal Comments

Bgq Lepp Etzfgey 2.00

Originator(s)

Rzwax Glzx Yxrpzfbpxfz YY GGG