XIV

Cairn CLO DAC (CRNCL) XIV

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	VXR	62.700	-	D3	Y-	-	6.00%	-	Zyzvbvul	3wSx	-	910	3aAp+864	-	30.00000
Agb	GMP	29.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2	NHA	14.000	-	Fr2	LL	-	79.00%	-	Qqwhn	YLM	-	-	2.000%	2.000%	692.00000
X-1	FGD	43.000	-	Ll2	TT	-	36.00%	-	Odfepqms	3zPe	-	170	3zGx+170	-	170.00000
W	LKK	14.000	-	U2	X	-	65.00%	-	Lwjllfjr	3cPz	-	210	3kBl+210	-	166.00000
H	EJB	32.200	-	Xm3	DD-	-	7.70%	-	Fezpdesf	3hZl	-	625	3fHk+611	-	64.00000
G	HVD	967.000	-	Wxx	HHH	-	22.00%	-	Hmpazzfb	3hTr	-	100	3pAg+100	-	396.00000
S	TPE	27.000	-	Dxx3	ZZZ	-	89.00%	-	Qvbsfjnf	3cVn	-	320	3gBf+320	-	936.00000

Tranche Comments

G: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Abe U Zfrj; X-1: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Dtj I Zisf; F-2: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Kcv P Rcph; W: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Aqw V Zjgw; S: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Zzj U Qewz; H: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Ljg I Lqqc; B: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Kcc H Pqdu; Agb: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Dum Q Atua;

Deal Comments

Owx Lfnn Ehtpwyv 2.00

Originator(s)

Fzldp Eqzp Gpogjkogpkj GG EEM