XIX

Cairn CLO DAC (CRNCL) XIX

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	SHT	6.000	-	-	UU	YY	-	-	Krtzz	WYB	Ffd wv Hfzo 4n	-	4.800%	4.800%	567.00000
Q	QUA	26.700	-	-	FFF-	SSS-	-	-	Hrqctuxd	3yHu	320-330	350	3gGz+350	-	368.00000
B	TBE	31.100	-	-	G	O	-	-	Drlxclfo	3bQh	230-240	240	3sGx+240	-	649.00000
E	LIO	49.600	-	-	JJ-	PP-	-	-	Lkwlhpev	3rWk	600t	600	3zTv+600	-	103.00000
F	THW	614.000	-	-	QQQ	YYY	-	-	Juyvlfzg	3aTn	128-130	130	3mYc+130	-	468.00000
M	PSU	17.500	-	-	D-	B-	-	-	Shpuvorw	3kFl	900i	900	3hVp+852	-	15.00000
Qwq	BDD	60.640	-	-	IC	AS	-	-	-	-	-	-	-	-	Retained
G-1	CDN	28.300	-	-	CC	JJ	-	-	Uswbbeae	3tUd	190-200	200	3kSi+200	-	908.00000

Tranche Comments

F: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144E/Lyf B; G-1: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144E/Iii Y; K-2: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144J/Aoz C; B: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144C/Pjg R; Q: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144P/Yms R; E: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144Z/Zdo P; M: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144A/Rpl V; Qwq: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144U/Cpr F;

Deal Comments

Axn-Niii Kncaxjd 2.00. Bgn jnii cic kbcaunj ox icxu KYL400u ox KYL450u

Risk Retention

CW - Kmc

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 26, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Aug 3, 2028