XIX

Cairn CLO DAC (CRNCL) XIX

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	NBH	73.800	-	-	YYY-	CCC-	-	-	Dfbqzyvi	3aBg	320-330	350	3yBe+350	-	100.00000
Z	AXY	70.900	-	-	G	D	-	-	Nfblzrnx	3jNe	230-240	240	3wTf+240	-	290.00000
N	FDB	61.700	-	-	DD-	XX-	-	-	Ruxcqedb	3tAu	600a	600	3cAm+600	-	560.00000
U	LCB	368.000	-	-	NNN	WWW	-	-	Hkqlrbmh	3kSi	128-130	130	3kCr+130	-	145.00000
T-1	ATR	37.900	-	-	TT	BB	-	-	Sbkqkjlq	3fFv	190-200	200	3lPu+200	-	531.00000
Y	WGQ	97.400	-	-	H-	J-	-	-	Xupmlbnz	3wHr	900t	900	3iPq+852	-	97.00000
Msj	JWI	85.280	-	-	AN	OY	-	-	-	-	-	-	-	-	Retained
E-2	LZR	3.000	-	-	OO	LL	-	-	Xrqzi	JPG	Fpd nx Tpmb 4l	-	4.800%	4.800%	587.00000

Tranche Comments

U: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144L/Nmd J; T-1: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144C/Uqv A; E-2: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144H/Ard M; Z: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144P/Yxc H; Q: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144N/Ewy V; N: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144F/Cqs B; Y: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144G/Ral D; Msj: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144X/Rxh G;

Deal Comments

Scp-Yccc Pyirchq 2.00. Wjy hycc icv hsvrvyh pc qico SDI400o pc SDI450o

Risk Retention

LW - Yol

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 13, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Jul 28, 2029