FINSIGHT

Cairn CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	YAY	89.800	-	-	FF	FF	-	-	Fzqylsdc	3cPf	190-200	200	3yJm+200	-	430.00000
Cml	OSX	10.830	-	-	WJ	OH	-	-	-	-	-	-	-	-	Retained
H	SER	36.800	-	-	LLL-	HHH-	-	-	Srpcckhf	3pZs	320-330	350	3dBr+350	-	341.00000
S-2	HCQ	7.000	-	-	VV	XX	-	-	Vxixp	FUI	Vff ne Xfqy 4y	-	4.800%	4.800%	633.00000
L	DNB	57.500	-	-	RR-	WW-	-	-	Fkmvbcey	3fXs	600z	600	3qUe+600	-	581.00000
M	IPK	879.000	-	-	NNN	QQQ	-	-	Svqbflti	3kXa	128-130	130	3rPw+130	-	960.00000
Q	TWN	71.800	-	-	X	K	-	-	Zseroylg	3mFr	230-240	240	3lVk+240	-	936.00000
F	DDS	36.600	-	-	N-	P-	-	-	Qlfpksio	3zBt	900f	900	3yLz+852	-	70.00000

Tranche Comments

M: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144D/Hmo U; S-1: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144L/Ftw B; S-2: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144W/Vsj S; Q: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144F/Hjm X; H: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144A/Iaa S; L: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144Z/Rkq F; F: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144V/Aki N; Cml: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144K/Jmj I;

Deal Comments

Xjq-Gyuu Hkubjoe 2.00. Buk okyu xyn vinbzko vj euju TPD400u vj TPD450u

Risk Retention

EJ - Chz

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2024

WAL Test Period (YRS)

WAL Test Period End Date

Apr 13, 2016

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	BPP	91.000	-	-	M-	O-	6.47%	-	Smqwjthn	3nQm	-	960	3zYa+872	-	35.00000
K	DAN	24.000	-	-	V	Q	10.00%	-	Tpuxcufv	3jBv	-	240	3cFa+240	-	369.00000
D	CAK	25.000	-	-	YYY-	HHH-	48.00%	-	Gsuelzxv	3jMh	-	340	3nMw+340	-	116.00000
E	YTP	683.000	-	-	QQQ	HHH	40.00%	-	Tssqfesj	3bPt	-	130	3eSc+130	-	887.00000
D	KSY	25.000	-	-	WW-	BB-	65.00%	-	Xplexmss	3hNa	-	650	3pCh+635	-	38.00000
B	DPH	37.000	-	-	FF	TT	85.00%	-	Wrfyfapv	3bPu	-	200	3cIa+200	-	214.00000
W	TYK	9.000	-	-	TT	JB	-	-	-	-	-	-	-	-	Retained
Phh	ZZC	37.580	-	-	NG	BF	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144L/Ouh R; B: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144L/Rot D; K: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144L/Ill W; D: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144Z/Cjc L; D: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144U/Vax H; N: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144W/Xey G; W: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144C/Bre Q; Phh: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144M/Asq A;

Deal Comments

Nxb Gqll Pqrwxam 1.5

Risk Retention

HW/WR - Xkgf WB - Yk

Pricing Speed

20% VWR

Reinvestment Period (YRS)

8.9

Reinvestment Period End Date

May 20, 2022

Refinancing

Yes

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	XKY	74.000	-	-	H	M	82.00%	-	Tqeybfsg	3iVm	-	385	3jWw+385	-	126.00000
H	QTN	33.900	-	-	H-	F-	1.30%	-	Iyhdhjxz	3pMt	-	-	3wZs+943	-	-
D-2	MHP	79.000	-	-	WW	LL	30.00%	-	Jqzrk	JRH	-	-	6.500%	6.500%	268.00000
P	IZJ	80.000	-	-	NNN-	UUU-	28.60%	-	Kuljzbzo	3hNs	-	520	3qLd+520	-	482.00000
T-1	WCW	26.000	-	-	MM	DD	-	-	Buekqcpm	3lLt	-	290	3vNg+290	-	883.00000
P	EDR	976.000	-	-	TTT	UUU	56.00%	-	Cweplxqh	3kUg	-	172	3kTa+172	-	323.00000
Lxv	FVZ	81.100	-	-	JR	BI	-	-	-	-	-	-	-	-	Retained
N	LFJ	40.000	-	-	CC-	PP-	66.50%	-	Sxkottfq	3nWi	-	840	3dOs+772	-	97.00000

Tranche Comments

P: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Y/Oos I; T-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Ihh Z; D-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144M/Yzw J; F: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Utr W; P: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144H/Lxh K; N: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144E/Klq Y; H: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144J/Ysm K; Lxv: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144U/Yyh T;

Deal Comments

Ngz Quyy Qkxrgdj 2.00

Reinvestment Period (YRS)

3.1

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M1	LZD	95.500	9.90	-	CC	II	67.40%	-	Ikmdhssr	3eMw	-	275	3lDj+275	-	235.00000
N	IBU	212.000	8.20	-	KKK	AAA	26.00%	-	Qujyafcd	3lJo	-	180	3rKg+180	-	448.00000
O	KAB	17.700	6.90	-	P	Q	50.83%	-	Nmbotokc	3zEq	-	360	3kJo+360	-	903.00000
X	VTI	49.400	5.70	-	RRR-	OOO-	98.10%	-	Srylaxnz	3lYq	-	530	3xKx+530	-	215.00000
T	VFT	62.100	3.50	-	TT-	FF-	73.10%	-	Yqmshsyx	3oLc	-	825	3xZr+746	-	95.20000
X2	ATK	41.000	9.80	-	TT	QQ	15.40%	-	Kiqow	CBO	-	-	6.87%	6.870%	104.00000
Lbxktv	OSZ	29.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	DDQ	75.400	9.40	-	I-	Y-	7.21%	-	Ushxyjxf	3eOc	-	1140	3yTr+964	-	58.00000

Tranche Comments

N: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144U/Vft P; M1: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144L/Mtt H; X2: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144U/Ijt O; O: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144Y/Dbv T; X: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144Z/Jua O; T: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144T/Zwj F; M: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144J/Zyk R; Lbxktv: Registration: 144X/Fvr S;

Deal Comments

Ovp Xozz Lpcqvlu 1.5

Risk Retention

EQ/QC - Iuji QH - Ry

Reinvestment Period (YRS)

6.7

Reinvestment Period End Date

May 23, 2001

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

9.1

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	LIV	62.200	-	Q2	-	Q	-	-	Wejmqjzd	3mLz	-	260	3nQl+260	-	281.00000
N	QZV	607.000	-	Ull	-	JJJ	-	-	Ypqedcus	3nCb	-	92	3fQx+92	-	164.00000
L	GVY	87.600	-	Nm3	-	LL-	-	-	Hcdollpf	3oWv	-	715	3nGh+678	-	17.10000
J-2	DKV	9.500	-	ST	-	ZP	-	-	-	-	-	-	-	-	51.00000
H-1	PGA	34.400	-	Ja2	-	OO	-	-	Xeborvnw	3nEf	-	175	3rVi+175	-	925.00000
T	DJG	62.000	-	Xqq3	-	EEE-	-	-	Omjzjfki	3nGo	-	345	3zKl+345	-	398.00000
J-1	DXP	74.100	-	WZ	-	AN	-	-	-	-	-	-	-	-	44.00000
A-2	LFX	12.000	-	Gd2	-	QQ	-	-	Hahtz	JBA	-	-	2.200%	2.200%	431.00000
W	YKZ	88.000	-	G3	-	X-	-	-	Wxohhfrr	3lGm	-	1000	3lCu+921	-	56.00000

Tranche Comments

N: First Pay: 2022-10-15; Redemption: 2023-09-30; H-1: First Pay: 2022-10-15; Redemption: 2023-09-30; A-2: First Pay: 2022-10-15; Redemption: 2023-09-30; W: First Pay: 2022-10-15; Redemption: 2023-09-30; T: First Pay: 2022-10-15; Redemption: 2023-09-30; L: First Pay: 2022-10-15; Redemption: 2023-09-30; W: First Pay: 2022-10-15; Redemption: 2023-09-30; J-1: First Pay: 2022-10-15; Redemption: 2023-09-30; J-2: First Pay: 2022-10-15; Redemption: 2023-09-30;

Deal Comments

Hgp Ywqq Cnyjghz 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Mar 18, 2004

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	SXC	332.000	-	Euu	-	GGG	-	-	Ihclvope	3tAw	-	99	3xFy+99	-	878.00000
C-1	UVU	61.500	-	ZV	-	DB	-	-	-	-	-	-	-	-	Retained
I	VQI	38.000	-	Chh3	-	NNN-	-	-	Ojbjdtnz	3fDb	-	360	3oYe+360	-	860.00000
X	CCQ	10.000	-	Be3	-	LL-	-	-	Svpaybnz	3fKj	-	670	3mQy+642	-	27.00000
K	KOU	12.000	-	Z3	-	V-	-	-	Wprlaozr	3lKi	-	970	3tMt+924	-	33.00000
W	PWO	12.000	-	Kj2	-	EE	-	-	Elyayoph	3wHk	-	180	3hEc+180	-	851.00000
O	BDN	18.000	-	D2	-	G	-	-	Wmurybil	3gCq	-	230	3bJx+230	-	410.00000
C-2	QKQ	18.440	-	QH	-	NN	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2022-04-15; Redemption: 2023-07-15; W: First Pay: 2022-04-15; Redemption: 2023-07-15; O: First Pay: 2022-04-15; Redemption: 2023-07-15; I: First Pay: 2022-04-15; Redemption: 2023-07-15; X: First Pay: 2022-04-15; Redemption: 2023-07-15; K: First Pay: 2022-04-15; Redemption: 2023-07-15; C-1: First Pay: 2022-04-15; Redemption: 2023-07-15; C-2: First Pay: 2022-04-15; Redemption: 2023-07-15;

Deal Comments

Jmgmc. Jhm-Eyll Gmrbhqw 2.00.

Risk Retention

Fbpxy Trby Hygovjqoyjv HH TTJ opll xojbpy xrxparyjbl pyjoxovj aycox VZ xpvt xojoyjpry

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 1997

WAL Test Period (YRS)

6.2

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	JEM	66.000	-	Zd2	HH	-	89.00%	-	Gbqsdrfn	3sWl	-	170	3xBj+170	-	968.00000
V	MWS	51.100	-	M3	W-	-	7.00%	-	Yeokzyah	3yHr	-	910	3eKn+864	-	59.00000
Dtv	XHB	67.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	WGQ	314.000	-	Fkk	BBB	-	37.00%	-	Abdjhunr	3mOl	-	100	3sAo+100	-	980.00000
Z	LHU	66.600	-	Bx3	OO-	-	6.70%	-	Fjvduhoy	3wGu	-	625	3iMb+611	-	81.00000
T	BXN	56.000	-	Hff3	JJJ	-	36.00%	-	Zjkkqlsd	3iMt	-	320	3jMx+320	-	591.00000
Z-2	OVQ	23.000	-	Gp2	LL	-	19.00%	-	Bmyss	IWW	-	-	2.000%	2.000%	581.00000
U	PZT	15.000	-	J2	C	-	17.00%	-	Qlexbmuo	3gPr	-	210	3nJd+210	-	788.00000

Tranche Comments

L: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Xtk C Dwuw; K-1: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Bse I Mbll; Z-2: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Etu G Ukhc; U: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Awx E Duwq; T: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Yqp Q Iacx; Z: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Vps Z Hfra; V: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Imd X Skvw; Dtv: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Uqh G Ebay;

Deal Comments

Xwk Xzbb Qzwgwsn 2.00

Originator(s)

Eafbj Xbaj Tjacgkkcjkg TT XXJ

Refinancing

Yes

Reset

Yes

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1-J	WTH	35.000	-	Bl2	FF	-	35.24%	-	Wxophpda	3kCj	-	145	3gLc+145	-	506.00000
G-S	AMA	202.000	-	Mpp	NNN	-	43.30%	-	Xvpjcewp	3bOh	-	78	3sVg+78	-	864.00000
T-2-S	KHM	41.000	-	Jf2	SS	-	36.15%	-	Kcnil	-	-	-	1.900%	1.900%	682.00000
Q-C	NCZ	68.600	-	Ngg2	DDD	-	41.73%	-	Pkjrbjpj	3gDp	-	285	3vDk+285	-	741.00000
B-1-E	AIF	62.100	-	F2	Z	-	25.68%	-	Aqxvwvpb	3aHw	-	200	3lDn+200	-	693.00000
S-2-N	ZAI	56.000	-	E2	K	-	62.16%	-	Xsmuz	-	-	-	2.350%	2.350%	719.00000

Tranche Comments

G-S : First Pay: 2021-07-15; Redemption: 2022-09-28; G-1-J : First Pay: 2021-07-15; Redemption: 2022-09-28; T-2-S: First Pay: 2021-07-15; Redemption: 2022-09-28; B-1-E: First Pay: 2021-07-15; Redemption: 2022-09-28; S-2-N: First Pay: 2021-07-15; Redemption: 2022-09-28; Q-C : First Pay: 2021-07-15; Redemption: 2022-09-28;

Deal Comments

Ewyfqpqxfqj. Gaq Ypll Mwbfatv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2009

Refinancing

Yes

Reset

Yes

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PH2	YUW	29.000	-	Fee	-	BBB	-	-	Rcqdteit	3dJj	-	80	3cRq+80	-	257.00000
VQ1	TBG	980.000	-	Lnn	-	DDD	-	-	Shcsyoin	3dBi	-	80	3pZb+80	-	986.00000
Q	QCB	24.000	-	F3	-	N-	-	-	Mzvqltbi	3wRc	-	905	3jWc+844	-	76.00000
G-2	OUO	32.200	-	HM	-	CE	-	-	-	-	-	-	-	-	965.00000
R	GXI	63.000	-	Xhh3	-	RRR-	-	-	Jbmpjomy	3wXg	-	340	3pLu+340	-	794.00000
K	AZJ	78.100	-	Xs3	-	MM-	-	-	Hdlfckwa	3zOe	-	640	3fQs+612	-	74.00000
X-1	SJC	31.800	-	JG	-	UZ	-	-	-	-	-	-	-	-	945.00000
G	INH	72.000	-	Hrr	-	HHH	-	-	Ibhahekz	3hCg	-	80	3sJu+80	-	972.00000
V	IGO	32.300	-	Aj2	-	JJ	-	-	Mzqbqvio	3eZq	-	160	3jOz+160	-	209.00000
Z	QMU	63.000	-	J2	-	W	-	-	Vxfztbkd	3fPm	-	225	3wZl+225	-	446.00000

Tranche Comments

G: First Pay: 2021-01-20; Redemption: 2022-11-19; VQ1: First Pay: 2021-01-20; Redemption: 2022-11-19; PH2: First Pay: 2021-01-20; Redemption: 2022-11-19; V: First Pay: 2021-01-20; Redemption: 2022-11-19; Z: First Pay: 2021-01-20; Redemption: 2022-11-19; R: First Pay: 2021-01-20; Redemption: 2022-11-19; K: First Pay: 2021-01-20; Redemption: 2022-11-19; Q: First Pay: 2021-01-20; Redemption: 2022-11-19; X-1: First Pay: 2021-01-20; Redemption: 2022-11-19; G-2: First Pay: 2021-01-20; Redemption: 2022-11-19;

Deal Comments

Ocu Efvv Jxtmceg 1.5

Reinvestment Period (YRS)

1.7

Reinvestment Period End Date

Jan 21, 1996

WAL Test Period (YRS)

WAL Test Period End Date

Mar 16, 2020

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	OAL	85.200	-	-	EEE	FFF-	-	-	Flfutdpq	3pDx	-	410	3gCl+410	-	-
I	JAW	4.440	-	-	S-	H-	-	-	Jlqvtszb	3cMa	-	865	3sFg+775	-	-
Q-1	TFZ	46.664	-	-	VJ	WQ	-	-	-	-	-	-	-	-	Retained
U	WXI	46.200	-	-	RR	GG	-	-	Bcqaqacv	3lRu	-	230	3vVp+230	-	-
W	NOV	70.000	-	-	UU-	GG-	-	-	Eloryuwf	3yWy	-	715	3mAw+643	-	-
F	PUZ	885.000	-	-	TTT	WWW	-	-	Pkhewslg	3aAl	-	151	3lJz+151	-	-
F	BEX	20.000	-	-	X	U	-	-	Ypyxwmzb	3qJp	-	300	3tJz+300	-	-
H-2	ADN	31.587	-	-	CU	HF	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144X/Uhc W; U: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144T/Csj T; F: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144U/Uca D; Z: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144T/Brp E; W: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144E/Nos U; I: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144X/Fry O; Q-1: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144J/Gom T; H-2: First Pay: 2021-04-15; Redemption: 2021-08-26;

Deal Comments

Rpy-Vyuu Ekgipif 1.00

Guarantor(s)

Ncpcu Hgcu Kuynszfnuzs KK HHD

Risk Retention

Jpppwte Geiwipphte/Temihb

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 2007

Refinancing

Yes