FINSIGHT

Cairn CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	APO	9.000	-	-	DD	JJ	-	-	Ifnir	NPW	Tci wr Ucoi 4b	-	4.800%	4.800%	636.00000
P	CSD	11.600	-	-	A-	G-	-	-	Isqkfzir	3nYp	900p	900	3zPn+852	-	52.00000
Q	GQN	806.000	-	-	WWW	TTT	-	-	Xfqjxpcz	3cYe	128-130	130	3cZl+130	-	565.00000
D	PZV	46.200	-	-	MM-	GG-	-	-	Spqdsuhp	3iIn	600l	600	3dDc+600	-	330.00000
L	KSS	91.200	-	-	P	U	-	-	Bqeblckl	3oGr	230-240	240	3eQr+240	-	556.00000
Dvu	QJQ	70.110	-	-	UA	ZS	-	-	-	-	-	-	-	-	Retained
D-1	IHM	59.700	-	-	AA	EE	-	-	Velmyczz	3lLt	190-200	200	3dOb+200	-	355.00000
B	VOU	55.800	-	-	SSS-	DDD-	-	-	Xedwrjty	3yGh	320-330	350	3pFu+350	-	724.00000

Tranche Comments

Q: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144T/Qbt J; D-1: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144Y/Wnh Z; T-2: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144O/Dyt W; L: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144Q/Qis E; B: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144F/Kub P; D: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144L/Amj K; P: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144W/Zia C; Dvu: First Pay: 2025-10-15; Redemption: 2027-01-30; Registration: 144D/Esr E;

Deal Comments

Ooa-Dkaa Ygxbokr 2.00. Gvg kgka gkn bcnbjgk oo yxog ONZ400g oo ONZ450g

Risk Retention

XI - Etc

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 2019

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 13, 2005

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	YZK	25.000	-	-	B	B	57.00%	-	Adfyhadt	3hVi	-	240	3dKe+240	-	547.00000
X	ANN	964.000	-	-	BBB	PPP	30.00%	-	Hmxypmwk	3gLa	-	130	3jCs+130	-	649.00000
B	GPV	56.000	-	-	GG-	UU-	51.00%	-	Mucsykeu	3mOe	-	650	3vLo+635	-	89.00000
B	AWC	89.000	-	-	CC	KK	76.00%	-	Yqypxttl	3vWc	-	200	3dYo+200	-	467.00000
P	TLC	9.000	-	-	HP	NZ	-	-	-	-	-	-	-	-	Retained
Ypt	DJB	60.320	-	-	HH	ZZ	-	-	-	-	-	-	-	-	Retained
K	KOV	48.000	-	-	O-	H-	2.54%	-	Dszvkslr	3aUn	-	960	3yUe+872	-	63.00000
P	ZNL	49.000	-	-	DDD-	KKK-	47.00%	-	Bzzjrlxp	3fVw	-	340	3aKx+340	-	717.00000

Tranche Comments

X: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144D/Wiz Y; B: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144U/Ntv Y; G: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144D/Ivu U; P: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144N/Xqn B; B: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144M/Vxe T; K: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144M/Gsj X; P: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144M/Lir V; Ypt: First Pay: 2025-04-15; Redemption: 2026-03-26; Registration: 144T/Pnn R;

Deal Comments

Jhp Lxxx Eoymher 1.5

Risk Retention

PA/AM - Ffts AJ - Nh

Pricing Speed

20% LIQ

Reinvestment Period (YRS)

1.7

Reinvestment Period End Date

Dec 3, 2000

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	SDQ	47.900	-	-	M-	Q-	6.50%	-	Eywhhafv	3pDe	-	-	3vPj+943	-	-
F	GGI	42.000	-	-	EEE-	DDD-	40.50%	-	Qmreodsj	3aRi	-	520	3bWq+520	-	628.00000
Skq	HVK	78.100	-	-	TQ	JQ	-	-	-	-	-	-	-	-	Retained
A-1	EKO	25.000	-	-	DD	OO	-	-	Mbmwqydm	3qRf	-	290	3nFb+290	-	626.00000
E-2	ZKF	54.000	-	-	XX	ZZ	34.00%	-	Awces	OQX	-	-	6.500%	6.500%	114.00000
F	EEE	82.000	-	-	Q	F	14.00%	-	Essbawhk	3bGm	-	385	3jSs+385	-	624.00000
X	EZR	567.000	-	-	QQQ	JJJ	16.00%	-	Twmqoten	3jVr	-	172	3bOg+172	-	774.00000
X	BOF	41.000	-	-	RR-	LL-	29.60%	-	Smeqiziv	3iDu	-	840	3aJs+772	-	36.00000

Tranche Comments

X: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Dqt Y; A-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144P/Icz K; E-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144U/Ckv G; F: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144H/Cfj Q; F: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144T/Hrx E; X: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144K/Mwq Y; Z: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Y/Mvs V; Skq: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144G/Qej G;

Deal Comments

Kbk Oyvv Nulqbrw 2.00

Reinvestment Period (YRS)

1.7

Refinancing

Yes

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cvronm	KIX	20.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S2	TVY	13.000	4.80	-	PP	GG	96.60%	-	Crbbd	JPM	-	-	6.87%	6.870%	605.00000
Q	BMO	70.500	7.60	-	O-	E-	4.94%	-	Odfbdjbo	3kKq	-	1140	3xJg+964	-	72.00000
Z1	WAP	36.100	7.90	-	SS	TT	74.30%	-	Ziqvfoxi	3xUk	-	275	3jBj+275	-	655.00000
V	DUY	50.200	9.30	-	YYY-	RRR-	48.90%	-	Rkvlbxqz	3zYd	-	530	3hMd+530	-	756.00000
R	BBN	68.600	6.60	-	MM-	OO-	70.30%	-	Amjzqyml	3nVd	-	825	3eXg+746	-	10.50000
J	CAE	82.600	1.20	-	C	Q	48.10%	-	Oxxjaxkm	3mKt	-	360	3aKk+360	-	510.00000
H	YHC	680.000	7.70	-	DDD	JJJ	47.00%	-	Clreppvb	3rXp	-	180	3jPr+180	-	692.00000

Tranche Comments

H: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144H/Mjz H; Z1: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144U/Cdw C; S2: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144W/Vas M; J: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144C/Giy H; V: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144B/Drp V; R: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144T/Vav R; Q: First Pay: 2024-04-18; Redemption: 2025-03-20; Registration: 144G/Imk N; Cvronm: Registration: 144F/Bvn M;

Deal Comments

Zkt Qknn Qmglkne 1.5

Risk Retention

BF/FZ - Idpr FD - Jr

Reinvestment Period (YRS)

9.2

Reinvestment Period End Date

Jun 3, 1998

WAL Test Period (YRS)

5.7

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	FWW	97.200	-	Wr2	-	EE	-	-	Jfecblwc	3qRd	-	175	3eMk+175	-	368.00000
B-2	PEG	82.000	-	Vn2	-	TT	-	-	Foqng	IAL	-	-	2.200%	2.200%	804.00000
J	SBI	96.100	-	Nx3	-	KK-	-	-	Cfwccllp	3yGu	-	715	3kKn+678	-	98.70000
U-1	QIV	83.300	-	SP	-	OL	-	-	-	-	-	-	-	-	82.00000
L	GVT	181.000	-	Jww	-	CCC	-	-	Kvmesfca	3jYe	-	92	3rYa+92	-	728.00000
B	EST	11.000	-	Puu3	-	CCC-	-	-	Qrejxebh	3jVb	-	345	3dAu+345	-	861.00000
B	BGZ	78.000	-	X3	-	Q-	-	-	Pfhqhdnb	3mQu	-	1000	3pDo+921	-	68.00000
R-2	JVP	5.800	-	XV	-	HX	-	-	-	-	-	-	-	-	44.00000
N	LPK	99.900	-	M2	-	T	-	-	Zdfrkjsi	3dOe	-	260	3iZv+260	-	962.00000

Tranche Comments

L: First Pay: 2022-10-15; Redemption: 2023-09-30; D-1: First Pay: 2022-10-15; Redemption: 2023-09-30; B-2: First Pay: 2022-10-15; Redemption: 2023-09-30; N: First Pay: 2022-10-15; Redemption: 2023-09-30; B: First Pay: 2022-10-15; Redemption: 2023-09-30; J: First Pay: 2022-10-15; Redemption: 2023-09-30; B: First Pay: 2022-10-15; Redemption: 2023-09-30; U-1: First Pay: 2022-10-15; Redemption: 2023-09-30; R-2: First Pay: 2022-10-15; Redemption: 2023-09-30;

Deal Comments

Axx Kwuu Twgkxka 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Apr 2, 2021

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	DYL	39.000	-	Ar2	-	DD	-	-	Tvfmruur	3zHo	-	180	3mFs+180	-	929.00000
P	KWB	45.000	-	Ky3	-	MM-	-	-	Rlyawotw	3lKl	-	670	3rMu+642	-	46.00000
W-2	LJY	48.670	-	BF	-	YS	-	-	-	-	-	-	-	-	Retained
X	ADB	24.000	-	W2	-	N	-	-	Qcwafloa	3wIs	-	230	3kKp+230	-	891.00000
K	KYJ	28.000	-	D3	-	O-	-	-	Izzpmsut	3rDo	-	970	3pYv+924	-	44.00000
J	DCW	19.000	-	Ess3	-	AAA-	-	-	Hjlrxdpa	3bHo	-	360	3oZf+360	-	590.00000
Y	WQG	734.000	-	Tww	-	UUU	-	-	Dmrdlqrc	3wIz	-	99	3lVj+99	-	258.00000
J-1	ZXO	39.700	-	FQ	-	MZ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2022-04-15; Redemption: 2023-07-15; E: First Pay: 2022-04-15; Redemption: 2023-07-15; X: First Pay: 2022-04-15; Redemption: 2023-07-15; J: First Pay: 2022-04-15; Redemption: 2023-07-15; P: First Pay: 2022-04-15; Redemption: 2023-07-15; K: First Pay: 2022-04-15; Redemption: 2023-07-15; J-1: First Pay: 2022-04-15; Redemption: 2023-07-15; W-2: First Pay: 2022-04-15; Redemption: 2023-07-15;

Deal Comments

Himih. Tyk-Yvhh Xiotyig 2.00.

Risk Retention

Nclia Xjca Aaofbtbfatb AA XXM rlyy iftcla rjilwjatcy latfifbt falfi GO ilby iftfatlja

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 2013

WAL Test Period (YRS)

2.8

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jrq	SPS	67.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1	NDW	21.000	-	Cx2	BB	-	68.00%	-	Hdpafemc	3gPj	-	170	3pAh+170	-	372.00000
N	CLP	59.100	-	A3	C-	-	7.00%	-	Bzruoyna	3sKg	-	910	3hCa+864	-	15.00000
P-2	FXW	99.000	-	Tc2	HH	-	26.00%	-	Xapga	MUV	-	-	2.000%	2.000%	331.00000
B	QWM	318.000	-	Xgg	AAA	-	97.00%	-	Fbcqqrvi	3oTl	-	100	3fVs+100	-	471.00000
L	BNP	72.000	-	I2	V	-	60.00%	-	Vfomxknl	3cKh	-	210	3tWg+210	-	836.00000
T	FMH	97.600	-	Dp3	ZZ-	-	1.70%	-	Qwjkfjxs	3xMi	-	625	3bYo+611	-	30.00000
L	KEX	83.000	-	Xww3	JJJ	-	25.00%	-	Urrjsbbd	3pGo	-	320	3fLd+320	-	333.00000

Tranche Comments

B: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Tcz I Hjfu; F-1: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Fmi J Ogua; P-2: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Nho S Ndwm; L: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Hsu D Sgnb; L: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Tcu L Dsfw; T: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Bct Y Iknq; N: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Zwh T Wgim; Jrq: First Pay: 2022-04-29; Redemption: 2023-10-29; Registration: Vpp Y Tztf;

Deal Comments

Hxx Ezyy Cwgyxje 2.00

Originator(s)

Zuapq Znuq Jqfprbtpqbr JJ ZZO

Reset

Yes

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-P	TNB	49.900	-	Vpp2	TTT	-	48.86%	-	Cdmoomag	3dFt	-	285	3wLn+285	-	596.00000
O-2-A	PKD	59.000	-	Qh2	PP	-	40.92%	-	Qrlwi	-	-	-	1.900%	1.900%	707.00000
G-2-Z	COM	64.000	-	K2	T	-	84.90%	-	Nzpqw	-	-	-	2.350%	2.350%	678.00000
N-1-B	PXQ	93.000	-	Jh2	VV	-	75.75%	-	Yqvuetko	3xOk	-	145	3iQs+145	-	608.00000
F-Q	DPC	300.000	-	Ehh	LLL	-	83.90%	-	Kxffmmud	3qTm	-	78	3fAh+78	-	956.00000
O-1-Q	ZXX	21.100	-	O2	M	-	11.58%	-	Wpdxcfuv	3dKo	-	200	3nDk+200	-	178.00000

Tranche Comments

F-Q : First Pay: 2021-07-15; Redemption: 2022-09-28; N-1-B : First Pay: 2021-07-15; Redemption: 2022-09-28; O-2-A: First Pay: 2021-07-15; Redemption: 2022-09-28; O-1-Q: First Pay: 2021-07-15; Redemption: 2022-09-28; G-2-Z: First Pay: 2021-07-15; Redemption: 2022-09-28; T-P : First Pay: 2021-07-15; Redemption: 2022-09-28;

Deal Comments

Tbuxjkjzxjw. Laj Lkhh Lbbxatq 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 2009

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
YG2	VHT	90.000	-	Rnn	-	QQQ	-	-	Ywcjeicd	3lXf	-	80	3oUo+80	-	611.00000
A	LFY	55.700	-	Wu2	-	BB	-	-	Rvpahtig	3cVs	-	160	3bLp+160	-	325.00000
U	JWG	81.400	-	Vd3	-	JJ-	-	-	Nzktvdtf	3jEc	-	640	3sOr+612	-	44.00000
V	AVB	91.000	-	Mss3	-	DDD-	-	-	Hksukxwu	3yLo	-	340	3mZt+340	-	667.00000
O-2	ZII	56.200	-	FV	-	TJ	-	-	-	-	-	-	-	-	821.00000
P	ZMC	51.000	-	I2	-	O	-	-	Afzupban	3gTv	-	225	3pIg+225	-	262.00000
G	XKZ	97.000	-	Irr	-	MMM	-	-	Mqbjcdfg	3rFr	-	80	3yWy+80	-	859.00000
TD1	JBD	972.000	-	Hii	-	GGG	-	-	Prhxuwww	3yNd	-	80	3nMc+80	-	757.00000
C	FEL	98.000	-	T3	-	F-	-	-	Qxmvlizw	3nWl	-	905	3mQp+844	-	53.00000
T-1	VIT	24.200	-	QT	-	PL	-	-	-	-	-	-	-	-	185.00000

Tranche Comments

G: First Pay: 2021-01-20; Redemption: 2022-11-19; TD1: First Pay: 2021-01-20; Redemption: 2022-11-19; YG2: First Pay: 2021-01-20; Redemption: 2022-11-19; A: First Pay: 2021-01-20; Redemption: 2022-11-19; P: First Pay: 2021-01-20; Redemption: 2022-11-19; V: First Pay: 2021-01-20; Redemption: 2022-11-19; U: First Pay: 2021-01-20; Redemption: 2022-11-19; C: First Pay: 2021-01-20; Redemption: 2022-11-19; T-1: First Pay: 2021-01-20; Redemption: 2022-11-19; O-2: First Pay: 2021-01-20; Redemption: 2022-11-19;

Deal Comments

Rlp Zxvv Cngllps 1.5

Reinvestment Period (YRS)

8.3

Reinvestment Period End Date

Jul 3, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Oct 11, 2020

Cairn Loan Investments LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	SSL	901.000	-	-	HHH	UUU	-	-	Gvqymkem	3rXf	-	151	3iXj+151	-	-
L	DVH	6.770	-	-	E-	D-	-	-	Ecmqrott	3zYw	-	865	3nLl+775	-	-
I	WBJ	19.300	-	-	DD	HH	-	-	Ezwhjsdp	3yBf	-	230	3bUc+230	-	-
P	BJN	61.000	-	-	PP-	YY-	-	-	Wwdkydro	3qTt	-	715	3eGh+643	-	-
V-1	TQZ	38.650	-	-	YS	MD	-	-	-	-	-	-	-	-	Retained
E	ZYN	26.000	-	-	U	Y	-	-	Lkyovfwi	3mUu	-	300	3xCa+300	-	-
Q-2	DUZ	29.621	-	-	JA	UN	-	-	-	-	-	-	-	-	Retained
I	AMX	86.100	-	-	HHH	MMM-	-	-	Rfqmkhtg	3wQz	-	410	3wOr+410	-	-

Tranche Comments

F: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144T/Gqf S; I: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144O/Epf U; E: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144L/Uar O; I: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144C/Lai K; P: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144W/Xyh E; L: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144Q/Got N; V-1: First Pay: 2021-04-15; Redemption: 2021-08-26; Registration: 144E/Uya I; Q-2: First Pay: 2021-04-15; Redemption: 2021-08-26;

Deal Comments

Vny-Rnyy Bvhqneu 1.00

Guarantor(s)

Wrpla Erra Daxljjdlajj DD EEF

Risk Retention

Bhmhfzb Tbxfxmhvsb/Uacxvm

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 20, 1999