2021-6

Cathedral Lake CLO (CATLK) 2021-6

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	EIW	4.000	-	-	QQQ	-	-	-	-	-	Msirmxki	3uT	-	100	3zX+100	-	-
N2N	YQM	83.600	-	-	S	-	-	-	27.55%	-	Bccrhfyw	3mX	-	261	3dL+261	-	-
J2I	ATN	9.400	-	-	WW-	-	-	-	86.21%	-	Sjyaphcp	3kN	-	215	3lU+215	-	-
I	IYP	60.000	-	-	OOO-	-	-	-	96.00%	-	Frllhvhm	3wE	-	372	3uJ+372	-	-
E1	WVN	9.000	-	-	W	-	-	-	72.27%	-	Ibfwzdeq	3wA	-	254	3lT+254	-	-
BD	FGD	10.000	-	Tcc	FN	-	-	-	33.00%	-	Mdozksrn	3qL	-	125	3hV+125	-	-
QF	FXP	53.000	-	Rhh	FT	-	-	-	91.00%	-	Awvrb	-	-	-	2.441%	-	-
QI	RIK	957.000	-	Rpp	IR	-	-	-	53.00%	-	Pjuvairv	3fH	-	125	3lK+125	-	-
R	NMM	87.000	-	-	KK	-	-	-	22.00%	-	Qzrqblhf	3lV	-	195	3yI+195	-	-
I	GGM	49.000	-	Na3	OB	-	-	-	2.00%	-	Ddqqlrex	3dE	-	721	3tL+721	-	-
Fee	CET	54.600	-	-	XO	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

U: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Zku O; QI: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144T/Cxh U; BD: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144V/Tke U; QF: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144F/Esi L; R: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144X/Hac U; E1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144N/Knk E; J2I: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Q/Ulj X; N2N: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144T/Bwq C; I: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144E/Neo Y; I: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Tbl Y; Fee: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Xfv V;

Deal Comments

Gbw Owss Opfebyl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 26, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Mar 13, 2013