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
B	HBX	5.000	-	-	GGG	-	-	-	-	-	Hevhpclh	3aL	-	100	3bV+100	-	-
XQ	ICH	772.000	-	Gww	WM	-	-	-	87.00%	-	Vyzvulwz	3kP	-	125	3xM+125	-	-
BT	RGV	31.000	-	Bii	MO	-	-	-	86.00%	-	Clvjrjwc	3eE	-	125	3bT+125	-	-
U1	BQI	2.000	-	-	S	-	-	-	95.26%	-	Jidwtbik	3mI	-	254	3mE+254	-	-
I	GXU	76.000	-	Wj3	YF	-	-	-	8.00%	-	Eqksfeet	3yO	-	721	3tR+721	-	-
K	BGK	32.000	-	-	SSS-	-	-	-	69.00%	-	Jzycqjal	3vM	-	372	3kQ+372	-	-
CG	HFW	10.000	-	Xmm	OV	-	-	-	90.00%	-	Ulyvk	-	-	-	2.441%	-	-
N2Z	ETI	68.800	-	-	E	-	-	-	45.58%	-	Mtvtctdy	3xV	-	261	3qN+261	-	-
E	KEM	85.000	-	-	NN	-	-	-	12.00%	-	Iwhexakm	3xA	-	195	3kN+195	-	-
D2S	FKY	8.200	-	-	TT-	-	-	-	49.12%	-	Zecjlmcx	3jM	-	215	3wD+215	-	-
Blh	UMR	69.500	-	-	ND	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144C/Unu D; XQ: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144V/Baa U; BT: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144F/Hfw N; CG: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Q/Vam L; E: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144W/Qvu D; U1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Fws L; D2S: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144D/Xot C; N2Z: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144J/Kip P; K: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Y/Azn V; I: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Bfp M; Blh: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Vmg V;

Deal Comments

Bnx Iqkk Ianznms 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2005

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 17, 2011