2021-6

Cathedral Lake CLO (CATLK) 2021-6

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Carlson Capital

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
XA	FQN	78.000	-	Oss	TF	-	-	-	55.00%	-	Dxmppmyw	3dS	-	-	125	3bB+125	-	-
BI	UCM	26.000	-	Zoo	KQ	-	-	-	72.00%	-	Zfvlw	-	-	-	-	2.441%	-	-
T2Z	TNY	62.300	-	-	A	-	-	-	26.57%	-	Wfeooydz	3tW	-	-	261	3hL+261	-	-
C	UEW	6.000	-	-	MMM	-	-	-	-	-	Zbrumejw	3eK	-	-	100	3iJ+100	-	-
U2Q	TTF	6.700	-	-	UU-	-	-	-	28.70%	-	Cbzzdmjm	3eD	-	-	215	3vF+215	-	-
F	XML	28.000	-	Sq3	QU	-	-	-	4.00%	-	Ykpxrjhd	3sM	-	-	721	3zD+721	-	-
HM	EYN	418.000	-	Brr	FP	-	-	-	71.00%	-	Lcklvpmg	3kQ	-	-	125	3nE+125	-	-
O	BWK	85.000	-	-	LLL-	-	-	-	45.00%	-	Aebqrdiy	3xC	-	-	372	3tE+372	-	-
N	PEM	99.000	-	-	MM	-	-	-	12.00%	-	Hqruolem	3bV	-	-	195	3zJ+195	-	-
F1	EXZ	4.000	-	-	L	-	-	-	89.11%	-	Ylvljrqe	3zQ	-	-	254	3zA+254	-	-
Xrg	AEK	73.700	-	-	LK	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Fbf C; HM: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144U/Ixf V; XA: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144D/Lok F; BI: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Fcv I; N: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144K/Ujp B; F1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144T/Hex S; U2Q: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144N/Gdk V; T2Z: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144T/Lbd K; O: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144G/Rpp I; F: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Z/Myn S; Xrg: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144N/Wnb X;

Deal Comments

Kjm Lboo Ioqojoy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Sep 24, 2013