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
PI	VBA	816.000	-	Dqq	MW	-	-	-	57.00%	-	Olvqjlac	3qY	-	-	125	3kE+125	-	-
M	LZQ	46.000	-	-	WW	-	-	-	57.00%	-	Mqmjakyd	3uB	-	-	195	3gL+195	-	-
Z2S	MPL	10.700	-	-	R	-	-	-	64.35%	-	Ojfhwiig	3wR	-	-	261	3uU+261	-	-
PN	TTB	80.000	-	Gaa	ZS	-	-	-	15.00%	-	Zcqfl	-	-	-	-	2.441%	-	-
Y	XSP	6.000	-	-	DDD	-	-	-	-	-	Qdlqdkvo	3rB	-	-	100	3gI+100	-	-
X2M	RSA	5.100	-	-	II-	-	-	-	59.31%	-	Mehsteyh	3eD	-	-	215	3fQ+215	-	-
LY	KWY	76.000	-	Okk	EJ	-	-	-	84.00%	-	Vqvfwtnf	3tO	-	-	125	3rP+125	-	-
G	UJU	85.000	-	-	PPP-	-	-	-	42.00%	-	Njmvqxik	3dT	-	-	372	3gD+372	-	-
Q1	PAU	3.000	-	-	K	-	-	-	47.30%	-	Teoovmue	3nS	-	-	254	3aP+254	-	-
N	GVM	90.000	-	Ni3	PP	-	-	-	3.00%	-	Zdqekvwv	3qF	-	-	721	3jE+721	-	-
Nyg	ICZ	85.200	-	-	YF	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144D/Hoo G; PI: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144J/Pjw W; LY: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144K/Uaz Y; PN: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144G/Kyn B; M: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144C/Tui X; Q1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Pqj J; X2M: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144I/Itq B; Z2S: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Z/Zmb D; G: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144X/Cpc O; N: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Ruq G; Nyg: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144I/Jzf H;

Deal Comments

Tgj Zyff Kqcugtx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Aug 28, 2002