Cathedral Lake CLO (CATLK) 2021-6

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD4.000--AAA-----Floating3mL-1003mL+100--
ALUSD174.000-AaaNR---35.00%-Floating3mL-1253mL+125--
ANUSD61.000-AaaNR---35.00%-Floating3mL-1253mL+125--
AFUSD25.000-AaaNR---35.00%-Fixed---2.44%--
BUSD44.000--AA---24.00%-Floating3mL-1953mL+195--
C1USD9.000--A---18.25%-Floating3mL-2543mL+254--
C2AUSD2.100--AA----23.14%-Floating3mL-2153mL+215--
C2BUSD11.900--A---18.25%-Floating3mL-2613mL+261--
DUSD25.000--BBB----12.00%-Floating3mL-3723mL+372--
EUSD16.000-Ba3NR---8.00%-Floating3mL-7213mL+721--
SubUSD37.500--NR-----------Retained
Tranche Comments
X: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S; AL: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S; AN: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S; AF: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S; B: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S; C1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S; C2A: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S; C2B: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S; D: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S; E: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S; Sub: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2026
WAL Test Period (YRS)
9
WAL Test Period End Date
May 26, 2030
Research

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