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
E2C	IKL	55.400	-	-	G	-	-	-	76.65%	-	Tdhrhkme	3wY	-	261	3fR+261	-	-
ZK	MLE	96.000	-	Evv	DI	-	-	-	15.00%	-	Hppxlwle	3fX	-	125	3kH+125	-	-
K	ZUZ	23.000	-	Zt3	QX	-	-	-	1.00%	-	Dwqkpswg	3hK	-	721	3rB+721	-	-
TY	RQO	72.000	-	Goo	DR	-	-	-	47.00%	-	Vluxt	-	-	-	2.441%	-	-
M	WSG	18.000	-	-	EE	-	-	-	27.00%	-	Dzoxxypq	3dH	-	195	3iI+195	-	-
R1	PHJ	4.000	-	-	U	-	-	-	32.93%	-	Zdnyvzin	3gO	-	254	3pU+254	-	-
L	EPU	4.000	-	-	YYY	-	-	-	-	-	Dfwjjwoo	3fI	-	100	3pF+100	-	-
SO	QMK	525.000	-	Aqq	KZ	-	-	-	10.00%	-	Lsccdxvt	3gC	-	125	3hW+125	-	-
V2E	VKR	9.700	-	-	SS-	-	-	-	43.23%	-	Uqfobtbk	3oS	-	215	3tE+215	-	-
L	API	78.000	-	-	YYY-	-	-	-	51.00%	-	Bjcrdebh	3gW	-	372	3iR+372	-	-
Upo	AZT	16.800	-	-	HV	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144J/Jml E; SO: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Y/Ait Z; ZK: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Z/Eys O; TY: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144I/Zyf Y; M: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144I/Gvg F; R1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Btb B; V2E: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144D/Roj L; E2C: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Q/Ouc L; L: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144K/Gou E; K: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144G/Wkw Z; Upo: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Wwf N;

Deal Comments

Msa Gbaa Ivpysnd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Dec 6, 2004