VIII

Cathedral Lake CLO (CATLK) VIII

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
J	BTP	38.000	-	-	CC	-	-	-	75.00%	-	Yhdvkjxp	3yZ	-	-	185	3tT+185	-	-
F	LGT	25.000	-	-	Z	-	-	-	64.00%	-	Aexqufqc	3jQ	-	-	262	3wU+262	-	-
P1	PVY	467.000	-	-	EEE	-	-	-	92.00%	-	Fqcfceqg	3gE	-	-	122	3rI+122	-	-
U	GHP	84.000	-	-	CC-	-	-	-	6.00%	-	Bypkhdbw	3mE	-	-	749	3cS+749	-	-
Jov	VFX	52.600	-	-	MR	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G1	NTT	88.000	-	-	TTT+	-	-	-	71.00%	-	Kkysexog	3lB	-	-	342	3aO+342	-	-
EC	YGQ	72.000	-	-	MMM	-	-	-	64.00%	-	Wslmkakk	3bU	-	-	150	3rN+150	-	-
L2	GJQ	9.000	-	-	YYY-	-	-	-	48.00%	-	Meyphmwb	3yC	-	-	498	3dM+498	-	-

Tranche Comments

P1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Otz B; EC: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Jwu X; J: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144T/Ajn C; F: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Bxw J; G1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Qzk F; L2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Auy D; U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Lsx J; Jov: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144O/Fno V;

Deal Comments

Qkg Ksyy Yycbkja 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Feb 2, 2017