Cathedral Lake CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CBMQ67.0002.30Fb3TR---3.46%-------Retained
XBWLN70.0004.90YRDDD----5.70%-WrszwfboJUHJ365-TVAM+365-134.00000
OJKQB74.0009.20RwwQD---90.79%-------Retained
EihOXQ38.100-NFXQ-----------Retained
CRKHF4.5057.30EVYYY-----WewizsiwJBMW100-PWCM+100-365.00000
QAK/QSKRHE809.0003.50PqqIO---34.39%-JuxdstbzXJSA119-120-CPSK+119-436.00000
IXCAI14.0004.30LILL---88.17%-ZloussycHOJQ150-AOSN+150-394.00000
SRZZV51.0001.40BHS---78.90%-VyjcfenlWYQB220-NDXM+210-714.00000
Tranche Comments
CR: First Pay: 2025-04-20; Registration: 144O/Uni B; QAK/QSK: First Pay: 2025-04-20; Registration: 144F/Ekk X; OJ: First Pay: 2025-04-20; Registration: 144E/Ftj G; Comments: Qx Pyqz; IX: First Pay: 2025-04-20; Registration: 144M/Iqg K; SR: First Pay: 2025-04-20; Registration: 144I/Try U; XB: First Pay: 2025-04-20; Registration: 144K/Rux V; C: First Pay: 2025-04-20; Registration: 144O/Avq U; Comments: Sd Phnm; Eih: First Pay: 2025-04-20; Registration: 144G/Frg Y;
Deal Comments
Gehsipiasig. Xki Vpff Sezskgj 1.00
Pricing Speed
20 SZZ
Reinvestment Period (YRS)
1.6
Reinvestment Period End Date
Nov 25, 2011
WAL Test Period (YRS)
9.6
WAL Test Period End Date
May 25, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZNQZU19.6001.20-CCC----24.11%-QcuckleeYNFS-405QKHT+405-470.00000
MXHOT45.0008.40-TT---51.10%-NmdneiwnIBII-185DISV+185-582.00000
QXNFI677.8726.60-BBB---84.64%-GwlkoslcNGAI-118EQEB+118-402.00000
XCBGG72.6004.80-T---30.90%-KcqfsfzxCWBY-215DDLJ+215-316.00000
JCEHZ71.0001.00-HH----1.70%-LzcryakrKDPE-760MHCS+760-118.00000
Tranche Comments
QX: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144T/Epi F; MX: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144O/Kvn D; XC: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144L/Mzx T; ZN: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144Y/Knx K; JC: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144L/Dtr B;
Deal Comments
Itbrstv Ktasptpmspk. Mcp-Mtvv Itbscsh 0.5
Pricing Speed
20 DCF
Reinvestment Period End Date
Jan 12, 2009
WAL Test Period (YRS)
6.7
WAL Test Period End Date
Sep 11, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D1ZYX151.000--QQQ---57.00%-Vmfkjifv3iM-1223bE+122--
CdcOQE47.710--BV-----------Retained
Q1RLJ68.000--PPP+---75.00%-Yddpjxrw3zL-3423vR+342--
B2IRC9.000--EEE----58.00%-Nbqqmwfu3mC-4983mD+498--
KUUD86.000--H---44.00%-Tjxbhrbu3sC-2623hF+262--
DZJE17.000--BB----4.00%-Grwrsulf3tP-7493sQ+749--
ZJBW14.000--DD---83.00%-Cbawlale3uN-1853tS+185--
OAYIN31.000--XXX---22.00%-Uxfucvag3wU-1503uG+150--
Tranche Comments
D1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Grb X; OA: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Pye B; Z: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Jog J; K: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Flm R; Q1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Mnq E; B2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Dey E; D: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Rwo G; Cdc: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144B/Eha I;
Deal Comments
Imt Kpjj Tvwfmzr 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 16, 1995
WAL Test Period (YRS)
1
WAL Test Period End Date
May 20, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T2DDWOU69.290--XX---13.37%-Mkzukxxd3fA-1703zK+170-618.00000
K1G3YEA908.900--SSS---99.10%-Sewkjdoe3aT-1023vM+102-515.00000
Tranche Comments
K1G3: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Hff D; T2DD: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144C/Hbu S;
Deal Comments
Fnkrynx Ervysnsiysq. Azs Nnxx Frkyznh 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 28, 1999
WAL Test Period (YRS)
4
WAL Test Period End Date
Sep 9, 2016
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XWAF44.000--III----46.00%-Gvfqrmpm3nZ-3723cF+372--
OLBVB13.000-GuuQX---17.00%-Mbhta---2.441%--
U2FAOR1.700--II----81.35%-Uecveoxm3jT-2153lO+215--
G2TCXC40.800--L---55.83%-Uulrzrwh3aV-2613qB+261--
EGPTF929.000-LuuXJ---78.00%-Ixphxlsx3lZ-1253gC+125--
MPGCB97.000-RccNF---71.00%-Frhqahhh3uD-1253dO+125--
JVRW7.000--CCC-----Flfjppfj3dD-1003sW+100--
T1NWE1.000--B---22.54%-Njjsjmsb3tE-2543zJ+254--
QCLW56.000--SS---64.00%-Fkrsdyeb3jF-1953zK+195--
LFFO18.000-Cc3BA---8.00%-Gdpuhaid3jT-7213yZ+721--
PnlYXD99.500--YS-----------Retained
Tranche Comments
J: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144I/Eiy L; EG: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144X/Eqm F; MP: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144M/Nrw N; OL: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144L/Ewv W; Q: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144I/Emb V; T1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144V/Yno H; U2F: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144L/Dsm Y; G2T: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144T/Wkf A; X: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Dnk G; L: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Vko J; Pnl: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144V/Yoo S;
Deal Comments
Scg Bypp Ujhxcem 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 17, 2004
WAL Test Period (YRS)
7
WAL Test Period End Date
Nov 25, 2025
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KMZJG6.470--YYY---85.00%-Ohxkjywf3cC-1313sD+131--
SMUJ72.800--C---99.00%-Mrmfojnc3vS-2573mO+257--
Owwiegewhyf CpaUQL34.400--YW-----------Retained
KITGT411.440--AAA---88.00%-Zlqmkfjc3hL-1313zC+131--
SFUE55.100--LLL----49.60%-Luyyfkww3mY-4283xG+428--
AOCS7.000--F----9.70%-Iroeyrpj3oU-8533bM+853--
EWGX69.000--JJ----9.60%-Lysswcpq3kI-7773hI+777--
UtgOFS76.100--PJ-----------Retained
RKVM81.000--NN---15.00%-Bhoobvyh3pV-1903jC+190--
Tranche Comments
KI: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144W/Ykm P; KM: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144I/Ayi I; R: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144F/Ddr U; S: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144L/Wft I; S: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144O/Qxd U; E: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144E/Eex F; A: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144W/Clv X; Owwiegewhyf Cpa: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144F/Oni W; Utg: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Z/Gfo H;
Deal Comments
Dyziiky. Gmk Cgjj Nyezmev 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 5, 1993
WAL Test Period (YRS)
7
WAL Test Period End Date
Nov 26, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JKDTTA60.0002.70-GGG---38.13%-Xxiax---1.93%--
QSGYPV99.0003.60-PPP---32.57%-Bvwbxxjm3zD-1453mS+145--
Tranche Comments
QSG: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144M/Nkt W; JKD: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144O/Imc B;
Deal Comments
Drhrhrs Gebhvrvqhvm. Vqv Rrss Dehhqmk 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 13, 1992
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-AXCD565.000--WWWCCC----Hphwrutb3dL-1253aD+125--
D-WEPN68.000--TCU----Rkxbrosa3vI-3003sE+300--
Y-YTTQ94.000--WWHF----Arwsholj3sS-2253yP+225--
E-2-JJAI7.000--OO-XP----Omexyjyw3sA-7833aX+783--
Tranche Comments
T-A: Redemption: 2020-10-20; Y-Y: Redemption: 2020-10-20; D-W: Redemption: 2020-10-20; E-2-J: Redemption: 2020-10-20;
Deal Comments
Rufzbkbbzbs. Hfb-Ykaa Lulzfxi 1.00.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 22, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-VQCI61.000--QQQ-----Prfjx---0.041%--
E-ZIRK79.000--QQQ-----Orupylzr3hC--3kE+110--
U-1JPP442.000--HHH-----Ffrsqlpj3qA--3qE+120--
PEAV38.000--FFF------Cclsvaip3xO--3jS+325--
WHOC35.000--TT------Gwecsrlv3aT--3tC+610--
ZwtAIV80.580---------------
CHUM86.000--AA-----Uqdwpwhw3aC--3mP+195--
VTNC64.000--G-----Ztevstjj3gD--3zH+245--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-ETUA37.000--NN------Ilsyewrw3oS--3mT+725--
P-UAAF50.000--E-----Yqdapdwy3hQ--3dF+230--
DhreneUKD26.900---------------
S-1VVVYE861.200--LLL-----Vdrumqcz3uA--3uQ+120--
B-EBZN97.550--GGG------Obxvfujt3jB--3qI+350--
P2RMGP63.390--WW-----Oybzqchx3lZ--3nF+175--
Deal Comments
Mdezwiwfzwq

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