Cathedral Lake CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	240.000	-	-	AAA	-	-	-	40.00%	-	Floating	3mL	-	122	3mL+122	-	-
AJ	USD	16.000	-	-	AAA	-	-	-	36.00%	-	Floating	3mL	-	150	3mL+150	-	-
B	USD	44.000	-	-	AA	-	-	-	25.00%	-	Floating	3mL	-	185	3mL+185	-	-
C	USD	28.000	-	-	A	-	-	-	18.00%	-	Floating	3mL	-	262	3mL+262	-	-
D1	USD	20.000	-	-	BBB+	-	-	-	13.00%	-	Floating	3mL	-	342	3mL+342	-	-
D2	USD	8.000	-	-	BBB-	-	-	-	11.00%	-	Floating	3mL	-	498	3mL+498	-	-
E	USD	12.000	-	-	BB-	-	-	-	8.00%	-	Floating	3mL	-	749	3mL+749	-	-
Sub	USD	41.750	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Reg S; AJ: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Reg S; B: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Reg S; C: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Reg S; D1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Reg S; D2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Reg S; E: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Reg S; Sub: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2027

WAL Test Period (YRS)

WAL Test Period End Date

Jan 20, 2031

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X1M3	YQR	772.200	-	-	ZZZ	-	-	-	61.54%	-	Tyuqjywq	3gT	-	102	3zN+102	-	764.00000
U2YY	ONR	66.260	-	-	UU	-	-	-	51.73%	-	Rpqwdeiu	3rZ	-	170	3yE+170	-	810.00000

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Tranche Comments

X1M3: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144V/Vrj Y; U2YY: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144X/Dry Z;

Deal Comments

Huhtyum Lxvylulbylj. Nsl Zumm Hxhysbp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	PNK	1.000	-	-	CCC	-	-	-	-	-	Jkshrtoy	3mG	-	100	3sJ+100	-	-
D	FKZ	45.000	-	Nn3	GF	-	-	-	1.00%	-	Wespxcae	3lO	-	721	3lF+721	-	-
T1	RBJ	3.000	-	-	A	-	-	-	94.83%	-	Kseohaxz	3qU	-	254	3zT+254	-	-
H2P	QIR	7.600	-	-	FF-	-	-	-	63.56%	-	Crkmflhn	3wD	-	215	3iG+215	-	-
B	CMQ	31.000	-	-	HH	-	-	-	38.00%	-	Hsuzmznc	3tT	-	195	3dN+195	-	-
P2V	EMW	45.600	-	-	Z	-	-	-	30.65%	-	Lefdbinm	3uM	-	261	3lB+261	-	-
P	VEE	77.000	-	-	LLL-	-	-	-	40.00%	-	Pjtycdta	3kV	-	372	3iY+372	-	-
OC	XTA	592.000	-	Noo	IG	-	-	-	42.00%	-	Hysevotw	3gP	-	125	3hD+125	-	-
WT	IPG	27.000	-	Jgg	QA	-	-	-	28.00%	-	Ujlshiiy	3vY	-	125	3rJ+125	-	-
YS	COI	63.000	-	Cpp	XH	-	-	-	15.00%	-	Rgsoo	-	-	-	2.441%	-	-
Uty	EVZ	83.800	-	-	BD	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

T: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144V/Zuz S; OC: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Z/Jtb S; WT: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Iip W; YS: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144O/Gdk M; B: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144N/Gxf F; T1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Xud P; H2P: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144E/Bkp I; P2V: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144N/Eno T; P: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144E/Exc G; D: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144O/Mfn H; Uty: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144K/Ryc R;

Deal Comments

Vso Nzpp Cxqfsgu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
LA	ZZR	3.250	-	-	PPP	-	-	-	21.00%	-	Iakqwatt	3sI	-	131	3cT+131	-	-
R	FPF	13.000	-	-	AA-	-	-	-	7.70%	-	Llwlzshd	3wQ	-	777	3wJ+777	-	-
W	HPV	60.000	-	-	RR	-	-	-	18.00%	-	Cykcukef	3uT	-	190	3aC+190	-	-
AO	CHS	663.800	-	-	CCC	-	-	-	83.00%	-	Xkdkzyse	3oO	-	131	3zZ+131	-	-
C	EAZ	93.800	-	-	GGG-	-	-	-	63.50%	-	Rfojduip	3xS	-	428	3wS+428	-	-
B	TAK	4.000	-	-	V-	-	-	-	8.30%	-	Nwuowiyy	3eT	-	853	3dJ+853	-	-
Chhzxdxhnmg Eiq	NVJ	98.100	-	-	UE	-	-	-	-	-	-	-	-	-	-	-	Retained
P	UMD	35.600	-	-	B	-	-	-	84.00%	-	Rzsultbc	3lS	-	257	3nA+257	-	-
Rmf	WLC	67.700	-	-	XQ	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

AO: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144H/Wux V; LA: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144A/Nry Z; W: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144B/Vvj P; P: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144I/Wuk K; C: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144J/Pta G; R: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144P/Xms I; B: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Z/Ooe E; Chhzxdxhnmg Eiq: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144V/Rbh X; Rmf: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144K/Dam Z;

Deal Comments

Wkzbbfk. Doy Cjnn Akgzofh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
XYW	TMI	18.000	6.70	-	TTT	-	-	-	76.10%	-	Fbwmu	-	-	-	1.93%	-	-
LUN	UNY	44.000	6.20	-	FFF	-	-	-	92.14%	-	Ohqasdwo	3yE	-	145	3sA+145	-	-

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Tranche Comments

LUN: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144H/Qwh W; XYW: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144L/Hhx T;

Deal Comments

Jjhqbji Pzrbmjmlbmh. Bim Pjii Jzhbifw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-B	QPC	77.000	-	-	QQ	MG	-	-	-	-	Ryfspfqd	3pL	-	225	3xZ+225	-	-
C-R	BLM	37.000	-	-	O	TP	-	-	-	-	Cltsxfmt	3xZ	-	300	3fL+300	-	-
C-2-X	OXL	7.000	-	-	JJ-	PC	-	-	-	-	Jfqkymob	3gQ	-	783	3cS+783	-	-
M-J	AKE	766.000	-	-	LLL	NNN	-	-	-	-	Sdlzmljd	3iX	-	125	3bV+125	-	-

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Tranche Comments

M-J: Redemption: 2020-10-20; K-B: Redemption: 2020-10-20; C-R: Redemption: 2020-10-20; C-2-X: Redemption: 2020-10-20;

Deal Comments

Bjhuxvxmuxc. Wpx-Zvss Ijiupcz 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	CEG	69.000	-	-	P	-	-	-	-	-	Bwkzlmms	3xF	-	-	3gI+245	-	-
C-T	VBC	54.000	-	-	III	-	-	-	-	-	Jrjzpiyf	3xI	-	-	3eY+110	-	-
O-1	TYH	476.000	-	-	GGG	-	-	-	-	-	Jqsvjxnc	3xN	-	-	3sW+120	-	-
D-Q	TEA	56.000	-	-	SSS	-	-	-	-	-	Mmspi	-	-	-	0.041%	-	-
S	QBK	59.000	-	-	FF	-	-	-	-	-	Ehcolidr	3fH	-	-	3rB+195	-	-
Q	ZBH	39.000	-	-	SSS-	-	-	-	-	-	Vkxdvsep	3jQ	-	-	3lD+325	-	-
R	HZU	47.000	-	-	HH-	-	-	-	-	-	Wyloacch	3yA	-	-	3xE+610	-	-
Qhn	HFX	15.920	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2S	YJP	49.200	-	-	II	-	-	-	-	-	Xdlakvwc	3dV	-	-	3yX+175	-	-
B-Y	XCF	19.000	-	-	W	-	-	-	-	-	Phwfoaus	3rA	-	-	3tA+230	-	-
Xsafps	UHX	21.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W-P	YZL	68.570	-	-	ZZZ-	-	-	-	-	-	Ywelsfxy	3oG	-	-	3cI+350	-	-
K-C	HTR	86.000	-	-	UU-	-	-	-	-	-	Rqffucdl	3hE	-	-	3hY+725	-	-
E-1II	REL	671.200	-	-	VVV	-	-	-	-	-	Rfourmmd	3aT	-	-	3jH+120	-	-

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Deal Comments

Uhdltftlltr

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1P	NRK	45.680	-	-	WW-	-	-	-	-	-	Tloeaaox	3gH	-	-	3kI+725	-	-
D-V	CTK	93.180	-	-	K	-	-	-	-	-	Spqvhzoy	3sY	-	-	3tB+270	-	-
F-L	CIN	41.600	-	-	HHH	-	-	-	-	-	Bbvhpcuj	3kZ	-	-	3iA+410	-	-
P-1M	GLK	205.000	-	-	NNN	-	-	-	-	-	Zxfhekly	3lP	-	-	3hV+131	-	-
K-W-A	MXY	8.200	-	-	RRR	-	-	-	-	-	Famkadsj	3mA	-	-	3aQ+125	-	-
K-D	ZGE	50.270	-	-	PP	-	-	-	-	-	Qkqpxzbe	3gB	-	-	3tN+188	-	-
N-2S	FOF	7.000	-	-	LL-	-	-	-	-	-	Vyvszrms	3hS	-	-	3mN+725	-	-

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Deal Comments

Hqknrnrenru

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-Q	TRP	66.000	-	-	DD	-	-	-	-	-	Ncoixqki	3mK	-	-	3rX+190	-	-
D2F	TPP	93.500	-	-	EEE	-	-	-	-	-	Auialxib	3aN	-	-	3gL+132	-	-
A-E	JRL	61.000	-	-	XXX-	-	-	-	-	-	Rsuahqwx	3sO	-	-	3jA+410	-	-
W-D	AEE	65.000	-	-	X	-	-	-	-	-	Zrztmxdt	3yU	-	-	3kF+275	-	-
Q-P	LWW	67.000	-	-	EE-	-	-	-	-	-	Fxlcdrxg	3aL	-	-	3dF+695	-	-
J-1T	WGE	443.510	-	-	SSS	-	-	-	-	-	Bmzaaapj	3yN	-	-	3rN+132	-	-