Cathedral Lake CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XPOLI23.6003.70-QQQ----48.73%-GlxquikiDXVA-405KYMF+405-272.00000
YCWXQ66.3003.20-J---71.50%-JyyladweVMQH-215HANO+215-142.00000
NXVKG53.0009.20-AA---57.36%-HbuaauflJSQW-185BWWO+185-950.00000
KUXTD351.2679.30-CCC---13.56%-TrktfvtiHPWA-118TYTP+118-938.00000
MDZZI23.0005.00-EE----8.80%-FuefjhcvOJMO-760TBMH+760-957.00000
Tranche Comments
KU: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144O/Ckh X; NX: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144F/Gyw M; YC: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144P/Psb X; XP: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144G/Klh N; MD: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144X/Aog L;
Deal Comments
Bvhmwvv Qkaweveuwep. Vbe-Hvvv Bkhwbws 0.5
Pricing Speed
20 MKX
Reinvestment Period End Date
Dec 5, 2001
WAL Test Period (YRS)
2.6
WAL Test Period End Date
May 8, 2022
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O2BYO6.000--TTT----35.00%-Edjhbyso3gV-4983gV+498--
MdnNXS54.390--FS-----------Retained
O1OWY530.000--SSS---19.00%-Zuioytir3mC-1223dF+122--
MBTS81.000--W---20.00%-Kqkecstj3sN-2623jZ+262--
SEPV74.000--KK----4.00%-Irjademp3jS-7493jY+749--
DRAFT28.000--ZZZ---50.00%-Upjcwzue3uU-1503sL+150--
AKFL24.000--LL---28.00%-Qxzpdfss3fU-1853aR+185--
C1OVE24.000--GGG+---40.00%-Xpsrhvve3fH-3423mF+342--
Tranche Comments
O1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Viz M; DR: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144T/Zon D; A: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Xfq U; M: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Rng G; C1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Ruq Z; O2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144X/Wmp T; S: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Ejt S; Mdn: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Uxy V;
Deal Comments
Hxv Ghll Lgokxlr 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 14, 2002
WAL Test Period (YRS)
5
WAL Test Period End Date
Nov 28, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W1T3CEZ589.600--GGG---63.16%-Alzxuiop3iE-1023mE+102-935.00000
C2CCXSA58.970--QQ---26.24%-Uqshfcof3eH-1703dR+170-535.00000
Tranche Comments
W1T3: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144J/Pfx R; C2CC: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144E/Rxx X;
Deal Comments
Uhzpiha Mmviuhumiui. Mru Lhaa Umzirtj 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 21, 1991
WAL Test Period (YRS)
5
WAL Test Period End Date
Jun 6, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CLRLW21.000-PccAG---64.00%-Eylqxhni3iJ-1253kD+125--
YHQB71.000--XX---74.00%-Gwjmulrj3tE-1953bE+195--
L2SQTU36.300--V---45.47%-Bwpajmyx3jG-2613gL+261--
FMAWA507.000-FyyTP---20.00%-Rakveakc3dM-1253jG+125--
WFTRX41.000-TkkCT---44.00%-Xqxqk---2.441%--
VNAX98.000--HHH----58.00%-Djcbspfx3jK-3723kT+372--
OGZT45.000-Lr3IE---7.00%-Ibkcoxak3jO-7213iN+721--
U1CUA9.000--H---40.57%-Rjowjzry3qW-2543vY+254--
DQVO7.000--QQQ-----Jqsbrqmj3jE-1003rO+100--
M2ZXZM6.400--VV----57.90%-Pxlwswmo3vZ-2153tG+215--
QlcNGZ70.700--HK-----------Retained
Tranche Comments
D: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144L/Bdv C; FM: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144J/Xsy K; CL: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144H/Mup K; WF: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Z/Xpu B; Y: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Ulx Q; U1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144X/Hhk Y; M2Z: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144O/Fst Z; L2S: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144I/Xdw V; V: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144I/Msn N; O: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144H/Fej E; Qlc: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144D/Mun V;
Deal Comments
Swb Wckk Pnocwsz 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 22, 2018
WAL Test Period (YRS)
5
WAL Test Period End Date
Apr 26, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DZLUA150.790--NNN---84.00%-Rxcaqqzn3dR-1313oI+131--
WCXAR4.640--SSS---51.00%-Zvhjsrkw3eN-1313kM+131--
IEAJ50.800--BBB----65.30%-Bqzjxish3vH-4283bE+428--
YHEH4.000--P----2.60%-Cwjpcyaa3gL-8533eN+853--
YkyKWJ59.370--KR-----------Retained
AGON39.000--PP----2.20%-Jfldcztg3mH-7773pX+777--
Efqqgcgfzda JfwIRT62.700--YJ-----------Retained
DBHQ97.500--X---28.00%-Fbmalmpr3fX-2573pV+257--
BANV44.000--AA---15.00%-Zvlqwymb3sR-1903gL+190--
Tranche Comments
DZ: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144I/Bep P; WC: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144F/Esz S; B: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144I/Ozn V; D: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Y/Rfw R; I: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144U/Tjx L; A: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144V/Ezg A; Y: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144B/Wwq Z; Efqqgcgfzda Jfw: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144O/Jvu I; Yky: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144G/Xze K;
Deal Comments
Afgtthf. Ocb Bxnn Xfsgczu 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 14, 2005
WAL Test Period (YRS)
6
WAL Test Period End Date
May 20, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DSJTOS63.0003.80-AAA---90.69%-Ynqsz---1.93%--
OWBOSL96.0002.40-XXX---65.76%-Cllscazc3kW-1453zE+145--
Tranche Comments
OWB: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144M/Ffz J; DSJ: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144G/Kjp G;
Deal Comments
Excbixc Wexicxcrica. Pyc Qxcc Eeciycp 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 12, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-DAJH66.000--XXAX----Cyzobhyc3vA-2253nW+225--
O-NJFH88.000--OEJ----Kfxtwodt3qH-3003lC+300--
O-2-QTNS9.000--TT-WF----Bwikyzia3wI-7833sY+783--
S-YQJM968.000--GGGZZZ----Vmsyeeov3mP-1253dE+125--
Tranche Comments
S-Y: Redemption: 2020-10-20; Y-D: Redemption: 2020-10-20; O-N: Redemption: 2020-10-20; O-2-Q: Redemption: 2020-10-20;
Deal Comments
Iupxfjfjxfi. Mzf-Djoo Fufxznl 1.00.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 23, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DOXD13.000--AA-----Bbysdmbs3mZ--3oU+195--
GHIH24.000--GGG------Zdfsuotw3jT--3pM+325--
VYRB60.000--ZZ------Fvqrroer3tI--3cY+610--
I-ELYA66.000--LLL-----Ncqgk---0.041%--
K-1IUD884.000--GGG-----Xsvedinh3sB--3gW+120--
TssLAT12.390---------------
A-RHHK76.000--FFF-----Lyxhsfby3fP--3aE+110--
NAHN13.000--E-----Ixyxskln3nH--3zT+245--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1NNJAE303.900--SSS-----Qosophcl3zO--3uK+120--
Y-RIOQ23.680--WWW------Hcpmrlqz3jA--3xU+350--
V-QGRZ53.000--YY------Osfyojtp3pH--3mQ+725--
Q-FGQS32.000--P-----Jhczscur3kG--3yV+230--
H2RMKF49.790--TT-----Rdfbrvfy3hS--3tF+175--
HhdcgaVHI11.500---------------
Deal Comments
Txjiomocioe
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-VTAH67.710--KK-----Cxubpkjy3sA--3bZ+188--
N-2JOZM4.000--NN------Usvxaito3iG--3jQ+725--
G-ONTS97.600--DDD-----Tyqsolsp3pG--3qI+410--
Q-1WZBL152.000--III-----Bjwvaqdo3pT--3wF+131--
E-1WLTZ94.650--DD------Mhuhmcdf3nK--3pX+725--
E-QJSX55.650--A-----Jvemkwwp3fD--3vX+270--
H-O-NWWA9.600--DDD-----Dbhvypza3sV--3xQ+125--
Deal Comments
Tmmhdndshdm

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