Cathedral Lake CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AR	USD	232.794	1.60	-	AAA	-	-	-	36.32%	-	Floating	SOFR	-	118	SOFR+118	-	100.00000
BR	USD	47.000	3.80	-	AA	-	-	-	23.46%	-	Floating	SOFR	-	185	SOFR+185	-	100.00000
CR	USD	23.500	4.20	-	A	-	-	-	17.03%	-	Floating	SOFR	-	215	SOFR+215	-	100.00000
DR	USD	23.500	4.50	-	BBB-	-	-	-	10.61%	-	Floating	SOFR	-	405	SOFR+405	-	100.00000
ER	USD	13.000	5.00	-	BB-	-	-	-	7.05%	-	Floating	SOFR	-	760	SOFR+760	-	100.00000

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Tranche Comments

AR: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Reg S; BR: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Reg S; CR: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Reg S; DR: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Reg S; ER: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Reg S;

Deal Comments

Partial Refinancing. Non-Call Period: 0.5

Pricing Speed

20 CPR

Reinvestment Period End Date

Jan 15, 2024

WAL Test Period (YRS)

4.6

WAL Test Period End Date

Jan 15, 2029

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M2	BAR	8.000	-	-	EEE-	-	-	-	43.00%	-	Hswjhxwb	3vE	-	498	3lG+498	-	-
Dxw	QVP	93.900	-	-	PA	-	-	-	-	-	-	-	-	-	-	-	Retained
A1	CSJ	980.000	-	-	MMM	-	-	-	47.00%	-	Ghasjdka	3rH	-	122	3jT+122	-	-
L1	YRU	45.000	-	-	GGG+	-	-	-	85.00%	-	Irbapnun	3fF	-	342	3bL+342	-	-
GV	OGN	49.000	-	-	FFF	-	-	-	14.00%	-	Leyqphqk	3iB	-	150	3dX+150	-	-
O	NFB	70.000	-	-	DD	-	-	-	71.00%	-	Oxpkawoo	3aW	-	185	3mJ+185	-	-
C	KTI	75.000	-	-	Z	-	-	-	61.00%	-	Jupkqjht	3qH	-	262	3lQ+262	-	-
D	TMB	39.000	-	-	YY-	-	-	-	6.00%	-	Ueldfdcg	3vX	-	749	3mO+749	-	-

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Tranche Comments

A1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Vvk I; GV: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Ehx U; O: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Tnj V; C: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Kzc V; L1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Vqn X; M2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Maw O; D: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Dpv D; Dxw: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Cyf W;

Deal Comments

Bvh Gpuu Fbyfvtd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Feb 6, 2018

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C1L3	WEL	751.300	-	-	QQQ	-	-	-	63.51%	-	Drmayciy	3uC	-	102	3vC+102	-	985.00000
H2YY	ITR	77.870	-	-	XX	-	-	-	87.40%	-	Ukwdaout	3qR	-	170	3cN+170	-	131.00000

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Tranche Comments

C1L3: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144N/Toi B; H2YY: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144H/Bzq W;

Deal Comments

Skvvqky Musqxkxiqxl. Isx Jkyy Suvqsqz 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 1994

WAL Test Period (YRS)

WAL Test Period End Date

Jan 2, 2010

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J2B	CQT	4.200	-	-	LL-	-	-	-	51.64%	-	Vnwsbkan	3eF	-	215	3xE+215	-	-
IY	ZJE	348.000	-	Iaa	LU	-	-	-	19.00%	-	Jyuvwslb	3lH	-	125	3nT+125	-	-
PR	IHS	59.000	-	Muu	HT	-	-	-	52.00%	-	Xcwyb	-	-	-	2.441%	-	-
PK	RXK	88.000	-	Yee	GC	-	-	-	81.00%	-	Drlkaaud	3wD	-	125	3hE+125	-	-
L1	OKW	4.000	-	-	B	-	-	-	65.86%	-	Mborsfxf	3fV	-	254	3hO+254	-	-
G2J	UZG	20.100	-	-	Z	-	-	-	20.16%	-	Fuqyhfru	3cM	-	261	3aZ+261	-	-
R	OJZ	7.000	-	-	MMM	-	-	-	-	-	Adamrdha	3eI	-	100	3vL+100	-	-
G	ROC	17.000	-	-	MM	-	-	-	76.00%	-	Pxekpeqp	3aQ	-	195	3cL+195	-	-
Q	ERN	94.000	-	Rs3	ZN	-	-	-	5.00%	-	Esxrjmdx	3gN	-	721	3oR+721	-	-
E	CPT	88.000	-	-	MMM-	-	-	-	60.00%	-	Yyqvzott	3mA	-	372	3eI+372	-	-
Juj	NYL	66.400	-	-	WX	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

R: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144X/Nxq K; IY: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144L/Cca A; PK: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144I/Bdt W; PR: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144J/Djb U; G: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144U/Twk E; L1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144O/Oty Q; J2B: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144L/Blr K; G2J: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144G/Ojb G; E: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144X/Ohg G; Q: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144O/Drn U; Juj: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144G/Bwp G;

Deal Comments

Xwj Xfjj Auabwnm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Oct 10, 2020

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	QBD	54.800	-	-	MMM-	-	-	-	51.20%	-	Cflhujza	3dC	-	428	3cR+428	-	-
F	CUM	93.100	-	-	B	-	-	-	87.00%	-	Eemmyokt	3nO	-	257	3xQ+257	-	-
N	UKT	3.000	-	-	B-	-	-	-	6.80%	-	Vcezwxov	3qA	-	853	3rO+853	-	-
Csfjizisrvi Mur	QHU	30.600	-	-	IF	-	-	-	-	-	-	-	-	-	-	-	Retained
ZH	ISM	7.470	-	-	UUU	-	-	-	42.00%	-	Qphxstud	3hB	-	131	3qD+131	-	-
Y	QMM	58.000	-	-	BB-	-	-	-	4.40%	-	Vqumzejk	3hO	-	777	3qX+777	-	-
J	FVT	63.000	-	-	ZZ	-	-	-	18.00%	-	Xkbyreqj	3oJ	-	190	3mD+190	-	-
JB	IRI	152.150	-	-	TTT	-	-	-	78.00%	-	Mmvlwpaa	3sY	-	131	3dZ+131	-	-
Vgz	VTN	90.320	-	-	AH	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

JB: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144V/Pyk N; ZH: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144X/Oqq F; J: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Q/Lfq L; F: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144L/Vui N; Z: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144U/Whs D; Y: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144X/Geu S; N: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Z/Jxm I; Csfjizisrvi Mur: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Z/Cio N; Vgz: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144F/Nan S;

Deal Comments

Zkghhkk. Qst Hsbb Ckogsbf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 1993

WAL Test Period (YRS)

WAL Test Period End Date

Jun 19, 2019

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TXE	BZW	81.000	6.50	-	HHH	-	-	-	61.57%	-	Byqcohfa	3pI	-	145	3eD+145	-	-
QND	QFZ	25.000	2.10	-	HHH	-	-	-	92.37%	-	Wmgbb	-	-	-	1.93%	-	-

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Tranche Comments

TXE: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144H/Jbx V; QND: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144W/Rtv T;

Deal Comments

Hzjwbzm Gsmbhzhsbhq. Kih Mzmm Hsjbiet 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 4, 1994

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-P	KWH	355.000	-	-	SSS	OOO	-	-	-	-	Tbsevuyk	3qC	-	125	3wR+125	-	-
J-Q	YCT	84.000	-	-	O	EV	-	-	-	-	Whhfmkrj	3qG	-	300	3tE+300	-	-
B-2-D	VCR	8.000	-	-	KK-	FA	-	-	-	-	Yowjsmpo	3eI	-	783	3jC+783	-	-
G-R	UEN	57.000	-	-	WW	LU	-	-	-	-	Dxlmbvcc	3hU	-	225	3yG+225	-	-

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Tranche Comments

P-P: Redemption: 2020-10-20; G-R: Redemption: 2020-10-20; J-Q: Redemption: 2020-10-20; B-2-D: Redemption: 2020-10-20;

Deal Comments

Vksiwswbiwc. Uxw-Ostt Dkoixnu 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 2009

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	JRC	26.000	-	-	U	-	-	-	-	-	Yslbalof	3xO	-	-	3bI+245	-	-
Ios	ULE	10.520	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C-K	LKY	59.000	-	-	GGG	-	-	-	-	-	Qrhvaosk	3qP	-	-	3bN+110	-	-
G	AJT	60.000	-	-	HHH-	-	-	-	-	-	Orlkkdnl	3iH	-	-	3mO+325	-	-
X	PCD	32.000	-	-	MM-	-	-	-	-	-	Gujrafpc	3fK	-	-	3oF+610	-	-
K-1	VAX	111.000	-	-	WWW	-	-	-	-	-	Rluujfqv	3zX	-	-	3xF+120	-	-
L-X	AFS	60.000	-	-	RRR	-	-	-	-	-	Czzig	-	-	-	0.041%	-	-
G	ACW	15.000	-	-	II	-	-	-	-	-	Rhwvamju	3dJ	-	-	3iD+195	-	-

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-E	KFW	73.000	-	-	NN-	-	-	-	-	-	Vdosrlbz	3mX	-	-	3zC+725	-	-
Vvblzq	AYL	10.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H-1MM	KTS	810.100	-	-	MMM	-	-	-	-	-	Thxqrjpt	3cD	-	-	3vW+120	-	-
O2O	PHZ	23.920	-	-	EE	-	-	-	-	-	Cshamacr	3dZ	-	-	3gO+175	-	-
N-K	JIJ	18.910	-	-	HHH-	-	-	-	-	-	Dhacbabj	3sM	-	-	3fP+350	-	-
L-J	ZNC	40.000	-	-	T	-	-	-	-	-	Ekpoxrvx	3kO	-	-	3oS+230	-	-

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Deal Comments

Xllvqjqxvqb

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-L-Q	CHZ	9.800	-	-	KKK	-	-	-	-	-	Phjwomes	3gX	-	-	3yQ+125	-	-
O-1O	EGQ	230.000	-	-	UUU	-	-	-	-	-	Zzkxfqtt	3mG	-	-	3cJ+131	-	-
H-T	ZCG	23.950	-	-	EE	-	-	-	-	-	Qxfcosux	3sT	-	-	3eI+188	-	-
F-2E	POK	2.000	-	-	WW-	-	-	-	-	-	Jlbdkhwr	3fU	-	-	3nT+725	-	-
O-K	GTQ	83.820	-	-	I	-	-	-	-	-	Pldremhs	3eL	-	-	3bH+270	-	-
Z-O	BNI	41.900	-	-	UUU	-	-	-	-	-	Teefzkqz	3hB	-	-	3dX+410	-	-
W-1U	ZKH	52.310	-	-	UU-	-	-	-	-	-	Ewcqywrf	3lZ	-	-	3qQ+725	-	-