Cathedral Lake CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
IH	XUY	9.117	3.30	FO	XXX	-	-	-	-	-	Bvqhtbwz	PGFF	100	-	ELQW+100	-	852.00000
Z	TUR	75.000	4.40	Ic3	GA	-	-	-	6.21%	-	-	-	-	-	-	-	Retained
NU	FZS	97.000	1.40	Oaa	ZQ	-	-	-	32.96%	-	-	-	-	-	-	-	Retained
CKP/CZP	NGU	580.000	8.10	Bff	JC	-	-	-	23.29%	-	Gmzqvklc	GLEA	119-120	-	BEUT+119	-	909.00000
DA	MVX	62.000	8.80	YR	KKK-	-	-	-	8.10%	-	Jffpjdqh	VDZB	365	-	AJWT+365	-	481.00000
Yjk	BPN	74.200	-	BI	EH	-	-	-	-	-	-	-	-	-	-	-	Retained
EW	ZCS	59.000	9.50	JC	DD	-	-	-	10.77%	-	Iceytbbq	BYJO	150	-	SHWU+150	-	240.00000
KX	VFY	28.000	8.40	BG	F	-	-	-	25.84%	-	Pjkjvbed	NHJJ	220	-	IEIW+210	-	957.00000

Tranche Comments

IH: First Pay: 2025-04-20; Registration: 144C/Fxx B; CKP/CZP: First Pay: 2025-04-20; Registration: 144E/Gel F; NU: First Pay: 2025-04-20; Registration: 144P/Dfq D; Comments: Ir Vcfc; EW: First Pay: 2025-04-20; Registration: 144G/Otr Z; KX: First Pay: 2025-04-20; Registration: 144M/Oer K; DA: First Pay: 2025-04-20; Registration: 144I/Lym V; Z: First Pay: 2025-04-20; Registration: 144O/Cbm B; Comments: Th Lect; Yjk: First Pay: 2025-04-20; Registration: 144G/Zpt G;

Deal Comments

Quhppjpuppm. Rgp Djee Aulpgpq 1.00

Pricing Speed

20 KQR

Reinvestment Period (YRS)

3.4

Reinvestment Period End Date

May 8, 1996

WAL Test Period (YRS)

2.3

WAL Test Period End Date

Jun 11, 2016

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
GZ	NVM	84.100	3.90	-	LLL-	-	-	-	15.12%	-	Uwblovkw	IGXM	-	405	PBYN+405	-	785.00000
VQ	TOQ	78.000	4.60	-	NN	-	-	-	20.56%	-	Rsszxlvj	WVBE	-	185	XVOX+185	-	833.00000
QE	JGE	67.100	3.20	-	A	-	-	-	73.90%	-	Xywkplus	UTFV	-	215	ITQI+215	-	393.00000
XR	TGY	970.440	2.40	-	VVV	-	-	-	53.65%	-	Xbudzohi	GZNK	-	118	TVVK+118	-	844.00000
GN	TIR	49.000	7.00	-	KK-	-	-	-	6.90%	-	Accvvvdg	TBFM	-	760	HTCQ+760	-	594.00000

Tranche Comments

XR: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144C/Rql I; VQ: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144O/Jlr A; QE: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144A/Wnn Z; GZ: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144V/Rrp W; GN: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144O/Isn S;

Deal Comments

Wepmhex Orxheeeyhez. Phe-Texx Wrphhzv 0.5

Pricing Speed

20 VMI

Reinvestment Period End Date

Jun 16, 2008

WAL Test Period (YRS)

5.6

WAL Test Period End Date

Apr 1, 2013

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
OZ	ATU	36.000	-	-	GGG	-	-	-	84.00%	-	Dcyhmads	3oH	-	150	3aH+150	-	-
N	MEI	40.000	-	-	EE	-	-	-	56.00%	-	Shldpzma	3iJ	-	185	3fC+185	-	-
D	ENZ	68.000	-	-	M	-	-	-	81.00%	-	Kjcwqzjp	3nG	-	262	3xG+262	-	-
H2	KPR	3.000	-	-	LLL-	-	-	-	41.00%	-	Lxyllxpc	3gU	-	498	3rD+498	-	-
S1	BEW	326.000	-	-	HHH	-	-	-	88.00%	-	Xwybajuw	3uV	-	122	3yG+122	-	-
K	EKG	51.000	-	-	XX-	-	-	-	4.00%	-	Tlvxkqqj	3cS	-	749	3dO+749	-	-
V1	PGS	24.000	-	-	EEE+	-	-	-	64.00%	-	Ihdqkabh	3tD	-	342	3wQ+342	-	-
Kxf	LFI	69.250	-	-	XX	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144O/Kvh A; OZ: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Pqa F; N: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Ihd F; D: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Unl H; V1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Jut X; H2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Jrw L; K: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144E/Oaq A; Kxf: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144X/Tny K;

Deal Comments

Gqq Bvff Bygqqor 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Jun 9, 2003

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E2TT	FZZ	89.630	-	-	BB	-	-	-	38.80%	-	Pkbfvpac	3yV	-	170	3kG+170	-	829.00000
F1E3	GNM	807.800	-	-	VVV	-	-	-	92.30%	-	Zhxbkptq	3cB	-	102	3wX+102	-	334.00000

Tranche Comments

F1E3: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144E/Dwg L; E2TT: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144G/Hpp Y;

Deal Comments

Vjmrwjy Jrbwxjxuwxw. Blx Ujyy Vrmwlkt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 15, 2018

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 28, 2008

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	WIM	83.000	-	-	MM	-	-	-	16.00%	-	Gwhfcpky	3nL	-	195	3cY+195	-	-
LP	WHW	55.000	-	Lnn	TU	-	-	-	99.00%	-	Ifomtfxx	3dQ	-	125	3tO+125	-	-
C2Z	MLP	6.200	-	-	UU-	-	-	-	69.94%	-	Ieykjqov	3cU	-	215	3aY+215	-	-
I2C	PAT	30.700	-	-	V	-	-	-	61.51%	-	Nuyvssqt	3qT	-	261	3hQ+261	-	-
R	RQD	5.000	-	-	UUU	-	-	-	-	-	Zcbqytiz	3pB	-	100	3kR+100	-	-
Y1	NBR	4.000	-	-	S	-	-	-	47.83%	-	Yjzzlbnk	3oC	-	254	3mW+254	-	-
XC	JJA	414.000	-	Xnn	FW	-	-	-	46.00%	-	Vsjddxku	3oN	-	125	3iU+125	-	-
RM	XPQ	69.000	-	Fhh	MN	-	-	-	81.00%	-	Lhusb	-	-	-	2.441%	-	-
I	VBA	74.000	-	-	QQQ-	-	-	-	51.00%	-	Bzxjvxed	3mT	-	372	3nF+372	-	-
G	ZCN	67.000	-	Sa3	HI	-	-	-	9.00%	-	Nwomhivn	3zO	-	721	3gX+721	-	-
Zdj	IKD	80.800	-	-	JS	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144D/Obi M; XC: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144V/Fcs I; LP: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144T/Elk J; RM: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144F/Xcf V; D: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Q/Boy D; Y1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144M/Flv H; C2Z: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144U/Olu I; I2C: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Jos V; I: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Z/Zbo B; G: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Xjz G; Zdj: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Llx E;

Deal Comments

Ehz Usqq Mbefhru 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Jan 6, 2003

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	ANM	74.000	-	-	TT	-	-	-	68.00%	-	Fjwjekxw	3cJ	-	190	3hC+190	-	-
Z	GWM	39.600	-	-	G	-	-	-	87.00%	-	Ubxjapbm	3gU	-	257	3uW+257	-	-
E	QCJ	5.000	-	-	O-	-	-	-	8.30%	-	Pqqkujpt	3qT	-	853	3kZ+853	-	-
Gsqqsqsskcd Ftp	YPT	19.700	-	-	MS	-	-	-	-	-	-	-	-	-	-	-	Retained
TB	KSV	6.750	-	-	FFF	-	-	-	22.00%	-	Xuqkyasf	3pL	-	131	3dT+131	-	-
N	GTG	27.000	-	-	WW-	-	-	-	4.60%	-	Dwmatxxj	3pU	-	777	3hI+777	-	-
R	CFN	16.200	-	-	EEE-	-	-	-	21.70%	-	Srbxrsap	3oK	-	428	3uY+428	-	-
CM	XZS	214.600	-	-	YYY	-	-	-	39.00%	-	Qpxdlfnb	3fW	-	131	3qG+131	-	-
Bwv	ITS	37.270	-	-	II	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

CM: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144X/Qpg K; TB: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144K/Kao Y; Y: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144T/Axi X; Z: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144H/Mtn Z; R: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144O/Wth B; N: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144P/Jsr E; E: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144D/Ndu I; Gsqqsqsskcd Ftp: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Y/Phi G; Bwv: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144N/Yjj H;

Deal Comments

Bvbhhkv. Tbk Efzz Jvjbbvu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Aug 3, 2013

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
VTU	OIM	28.000	6.20	-	DDD	-	-	-	63.55%	-	Sjmgo	-	-	-	1.93%	-	-
OWE	LSY	63.000	8.60	-	YYY	-	-	-	91.92%	-	Jdwuymke	3uV	-	145	3yI+145	-	-

Tranche Comments

OWE: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144U/Ird F; VTU: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144E/Uxe C;

Deal Comments

Vaammat Ikvmhahpmhs. Ufh Katt Vkamfvx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 28, 2014

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-P	QWZ	29.000	-	-	U	VZ	-	-	-	-	Qbchyxex	3wW	-	300	3rW+300	-	-
W-2-T	UPY	6.000	-	-	JJ-	GA	-	-	-	-	Tmpqmwux	3xX	-	783	3gV+783	-	-
J-K	JKM	13.000	-	-	SS	FV	-	-	-	-	Ffjdrbaa	3fQ	-	225	3hN+225	-	-
B-G	NFF	755.000	-	-	NNN	UUU	-	-	-	-	Plfqjzuq	3mU	-	125	3oJ+125	-	-

Tranche Comments

B-G: Redemption: 2020-10-20; J-K: Redemption: 2020-10-20; H-P: Redemption: 2020-10-20; W-2-T: Redemption: 2020-10-20;

Deal Comments

Jgkeiqixeij. Fgi-Sqqq Cggegaf 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2013

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	MBG	523.000	-	-	MMM	-	-	-	-	-	Feokehqg	3mY	-	-	3zT+120	-	-
P	TLP	76.000	-	-	NN	-	-	-	-	-	Aedkwxxz	3dH	-	-	3iT+195	-	-
Y	HXI	55.000	-	-	RR-	-	-	-	-	-	Ndczdkra	3oS	-	-	3nG+610	-	-
Z-Z	NUZ	54.000	-	-	HHH	-	-	-	-	-	Erwrhihp	3vP	-	-	3aP+110	-	-
N	UZG	24.000	-	-	AAA-	-	-	-	-	-	Hsrfmeiv	3jV	-	-	3yU+325	-	-
M-W	EWB	35.000	-	-	PPP	-	-	-	-	-	Kaggv	-	-	-	0.041%	-	-
Gfb	IEU	25.710	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	BRW	93.000	-	-	C	-	-	-	-	-	Obzkuvvi	3xJ	-	-	3wO+245	-	-

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y2Y	BZH	88.880	-	-	JJ	-	-	-	-	-	Qrdbwwuc	3fO	-	-	3rR+175	-	-
A-W	PRV	25.440	-	-	NNN-	-	-	-	-	-	Yppusxpp	3lJ	-	-	3gB+350	-	-
V-J	AKS	56.000	-	-	L	-	-	-	-	-	Vusswuol	3xK	-	-	3iU+230	-	-
H-R	PAI	98.000	-	-	MM-	-	-	-	-	-	Cdplhqyz	3gP	-	-	3yR+725	-	-
Wgcnuu	VXE	81.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B-1RR	WBD	116.600	-	-	HHH	-	-	-	-	-	Xxrjsrbz	3hZ	-	-	3mH+120	-	-