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
YV	FBV	60.000	-	-	JJJ	-	-	-	16.00%	-	Uudxdzff	3mC	-	150	3tA+150	-	-
K	ONX	74.000	-	-	NN	-	-	-	26.00%	-	Oodkodbp	3hZ	-	185	3rT+185	-	-
Tgw	HQR	93.320	-	-	ZA	-	-	-	-	-	-	-	-	-	-	-	Retained
U1	CAN	652.000	-	-	GGG	-	-	-	40.00%	-	Tzupwvsc	3uP	-	122	3iH+122	-	-
R1	LLL	31.000	-	-	QQQ+	-	-	-	41.00%	-	Twfaojks	3eA	-	342	3oU+342	-	-
X	FMF	66.000	-	-	S	-	-	-	82.00%	-	Hvvrspsm	3eV	-	262	3wP+262	-	-
Q2	CXC	3.000	-	-	TTT-	-	-	-	35.00%	-	Cderwvdu	3zJ	-	498	3zL+498	-	-
R	ORN	95.000	-	-	II-	-	-	-	3.00%	-	Ijrcsrez	3rH	-	749	3sO+749	-	-

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Tranche Comments

U1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Iyj O; YV: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Xoa K; K: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Djg P; X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Ysf T; R1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144U/Rpz D; Q2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Uxc T; R: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Fvn T; Tgw: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Q/Ahs O;

Deal Comments

Nzv Opcc Kfzozut 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 27, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Feb 4, 2000

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1R3	JGI	319.800	-	-	TTT	-	-	-	36.38%	-	Jlqmbtpk	3cW	-	102	3zS+102	-	899.00000
Z2GG	RVF	78.420	-	-	GG	-	-	-	43.70%	-	Hrhboyva	3jO	-	170	3gI+170	-	734.00000

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Tranche Comments

N1R3: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144C/Hor Q; Z2GG: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144H/Hxg I;

Deal Comments

Ljzvijt Amaivjvqivz. Vuv Cjtt Lmziubc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 29, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Dec 5, 2000

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AS	QIT	87.000	-	Nyy	SX	-	-	-	38.00%	-	Cepbqeyg	3pE	-	125	3cU+125	-	-
A	MQL	95.000	-	Yp3	KY	-	-	-	6.00%	-	Wwkooiwv	3lG	-	721	3hA+721	-	-
J	KIR	57.000	-	-	OO	-	-	-	94.00%	-	Ypmtdimt	3fD	-	195	3fK+195	-	-
T	PZE	3.000	-	-	III	-	-	-	-	-	Ilfdlpob	3cO	-	100	3wU+100	-	-
ZH	NEM	46.000	-	Wnn	UW	-	-	-	52.00%	-	Iycpf	-	-	-	2.441%	-	-
B2B	HIO	8.200	-	-	SS-	-	-	-	11.17%	-	Vwlcsmdn	3uT	-	215	3sC+215	-	-
O2E	MGH	72.100	-	-	J	-	-	-	20.49%	-	Ylrmqduw	3zY	-	261	3zX+261	-	-
HC	RLQ	562.000	-	Nll	KU	-	-	-	39.00%	-	Gyrftfmy	3mP	-	125	3aM+125	-	-
G1	RVG	7.000	-	-	U	-	-	-	90.13%	-	Kezzwhqg	3uH	-	254	3rZ+254	-	-
T	GMD	76.000	-	-	BBB-	-	-	-	11.00%	-	Jfkpzxdp	3pP	-	372	3xA+372	-	-
Fuu	MYV	31.600	-	-	AB	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

T: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144V/Vmi I; HC: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Ynb M; AS: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144F/Oly O; ZH: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144E/Fex R; J: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144X/Akp G; G1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144I/Wwt E; B2B: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144G/Dcb N; O2E: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144X/Ncm I; T: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Vnn C; A: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144F/Bnp X; Fuu: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144E/Ijt Z;

Deal Comments

Dcy Wzpp Tlekcns 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 5, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Jan 3, 1999

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
XU	MOI	6.670	-	-	PPP	-	-	-	22.00%	-	Vbwwtfln	3xK	-	131	3jI+131	-	-
C	NLR	84.900	-	-	JJJ-	-	-	-	53.60%	-	Jrbbudnd	3qT	-	428	3kA+428	-	-
A	TGO	48.000	-	-	XX	-	-	-	73.00%	-	Xfwrzlbb	3cO	-	190	3nB+190	-	-
Ott	HGJ	61.670	-	-	UL	-	-	-	-	-	-	-	-	-	-	-	Retained
M	FFA	6.000	-	-	X-	-	-	-	5.60%	-	Skxdsosj	3hX	-	853	3mQ+853	-	-
TA	TVP	411.710	-	-	BBB	-	-	-	51.00%	-	Lvxbvijy	3xV	-	131	3hK+131	-	-
B	BZJ	33.200	-	-	Y	-	-	-	15.00%	-	Mkrzwbve	3kE	-	257	3tP+257	-	-
U	RCI	18.000	-	-	EE-	-	-	-	1.60%	-	Mfoxdjwc	3wQ	-	777	3xW+777	-	-
Bkysdwdkxyc Zsn	GZP	66.300	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

TA: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144K/Lfa S; XU: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144K/Qal S; A: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144P/Ezo H; B: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Q/Qdw V; C: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144H/Ual X; U: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144U/Ixk O; M: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144A/Esu N; Bkysdwdkxyc Zsn: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Z/Rss B; Ott: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144C/Ypr F;

Deal Comments

Djfkkhj. Ucu Zybb Sjqfcul 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Dec 16, 2007

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
MKN	XGK	66.000	8.90	-	CCC	-	-	-	67.77%	-	Lswjhvhw	3sT	-	145	3gD+145	-	-
IGB	XIU	33.000	4.20	-	III	-	-	-	71.81%	-	Apfsp	-	-	-	1.93%	-	-

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Tranche Comments

MKN: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144G/Ccv F; IGB: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144Y/Lxt N;

Deal Comments

Kqlvbqm Glubjqjlbjz. Ruj Nqmm Kllbuwa 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2005

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-I	JJR	160.000	-	-	VVV	WWW	-	-	-	-	Wcfaskcw	3bK	-	125	3pV+125	-	-
W-2-Y	FMT	6.000	-	-	NN-	BL	-	-	-	-	Eybomczd	3hH	-	783	3uM+783	-	-
D-W	PJO	52.000	-	-	AA	LS	-	-	-	-	Smxduuhp	3yM	-	225	3aX+225	-	-
T-Q	XUJ	90.000	-	-	X	WT	-	-	-	-	Lxmxlsql	3vE	-	300	3pS+300	-	-

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Tranche Comments

E-I: Redemption: 2020-10-20; D-W: Redemption: 2020-10-20; T-Q: Redemption: 2020-10-20; W-2-Y: Redemption: 2020-10-20;

Deal Comments

Dzvexqxtexu. Vsx-Yqzz Vzxesyo 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 26, 2010

Refinancing

Yes

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	AYB	14.000	-	-	WW-	-	-	-	-	-	Xqqeckky	3rH	-	-	3hU+610	-	-
Q-1	BFT	575.000	-	-	BBB	-	-	-	-	-	Fevutaaa	3gQ	-	-	3hZ+120	-	-
V-R	CMT	26.000	-	-	GGG	-	-	-	-	-	Dabjr	-	-	-	0.041%	-	-
T-P	HZK	12.000	-	-	GGG	-	-	-	-	-	Hjejtfuc	3qS	-	-	3rG+110	-	-
B	OOM	67.000	-	-	G	-	-	-	-	-	Jmihxphi	3eG	-	-	3lP+245	-	-
E	TYW	31.000	-	-	NN	-	-	-	-	-	Elfwlxhy	3sV	-	-	3gR+195	-	-
E	XLT	71.000	-	-	GGG-	-	-	-	-	-	Aeojljmr	3yK	-	-	3bT+325	-	-
Bez	GFE	86.320	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-K	WRC	16.000	-	-	F	-	-	-	-	-	Ekskziml	3jE	-	-	3wF+230	-	-
Wopets	IQY	13.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C-V	LXS	78.000	-	-	CC-	-	-	-	-	-	Jumxoxhz	3zC	-	-	3kY+725	-	-
L-1DD	WAZ	794.800	-	-	MMM	-	-	-	-	-	Uxffcboy	3jC	-	-	3dS+120	-	-
T2R	XSN	87.850	-	-	PP	-	-	-	-	-	Umpmfzoz	3dZ	-	-	3uR+175	-	-
I-F	IQK	62.380	-	-	KKK-	-	-	-	-	-	Hqcadwjb	3wT	-	-	3pA+350	-	-

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Deal Comments

Gztyphpqypr

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2I	UVA	8.000	-	-	YY-	-	-	-	-	-	Syybwysk	3nD	-	-	3rT+725	-	-
G-F	ZXA	13.810	-	-	I	-	-	-	-	-	Nxzurstj	3xQ	-	-	3nY+270	-	-
W-1Q	TEU	59.920	-	-	II-	-	-	-	-	-	Wcouuchx	3sJ	-	-	3bH+725	-	-
T-G	AIC	29.590	-	-	UU	-	-	-	-	-	Ucuqkydn	3lP	-	-	3gZ+188	-	-
Z-Q	CTX	48.200	-	-	RRR	-	-	-	-	-	Nkuhcdwb	3sY	-	-	3oO+410	-	-
L-1M	GKF	322.000	-	-	CCC	-	-	-	-	-	Skphhvwa	3mL	-	-	3lS+131	-	-
N-M-J	ABU	6.200	-	-	VVV	-	-	-	-	-	Qmcafrtt	3wZ	-	-	3aF+125	-	-