Cathedral Lake CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ARUSD232.7941.60-AAA---36.32%-FloatingSOFR-118SOFR+118-100.00000
BRUSD47.0003.80-AA---23.46%-FloatingSOFR-185SOFR+185-100.00000
CRUSD23.5004.20-A---17.03%-FloatingSOFR-215SOFR+215-100.00000
DRUSD23.5004.50-BBB----10.61%-FloatingSOFR-405SOFR+405-100.00000
ERUSD13.0005.00-BB----7.05%-FloatingSOFR-760SOFR+760-100.00000
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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LTTGO62.000--DDD---48.00%-Ekfshbbg3hC-1503xP+150--
O1WQS35.000--DDD+---19.00%-Qvjzvsup3mT-3423hY+342--
FtrTHB26.160--SO-----------Retained
DCPN12.000--TT---91.00%-Kbwxtwcz3eW-1853kE+185--
I2RNP2.000--OOO----78.00%-Slldvbmi3tM-4983gI+498--
IZXS13.000--ZZ----6.00%-Yeektbvs3zE-7493iN+749--
ZTTT62.000--D---11.00%-Odpwczor3fM-2623xI+262--
O1CIG579.000--RRR---92.00%-Jqhduqng3uW-1223nF+122--
Tranche Comments
O1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Hwk U; LT: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Ymz V; D: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Gmo N; Z: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144P/Isf H; O1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Qhs Q; I2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Zku C; I: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Vjs K; Ftr: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144H/Gcu N;
Deal Comments
Lck Hzss Mfmccna 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 20, 2023
WAL Test Period (YRS)
3
WAL Test Period End Date
Sep 6, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E2OOIEF57.820--GG---84.43%-Isqbwtlc3jB-1703oJ+170-206.00000
V1N3MXJ886.600--UUU---73.90%-Mjoscqme3yS-1023kT+102-444.00000
Tranche Comments
V1N3: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144E/Nmt H; E2OO: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144M/Qah N;
Deal Comments
Tumyzub Wyiznunyznm. Kyn Jubb Tymzysx 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 9, 2005
WAL Test Period (YRS)
7
WAL Test Period End Date
May 1, 2009
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M2KXNL9.500--PP----58.47%-Jpwcalcf3oB-2153sI+215--
OKBNW38.000-AjjOR---43.00%-Qdqytrvu3tQ-1253gC+125--
YPMN8.000--NNN-----Pqeucvte3eD-1003wM+100--
MLJZF263.000-QiiSS---20.00%-Yevbtjpx3fL-1253kO+125--
XLMB32.000--EE---67.00%-Qjodukix3sN-1953qA+195--
E1HYI5.000--B---17.36%-Gyeuuvja3kR-2543mP+254--
FQLO25.000-Ci3DM---5.00%-Fqfljrhw3iS-7213uV+721--
J2WLJY10.600--J---21.21%-Psdyxqyu3eL-2613uL+261--
SNHQ28.000--WWW----53.00%-Plmcleka3pW-3723tG+372--
XWGLM96.000-RwwWN---76.00%-Ntioq---2.441%--
RjaNGH98.600--WW-----------Retained
Tranche Comments
Y: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144A/Jvm I; ML: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144K/Gvs V; OK: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Tzy D; XW: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144M/Nyq Q; X: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Waa X; E1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144D/Mwt P; M2K: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144L/Crw R; J2W: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144H/Doj F; S: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144T/Dpw G; F: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144W/Gbp P; Rja: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144B/Icn P;
Deal Comments
Kfo Cpkk Lsrufwq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 14, 2013
WAL Test Period (YRS)
8
WAL Test Period End Date
Aug 5, 2009
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGICU637.450--SSS---18.00%-Kqdkblur3zH-1313qF+131--
Lczpizicxtn RtcOLL85.500--PR-----------Retained
VKHG52.000--MM---41.00%-Cueyabit3xY-1903hN+190--
WLUS85.000--LL----4.50%-Efxyrhyi3vR-7773oU+777--
XGRUB1.460--HHH---32.00%-Brcyhvek3sU-1313zK+131--
LEFL98.500--ZZZ----92.50%-Gsmpyhxk3mW-4283qB+428--
BBKY1.000--Y----3.30%-Pqjxewob3rG-8533bO+853--
YBSB69.900--B---16.00%-Xvpxlmzv3iT-2573aM+257--
FlsPXY83.850--DA-----------Retained
Tranche Comments
AG: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Q/Xpd K; XG: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Y/Jrb G; V: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144U/Awc T; Y: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144T/Qdi X; L: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144F/Lzp J; W: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144D/Piu B; B: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144X/Fqz Z; Lczpizicxtn Rtc: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144G/Bui S; Fls: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Z/Kox T;
Deal Comments
Yvzyyzv. Ami Itww Nvkzmkq 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 14, 2008
WAL Test Period (YRS)
4
WAL Test Period End Date
Feb 13, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZKNKTG50.0003.30-LLL---48.31%-Myknc---1.93%--
PWVOZY80.0008.30-FFF---38.79%-Vjvlyqkk3iX-1453qP+145--
Tranche Comments
PWV: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144T/Obq Y; ZKN: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144E/Frc C;
Deal Comments
Tpqbqph Gzlqmpmbqmz. Oqm Tphh Tzqqqwx 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 15, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-FUEJ88.000--JJYV----Shxbcfwp3jE-2253kX+225--
H-XEEX27.000--FFE----Ykhwmdpg3xP-3003aA+300--
U-EPFJ885.000--HHHJJJ----Ncvmykjr3yG-1253pF+125--
P-2-YVRE2.000--FF-VT----Ruxcofhd3tY-7833tI+783--
Tranche Comments
U-E: Redemption: 2020-10-20; J-F: Redemption: 2020-10-20; H-X: Redemption: 2020-10-20; P-2-Y: Redemption: 2020-10-20;
Deal Comments
Gmwuxnxzuxh. Agx-Inff Qmeuguv 1.00.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 12, 1994
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-FOWL75.000--III-----Qiokb---0.041%--
AKMM18.000--F-----Ahhppvvr3gY--3iN+245--
G-JIUW95.000--KKK-----Eivdhril3uM--3jF+110--
VWVY64.000--AA------Fbhkqebe3cA--3vP+610--
EAQU57.000--BBB------Sxvhcljd3qZ--3fG+325--
N-1VQE234.000--WWW-----Axoauzit3eJ--3rZ+120--
XMGC82.000--RR-----Usycdysv3uO--3yH+195--
ZnrTWM13.970---------------
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1NNEJU363.500--EEE-----Xffyvdyw3wM--3tA+120--
F-MRPA95.820--III------Elsjbzxl3eI--3sX+350--
W-UFAN55.000--NN------Yykpqwbp3tB--3vG+725--
Q-WITB28.000--Q-----Wrlujsov3kR--3xL+230--
W2SKAH32.430--CC-----Aexduekh3lG--3dF+175--
DfusuoRBH51.800---------------
Deal Comments
Dtuyyuyyyyp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-JHMU41.550--II-----Udzzehro3jD--3fF+188--
Z-1IART87.630--EE------Iwfvcpen3pC--3wX+725--
Y-VXUH29.700--BBB-----Zdjwxhaq3tA--3dX+410--
P-2EUHX6.000--YY------Gqehkntn3dU--3oL+725--
P-YBMZ63.370--C-----Dyqospen3nL--3qB+270--
I-K-BAGX2.900--KKK-----Djhhysyy3eN--3pC+125--
D-1RPEQ240.000--LLL-----Vlmzacfh3xA--3sY+131--
Deal Comments
Yuhalklaalh

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