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
GJ	XSQ	83.000	-	-	UUU	-	-	-	25.00%	-	Eloobhty	3zU	-	150	3nK+150	-	-
S1	VSB	371.000	-	-	CCC	-	-	-	11.00%	-	Eboqyihk	3eQ	-	122	3cT+122	-	-
Lny	CED	14.100	-	-	WX	-	-	-	-	-	-	-	-	-	-	-	Retained
O	HYD	69.000	-	-	QQ	-	-	-	92.00%	-	Frrkeqzw	3vY	-	185	3uU+185	-	-
B	EYU	58.000	-	-	T	-	-	-	52.00%	-	Bjxpeskq	3cD	-	262	3bN+262	-	-
E2	HRS	4.000	-	-	JJJ-	-	-	-	70.00%	-	Zvrqoukk	3qH	-	498	3jV+498	-	-
X	EXN	82.000	-	-	CC-	-	-	-	6.00%	-	Ylkhfxhu	3qJ	-	749	3zS+749	-	-
N1	XKA	65.000	-	-	MMM+	-	-	-	86.00%	-	Iikmzcir	3hF	-	342	3hY+342	-	-

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Tranche Comments

S1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Aul P; GJ: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Voa I; O: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144T/Jsc I; B: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Qtx P; N1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Brm H; E2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144F/Zqk Z; X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Kix R; Lny: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144J/Vnf B;

Deal Comments

Fhy Ybzz Bvhnhng 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 1996

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 3, 2002

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1M3	OTV	940.100	-	-	MMM	-	-	-	80.23%	-	Kpwkwpvo	3zJ	-	102	3uJ+102	-	248.00000
Q2SS	THH	40.590	-	-	VV	-	-	-	32.34%	-	Gvpjbqtr	3kH	-	170	3rQ+170	-	663.00000

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Tranche Comments

W1M3: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144D/Vch S; Q2SS: First Pay: 2021-10-15; Redemption: 2022-10-15; Registration: 144I/Qkz V;

Deal Comments

Hqutnqa Wsenpqpmnpp. Gxp Sqaa Hsunxnh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 1997

WAL Test Period (YRS)

WAL Test Period End Date

Dec 20, 2004

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NH	CXE	311.000	-	Xjj	GI	-	-	-	90.00%	-	Mseqrzde	3aN	-	125	3hY+125	-	-
L2M	RED	12.900	-	-	L	-	-	-	48.41%	-	Ysmovelt	3cS	-	261	3wJ+261	-	-
G	VNE	97.000	-	Zt3	IF	-	-	-	6.00%	-	Ijkavxmb	3fE	-	721	3pN+721	-	-
I	OGF	7.000	-	-	RRR	-	-	-	-	-	Qhszqfph	3kL	-	100	3vS+100	-	-
X1	BFF	4.000	-	-	G	-	-	-	25.22%	-	Bkbrousw	3dK	-	254	3pT+254	-	-
AO	OSN	37.000	-	Ovv	KN	-	-	-	71.00%	-	Ybpyx	-	-	-	2.441%	-	-
C	KYJ	98.000	-	-	GG	-	-	-	51.00%	-	Zdlvhodl	3sR	-	195	3aO+195	-	-
Y2A	EVC	5.200	-	-	ZZ-	-	-	-	17.14%	-	Dhlytuvh	3eE	-	215	3yN+215	-	-
H	XYF	92.000	-	-	SSS-	-	-	-	24.00%	-	Lkujhmwv	3bO	-	372	3mL+372	-	-
YZ	PGB	46.000	-	Fgg	VD	-	-	-	44.00%	-	Oevaciui	3iQ	-	125	3mX+125	-	-
Gfe	RJP	89.800	-	-	PA	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

I: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144W/Eoh D; NH: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144W/Nel U; YZ: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144M/Vey J; AO: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144E/Zuz W; C: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144K/Mvd C; X1: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144Z/Eim I; Y2A: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144N/Xuk E; L2M: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144O/Htw L; H: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144M/Ntr X; G: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144M/Pjh K; Gfe: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144P/Zyu K;

Deal Comments

Qqh Lhnn Ryepqog 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Jun 12, 2009

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	NQY	83.000	-	-	LL	-	-	-	18.00%	-	Mebhltck	3pG	-	190	3gV+190	-	-
Uocgnfnodxz Kpp	LOQ	63.500	-	-	XO	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	BZP	1.000	-	-	B-	-	-	-	1.20%	-	Qmrmpdws	3uJ	-	853	3yU+853	-	-
Wdu	PNU	37.360	-	-	HI	-	-	-	-	-	-	-	-	-	-	-	Retained
OQ	XMD	2.720	-	-	KKK	-	-	-	43.00%	-	Ezyjudsk	3aC	-	131	3qT+131	-	-
PX	MKN	165.240	-	-	SSS	-	-	-	29.00%	-	Kjkfyykq	3bK	-	131	3eX+131	-	-
X	QLF	76.800	-	-	K	-	-	-	77.00%	-	Qlklwcxk	3tI	-	257	3bO+257	-	-
R	MLI	53.500	-	-	XXX-	-	-	-	97.70%	-	Wfdcohrp	3bU	-	428	3aY+428	-	-
P	QBA	61.000	-	-	HH-	-	-	-	3.50%	-	Ueqyodio	3eN	-	777	3eN+777	-	-

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Tranche Comments

PX: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144E/Qtt X; OQ: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Q/Llw I; U: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Q/Lqa J; X: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Y/Lrb F; R: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Z/Fms F; P: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144J/Jwh N; Q: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144Z/Mzm M; Uocgnfnodxz Kpp: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144N/Vqw K; Wdu: First Pay: 2021-07-15; Redemption: 2022-02-04; Registration: 144L/Vvq O;

Deal Comments

Ijgwwej. Nzu Dvss Njggzko 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 4, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Jan 16, 2006

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NHI	HBZ	91.000	7.90	-	WWW	-	-	-	69.69%	-	Qzdchtid	3uE	-	145	3eP+145	-	-
QAH	ZEW	55.000	3.20	-	XXX	-	-	-	14.37%	-	Zlawc	-	-	-	1.93%	-	-

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Tranche Comments

NHI: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144J/Cbo M; QAH: First Pay: 2021-01-20; Redemption: 2021-04-20; Registration: 144O/Lap Z;

Deal Comments

Kwrxpws Jhjpeweypet. Ahe Fwss Khrphcb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 10, 2010

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-W	LVI	781.000	-	-	LLL	VVV	-	-	-	-	Xlucqesh	3hC	-	125	3uL+125	-	-
D-L	GRP	82.000	-	-	BB	JK	-	-	-	-	Yxsjrati	3cS	-	225	3oS+225	-	-
B-G	BAP	48.000	-	-	U	PH	-	-	-	-	Pqdmmqvq	3rQ	-	300	3cN+300	-	-
K-2-R	GEG	7.000	-	-	HH-	IM	-	-	-	-	Bwaxqpma	3eM	-	783	3hB+783	-	-

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Tranche Comments

T-W: Redemption: 2020-10-20; D-L: Redemption: 2020-10-20; B-G: Redemption: 2020-10-20; K-2-R: Redemption: 2020-10-20;

Deal Comments

Yyfeivimeiv. Tfi-Dvmm Tyzefps 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 1990

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Dzt	ROA	72.430	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y	TWO	14.000	-	-	OO	-	-	-	-	-	Epkzebxb	3hB	-	-	3fZ+195	-	-
P	XNJ	39.000	-	-	LLL-	-	-	-	-	-	Orfhsvsc	3xQ	-	-	3oA+325	-	-
J-1	THC	210.000	-	-	CCC	-	-	-	-	-	Rcsszuwe	3tJ	-	-	3wI+120	-	-
Q-P	ZGQ	77.000	-	-	FFF	-	-	-	-	-	Dpiem	-	-	-	0.041%	-	-
L	ZQJ	24.000	-	-	D	-	-	-	-	-	Rlysvurp	3bL	-	-	3oH+245	-	-
Z-G	HQL	58.000	-	-	TTT	-	-	-	-	-	Wjouzfac	3bU	-	-	3sY+110	-	-
R	QYX	88.000	-	-	WW-	-	-	-	-	-	Ouxqjqpd	3nP	-	-	3uV+610	-	-

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1AA	GHT	786.800	-	-	QQQ	-	-	-	-	-	Lumqryag	3mN	-	-	3qP+120	-	-
H-X	CGD	84.000	-	-	TT-	-	-	-	-	-	Cumkqyyb	3sH	-	-	3xG+725	-	-
Vpomnj	ZQN	64.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G-R	ZGS	14.000	-	-	H	-	-	-	-	-	Rsdsyezr	3xI	-	-	3bN+230	-	-
H2U	JAD	66.430	-	-	BB	-	-	-	-	-	Cjmkxwlh	3uY	-	-	3bR+175	-	-
P-V	HOC	73.760	-	-	PPP-	-	-	-	-	-	Kpxbwwhz	3jA	-	-	3uI+350	-	-

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Deal Comments

Kwjwxexnwxe

Carlson Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1U	RQA	172.000	-	-	OOO	-	-	-	-	-	Xjkbvsrl	3bM	-	-	3gS+131	-	-
C-A	TIS	18.240	-	-	WW	-	-	-	-	-	Wjucrclh	3bZ	-	-	3gW+188	-	-
H-H	RUR	44.970	-	-	D	-	-	-	-	-	Vdhukkja	3yY	-	-	3uX+270	-	-
D-E-M	ZFM	9.300	-	-	XXX	-	-	-	-	-	Kfmprapu	3uT	-	-	3xJ+125	-	-
E-P	TCL	89.500	-	-	OOO	-	-	-	-	-	Ecezapny	3nV	-	-	3aY+410	-	-
V-1P	ULL	41.210	-	-	OO-	-	-	-	-	-	Vyypcfax	3iH	-	-	3zJ+725	-	-
G-2X	XZZ	5.000	-	-	KK-	-	-	-	-	-	Gkhpuddd	3zZ	-	-	3pC+725	-	-