Trysail CLO (TRYSL) 2021-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Sancus Capital Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
V1	FSA	676.100	-	-	XXX	-	-	-	26.20%	-	Yilhdxix	3tA	-	-	132	3lP+132	-	-
C	JKY	6.000	-	-	QQQ	-	-	-	-	-	Tbujauvw	3kI	-	-	100	3dH+100	-	-
D	EUN	32.000	-	-	T	-	-	-	30.00%	-	Eycusayt	3nZ	-	-	240	3pB+240	-	-
P	MNU	36.500	-	-	CC-	-	-	-	3.60%	-	Oeesxhby	3aQ	-	-	755	3sL+738	-	-
AI	WRL	49.400	-	-	ZZZ	-	-	-	39.70%	-	Kcgzh	-	-	-	132	2.071%	-	-
M	EFU	48.100	-	-	WW	-	-	-	48.00%	-	Wkvooypv	3sV	-	-	185	3kM+185	-	-
X	LNI	99.000	-	-	PPP-	-	-	-	47.00%	-	Cyvjewhi	3uN	-	-	375	3pZ+367	-	-
Xdd	CTX	82.400	-	-	YK	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144Y/Mbp I; V1: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144Y/Yyn U; AI: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144V/Vcj M; M: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144N/Hiz H; D: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144F/Top O; X: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144F/Hxl D; P: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144W/Xwb L; Xdd: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144V/Mms F;

Deal Comments

Zzg-Nbzz Bgqjzth 1.3.

Reinvestment Period (YRS)

5.7

Reinvestment Period End Date

Sep 6, 2011

Reset

Yes

WAL Test Period (YRS)

3.7

WAL Test Period End Date

Dec 28, 2017