2021-1

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
X	TRM	89.400	-	-	JJ	-	-	-	32.00%	-	Krqvbojl	3bU	-	-	185	3aL+185	-	-
E	IYQ	13.000	-	-	W	-	-	-	78.00%	-	Pcposcqg	3eD	-	-	240	3zM+240	-	-
D1	VMW	103.700	-	-	VVV	-	-	-	67.20%	-	Deqxbjpt	3zA	-	-	132	3rL+132	-	-
V	PCU	37.000	-	-	UUU-	-	-	-	75.00%	-	Ydsxlfjq	3hR	-	-	375	3gI+367	-	-
I	GQL	85.100	-	-	HH-	-	-	-	3.70%	-	Ewqspwrl	3hI	-	-	755	3qW+738	-	-
Jyu	VSV	29.100	-	-	ZY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	RSP	7.000	-	-	OOO	-	-	-	-	-	Zxoqjwva	3fC	-	-	100	3lP+100	-	-
LH	BYM	28.290	-	-	UUU	-	-	-	86.30%	-	Mrgkm	-	-	-	132	2.071%	-	-

Tranche Comments

M: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144Y/Oer G; D1: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144Y/Mmp B; LH: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144N/Coj I; X: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144O/Neq R; E: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144W/Gix T; V: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144F/Fcx E; I: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144B/Eps S; Jyu: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144H/Oon F;

Deal Comments

Lms-Qjaa Geummod 1.3.

Reinvestment Period (YRS)

4.3

Reinvestment Period End Date

Sep 24, 2013

WAL Test Period (YRS)

1.8

WAL Test Period End Date

May 20, 2021