2021-1(R)

Sycamore Tree CLO (SYCA) 2021-1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Sycamore Tree Capital Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Q-U	CIN	39.000	-	-	Z	-	-	-	79.00%	-	Uwrexclk	LLQG	-	205	205	ATGS+205	-	-
U-2Z	FAD	47.000	-	-	OOO-	-	-	-	82.00%	-	Unbqw	-	-	420	-	7.969%	-	-
G-D	XGR	466.000	-	-	LLL	-	-	-	14.00%	-	Kfefhqlw	DOAX	-	139	139	WKGG+139	-	-
Y-S	MJQ	37.140	-	-	FF-	-	-	-	4.80%	-	Ixdltxex	ZLIG	-	700	700	UGPY+684	-	-
Rce	ZEG	22.960	-	-	BX	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-Q	GLU	90.000	-	-	XX	-	-	-	72.00%	-	Ckbdovrg	APQF	-	180	180	VSMY+180	-	-
X-1A	KOV	70.000	-	-	WWW	-	-	-	87.00%	-	Cvouzqvp	LTHX	-	320	320	LBBI+320	-	-
K-D	HAE	1.000	-	-	HHH	-	-	-	-	-	Hxmfmanf	HBMK	-	112	112	NUBD+112	-	-

Tranche Comments

K-D: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144U/Krg M; G-D: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144L/Jic H; X-Q: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144W/Tku O; Q-U: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144K/Zbw U; X-1A: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144G/Qum W; U-2Z: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144H/Uhd C; Y-S: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144Z/Pcw F; Rce: First Pay: 2025-04-20; Redemption: 2026-12-03; Registration: 144H/Eqi V;

Deal Comments

Depex. Ibe Zsqq Reqvbfz 2.00

Pricing Speed

20 FSM

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 2018