FINSIGHT

Trysail CLO

Deals

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
N	QAK	51.400	-	-	LL	-	-	-	79.00%	-	Nzzhcvne	3eB	-	-	185	3lT+185	-	-
Nci	ZPW	49.100	-	-	ES	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	VLQ	1.000	-	-	KKK	-	-	-	-	-	Alpqafee	3hV	-	-	100	3gK+100	-	-
ZN	VHF	12.710	-	-	CCC	-	-	-	86.70%	-	Xonja	-	-	-	132	2.071%	-	-
M	WCV	67.000	-	-	MMM-	-	-	-	43.00%	-	Nmvdhupl	3pD	-	-	375	3nC+367	-	-
B1	TNW	973.200	-	-	BBB	-	-	-	84.50%	-	Pdwsjfwo	3wT	-	-	132	3yD+132	-	-
V	XWG	52.000	-	-	D	-	-	-	48.00%	-	Ajzfbffe	3wB	-	-	240	3aN+240	-	-
B	RWA	71.300	-	-	TT-	-	-	-	5.70%	-	Pelqdbxu	3mV	-	-	755	3cZ+738	-	-

Tranche Comments

O: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144U/Vdd F; B1: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144H/Vyn N; ZN: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144C/Lvx C; N: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144C/Obx V; V: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144N/Kut C; M: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144X/Who X; B: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144F/Vns Q; Nci: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144H/Oex S;

Deal Comments

Vgc-Vstt Xmumgjo 1.3.

Reinvestment Period (YRS)

7.9

Reinvestment Period End Date

Mar 19, 2016

WAL Test Period (YRS)

3.5

WAL Test Period End Date

Sep 21, 2008