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
V	QFZ	12.000	-	-	FFF-	-	-	-	61.00%	-	Tmwdejkb	3kY	-	-	375	3tV+367	-	-
D	NLD	44.800	-	-	II-	-	-	-	3.10%	-	Ydhjxfiy	3jC	-	-	755	3jC+738	-	-
Nid	RXB	78.300	-	-	KJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	LSH	8.000	-	-	XXX	-	-	-	-	-	Zrfyvlhk	3mO	-	-	100	3aO+100	-	-
BT	ICI	93.220	-	-	TTT	-	-	-	82.10%	-	Xbzmj	-	-	-	132	2.071%	-	-
L1	KNJ	828.200	-	-	BBB	-	-	-	78.20%	-	Ecslvrrw	3zO	-	-	132	3oP+132	-	-
O	PUK	42.400	-	-	VV	-	-	-	39.00%	-	Evksajxx	3pN	-	-	185	3eC+185	-	-
S	RLG	14.000	-	-	M	-	-	-	31.00%	-	Dcwbyqqk	3kD	-	-	240	3jP+240	-	-

Tranche Comments

L: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144J/Vfk O; L1: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144E/Ajt P; BT: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144X/Ede L; O: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144J/Tqg P; S: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144B/Mpe V; V: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144H/Ztr A; D: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144E/Pjf X; Nid: First Pay: 2021-10-20; Redemption: 2022-07-20; Registration: 144L/Erg A;

Deal Comments

Fsh-Kbzz Yxuassc 1.3.

Reinvestment Period (YRS)

6.6

Reinvestment Period End Date

Apr 23, 2002

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

1.2