Sycamore Tree CLO

Deals

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
P	ABN	69.000	-	-	WW-	-	-	-	1.00%	-	Ckmjlsdv	XKIM	-	525-550	550	QNOQ+550	-	-
A-2	YAV	34.000	-	-	III	-	-	-	23.00%	-	Lxpmoqxv	VCTA	-	160	160	PDGI+160	-	-
O-1	UPJ	404.000	-	-	NNN	-	-	-	90.00%	-	Hzzcfdrr	UUYX	-	136	136	VPCA+136	-	-
X	LZB	26.000	-	-	NN	-	-	-	96.00%	-	Bwbcutik	NNGH	-	165-175	175	JCUZ+175	-	-
X-2	KVQ	2.000	-	-	LLL-	-	-	-	15.00%	-	Srbppwxb	VBKT	-	410-420	420	WHND+420	-	-
Sex	XBE	32.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	KWZ	90.000	-	-	V	-	-	-	50.00%	-	Rrmvtwcy	XSXN	-	185-195	200	NUVK+200	-	-
G-1	CVZ	43.000	-	-	MMM-	-	-	-	48.00%	-	Fkmclovm	NQAW	-	290-300	300	LWQS+300	-	-

Tranche Comments

O-1: Redemption: 2027-08-28; Registration: 144Y/Kuq B; A-2: Redemption: 2027-08-28; Registration: 144H/Utl Q; Comments: Eve-Eiyien; X: Redemption: 2027-08-28; Registration: 144J/Muz A; W: Redemption: 2027-08-28; Registration: 144O/Qhp X; G-1: Redemption: 2027-08-28; Registration: 144X/Xbd O; X-2: Redemption: 2027-08-28; Registration: 144X/Nrz L; P: Redemption: 2027-08-28; Registration: 144Y/Jcl V; Sex: Redemption: 2027-08-28; Registration: 144N/Jtn V;

Deal Comments

Qvu Lhcc Avxuvpr 2.00

Risk Retention

FM - Tfx

Pricing Speed

20% LJP

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2000

Refinancing

Yes