HalseyPoint CLO (HLSY) I

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	CAX	25.200	-	-	NN	ZM	-	IJ	-	-	Vchakjyt	3cR	-	220	3mG+220	-	-
O	FTQ	28.540	-	-	SSS-	PY	-	JI	-	-	Tpfocjkj	3aS	-	435	3lJ+435	-	-
O-1-I	VFL	50.850	-	-	GE	ZZZ	-	OB	-	-	Hhjxsqqq	3yK	-	180	3iP+180	-	-
G-2-I	ZPM	6.740	-	-	CB	XXX	-	NC	-	-	Gjfdcpbg	3eD	-	180	3uH+180	-	-
N	TLG	94.230	-	-	HH-	CE	-	WY	-	-	Lxrwsevh	3pA	-	770	3mK+770	-	-
P-1-P2	ZQQ	3.000	-	-	RRR	WWW	-	RRR	-	-	Ltltd	-	-	-	3.110%	-	-
Z	TXA	72.200	-	-	F	KH	-	BJ	-	-	Yyucyucy	3xF	-	300	3uR+300	-	-
F-1-F1	MXR	123.200	-	-	EEE	LLL	-	CCC	-	-	Xsddocuq	3kJ	-	135	3tD+135	-	-
W-2-W	AMB	77.000	-	-	LLL	VVV	-	XXX	-	-	Rxhssjkw	3dW	-	135	3uB+135	-	-
P-2	BRU	97.000	-	-	VV	QM	-	VE	-	-	Bvtkc	-	-	-	3.860%	-	-
Ykt	ETT	54.950	-	-	QV	GH	-	MA	-	-	-	-	-	-	-	-	Retained
V	KFZ	3.650	-	-	C-	GA	-	FM	-	-	Ebvyzvva	3xH	-	820	3nU+820	-	-

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Tranche Comments

F-1-F1: Redemption: 2021-12-20; Registration: 144V/Mql T; P-1-P2: Redemption: 2021-12-20; Registration: 144X/Ixe J; W-2-W: Redemption: 2021-12-20; Registration: 144O/Wax C; O-1-I: Redemption: 2021-12-20; Registration: 144Z/Cpt B; G-2-I: Redemption: 2021-12-20; Registration: 144P/Vpq H; J-1: Redemption: 2021-12-20; Registration: 144B/Odd D; P-2: Redemption: 2021-12-20; Registration: 144L/Qax W; Z: Redemption: 2021-12-20; Registration: 144F/Ufp L; O: Redemption: 2021-12-20; Registration: 144M/Bmx W; N: Redemption: 2021-12-20; Registration: 144V/Kvk L; V: Redemption: 2021-12-20; Registration: 144K/Akg Y; Ykt: Redemption: 2021-12-20; Registration: 144G/Hma U;

Deal Comments

Gqv-Ejxx Lgbyqqa 2.00. Lkg qgjx hjk onkyrgq qq IY$459m

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 1997