I(R)

Sagard-HalseyPoint CLO (fka HalseyPoint CLO) (HLSY) I(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

HalseyPoint Asset Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
V-F	YGX	55.000	-	-	K	-	-	-	43.00%	-	Velroyab	EXVT	-	215-225	235	BDWV+235	-	-
E-1P	XYB	38.000	-	-	KKK-	-	-	-	15.00%	-	Fxrumdsm	VPOI	-	330-340	380	PXVH+380	-	-
A-2L	CBB	8.000	-	-	PPP-	-	-	-	78.90%	-	Ccsqbalm	WDOB	-	440-450	550	LZGC+550	-	-
Dto	IFN	69.910	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-O	BRC	658.000	-	-	CCC	-	-	-	45.00%	-	Lehouurm	JYEW	-	145s	145	ETUG+145	-	-
T-B	NTK	28.000	-	-	WW	-	-	-	27.00%	-	Wwcfecte	WMOA	-	185l	190	COLY+190	-	-
C-I	PSJ	4.200	-	-	JJJ	-	-	-	-	-	Pcueqbxe	CZEL	-	105	110	GQCL+110	-	-
G-I	ZTD	47.200	-	-	TT-	-	-	-	3.10%	-	Ojlvlmzu	GXTW	-	775-800	850	XEUH+850	-	-
H-M	IKM	6.610	-	-	T-	-	-	-	9.13%	-	Teqsvzmq	SQJB	-	1100h	1073	UEMD+1073	-	-

Tranche Comments

C-I: Redemption: 2026-10-20; Registration: 144F/Jkw A; O-O: Redemption: 2026-10-20; Registration: 144Y/Axm U; T-B: Redemption: 2026-10-20; Registration: 144Y/Osf U; V-F: Redemption: 2026-10-20; Registration: 144Z/Gtq X; E-1P: Redemption: 2026-10-20; Registration: 144O/Yqy K; A-2L: Redemption: 2026-10-20; Registration: 144G/Ndv I; G-I: Redemption: 2026-10-20; Registration: 144N/Jra R; H-M: Redemption: 2026-10-20; Registration: 144E/Uyj E; Dto: Redemption: 2026-10-20; Registration: 144P/Bxg C;

Deal Comments

Sav-Twqq Cmaxaln 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 1999