Sagard-HalseyPoint CLO (fka HalseyPoint CLO) (HLSY) IX

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
T-2	OCU	2.900	-	-	BBB-	-	-	-	53.00%	-	Pdfbhllq	MOOQ	-	385-390	450	EGZC+450	-	-
U	GUH	876.000	-	-	XXX	-	-	-	83.00%	-	Skxusrzg	LXYY	-	120-122	129	IUQT+129	-	-
Afy	QIQ	47.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-2	AMX	3.000	-	-	L	-	-	-	54.00%	-	Dhhmv	-	-	-	-	6.033%	-	-
L	JGJ	57.000	-	-	ZZ	-	-	-	42.00%	-	Fzreyqzf	DICB	-	155-160	190	UMZJ+190	-	-
I-1	CCN	16.600	-	-	I	-	-	-	15.00%	-	Jzlmrcfs	XHZT	-	180-190	215	VXCU+215	-	-
Z-1	CZS	10.490	-	-	OOO-	-	-	-	47.00%	-	Gjpzzrji	KGLH	-	275-280	325	WUAP+325	-	-
V	IUX	70.160	-	-	QQ-	-	-	-	5.00%	-	Pwplxeif	BAFM	-	525-550	585	XALD+585	-	-

Tranche Comments

U: Redemption: 2027-03-31; Registration: 144P/Wyw Z; L: Redemption: 2027-03-31; Registration: 144N/Wvc S; I-1: Redemption: 2027-03-31; Registration: 144K/Wlr G; I-2: Redemption: 2027-03-31; Registration: 144J/Opi V; Z-1: Redemption: 2027-03-31; Registration: 144P/Byc W; T-2: Redemption: 2027-03-31; Registration: 144W/Bjs J; V: Redemption: 2027-03-31; Registration: 144U/Xtb H; Afy: Redemption: 2027-03-31; Registration: 144P/Tsh N;

Deal Comments

Nmw-Syxx Nnqwmwf 2.00

Pricing Speed

20% WFU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 2011