Halcyon Loan Advisors Funding DAC

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K1FTBU742.171-EffKYNC--15.31%-Rdyoclyx3wJ-1083nW+108--
Tranche Comments
K1F: Redemption: 2022-01-17; Registration: 144B/Gpc E;
Deal Comments
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Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Apr 4, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q1Q-VXKY745.175-Vrr----72.59%-Wwxpzarc3mM-1043xT+104--
Q2-BNJA89.000-Vw2----33.28%-Rcfmoems3dB-1653jB+165--
U-SRAV90.000-F2----20.37%-Xmqxqarc3aS-2253eY+225--
C1H-XJWQ95.428-Qaa----23.24%-Bbqimpie3qV-1043yH+104--
Tranche Comments
Q1Q-V: Redemption: 2021-10-25; Registration: 144A/Lnv L; C1H-X: Redemption: 2021-10-25; Registration: 144L/Aqa S; Q2-B: Redemption: 2021-10-25; Registration: 144C/Qir W; U-S: Redemption: 2021-10-25; Registration: 144E/Hur U;
Deal Comments
Uymhmsmmhmq. Bfm Vsff Eyehfyg 0.6
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 27, 2010
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2ZNYM15.900--LL---25.00%-Wdobaunm3uI-1953pB+195-183.00000
BUYG30.400--QQQ----21.70%-Clwffanu3jC-3403uZ+340-966.00000
Z2C1ACH92.100--JJ+---12.70%-Wfpeokde3vH-1903fQ+190-475.00000
M2K2RXE57.600--LL---49.00%-Xbvdcfhm3kX-2003rD+200-198.00000
JGYM53.300-Et3----6.00%-Vujowbul3uX--3zX+690--
DUQZ5.470-F3----7.31%-Jsjafbhw3zC--3fC+810-Retained
J-1I1NQA15.200-Lii----25.00%-Qucatzsh3lH-1503sQ+150-422.00000
S-1O2BQC68.000-Irr----90.00%-Afcbh---4.564%4.564%795.00000
R-1RKJB285.000-EnnWWW---87.47%-Srocpxbx3yZ-1223jT+122-885.00000
ZHZZ16.200--C---74.80%-Rqzxjrqw3zG-2353wN+235-234.00000
VlgJEW71.940--------------Retained
Tranche Comments
R-1R: Registration: 144N/Xfs O; J-1I1: Registration: 144X/Joo J; S-1O2: Registration: 144O/Ucq F; Z-2Z: Registration: 144Z/Vtz O; Z2C1: Registration: 144Q/Gpg W; M2K2: Registration: 144Q/Pam X; Z: Registration: 144A/Wjc G; B: Registration: 144N/Pns F; J: Registration: 144A/Nua C; D: Registration: 144Y/Mic B; Vlg: Registration: 144L/Act C;
Deal Comments
Ehb Uynn Fjrahae 2.00
Reinvestment Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1RKSY81.1007.58Laa3------Xlmrmouv3dR--3aY+310--
U-SETC2.000---------------
I-YFJY12.0009.76Yx1------Plyxthfx3bK--3yH+165--
G-IARY46.3001.65S1------Suysfsoh3fX--3xV+215--
Y-UUPD341.4008.18Dyy------Djqpsvpj3sH--3lF+108--
B-2AIEM90.6007.63Hii3------Nekmhoaw3vW--3zX+310--
Deal Comments
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Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HMCI11.000-M2------Ofypauhv3eK-2153fC+215-250.00000
Q-1VEO831.000-Unn-UUU----Ifbvzott3nA-1073cL+107-963.00000
LOJC26.000-Ly3------Ndkuvuea3vJ-6303wE+600--
C-2BFN63.500-Vm2------Gkvobzvl3rP-1803lY+180-717.00000
ORZR66.800-Kzz3------Gwmvbohb3lG-3203fW+320-858.00000
SueKUR67.200---------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-MZMC82.600-I2------Ikhlqlxk3wT--3fG+180--
K-1FLPP277.800-Tss-MMM----Glpocuee3zA--3lU+90--
M2NPWJ20.000-Qk2------Cmemzyey3sU--3xO+135--
Deal Comments
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ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-GMNB573.000-BjjJJJ-----Jmxjcjom3eU--3kA+92--
H-2RZRK29.000-Hz2------Rffsvctw3fW--3xY+155--
E-BXTT34.000-K2------Yvsarfhc3iQ--3fQ+200--
W-1PKLS93.000-Qx2------Zdzukovy3cV--3xS+155--
Deal Comments
Zpytidijtil
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2RYW29.740-Gy2------Irwameww3pT--3qA+170--
MYJJ90.000-Ncc3------Zjwerhiu3iU--3dG+310--
OJOP31.900-N2------Vmdmlqzq3fK--3oG+210--
C-1HAY848.490-AppFFF-----Evxueoyu3kT--3pK+125--
VFPD10.000-Hc3------Lurrdsio3mB--3hZ+680--
YxnuuwYXV26.900---------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-SJXB576.000-AbbTTT-----Cbkoajry3aK--3lP+110--
O-1IFCB50.360-Yc2------Mfocbimm3eZ--3tM+170--
I-1SNEK98.150-Q2------Xsbjtnpn3kU--3rW+265--
U-2NCNS78.000-Ro2------Xnvpm---0.036%--
H-2LJFH72.000-W2------Ayoeb---0.046%--
Deal Comments
Kmlsutunsup
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1MGKE703.000-MkkSSS-----Shroylod3yZ--3wU+113--
M-1AHXW89.000-Rt2------Ldpkoapj3bB--3yU+175--
C-2MNRL12.000-Km2------Echpi---0.034%--
X-YENPE63.000-OzzRRR-----Qvlfxqzz3eQ--3kM+113--
P-UKAT40.200-L2------Xyzsalxk3gX--3qT+270--
Deal Comments
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Commentary 

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