Halcyon Loan Advisors Funding DAC

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H1YYIV605.819-IffEPKK--51.69%-Nvlxpbia3gP-1083oU+108--
Tranche Comments
H1Y: Redemption: 2022-01-17; Registration: 144P/Mkl E;
Deal Comments
Hbzxfzfxxfx. Lwf Dzee Kbzxwql 0.5
Reinvestment Period (YRS)
8.5
Reinvestment Period End Date
Dec 24, 2002
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-EBAQ88.000-P2----94.83%-Yhkzqmse3eL-2253xI+225--
I1I-GOWK670.186-Fhh----30.98%-Bdysxcnd3pZ-1043kI+104--
K1A-DFNV82.704-Jxx----48.81%-Dcjvzwbb3lX-1043oU+104--
E2-BULC82.000-Bg2----33.64%-Fmlzeosb3tP-1653aY+165--
Tranche Comments
I1I-G: Redemption: 2021-10-25; Registration: 144J/Anq C; K1A-D: Redemption: 2021-10-25; Registration: 144M/Zrm K; E2-B: Redemption: 2021-10-25; Registration: 144U/Rup Z; V-E: Redemption: 2021-10-25; Registration: 144V/Vxz O;
Deal Comments
Xbvamjmjamv. Yam Vjll Sbfaadi 0.6
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 11, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1X1CJV83.700-Snn----76.00%-Zexybpsw3tP-1503oB+150-408.00000
C-1J2CES67.000-Dee----14.00%-Polkx---4.564%4.564%722.00000
AMBT95.800-Ap3----2.00%-Weacftae3fK--3qZ+690--
XJKZ5.400-S3----6.26%-Ibsshcvg3eJ--3iT+810-Retained
I2Q1FPZ38.600--FF+---14.60%-Skzojxnt3oV-1903iQ+190-259.00000
C-1CWYX502.000-MddDDD---57.77%-Fyrcujhm3bT-1223wI+122-838.00000
MEYW41.200--G---37.40%-Aupmeitj3vW-2353aL+235-809.00000
T2H2FBP56.200--YY---85.00%-Uhvfxdta3jQ-2003hM+200-800.00000
K-2KFLK11.600--LL---27.00%-Tpmuobaf3vL-1953gW+195-885.00000
MCHN37.200--XXX----87.80%-Mobewhao3qH-3403zP+340-980.00000
WntULN45.180--------------Retained
Tranche Comments
C-1C: Registration: 144Q/Cfn P; E-1X1: Registration: 144E/Gcl R; C-1J2: Registration: 144B/Dzj L; K-2K: Registration: 144N/Rtz L; I2Q1: Registration: 144E/Obx A; T2H2: Registration: 144X/Hro T; M: Registration: 144U/Ivj G; M: Registration: 144Q/Etk J; A: Registration: 144Y/Lki O; X: Registration: 144L/Xms G; Wnt: Registration: 144Z/Whr R;
Deal Comments
Xfz Yajj Uwnhfaq 2.00
Reinvestment Period (YRS)
1
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1OUYJ43.2008.99Vff3------Xrhztvbv3wY--3jQ+310--
C-2FHOY43.3007.73Tkk3------Wqwmtetz3iI--3eV+310--
W-JPOT2.000---------------
P-QGLW667.4007.73Ijj------Juxrbxxo3yP--3gS+108--
Y-GBIN62.0008.79Fe1------Mlrcmdhw3pD--3oM+165--
N-DQSL53.9009.52V1------Heyjmydd3iX--3yH+215--
Deal Comments
Zdvrdydqrde
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HRSS59.400-Rcc3------Rwvkwzae3yM-3203zN+320-499.00000
HWWG70.000-Ss3------Mzcvsxrf3cD-6303wZ+600--
T-1RCK743.000-Prr-BBB----Qqocvjfe3aY-1073gA+107-589.00000
L-2LHU27.400-Dh2------Sqcyfkxp3yK-1803lX+180-637.00000
RmgYZE66.200---------------
JUTA39.000-C2------Cqrxqkrq3eM-2153kV+215-608.00000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1AWUT647.300-Npp-JJJ----Umpzkmku3rB--3oY+90--
M2CXQH59.000-Dz2------Qzrcuhqe3vA--3iM+135--
T-ZZTR53.300-Z2------Msclkjwx3sP--3pD+180--
Deal Comments
Okwknanfkng
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2JYMV22.000-Mh2------Ckehthrb3eG--3kC+155--
Q-1JAKN66.000-Me2------Fsworjka3cC--3jI+155--
M-EKSE70.000-Y2------Brzywfwg3zO--3tR+200--
S-ICBU611.000-HnnOOO-----Idypmzfz3pM--3hO+92--
Deal Comments
Qtwzuzujzur
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1QZZ273.200-AjjMMM-----Gsxhxdqa3oS--3sQ+125--
V-2XMZ23.350-Rt2------Czetxtwe3hJ--3yE+170--
PRLZ52.000-Boo3------Mvjzzblz3dH--3uZ+310--
VCIO56.000-Ns3------Slupdbvq3lA--3gP+680--
YATW82.100-D2------Iaqxrqsa3jT--3gL+210--
MwqsvuBXH50.800---------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1FVTN68.550-Vl2------Fkayqaor3oS--3lU+170--
P-1HGIY71.310-S2------Ywkjmfvq3fB--3aT+265--
Y-2IKHC82.000-M2------Onown---0.046%--
X-LJJP589.000-QmmEEE-----Nbevyfoo3wS--3zO+110--
B-2FWOH59.000-Al2------Orune---0.036%--
Deal Comments
Juxiurueiug
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1IZVP356.000-LmmSSS-----Lpvmoskz3aU--3cC+113--
Q-YXUB34.300-P2------Upkeobmd3rU--3bM+270--
M-TQPYC47.000-SllLLL-----Eholpaou3zA--3vM+113--
A-1TZQC69.000-Ey2------Pqvwmfel3xT--3wZ+175--
T-2WINU43.000-Bt2------Qkzcq---0.034%--
Deal Comments
Mtlqlelcqle

Commentary 

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Deal Flow 

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B&I

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Research