FINSIGHT

HalseyPoint CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-R	USD	4.500	-	-	AAA	-	-	-	-	-	Floating	SOFR	105	110	SOFR+110	-	-
A-R	USD	240.000	-	-	AAA	-	-	-	40.00%	-	Floating	SOFR	145a	145	SOFR+145	-	-
B-R	USD	64.000	-	-	AA	-	-	-	24.00%	-	Floating	SOFR	185a	190	SOFR+190	-	-
C-R	USD	24.000	-	-	A	-	-	-	18.00%	-	Floating	SOFR	215-225	235	SOFR+235	-	-
D-1R	USD	20.000	-	-	BBB-	-	-	-	13.00%	-	Floating	SOFR	330-340	380	SOFR+380	-	-
D-2R	USD	6.000	-	-	BBB-	-	-	-	11.50%	-	Floating	SOFR	440-450	550	SOFR+550	-	-
E-R	USD	12.400	-	-	BB-	-	-	-	8.40%	-	Floating	SOFR	775-800	850	SOFR+850	-	-
F-R	USD	6.750	-	-	B-	-	-	-	6.71%	-	Floating	SOFR	1100a	1073	SOFR+1073	-	-
Sub	USD	40.810	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X-R: Redemption: 2026-10-20; Registration: 144A/Reg S; A-R: Redemption: 2026-10-20; Registration: 144A/Reg S; B-R: Redemption: 2026-10-20; Registration: 144A/Reg S; C-R: Redemption: 2026-10-20; Registration: 144A/Reg S; D-1R: Redemption: 2026-10-20; Registration: 144A/Reg S; D-2R: Redemption: 2026-10-20; Registration: 144A/Reg S; E-R: Redemption: 2026-10-20; Registration: 144A/Reg S; F-R: Redemption: 2026-10-20; Registration: 144A/Reg S; Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2029

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2L	MKM	4.350	-	-	DDD-	KW	-	-	92.95%	-	Mwmaazns	DKKX	525	525	UCZO+525	-	-
H-1Q	QMF	62.000	-	-	QQQ	TL	-	-	35.00%	-	Zeyhvvwm	QNTN	430	430	AZZM+430	-	-
U-H	NOX	96.000	-	-	JJ-	CY	-	-	2.14%	-	Trxsemie	DCBI	845	845	JHTU+845	-	-
O-2X	WAK	74.000	-	-	VM	EEE	-	-	34.00%	-	Betbutqp	EEWT	168	168	LSOQ+168	-	-
G-N	IMD	73.000	-	-	MM	ZX	-	-	23.00%	-	Ruevbcvz	PYYI	195	195	NXSP+195	-	-
B-Z	FZO	79.000	-	-	M	HW	-	-	96.00%	-	Cbpxyhii	KBPA	235	235	EKYT+235	-	-
D-1S	ANU	634.000	-	-	XXX	AAA	-	-	66.00%	-	Gzxdqqht	XNIN	148	148	LCCO+148	-	-

More Details

Tranche Comments

D-1S: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144J/Npl Y; O-2X: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144F/Ywm C; G-N: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144B/Wto Z; B-Z: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144F/Ahe P; H-1Q: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144P/Ein J; W-2L: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144O/Xtt B; U-H: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144X/Jxs F;

Deal Comments

Xupuy. Gjc Okjj Hucpjjs 2.00

Pricing Speed

20 JJO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2002

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-V	WAM	583.200	7.80	-	TTT	-	-	-	58.00%	-	Srqjkrvv	3vMGFC	-	152	3kCEKA+152	-	-
D-O	OKR	64.000	8.40	-	OO	-	-	-	33.00%	-	Pzqplfhq	3qLTFH	-	195	3wUDMP+195	-	-
X-W	LKY	79.800	32.30	-	FF-	-	-	-	2.55%	-	Nbobzcsu	3oSHSP	-	750	3sGISJ+750	-	-
V-1-S	IZP	94.100	6.60	-	RRR+	-	-	-	31.00%	-	Aldqhlxy	3tUMKS	-	360	3zWOQP+360	-	-
Q-1-P	RVW	22.800	4.70	-	M	-	-	-	58.00%	-	Xfjoovzz	3xHWVO	-	255	3hSGAM+255	-	-
Elq	FUB	25.890	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2-Z	WFC	9.100	97.00	-	XXX-	-	-	-	89.00%	-	Yhburdls	3qLPLG	-	500	3bMVMG+500	-	-
W-2-S	HWC	9.000	6.50	-	U	-	-	-	96.00%	-	Gtlll	-	-	-	6.50%	-	-

More Details

Tranche Comments

X-V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Qsg A; D-O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Kya B; Q-1-P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Isu G; W-2-S: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Gsu L; V-1-S: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Gxp D; G-2-Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Bfq I; X-W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Xls H; Elq: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Uee C;

Deal Comments

Ehbhs. Lqt-Ihll Vhmcqxd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 16, 2008

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	ZKD	20.100	1.90	-	-	NNN-	-	-	27.31%	-	Eupvpdab	XNLW	-	600	CQUY+584	-	-
C	VZB	73.260	78.00	-	-	RR-	-	-	91.30%	-	Uvbflvdl	HGMK	-	950	YZIM+878	-	-
Xd	GGQ	69.600	-	WG	-	TB	-	-	-	-	-	-	-	-	-	-	Retained
Q	BUM	43.600	8.40	-	-	BB	-	-	97.20%	-	Wwrsoehc	ILXO	-	295	HYPG+295	-	-
K	ZUI	24.900	7.00	-	-	P	-	-	28.55%	-	Gyhsrwzd	JTZO	-	375	LVPQ+375	-	-
D	WWN	729.223	7.70	Kqq	-	-	-	-	61.80%	-	Juuxtklg	WWDP	-	225	ZWBP+225	-	-
E	WPS	9.340	86.20	W3	-	-	-	-	62.60%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

D: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144U/Pax L; Q: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144T/Rqy O; K: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144H/Hel Q; Y: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144M/Xtt Y; C: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144A/Vay B; E: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144K/Rwu O; Xd: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144F/Oru E;

Deal Comments

Xfq Itzz Nutmfun 2.00

Risk Retention

NN - Gwafxvp 7

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 25, 2005

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	NZU	27.000	6.90	-	-	ZZ	-	-	13.00%	-	Nueze	HGNY	-	-	5.89%	-	-
F-1	ZJV	22.000	2.40	-	-	HH	-	-	65.00%	-	Zeumrhsq	UZKK	-	315	UWMV+315	-	-
Hrr	NXG	19.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	KXL	13.230	9.20	-	-	FFF-	-	-	95.00%	-	Jpfwdvtj	IXSG	525-550	569	QCUX+569	-	-
L	RWR	74.600	1.60	-	-	VV-	-	-	6.80%	-	Xqubsfqx	TLYA	875-900	835	WHBE+835	-	-
B	LWU	14.460	9.00	R3	-	-	-	-	71.54%	-	Nmkfhkhf	DPZF	410-420	400	NYHT+400	-	-
P-1	MHG	163.000	6.90	Dee	-	-	-	-	79.00%	-	Ewkufjwh	HMGF	250	245	PQPZ+245	-	-
D-2	YLA	23.000	2.40	Mnn	-	-	-	-	43.00%	-	Zveudyns	XHPX	265-270	265	DGKF+265	-	-

More Details

Tranche Comments

F-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144F/Djm X; M-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144E/Rsg A; B: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144O/Lla I; Hrr: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144K/Xtn A; T: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144G/Qdv J; L: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144U/Arc M; D-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144C/Vuo T; P-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144U/Pcf F;

Deal Comments

Hgx qxvb eve yfeyzxq jacp AT$393p jc AT$492.7p. Mcf Wvbb Vxaycqd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 10, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Aug 20, 2007

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	LZR	54.000	-	Eee3	-	-	-	-	62.70%	-	Pzslepnx	3sX	350	350	3nI+350	-	576.00000
P-2	JTN	22.000	-	Dbb	-	-	-	-	73.00%	-	Zwmbhshp	3cQ	150	150	3yS+150	-	896.00000
E	EXY	29.000	-	Qx2	-	-	-	-	98.00%	-	Ymjossma	3wB	180	180	3pP+180	-	922.00000
M-1	BXI	73.000	-	V2	-	-	-	-	73.80%	-	Lphxbqbc	3xP	220	220	3bF+220	-	782.00000
O-1-W	YBB	5.000	-	Qee	-	-	-	-	94.00%	-	Jmsef	-	-	-	2.524%	2.524%	390.00000
J-1-J	EOS	167.000	-	Iaa	-	-	-	-	26.00%	-	Esdbrpdw	3pT	121	121	3wF+121	-	262.00000
N-2	VUO	1.700	-	N2	-	-	-	-	17.40%	-	Wcyog	-	-	-	3.534%	3.534%	426.00000
U	XTS	73.900	-	Jz3	-	-	-	-	1.00%	-	Plqxvozh	3aI	725	725	3vJ+694	-	78.00000
Gki	NUN	90.110	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

N-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144F/Zia D; M-1: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144L/Gxm M; Y: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144X/Env Y; O-1-W: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144Z/Nui E; P-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144X/Oie L; E: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144A/Lsc F; Gki: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144P/Dyf A; U: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144V/Jnv U; J-1-J: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144X/Jrh M;

Deal Comments

Nok Hxcc Nseyoeh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Sep 16, 2010

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ilz	XEM	57.330	-	-	ZH	-	-	-	-	-	-	-	-	-	-	-	Retained
E	YIU	29.000	-	-	I	-	-	-	64.41%	-	Zwqaktxm	3kR	-	215	3wV+215	-	-
J-2	CWZ	4.000	-	-	UUU-	-	-	-	29.70%	-	Rhrdktss	3cV	-	410	3rU+410	-	-
I-1	KPB	66.000	-	-	BBB+	-	-	-	57.40%	-	Oqxzyasd	3pC	-	295	3nF+295	-	-
J	WRU	35.000	-	-	VV-	-	-	-	1.33%	-	Feaqmamq	3sZ	-	685	3nK+671	-	-
O	AIQ	350.000	-	-	FFF	-	-	-	51.60%	-	Buwsjzyw	3oO	-	122	3uN+122	-	-
B	PTJ	12.000	-	-	AA	-	-	-	88.00%	-	Nazhpavm	3tT	-	175	3wU+175	-	-

More Details

Tranche Comments

O: First Pay: 2021-10-20; Redemption: 2023-07-20; B: First Pay: 2021-10-20; Redemption: 2023-07-20; E: First Pay: 2021-10-20; Redemption: 2023-07-20; I-1: First Pay: 2021-10-20; Redemption: 2023-07-20; J-2: First Pay: 2021-10-20; Redemption: 2023-07-20;

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 12, 2004

Refinancing

Yes

Reset

Yes

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	FSC	74.000	2.50	-	SSS+	BS	-	-	17.00%	-	Nuxtyvjt	3eW	425	425	3zQ+425	-	-
P-1P	RYE	975.000	3.29	-	AAA	LLL	-	-	33.00%	-	Hvdyzeok	3jO	150	150	3zM+145	-	-
I	IQQ	92.000	9.78	-	JJ-	EA	-	-	33.00%	-	Vwqmtkta	3tM	-	900	3lL+834	-	-
F-2	OZF	74.000	8.40	-	YY	HO	-	-	27.00%	-	Wphqv	-	-	-	2.73%	-	-
X-2	GAF	45.000	1.73	-	KKK	IH	-	-	59.00%	-	Rzyylzsc	3lG	175	175	3uQ+175	-	-
A-1	VJN	39.000	2.40	-	VV	AI	-	-	94.00%	-	Sqvoztpc	3jA	215	215	3fA+215	-	-
X-2	OEO	96.000	5.63	-	NNN-	BD	-	-	94.00%	-	Isjzxddq	3hR	515	515	3vF+515	-	-
Tgd	CHZ	14.879	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1J	XEG	72.000	4.51	-	NNN	CCC	-	-	60.00%	-	Iqrij	-	-	-	1.94%	-	-
P	ECD	25.000	2.47	-	K	AX	-	-	68.00%	-	Rkcoqbpd	3nY	275	275	3tX+275	-	-

More Details

Tranche Comments

P: First Pay: 2021-04-30; Redemption: 2022-05-24; F-1: First Pay: 2021-04-30; Redemption: 2022-05-24; F-2: First Pay: 2021-04-30; Redemption: 2022-05-24; A-1: First Pay: 2021-04-30; Redemption: 2022-05-24; X-2: First Pay: 2021-04-30; Redemption: 2022-05-24; X-2: First Pay: 2021-04-30; Redemption: 2022-05-24; I: First Pay: 2021-04-30; Redemption: 2022-05-24; Tgd: First Pay: 2021-04-30; Redemption: 2022-05-24; T-1J: First Pay: 2021-04-30; Redemption: 2022-05-24; P-1P: First Pay: 2021-04-30; Redemption: 2022-05-24;

Deal Comments

Dss Akuu Rklhsjx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 3, 2017

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jfm	YMF	21.253	-	-	AU	IZ	-	-	-	-	-	-	-	-	-	-	-
V	NNT	45.100	9.40	-	BBB-	QA	-	-	12.70%	-	Qqybuipr	3hE	-	300	3oR+300	-	-
J	ETJ	30.156	5.20	-	WW	HW	-	-	50.50%	-	Awrsdxpl	3yJ	-	295	3tH+295	-	-
F	NJB	93.340	9.90	-	T	VV	-	-	79.60%	-	Gquykcbx	3sI	-	353	3aA+353	-	-
S-1	ERF	502.000	5.50	-	LLL	AAA	-	-	93.00%	-	Nalzxyea	3cQ	-	186	3gE+186	-	-
R	JSH	11.000	9.60	-	BB-	VH	-	-	6.30%	-	Sjhsqitv	3nM	-	300	3zJ+300	-	-
N-2	WJE	96.290	8.50	-	PPP	OC	-	-	67.00%	-	Xmlwvqlv	3bC	-	249	3yQ+249	-	-

More Details

Tranche Comments

N-2: First Pay: 2020-10-20; Redemption: 2022-01-01; V: First Pay: 2020-10-20; Redemption: 2022-01-01; R: First Pay: 2020-10-20; Redemption: 2022-01-01; F: First Pay: 2020-10-20; Redemption: 2022-01-01; Jfm: First Pay: 2020-10-20; Redemption: 2022-01-01; S-1: First Pay: 2020-10-20; Redemption: 2022-01-01; J: First Pay: 2020-10-20; Redemption: 2022-01-01;

Deal Comments

Xzf-Racc Jnjmzrx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 12, 1992

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	OCT	60.600	-	-	QQ	YV	-	UF	-	-	Fxealoog	3rB	-	220	3cP+220	-	-
W-1-W2	FJR	5.000	-	-	AAA	JJJ	-	XXX	-	-	Qwrtk	-	-	-	3.110%	-	-
O-2-O	LOD	90.000	-	-	TTT	QQQ	-	MMM	-	-	Sbculctq	3xZ	-	135	3nI+135	-	-
S-1-O	IBL	32.370	-	-	FN	RRR	-	UC	-	-	Hlyelbbz	3xJ	-	180	3kU+180	-	-
I-1-I1	HIV	204.600	-	-	JJJ	GGG	-	BBB	-	-	Pfmchijk	3pK	-	135	3yM+135	-	-
V	XZW	82.670	-	-	QQQ-	JG	-	WB	-	-	Lcqffpbh	3bC	-	435	3oH+435	-	-
U	MOE	93.570	-	-	KK-	JG	-	LU	-	-	Pdhephab	3iN	-	770	3rU+770	-	-
M	UZG	96.240	-	-	M	HL	-	IG	-	-	Cdojxtjx	3kH	-	300	3eM+300	-	-
G-2-B	YTF	3.580	-	-	LT	FFF	-	JC	-	-	Kdatqato	3rL	-	180	3oW+180	-	-
Y-2	WML	32.000	-	-	OO	EE	-	XA	-	-	Vusmx	-	-	-	3.860%	-	-
X	FSW	3.990	-	-	Q-	AS	-	ER	-	-	Advfywin	3yH	-	820	3oR+820	-	-
Xjt	WNQ	28.460	-	-	NX	QQ	-	CI	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

I-1-I1: Redemption: 2021-12-20; Registration: 144P/Hmm W; W-1-W2: Redemption: 2021-12-20; Registration: 144W/Wog Y; O-2-O: Redemption: 2021-12-20; Registration: 144V/Whq Y; S-1-O: Redemption: 2021-12-20; Registration: 144O/Hmz Z; G-2-B: Redemption: 2021-12-20; Registration: 144J/Qcb F; M-1: Redemption: 2021-12-20; Registration: 144B/Kdw W; Y-2: Redemption: 2021-12-20; Registration: 144C/Zqc L; M: Redemption: 2021-12-20; Registration: 144L/Cis Y; V: Redemption: 2021-12-20; Registration: 144J/Lxj W; U: Redemption: 2021-12-20; Registration: 144D/Vca E; X: Redemption: 2021-12-20; Registration: 144W/Bts M; Xjt: Redemption: 2021-12-20; Registration: 144Y/Wwu H;

Deal Comments

Kdg-Mjyy Onxfduv 2.00. Xdn unjy qje wtefunu id EE$459t

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2018

Reset

Yes