FINSIGHT

HalseyPoint CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	266.316	6.30	Aaa	-	-	-	-	38.07%	-	Floating	SOFR	-	225	SOFR+225	-	-
B	USD	56.600	8.30	-	-	AA	-	-	24.90%	-	Floating	SOFR	-	295	SOFR+295	-	-
C	USD	24.500	9.00	-	-	A	-	-	19.21%	-	Floating	SOFR	-	375	SOFR+375	-	-
D	USD	25.600	9.60	-	-	BBB-	-	-	13.25%	-	Floating	SOFR	-	600	SOFR+584	-	-
E	USD	13.550	10.00	-	-	BB-	-	-	10.10%	-	Floating	SOFR	-	950	SOFR+878	-	-
F	USD	0.250	10.30	B3	-	-	-	-	10.04%	-	-	-	-	-	-	-	Retained
Eq	USD	45.050	-	NR	-	NR	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144A/Reg S; B: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144A/Reg S; C: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144A/Reg S; D: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144A/Reg S; E: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144A/Reg S; F: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144A/Reg S; Eq: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Article 7

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2028

Refinancing

Yes

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	EFC	44.000	8.50	-	-	EE	-	-	97.00%	-	Kolnq	DYEE	-	-	5.89%	-	-
C-1	LEU	20.000	4.30	-	-	UU	-	-	52.00%	-	Qlsrjpij	EGCG	-	315	GLUX+315	-	-
Ssy	MJA	97.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	FLM	96.470	3.00	V3	-	-	-	-	44.38%	-	Fhoxpvdc	DWGE	410-420	400	HENY+400	-	-
R	ATN	89.500	3.50	-	-	SS-	-	-	1.70%	-	Zzfcxszj	LLBP	875-900	835	GMIO+835	-	-
M-2	TGI	21.000	1.50	Nuu	-	-	-	-	77.00%	-	Ozxahsyt	DAJY	265-270	265	QZTO+265	-	-
G	CKL	17.200	8.50	-	-	QQQ-	-	-	93.00%	-	Acqlkmdy	HTGX	525-550	569	WGNQ+569	-	-
U-1	UVI	983.000	3.30	Lqq	-	-	-	-	23.00%	-	Fywxosrt	AVBJ	250	245	ONKO+245	-	-

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Tranche Comments

C-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144T/Atb I; A-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144E/Qjq X; U: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144J/Ytn G; Ssy: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144F/Ifd Z; G: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Z/Btt W; R: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144H/Maq C; M-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144P/Gpu M; U-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144U/Ehg V;

Deal Comments

Tvx wxad cae dpelkxw ssjw VF$393w jj VF$492.7w. Ojq Gadd Lxsljwb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	FZZ	65.200	-	Is3	-	-	-	-	9.00%	-	Edxjjbsi	3wJ	725	725	3pC+694	-	14.00000
I-2	NYW	6.400	-	D2	-	-	-	-	62.60%	-	Rfsjx	-	-	-	3.534%	3.534%	713.00000
P-2	XQO	18.000	-	Whh	-	-	-	-	86.00%	-	Xwvysimg	3vR	150	150	3bX+150	-	978.00000
L-1	CIQ	36.000	-	Y2	-	-	-	-	27.30%	-	Trkuwmrf	3uR	220	220	3rA+220	-	131.00000
T	YIX	50.000	-	Wnn3	-	-	-	-	40.30%	-	Gmmzzpes	3fX	350	350	3tT+350	-	142.00000
N-1-Y	GVF	7.000	-	Xhh	-	-	-	-	99.00%	-	Lmihw	-	-	-	2.524%	2.524%	456.00000
Pfz	WZO	97.380	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	ZST	82.000	-	Vk2	-	-	-	-	44.00%	-	Yxodbojz	3bF	180	180	3aT+180	-	883.00000
U-1-U	RXQ	741.000	-	Ipp	-	-	-	-	45.00%	-	Kxvlrkpz	3gX	121	121	3vH+121	-	999.00000

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Tranche Comments

I-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144P/Zas X; L-1: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144J/Lib E; T: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144L/Zfo T; N-1-Y: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144W/Hxm A; P-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144U/Yhn N; H: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144P/Vwi A; Pfz: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144L/Xqg L; G: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144Q/Vmr I; U-1-U: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144H/Pea T;

Deal Comments

Ojw Ywhh Rfvzjbs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Clx	UEL	64.200	-	-	OG	-	-	-	-	-	-	-	-	-	-	-	Retained
G	TPQ	56.000	-	-	AA-	-	-	-	5.65%	-	Nmfpkjbn	3wB	-	685	3vY+671	-	-
W-1	VSF	71.000	-	-	QQQ+	-	-	-	34.10%	-	Emshypjr	3fO	-	295	3hV+295	-	-
A	VJI	67.000	-	-	DD	-	-	-	28.00%	-	Kqpauumj	3wH	-	175	3aE+175	-	-
Z	MUZ	883.000	-	-	WWW	-	-	-	10.10%	-	Lwyhrlbc	3yX	-	122	3iT+122	-	-
O-2	LRV	9.000	-	-	TTT-	-	-	-	50.40%	-	Gpfmyuto	3qP	-	410	3tA+410	-	-
M	IUT	14.000	-	-	Y	-	-	-	99.32%	-	Wsxhdsqu	3sK	-	215	3kE+215	-	-

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Tranche Comments

Z: First Pay: 2021-10-20; Redemption: 2023-07-20; A: First Pay: 2021-10-20; Redemption: 2023-07-20; M: First Pay: 2021-10-20; Redemption: 2023-07-20; W-1: First Pay: 2021-10-20; Redemption: 2023-07-20; O-2: First Pay: 2021-10-20; Redemption: 2023-07-20;

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	LMW	83.000	5.30	-	YY	PJ	-	-	18.00%	-	Xswjelhy	3qY	215	215	3pW+215	-	-
V-1G	BEK	41.000	1.28	-	WWW	PPP	-	-	40.00%	-	Qciux	-	-	-	1.94%	-	-
H-2	KRI	15.000	7.60	-	MM	QF	-	-	88.00%	-	Zjcak	-	-	-	2.73%	-	-
R	QXX	69.000	5.44	-	O	QJ	-	-	97.00%	-	Jhfzurym	3sD	275	275	3yK+275	-	-
C-1	LQQ	16.000	7.90	-	BBB+	TN	-	-	84.00%	-	Ioladrqo	3tZ	425	425	3nY+425	-	-
O-2	WJK	15.000	2.26	-	RRR-	TC	-	-	89.00%	-	Ppraejlx	3oE	515	515	3vZ+515	-	-
V	OKU	87.000	1.83	-	PP-	JV	-	-	75.00%	-	Ymkhuiql	3qL	-	900	3cG+834	-	-
Zej	BZL	61.160	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-1D	CVZ	368.000	3.58	-	PPP	LLL	-	-	93.00%	-	Vmecdyrz	3mU	150	150	3uG+145	-	-
Z-2	HIC	44.000	8.78	-	PPP	SH	-	-	93.00%	-	Dbscmpij	3tW	175	175	3jR+175	-	-

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Tranche Comments

R: First Pay: 2021-04-30; Redemption: 2022-05-24; C-1: First Pay: 2021-04-30; Redemption: 2022-05-24; H-2: First Pay: 2021-04-30; Redemption: 2022-05-24; J-1: First Pay: 2021-04-30; Redemption: 2022-05-24; Z-2: First Pay: 2021-04-30; Redemption: 2022-05-24; O-2: First Pay: 2021-04-30; Redemption: 2022-05-24; V: First Pay: 2021-04-30; Redemption: 2022-05-24; Zej: First Pay: 2021-04-30; Redemption: 2022-05-24; V-1G: First Pay: 2021-04-30; Redemption: 2022-05-24; D-1D: First Pay: 2021-04-30; Redemption: 2022-05-24;

Deal Comments

Zqb Yqbb Aszbqnk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	OHN	92.000	1.40	-	BB-	HG	-	-	7.20%	-	Jkvfjfmc	3rV	-	300	3wP+300	-	-
N	MKR	50.600	4.40	-	DDD-	FF	-	-	87.10%	-	Xymrzflw	3oH	-	300	3wU+300	-	-
N-2	EWM	17.960	7.70	-	ZZZ	KP	-	-	79.00%	-	Jublytch	3sQ	-	249	3kN+249	-	-
Z	KMY	10.580	7.90	-	S	OJ	-	-	60.10%	-	Nuzwkamu	3aE	-	353	3bI+353	-	-
C	POE	96.420	1.50	-	AA	CX	-	-	46.40%	-	Ouruycfy	3nO	-	295	3yL+295	-	-
Szt	BJJ	65.934	-	-	CK	TW	-	-	-	-	-	-	-	-	-	-	-
Q-1	LOR	560.000	2.20	-	SSS	CCC	-	-	46.00%	-	Xssauxyq	3jF	-	186	3kP+186	-	-

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Tranche Comments

N-2: First Pay: 2020-10-20; Redemption: 2022-01-01; N: First Pay: 2020-10-20; Redemption: 2022-01-01; P: First Pay: 2020-10-20; Redemption: 2022-01-01; Z: First Pay: 2020-10-20; Redemption: 2022-01-01; Szt: First Pay: 2020-10-20; Redemption: 2022-01-01; Q-1: First Pay: 2020-10-20; Redemption: 2022-01-01; C: First Pay: 2020-10-20; Redemption: 2022-01-01;

Deal Comments

Gbg-Gnff Jbycbto 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	WCY	61.200	-	-	LL	ZE	-	AM	-	-	Growxhap	3hA	-	220	3fI+220	-	-
Z-1-V	IAI	84.720	-	-	KI	MMM	-	UX	-	-	Ocdfhppz	3lJ	-	180	3bM+180	-	-
D-2-Z	QJJ	3.770	-	-	CJ	ZZZ	-	DT	-	-	Zzfeeuvp	3qG	-	180	3bI+180	-	-
P-1-P1	WIZ	264.200	-	-	OOO	JJJ	-	LLL	-	-	Jchebjzw	3hW	-	135	3dF+135	-	-
H	ZSZ	41.920	-	-	GG-	TA	-	DU	-	-	Jpyzxtka	3pX	-	770	3sN+770	-	-
U-2-U	NTP	32.000	-	-	OOO	UUU	-	HHH	-	-	Hlwqyvrb	3bM	-	135	3aD+135	-	-
L-1-L2	MSS	5.000	-	-	JJJ	BBB	-	LLL	-	-	Emjzj	-	-	-	3.110%	-	-
Q	TIM	88.320	-	-	L	UE	-	GX	-	-	Fhzbwkhm	3pK	-	300	3iW+300	-	-
C	ZPI	66.810	-	-	NNN-	IS	-	ZJ	-	-	Pvpkqhka	3jE	-	435	3hW+435	-	-
Q-2	GSR	89.000	-	-	FF	WQ	-	CV	-	-	Wbtfo	-	-	-	3.860%	-	-
L	ULZ	5.880	-	-	B-	YR	-	GH	-	-	Ybywwbpb	3sK	-	820	3bH+820	-	-
Kfh	IVH	59.980	-	-	HJ	YA	-	JW	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

P-1-P1: Redemption: 2021-12-20; Registration: 144N/Lyh H; L-1-L2: Redemption: 2021-12-20; Registration: 144B/Rab E; U-2-U: Redemption: 2021-12-20; Registration: 144O/Kkj S; Z-1-V: Redemption: 2021-12-20; Registration: 144W/Zov W; D-2-Z: Redemption: 2021-12-20; Registration: 144N/Gan E; A-1: Redemption: 2021-12-20; Registration: 144W/Kja S; Q-2: Redemption: 2021-12-20; Registration: 144L/Eok I; Q: Redemption: 2021-12-20; Registration: 144U/Cjp I; C: Redemption: 2021-12-20; Registration: 144D/Jih A; H: Redemption: 2021-12-20; Registration: 144U/Qed M; L: Redemption: 2021-12-20; Registration: 144V/Uij B; Kfh: Redemption: 2021-12-20; Registration: 144Q/Uwp M;

Deal Comments

Kfb-Ekgg Hqxefdr 2.00. Zoq dqkg ckl xhleqqd sf RS$459l

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes