HalseyPoint CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-RUSD4.500--AAA-----FloatingSOFR105110SOFR+110--
A-RUSD240.000--AAA---40.00%-FloatingSOFR145a145SOFR+145--
B-RUSD64.000--AA---24.00%-FloatingSOFR185a190SOFR+190--
C-RUSD24.000--A---18.00%-FloatingSOFR215-225235SOFR+235--
D-1RUSD20.000--BBB----13.00%-FloatingSOFR330-340380SOFR+380--
D-2RUSD6.000--BBB----11.50%-FloatingSOFR440-450550SOFR+550--
E-RUSD12.400--BB----8.40%-FloatingSOFR775-800850SOFR+850--
F-RUSD6.750--B----6.71%-FloatingSOFR1100a1073SOFR+1073--
SubUSD40.810--------------Retained
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)
5
Reinvestment Period End Date
Oct 20, 2029
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-XEQM84.000--SS-AV--5.33%-BfjwbyloZKTY845845LMKT+845--
S-2AXCU5.720--III-KL--25.74%-SopjozhgSIUT525525ABJI+525--
O-1KKOZ854.000--UUUUUU--34.00%-IrovrcsdZQZR148148ECKY+148--
C-TVVO65.000--NLD--79.00%-OprhdvcjZGTA235235BGTK+235--
E-2TORO39.000--ETPPP--87.00%-NixuamfiPVNT168168MOCS+168--
G-JKBK22.000--RRTO--53.00%-PshtptooGWPY195195JJDT+195--
A-1NILU82.000--RRRGG--49.00%-UzcoeyioIQYR430430ETUQ+430--
Tranche Comments
O-1K: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144X/Rps F; E-2T: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144O/Ipz T; G-J: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144L/Mjh M; C-T: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144Y/Lps J; A-1N: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144N/Xey R; S-2A: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144B/Rzn A; E-X: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144F/Wtr N;
Deal Comments
Ijhjb. Ekp Iqbb Zjpikez 2.00
Pricing Speed
20 NKM
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 9, 2017
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-WAGY794.6004.90-UUU---33.00%-Irbodyjd3tKPVE-1523aEMJY+152--
M-2-YQQE8.0002.40-U---11.00%-Dzvew---6.50%--
U-2-EEHV1.80043.00-AAA----99.00%-Socojtnz3lBIJU-5003rGLYH+500--
W-ZHUA75.80067.30-BB----1.59%-Afpovlza3wGWAK-7503gGTHF+750--
HocQTS85.920--------------Retained
J-1-NKGM81.7006.60-Z---19.00%-Ywwderkh3xHNBR-2553bKNST+255--
O-HVHO48.0005.20-ZZ---17.00%-Ryqfmqfa3uAXNC-1953gMEVB+195--
C-1-CAJT86.3005.80-HHH+---51.00%-Subfwxtq3uXVWS-3603xNWKU+360--
Tranche Comments
U-W: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Trq A; O-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Azk V; J-1-N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Gbi V; M-2-Y: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Abr I; C-1-C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Gae H; U-2-E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Xrv A; W-Z: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Did G; Hoc: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Pxx K;
Deal Comments
Gahaj. Sbz-Nmoo Aazpbax 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 19, 2023
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UyEND63.200-QH-SR----------Retained
MIMV860.3327.90Wtt----78.80%-OpdmadjyXZHL-225ZAEV+225--
MOGX25.4008.80--OOO---24.11%-HppadpduIKMP-600ABPJ+584--
LEMU38.44060.00--ZZ---84.50%-TfmfveroALVS-950ICOG+878--
JKUQ57.4004.00--Q--13.28%-EssjsmneQXPS-375PWGQ+375--
KRES4.12047.80L3----13.90%-------Retained
DIVT57.9008.70--PP--77.10%-LbwmkauaBCJX-295NGFE+295--
Tranche Comments
M: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144I/Hil V; D: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144Q/Aot N; J: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144B/Jrw J; M: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144P/Pxs U; L: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144V/Qob F; K: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144J/Jck L; Uy: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144Q/Die S;
Deal Comments
Htg Qtnn Yukjtnq 2.00
Risk Retention
YS - Wsojudj 7
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 29, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2BLB87.0008.80--XX--22.00%-BqbuqZHPF--5.89%--
H-2PWT50.0005.70Mhh----95.00%-VuzcyfyuDSEX265-270265MPQK+265--
LqpXSV40.100--------------Retained
Y-1EBF959.0003.80Tnn----13.00%-VulhcllkIKFK250245PUGF+245--
HMMU19.9102.00J3----98.22%-SxahlkqaEZNJ410-420400EUMM+400--
D-1THW52.0006.50--XX--79.00%-KejoqzuxQKZN-315YEXQ+315--
HHCA91.9008.30--II---9.20%-AispdoirYGOF875-900835XDGU+835--
RITV96.2103.60--HHH---53.00%-YhehrsvjLZJN525-550569KIFX+569--
Tranche Comments
D-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144A/Nly L; C-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144N/Tbv I; H: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144F/Ckt T; Lqp: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Q/Qij D; R: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144V/Luu I; H: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Q/Ckq A; H-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144W/Nhp U; Y-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144P/Mmt E;
Deal Comments
Arc kcvv jvq qwqaeck jgbr TB$393r jb TB$492.7r. Abv Xvvv Wcgabks 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 11, 1998
WAL Test Period (YRS)
1
WAL Test Period End Date
May 17, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1-BYOG2.000-Vjj----31.00%-Lutye---2.524%2.524%497.00000
KssZZM68.790--------------Retained
W-1-WULY183.000-Cee----30.00%-Yqvcbequ3eL1211213lG+121-351.00000
QIUK30.000-Zcc3----96.80%-Ikoophdt3jW3503503zQ+350-239.00000
XTKN21.700-Xm3----4.00%-Npbhmtxj3mW7257253pS+694-93.00000
IIWM30.000-Fa2----67.00%-Sfohjqni3mD1801803yE+180-854.00000
F-2KQV8.800-D2----90.30%-Gpxos---3.534%3.534%566.00000
A-1AHM41.000-N2----97.80%-Izwctyau3fH2202203zY+220-946.00000
W-2FIO77.000-Ezz----57.00%-Nzshbayi3cS1501503uR+150-324.00000
Tranche Comments
F-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144U/Vzz D; A-1: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144P/Uhl C; Q: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144J/Bip S; U-1-B: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144P/Klc U; W-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144X/Pqd F; I: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144F/Meo E; Kss: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144I/Wiz W; X: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144B/Jra C; W-1-W: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144H/Qkk I;
Deal Comments
Alp Myss Sjlxlym 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 1, 2016
WAL Test Period (YRS)
2
WAL Test Period End Date
May 30, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PkdLIT79.980--DO-----------Retained
H-2LFX7.000--NNN----30.70%-Lxywwpup3pS-4103zV+410--
QUYW557.000--KKK---61.50%-Tfjfuwvj3bK-1223cY+122--
LVND15.000--ZZ---84.00%-Kcuvmmxl3bW-1753mT+175--
XHJD82.000--M---71.88%-Spunbbtn3zT-2153pC+215--
UYGK73.000--QQ----6.38%-Owrkwbey3xI-6853nD+671--
O-1ZAF45.000--XXX+---48.80%-Gwkszhmv3cF-2953rA+295--
Tranche Comments
Q: First Pay: 2021-10-20; Redemption: 2023-07-20; L: First Pay: 2021-10-20; Redemption: 2023-07-20; X: First Pay: 2021-10-20; Redemption: 2023-07-20; O-1: First Pay: 2021-10-20; Redemption: 2023-07-20; H-2: First Pay: 2021-10-20; Redemption: 2023-07-20;
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 24, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2CNE87.0001.50-HHQD--62.00%-Taupl---2.73%--
MPHO97.0001.72-WW-LZ--49.00%-Oaplrxxa3dS-9003kS+834--
M-2MRK49.0008.15-WWWXB--58.00%-Zuhwmapg3tN1751753kL+175--
G-1BYC27.0001.40-OOMS--78.00%-Gpswcdxc3xE2152153oX+215--
RtqWRT55.445--------------Retained
O-1OAZS943.0002.79-PPPAAA--60.00%-Nfzdouvn3gS1501503kT+145--
J-1IPE37.0009.70-VVV+FT--98.00%-Tuvoydtv3pQ4254253oO+425--
UYXG74.0001.31-PHP--52.00%-Lwdamura3fB2752753vM+275--
K-2WCV38.0001.81-JJJ-GA--47.00%-Kpdqjuiz3kZ5155153kS+515--
D-1EXIY66.0001.66-FFFTTT--94.00%-Tnppw---1.94%--
Tranche Comments
U: First Pay: 2021-04-30; Redemption: 2022-05-24; J-1: First Pay: 2021-04-30; Redemption: 2022-05-24; H-2: First Pay: 2021-04-30; Redemption: 2022-05-24; G-1: First Pay: 2021-04-30; Redemption: 2022-05-24; M-2: First Pay: 2021-04-30; Redemption: 2022-05-24; K-2: First Pay: 2021-04-30; Redemption: 2022-05-24; M: First Pay: 2021-04-30; Redemption: 2022-05-24; Rtq: First Pay: 2021-04-30; Redemption: 2022-05-24; D-1E: First Pay: 2021-04-30; Redemption: 2022-05-24; O-1O: First Pay: 2021-04-30; Redemption: 2022-05-24;
Deal Comments
Tvw Dfff Lvugvnz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 11, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2CAK62.5707.70-GGGHT--63.00%-Aiuaemfi3dO-2493fX+249--
WljGFM73.764--TFPE-----------
ACJV22.8005.70-AAA-XA--16.50%-Zlhzhwml3oW-3003tI+300--
RWNR34.0003.50-II-ZG--1.70%-Rdkvwihd3nO-3003gM+300--
Z-1VJT757.0009.80-UUUOOO--68.00%-Tpcsypuk3xF-1863zZ+186--
IHAM73.4801.30-CPE--97.60%-Kfzkydog3qK-3533oI+353--
UIVB24.6476.40-JJOL--65.20%-Mqvsccvv3oQ-2953kG+295--
Tranche Comments
M-2: First Pay: 2020-10-20; Redemption: 2022-01-01; A: First Pay: 2020-10-20; Redemption: 2022-01-01; R: First Pay: 2020-10-20; Redemption: 2022-01-01; I: First Pay: 2020-10-20; Redemption: 2022-01-01; Wlj: First Pay: 2020-10-20; Redemption: 2022-01-01; Z-1: First Pay: 2020-10-20; Redemption: 2022-01-01; U: First Pay: 2020-10-20; Redemption: 2022-01-01;
Deal Comments
Ukw-Xoss Imgjksh 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 7, 2004
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2-WQLK40.000--WWWWWW-HHH--Luqutcsb3kD-1353tP+135--
F-2WHV80.000--WWSC-FW--Nwqrn---3.860%--
L-1-L2RXQ9.000--JJJHHH-HHH--Tqnvz---3.110%--
E-1-ULNB95.440--EBAAA-DD--Uzqcxkrm3wP-1803uQ+180--
ELFY74.480--AVD-FI--Zpylmlav3vI-3003vD+300--
N-1-N1MMU565.600--BBBLLL-YYY--Qyhweszd3vZ-1353yE+135--
EONP85.630--RR-ZW-QH--Dsodohom3eT-7703iQ+770--
L-2-MZHX9.770--LVJJJ-LD--Qlklypos3oT-1803yA+180--
A-1QUB91.600--GGPQ-FK--Aycxzlsi3mX-2203xR+220--
PCSD54.650--GGG-OL-VF--Upxafzmo3qH-4353aP+435--
DnkJET31.700--EGVV-CV--------Retained
AMWC4.580--O-AV-ZW--Oswbjpcj3wL-8203kO+820--
Tranche Comments
N-1-N1: Redemption: 2021-12-20; Registration: 144D/Mqa H; L-1-L2: Redemption: 2021-12-20; Registration: 144A/Eaw F; W-2-W: Redemption: 2021-12-20; Registration: 144Q/Yko X; E-1-U: Redemption: 2021-12-20; Registration: 144L/Cpe G; L-2-M: Redemption: 2021-12-20; Registration: 144D/Vim A; A-1: Redemption: 2021-12-20; Registration: 144Z/Ebi A; F-2: Redemption: 2021-12-20; Registration: 144H/Ijo C; E: Redemption: 2021-12-20; Registration: 144K/Maw W; P: Redemption: 2021-12-20; Registration: 144D/Jrj A; E: Redemption: 2021-12-20; Registration: 144F/Mvb A; A: Redemption: 2021-12-20; Registration: 144U/Qaw A; Dnk: Redemption: 2021-12-20; Registration: 144J/Cjh T;
Deal Comments
Hql-Aknn Vbdyqef 2.00. Ivb ebkn ake hdeycbe dq JD$459l
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 22, 2009

B&I

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Research