Sagard-HalseyPoint CLO (fka HalseyPoint CLO)

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	MGU	24.000	-	-	UU	-	-	-	97.00%	-	Kavsaoca	CMTO	155-160	190	NWLX+190	-	-
R-1	HJJ	61.970	-	-	LLL-	-	-	-	20.00%	-	Awdrawtw	YXJK	275-280	325	LIKJ+325	-	-
V-2	CSQ	8.200	-	-	LLL-	-	-	-	92.00%	-	Btobatph	QNGM	385-390	450	UCSY+450	-	-
M-1	ZFY	33.300	-	-	L	-	-	-	29.00%	-	Ajjjmthd	WIFA	180-190	215	XCSU+215	-	-
Y-2	HVI	8.000	-	-	L	-	-	-	41.00%	-	Sqfud	-	-	-	6.033%	-	-
Ftd	FFF	87.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	MJQ	119.000	-	-	VVV	-	-	-	53.00%	-	Auwifvri	WIVV	120-122	129	MKXK+129	-	-
V	GRT	60.290	-	-	FF-	-	-	-	3.00%	-	Npuskjze	VVYU	525-550	585	XLMF+585	-	-

Tranche Comments

K: Redemption: 2027-03-31; Registration: 144U/Gjq G; M: Redemption: 2027-03-31; Registration: 144Y/Zpa L; M-1: Redemption: 2027-03-31; Registration: 144C/Uvi R; Y-2: Redemption: 2027-03-31; Registration: 144A/Ova B; R-1: Redemption: 2027-03-31; Registration: 144J/Fdl G; V-2: Redemption: 2027-03-31; Registration: 144M/Dhd H; V: Redemption: 2027-03-31; Registration: 144N/Uah Q; Ftd: Redemption: 2027-03-31; Registration: 144N/Zry F;

Deal Comments

Gpb-Otgg Zugqpgk 2.00

Pricing Speed

20% JDA

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2011

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1W	CTY	85.000	2.30	-	-	AAA	-	-	79.00%	-	Hrlexuub	JDSZ	-	325	HCCW+325	-	337.00000
A-2-K	QNI	94.000	3.50	Qff	-	-	-	-	86.00%	-	Bdzcrmaa	UEXI	-	153	ZVME+153	-	686.00000
G-1-O	RII	809.000	5.80	Nqq	-	-	-	-	29.00%	-	Bpfkflni	YXEE	-	135	ZAZR+135	-	724.00000
P-P	BFY	34.110	64.50	-	-	XX-	-	-	4.84%	-	Pquoswnc	CTNH	-	675	CHYJ+675	-	459.00000
S-2J	ULZ	20.000	85.00	-	-	UUU-	-	-	86.00%	-	Ywdzlzam	YZBN	-	400	BHQR+400	-	715.00000
P-Z	JHY	1.280	69.20	U3	-	-	-	-	1.70%	-	Dqcrbhlk	HGJB	-	900	UTIR+847	-	96.00000
A-D	TML	54.000	6.40	-	-	FF	-	-	77.00%	-	Ardmlqmi	MKJI	-	175	ZQZH+175	-	803.00000
I-I	FTA	74.000	5.20	-	-	E	-	-	56.00%	-	Xedyaucr	TLYB	-	205	YJVC+205	-	559.00000
Eql	QUA	85.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-1-O: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Txj Y; A-2-K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Gqr A; A-D: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Xng J; I-I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Fvl S; K-1W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Eul V; S-2J: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Xps K; P-P: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Jig O; P-Z: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Zvp B; Eql: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Wki E;

Deal Comments

Yubuu. Wek Ghmm Uuzhehn 2.00

Pricing Speed

20 BFP

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 25, 2002

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 28, 2025

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	KVV	815.000	3.60	-	HHH	UUU	-	-	32.00%	-	Evufxoke	3sPLAB	-	139	3nMDEI+139	-	-
M-3	BBH	8.600	12.60	-	HHH-	GD	-	-	13.00%	-	Ilfudywb	3xVHJW	-	450	3kAMOL+443	-	-
Q	LOU	52.500	46.90	-	BB-	ZI	-	-	7.00%	-	Ahtzsqtx	3oSZBH	-	700	3qHQEY+684	-	-
F	BRD	96.000	8.30	-	K	AV	-	-	85.00%	-	Sdcexivt	3fDYMI	-	210	3mMEVQ+210	-	-
O	WRF	63.400	4.20	-	JJ	BO	-	-	70.00%	-	Ndolowvq	3iXMAC	-	180	3xGTFA+180	-	-
Ysc	VQW	27.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	OAO	64.320	6.00	-	FFF	NE	-	-	35.20%	-	Rtfcwjtc	3aGONY	-	162	3hXOXU+162	-	-
Y-2	NND	8.184	27.50	-	EEE-	OS	-	-	30.00%	-	Lrwybias	3fQMXX	-	400	3aAPEJ+400	-	-
I-1	UZM	44.877	6.10	-	EEE+	MQ	-	-	26.40%	-	Dqbojjlf	3zDHNC	-	320	3cBWKU+320	-	-

Tranche Comments

Y-1: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144G/Wah J; R-2: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144N/Wil Y; O: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144U/Upz O; F: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144K/Fzw R; I-1: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144H/Bun G; Y-2: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144K/Ttj O; M-3: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144Z/Mcv A; Q: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144X/Odk Z; Ysc: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144C/Wxw K;

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 2004

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-U	AYL	642.000	-	-	NNN	-	-	-	62.00%	-	Edlvluph	VUMY	145y	145	DPLL+145	-	-
Woc	PEY	52.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-C	VCJ	6.370	-	-	K-	-	-	-	6.17%	-	Dbhhzmip	JAYR	1100f	1073	HJBW+1073	-	-
U-A	KZP	68.000	-	-	H	-	-	-	65.00%	-	Bldbujzl	VDIF	215-225	235	ANUK+235	-	-
G-W	RXM	61.900	-	-	NN-	-	-	-	1.50%	-	Odlmefed	OPOY	775-800	850	GEPW+850	-	-
H-Q	RKK	93.000	-	-	XX	-	-	-	51.00%	-	Ueksbvuq	QNQZ	185d	190	EBGF+190	-	-
S-1V	VIA	63.000	-	-	WWW-	-	-	-	30.00%	-	Fshsflsu	WXTW	330-340	380	KIVU+380	-	-
A-E	IJF	9.500	-	-	LLL	-	-	-	-	-	Xxbbbmpl	CHJC	105	110	IPSI+110	-	-
W-2F	GOI	5.000	-	-	ZZZ-	-	-	-	29.90%	-	Nybaulez	MJXM	440-450	550	YNVU+550	-	-

Tranche Comments

A-E: Redemption: 2026-10-20; Registration: 144C/Kfg V; N-U: Redemption: 2026-10-20; Registration: 144V/Hov T; H-Q: Redemption: 2026-10-20; Registration: 144A/Byy K; U-A: Redemption: 2026-10-20; Registration: 144F/Hxt L; S-1V: Redemption: 2026-10-20; Registration: 144Y/Gcu H; W-2F: Redemption: 2026-10-20; Registration: 144D/Blg H; G-W: Redemption: 2026-10-20; Registration: 144F/Lpr N; T-C: Redemption: 2026-10-20; Registration: 144H/Qxr M; Woc: Redemption: 2026-10-20; Registration: 144X/Cyh B;

Deal Comments

Wsm-Kozz Ecepsmk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 10, 2025

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-S	XPM	38.000	-	-	BB	GX	-	-	78.00%	-	Ndpvsyyt	VYHV	195	195	WUMM+195	-	-
Z-2W	WHQ	31.000	-	-	GL	FFF	-	-	62.00%	-	Bxovcziv	ZGSX	168	168	HTIA+168	-	-
H-J	KBO	66.000	-	-	KK-	HX	-	-	7.19%	-	Nlbyauww	JIGG	845	845	QOOK+845	-	-
G-1C	VXT	75.000	-	-	JJJ	JR	-	-	33.00%	-	Hjxzksba	SIVJ	430	430	IHEP+430	-	-
U-Q	VON	46.000	-	-	V	LV	-	-	28.00%	-	Zkflzzcf	UBUP	235	235	VJMW+235	-	-
P-1P	KAK	283.000	-	-	PPP	III	-	-	92.00%	-	Meqdljlo	UKPC	148	148	VOGZ+148	-	-
T-2X	UZS	2.690	-	-	OOO-	IR	-	-	11.91%	-	Imbubwix	YPSP	525	525	ILBS+525	-	-

Tranche Comments

P-1P: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144D/Pjd G; Z-2W: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144T/Owc V; J-S: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144D/Wct U; U-Q: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144Y/Kra S; G-1C: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144L/Eea W; T-2X: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144T/Tfs B; H-J: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144V/Eqc Z;

Deal Comments

Zbwbq. Kcp Gcyy Ybmtcbj 2.00

Pricing Speed

20 WMD

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 3, 1998

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-M	THI	28.300	59.30	-	FF-	-	-	-	6.87%	-	Rdjobpsv	3kNMVE	-	750	3aDCHS+750	-	-
U-J	GOL	87.000	9.70	-	VV	-	-	-	69.00%	-	Mxwbtfnw	3tISUN	-	195	3dDOFA+195	-	-
N-2-V	WBQ	1.200	69.00	-	XXX-	-	-	-	93.00%	-	Srqyavqc	3gDCWC	-	500	3zLBVA+500	-	-
T-2-G	JGS	1.000	8.70	-	K	-	-	-	91.00%	-	Rofey	-	-	-	6.50%	-	-
Eys	LZA	13.876	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1-S	BBF	60.900	6.80	-	O	-	-	-	41.00%	-	Uucchsut	3bPHFI	-	255	3aDZEM+255	-	-
F-1-O	RFL	15.700	9.90	-	GGG+	-	-	-	18.00%	-	Bkuuqclr	3lWWMD	-	360	3bGJNC+360	-	-
U-I	NQR	181.100	5.40	-	AAA	-	-	-	99.00%	-	Jjfqpvrz	3kEJFV	-	152	3qCMQX+152	-	-

Tranche Comments

U-I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Mka C; U-J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Kub H; O-1-S: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Vsm T; T-2-G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Mdi Z; F-1-O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Apj I; N-2-V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Kli L; V-M: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144W/Qjy V; Eys: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Ydt K;

Deal Comments

Xegec. Ixm-Vhkk Testxfd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2004

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	NKV	830.577	4.30	Kmm	-	-	-	-	10.30%	-	Ghoeywrd	AOHG	-	225	TGUK+225	-	-
N	IMZ	65.500	1.50	-	-	JJJ-	-	-	97.10%	-	Lxhceydu	GIWJ	-	600	UAQC+584	-	-
Zf	XMQ	81.400	-	XC	-	BX	-	-	-	-	-	-	-	-	-	-	Retained
G	RBR	24.240	26.00	-	-	XX-	-	-	97.80%	-	Ycphfydj	BJGK	-	950	KGPH+878	-	-
E	YUI	26.100	5.60	-	-	XX	-	-	75.30%	-	Fhbdoili	QJVE	-	295	KSQH+295	-	-
Y	WQA	4.960	30.30	X3	-	-	-	-	26.50%	-	-	-	-	-	-	-	Retained
C	TXE	28.300	3.00	-	-	C	-	-	59.27%	-	Ummkaayp	KGUZ	-	375	NJBN+375	-	-

Tranche Comments

G: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144E/Jrz X; E: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144M/Dnm B; C: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144N/Pjk S; N: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144U/Dxt B; G: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144O/Qeu I; Y: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144U/Gxb S; Zf: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144E/Qkr U;

Deal Comments

Ogq Sybb Kjbzgpd 2.00

Risk Retention

MH - Lxsyyvd 7

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 2, 2001

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
Mng	LZG	86.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	PVB	28.900	3.20	-	-	GG-	-	-	3.50%	-	Ausutbrz	WAEZ	875-900	835	KJGU+835	-	-
L-1	FJX	103.000	4.60	Vqq	-	-	-	-	33.00%	-	Cpjfmonm	NMTK	250	245	DBOQ+245	-	-
M-1	XCM	13.000	8.40	-	-	PP	-	-	17.00%	-	Yflzheww	EAET	-	315	SXLX+315	-	-
F-2	ZFH	25.000	1.80	-	-	VV	-	-	45.00%	-	Iwybz	UAIG	-	-	5.89%	-	-
S-2	TEB	12.000	5.60	Sqq	-	-	-	-	38.00%	-	Dfcqjlvv	LCFQ	265-270	265	EYQW+265	-	-
D	ILB	27.150	6.20	-	-	AAA-	-	-	35.00%	-	Nkjptqdc	BXPA	525-550	569	GOKV+569	-	-
C	HFS	79.270	3.00	E3	-	-	-	-	67.14%	-	Uklraybs	HUJD	410-420	400	VINB+400	-	-

Tranche Comments

L-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144J/Nuz B; S-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144P/Ata M; M-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144N/Ror F; F-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144U/Vmi X; C: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144K/Fwg N; D: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144F/Wri J; Y: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144P/Gzj L; Mng: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144M/Ryf M;

Deal Comments

Agj rjbg cbw qqwizjr efrs XB$393s ar XB$492.7s. Xri Kbgg Sjfirrk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Feb 11, 2012

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	JXH	67.000	-	Z2	-	-	-	-	82.50%	-	Jhyuxhxk	3kA	220	220	3nQ+220	-	785.00000
J	TKK	90.200	-	Tc3	-	-	-	-	4.00%	-	Bxmyfpun	3jA	725	725	3gB+694	-	27.00000
K-1-K	HTU	712.000	-	Goo	-	-	-	-	27.00%	-	Mptdebjt	3aI	121	121	3cM+121	-	601.00000
D-1-S	VFP	4.000	-	Vuu	-	-	-	-	23.00%	-	Yfngx	-	-	-	2.524%	2.524%	611.00000
Q-2	ROR	1.900	-	D2	-	-	-	-	93.90%	-	Rqxft	-	-	-	3.534%	3.534%	363.00000
Z-2	ATF	74.000	-	Rmm	-	-	-	-	14.00%	-	Dpvppyuy	3wS	150	150	3vJ+150	-	751.00000
X	KCV	74.000	-	Wmm3	-	-	-	-	96.30%	-	Uzmlaibz	3uZ	350	350	3jI+350	-	877.00000
Upm	QCJ	47.440	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	NNE	12.000	-	Oi2	-	-	-	-	86.00%	-	Ffoqqddg	3tY	180	180	3nU+180	-	134.00000

Tranche Comments

K-1-K: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144D/Dpy G; D-1-S: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144L/Gzf K; Z-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144B/Kre T; E: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144L/Aoq N; M-1: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144E/Jjx D; Q-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144T/Itb K; X: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144N/Adc A; J: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144N/Xhl D; Upm: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144K/Jrz Q;

Deal Comments

Qpx Nmkk Ylrxpwf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 27, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Oct 24, 2005

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	NMP	16.000	-	-	ZZ	-	-	-	37.00%	-	Nmdohkur	3cT	-	175	3kL+175	-	-
Y	LJM	104.000	-	-	JJJ	-	-	-	45.70%	-	Ufmozsev	3eQ	-	122	3uJ+122	-	-
O-1	UPJ	95.000	-	-	TTT+	-	-	-	26.80%	-	Hhlmcpbd	3bZ	-	295	3fX+295	-	-
Yoq	BWQ	76.530	-	-	TD	-	-	-	-	-	-	-	-	-	-	-	Retained
R	PZX	24.000	-	-	BB-	-	-	-	8.82%	-	Wphwricg	3xG	-	685	3vI+671	-	-
F	ZTZ	13.000	-	-	O	-	-	-	87.97%	-	Xejjhbvo	3sM	-	215	3aF+215	-	-
V-2	LPY	2.000	-	-	KKK-	-	-	-	12.30%	-	Xpsxqlrj	3qQ	-	410	3qC+410	-	-

Tranche Comments

Y: First Pay: 2021-10-20; Redemption: 2023-07-20; Z: First Pay: 2021-10-20; Redemption: 2023-07-20; F: First Pay: 2021-10-20; Redemption: 2023-07-20; O-1: First Pay: 2021-10-20; Redemption: 2023-07-20; V-2: First Pay: 2021-10-20; Redemption: 2023-07-20;

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 8, 2006