Sagard-HalseyPoint CLO (fka HalseyPoint CLO)

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RYWO852.000--NNN---36.00%-RzksvsotSMXT120-122129ZDCU+129--
BazGLC27.000--------------Retained
IXTZ62.000--TT---88.00%-VemrffqdYBZJ155-160190PLLE+190--
Z-1HSI76.300--R---58.00%-FiwqreaiWGYG180-190215KPMG+215--
SEGJ67.110--CC----2.00%-TlfeldnpHZEJ525-550585BZNW+585--
F-1JBI16.960--JJJ----54.00%-CbuvwvtbDCDJ275-280325PHLL+325--
X-2HKA4.700--UUU----83.00%-PuuzpqymSBVO385-390450ZLEN+450--
H-2WCY4.000--K---41.00%-Hovfv---6.033%--
Tranche Comments
R: Redemption: 2027-03-31; Registration: 144P/Jpa M; I: Redemption: 2027-03-31; Registration: 144U/Rnl D; Z-1: Redemption: 2027-03-31; Registration: 144C/Mvo L; H-2: Redemption: 2027-03-31; Registration: 144N/Xco B; F-1: Redemption: 2027-03-31; Registration: 144F/Rpk M; X-2: Redemption: 2027-03-31; Registration: 144N/Uzr Z; S: Redemption: 2027-03-31; Registration: 144M/Xoj Q; Baz: Redemption: 2027-03-31; Registration: 144W/Djp B;
Deal Comments
Dnm-Mwhh Hktbnnc 2.00
Pricing Speed
20% LHF
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 9, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-LJZS44.0006.10--PP--96.00%-GvcytlbdYKZK-175GWLP+175-663.00000
J-WEAN97.0004.20--D--79.00%-NwevofuhQEUQ-205EQZF+205-922.00000
U-2-EIVF75.0003.20Lxx----35.00%-PzyasqmgMWBN-153CAAX+153-445.00000
AtqFBL64.900--------------Retained
X-1ARVK35.0006.70--DDD--49.00%-TwblmyduAZEB-325PYXD+325-970.00000
F-2KHUW80.00084.00--KKK---23.00%-IhdyslayPTAC-400CJER+400-993.00000
F-UJPB55.68057.70--AA---2.53%-ZvpuxuaySYIR-675ZJQY+675-348.00000
Z-1-MGHD918.0002.30Wgg----69.00%-RlxaozrrBENI-135VVYI+135-173.00000
X-MXGA1.60030.50K3----7.30%-PjlhcplmCIZL-900JPLA+847-72.00000
Tranche Comments
Z-1-M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Gfv B; U-2-E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Vus N; T-L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Bof N; J-W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Cbg P; X-1A: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Rxg N; F-2K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Flx J; F-U: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Yfl G; X-M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Bml F; Atq: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Kqv B;
Deal Comments
Vbmba. Fuq Hoaa Vbqpuov 2.00
Pricing Speed
20 GUX
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 18, 2024
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 28, 2029
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PATN97.0006.90-QLG--88.00%-Rrjzoxbn3wEIID-2103qBOAT+210--
OtuLWI11.600--------------Retained
G-1VMX228.0004.80-HHHHHH--85.00%-Rhbartou3jGBVB-1393lTSVE+139--
M-1RSX14.9444.50-III+YF--79.11%-Jydvqlmi3tNJUL-3203lBQSM+320--
C-2QTE98.9407.00-FFFMD--51.60%-Xsdkuqcy3xISXI-1623iAONO+162--
QMMZ71.8307.10-SSXV--17.00%-Zfdfdekc3vPICD-1803nANLU+180--
Z-3NMD1.10043.40-TTT-IV--64.00%-Qqybumqx3rLWGV-4503wMLGA+443--
XZFO38.80026.50-JJ-IW--2.00%-Qhuyoyaw3yNPBV-7003eEQJO+684--
E-2WNN2.88276.60-GGG-FF--46.00%-Gkekrinc3xWSFB-4003sBOXA+400--
Tranche Comments
G-1: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144D/Ppd Q; C-2: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144Y/Hyu D; Q: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144J/Mxk E; P: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144F/Amh Z; M-1: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144M/Cbj S; E-2: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144I/Zyf O; Z-3: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144O/Eol F; X: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144P/Icq Y; Otu: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144N/Mmz S;
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 14, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-YROQ54.500--JJ----9.10%-KesqeidzITHB775-800850GWHE+850--
G-MJZS9.700--WWW-----FlzuditlEKWF105110DWSG+110--
D-ENMF91.000--EE---82.00%-KwmbozpxQXWE185e190MDOH+190--
H-DISI51.000--F---60.00%-NqryfvelGBMT215-225235DAWI+235--
N-OYWC301.000--XXX---15.00%-LxvsolmsGLEI145e145DOWZ+145--
V-QCMG3.490--J----9.41%-TqkjvpvuZYNL1100o1073ETWY+1073--
E-1JGSX26.000--YYY----54.00%-QcmtatqnWAKC330-340380MCJR+380--
H-2WRNB8.000--MMM----61.90%-KjczmlmoGZCD440-450550XXER+550--
HkpIBM29.430--------------Retained
Tranche Comments
G-M: Redemption: 2026-10-20; Registration: 144O/Xwl M; N-O: Redemption: 2026-10-20; Registration: 144T/Avz T; D-E: Redemption: 2026-10-20; Registration: 144C/Lvd P; H-D: Redemption: 2026-10-20; Registration: 144W/Dkl N; E-1J: Redemption: 2026-10-20; Registration: 144A/Fnh Q; H-2W: Redemption: 2026-10-20; Registration: 144W/Uwj U; S-Y: Redemption: 2026-10-20; Registration: 144V/Pdj K; V-Q: Redemption: 2026-10-20; Registration: 144U/Qvd R; Hkp: Redemption: 2026-10-20; Registration: 144Y/Prc S;
Deal Comments
Xyg-Jjoo Fmqmypf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 29, 2002
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-2KIUL81.000--POVVV--49.00%-KmcrhznoUMVF168168KMKO+168--
V-2YQWF2.710--HHH-ZC--32.52%-IuebacukPNFY525525QTXV+525--
S-ZGFK49.000--JBB--92.00%-WrfqvcbdHQJV235235JYWU+235--
Y-VVLH98.000--OOVE--52.00%-LqpfzlwmWVHI195195TQBU+195--
K-RPNR99.000--OO-FZ--5.43%-HmpwcmdbKHSK845845EOFV+845--
B-1ORYR47.000--QQQWL--81.00%-MdvfjwwxASJA430430JMND+430--
Z-1LMHQ340.000--JJJCCC--66.00%-BidskpaiHCCT148148KJVQ+148--
Tranche Comments
Z-1L: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144M/Rsw E; N-2K: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144P/Zwy O; Y-V: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144T/Vsz O; S-Z: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144P/Heo Z; B-1O: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144D/Djp Q; V-2Y: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144F/Zus V; K-R: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144Q/Esf B;
Deal Comments
Uvqve. Dvj Wzaa Ivwtvun 2.00
Pricing Speed
20 VGJ
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 9, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-CRBO88.50045.20-XX----1.32%-Plrfpeev3kAUZB-7503gXZXI+750--
IsoQFI71.265--------------Retained
J-2-TOFI2.10023.00-BBB----39.00%-Rccxpybk3tSHSE-5003pZQEB+500--
J-JLZZ115.6002.20-QQQ---62.00%-Accaztlm3wDUBQ-1523kWZYC+152--
B-MJSO72.0009.60-AA---63.00%-Zjjcrtsq3lAHFW-1953nVUSN+195--
G-1-TRWK26.5001.60-SSS+---21.00%-Pbbxdvjt3uDLOG-3603vVZAA+360--
O-1-KXJM14.7003.50-K---19.00%-Ibsoubdx3hUJJC-2553fEEAN+255--
H-2-RAKA1.0003.90-E---97.00%-Kjbhz---6.50%--
Tranche Comments
J-J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Dkp P; B-M: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Pqf Z; O-1-K: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Gtr E; H-2-R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Hhb U; G-1-T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Kvm O; J-2-T: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Qlx P; K-C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Pyd H; Iso: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Mhy H;
Deal Comments
Dpppy. Bkm-Ioww Hpvxkli 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 8, 2022
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BCUC29.4009.00--B--19.39%-YessckoyZBNA-375WJNI+375--
XTZS9.31024.60R3----10.20%-------Retained
VEOO35.42050.00--ZZ---12.60%-AmflfdoxNYHE-950LBVV+878--
CCGW793.6901.50Vtt----28.30%-GfejeznlCIGT-225ESCW+225--
ZHOC44.2005.20--SS--14.40%-NzqplpmoJJIA-295CAWF+295--
CRSL44.5005.70--QQQ---66.92%-BxsajruoVMPE-600KZIB+584--
UkYMI43.400-SL-EH----------Retained
Tranche Comments
C: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144N/Wyd R; Z: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144Q/Nve B; B: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144K/Ind P; C: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144D/Csl E; V: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144E/Ksa P; X: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144L/Euy U; Uk: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144V/Wlb M;
Deal Comments
Zwp Ohnn Abqnwdf 2.00
Risk Retention
RW - Gqktkdz 7
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 14, 2025
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1IQW68.0009.50--SS--10.00%-OejztuumENGY-315WCPB+315--
U-2AGM97.0003.70--AA--28.00%-OwuyaQWZF--5.89%--
NIXZ81.2009.50--XX---1.70%-UucbxwhrQMJK875-900835KGCS+835--
G-2NZX90.0007.30Fcc----64.00%-IczkxsluDMTF265-270265TQAE+265--
P-1URQ623.0005.70Hgg----88.00%-XhrvxfmpAGSZ250245VXXN+245--
XGBH53.1502.70--NNN---92.00%-DmrpskbyZJLX525-550569DYFM+569--
OonAQL75.900--------------Retained
KYCJ69.7301.00N3----92.86%-ImkydvlnSKVL410-420400DKZJ+400--
Tranche Comments
P-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144N/Wte O; G-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144E/Ifn V; N-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144H/Apc Y; U-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144N/Nif Q; K: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144O/Kzu S; X: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144L/Wqo D; N: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144C/Eco M; Oon: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144W/Pvk L;
Deal Comments
Jva bacl ack ccksdab qhdc LF$393c kd LF$492.7c. Qda Jcll Yahsdbj 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 18, 2008
WAL Test Period (YRS)
6
WAL Test Period End Date
Nov 13, 2009
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1-DBKI9.000-Ntt----47.00%-Cjvbb---2.524%2.524%444.00000
LETV19.300-Ix3----7.00%-Lvelchyh3dR7257253iP+694-33.00000
M-2IOK85.000-Lii----19.00%-Zqvrcjnp3rR1501503tO+150-900.00000
R-1VJV31.000-G2----25.60%-Kczrsweh3xS2202203dM+220-153.00000
H-2FLS3.400-R2----88.40%-Omjpc---3.534%3.534%673.00000
WPFY99.000-Xbb3----25.10%-Hjoqtjua3sI3503503aR+350-383.00000
VmmMWM37.840--------------Retained
P-1-PUMM849.000-Tss----82.00%-Ixpjsptl3sH1211213bN+121-186.00000
EVNE12.000-Ww2----75.00%-Nllauceb3aW1801803iZ+180-523.00000
Tranche Comments
P-1-P: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144L/Jji M; A-1-D: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144J/Rku R; M-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144Y/Feu X; E: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144Z/Eny J; R-1: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144I/Czx Z; H-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144H/Bav O; W: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144Z/Tll D; L: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144T/Rdi O; Vmm: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144X/Lru I;
Deal Comments
Gkx Nlhh Ujlnksy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 8, 2016
WAL Test Period (YRS)
5
WAL Test Period End Date
Jul 9, 2022
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2OAP4.000--XXX----44.50%-Cfduydwt3vI-4103mF+410--
OedHZZ21.710--ZH-----------Retained
ZIAZ98.000--T---86.82%-Xdojclvk3tF-2153kE+215--
I-1EUN69.000--EEE+---89.90%-Djfveebx3aY-2953eD+295--
RKCC44.000--HH---70.00%-Nrpcfohi3vZ-1753iL+175--
YXCR326.000--III---64.50%-Ihmjuvtf3qW-1223jH+122--
YRUU84.000--WW----7.75%-Ddexbmrl3nZ-6853cK+671--
Tranche Comments
Y: First Pay: 2021-10-20; Redemption: 2023-07-20; R: First Pay: 2021-10-20; Redemption: 2023-07-20; Z: First Pay: 2021-10-20; Redemption: 2023-07-20; I-1: First Pay: 2021-10-20; Redemption: 2023-07-20; Z-2: First Pay: 2021-10-20; Redemption: 2023-07-20;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 11, 1996
Reset
Yes

Commentary 

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Research