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
F-1	WVV	51.300	-	-	Y	-	-	-	46.00%	-	Iszhoybt	WCDB	180-190	215	DJIW+215	-	-
D	OWT	557.000	-	-	AAA	-	-	-	17.00%	-	Xvvpheyx	YYEL	120-122	129	WBPM+129	-	-
V-1	KBN	69.220	-	-	QQQ-	-	-	-	66.00%	-	Cdvjyipp	HMVN	275-280	325	HYNM+325	-	-
F	GQX	19.000	-	-	YY	-	-	-	97.00%	-	Nzkcjaoq	SUNS	155-160	190	YKWF+190	-	-
T	HRQ	39.760	-	-	SS-	-	-	-	7.00%	-	Alpekerv	PCHL	525-550	585	TZJC+585	-	-
X-2	XRK	6.000	-	-	J	-	-	-	19.00%	-	Jbruc	-	-	-	6.033%	-	-
Urq	TEG	47.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2	BLL	9.100	-	-	LLL-	-	-	-	51.00%	-	Cvkuoeuc	EEBB	385-390	450	UQWL+450	-	-

Tranche Comments

D: Redemption: 2027-03-31; Registration: 144U/Ata V; F: Redemption: 2027-03-31; Registration: 144K/Xrh G; F-1: Redemption: 2027-03-31; Registration: 144Z/Huv N; X-2: Redemption: 2027-03-31; Registration: 144U/Eko O; V-1: Redemption: 2027-03-31; Registration: 144V/Bpw Q; F-2: Redemption: 2027-03-31; Registration: 144P/Yvh R; T: Redemption: 2027-03-31; Registration: 144I/Ijh G; Urq: Redemption: 2027-03-31; Registration: 144X/Rzo E;

Deal Comments

Lxy-Vwhh Cnrlxci 2.00

Pricing Speed

20% ZHD

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 2015

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1-D	ZCJ	177.000	6.60	Ann	-	-	-	-	98.00%	-	Wrzfydwf	DPUW	-	135	EUGI+135	-	983.00000
Z-2-V	IUN	83.000	3.30	Dhh	-	-	-	-	31.00%	-	Zemvqqkh	MQKS	-	153	NJTK+153	-	750.00000
I-2U	ZUS	49.000	86.00	-	-	WWW-	-	-	18.00%	-	Uruztaku	CWKY	-	400	ULKB+400	-	905.00000
J-X	BTF	6.830	76.80	S3	-	-	-	-	2.90%	-	Reolffmp	VDUF	-	900	YZUU+847	-	78.00000
Wrc	KYU	68.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-N	EWY	64.000	8.90	-	-	VV	-	-	51.00%	-	Qbhjolns	KAGK	-	175	YJWH+175	-	184.00000
C-U	OCS	94.000	6.70	-	-	J	-	-	30.00%	-	Hymqdsoh	WIAS	-	205	QVMD+205	-	950.00000
D-E	ORU	39.380	62.80	-	-	QQ-	-	-	2.90%	-	Asbhcilc	SKGN	-	675	VXZB+675	-	894.00000
P-1K	YHS	68.000	2.90	-	-	HHH	-	-	11.00%	-	Cmjyjsmj	NIBN	-	325	MTSZ+325	-	295.00000

Tranche Comments

C-1-D: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Zat S; Z-2-V: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Yri C; S-N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Inl B; C-U: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Mrt D; P-1K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Bye E; I-2U: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Jpi V; D-E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Wjh P; J-X: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Opz L; Wrc: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Xup Z;

Deal Comments

Qtutb. Ggg Vtll Atslgmh 2.00

Pricing Speed

20 QSY

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2026

WAL Test Period (YRS)

WAL Test Period End Date

Apr 8, 2026

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	LCK	999.000	8.30	-	FFF	CCC	-	-	70.00%	-	Bkpkfihz	3dDDVM	-	139	3nYNUR+139	-	-
H-2	JUJ	53.960	9.00	-	WWW	JV	-	-	18.70%	-	Fzupbkkw	3zTHUL	-	162	3pOYOX+162	-	-
T	NEC	29.000	8.70	-	H	VZ	-	-	94.00%	-	Vpmhtbwp	3yYKAT	-	210	3nIAJO+210	-	-
J-3	NIY	9.900	49.10	-	YYY-	AB	-	-	35.00%	-	Sfqlymtv	3aHITS	-	450	3lZPIX+443	-	-
U	LPG	61.200	95.90	-	XX-	OD	-	-	6.00%	-	Ybrouwoj	3oXQLJ	-	700	3oCTLV+684	-	-
H-1	EVZ	44.991	6.10	-	UUU+	LD	-	-	23.60%	-	Qyddzioo	3dZCZY	-	320	3zJUSI+320	-	-
T-2	HJQ	8.873	57.30	-	RRR-	KT	-	-	65.00%	-	Uzexshjj	3qYDKB	-	400	3kWVTH+400	-	-
Tto	KTO	49.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	JNF	94.210	6.40	-	KK	OQ	-	-	40.00%	-	Kheuxkme	3zLTVK	-	180	3kGSJL+180	-	-

Tranche Comments

Y-1: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144X/Otz R; H-2: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144P/Wqy K; T: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144T/Ohf R; T: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144Z/Tdf R; H-1: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144X/Eob Z; T-2: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144D/Vin M; J-3: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144V/Nkk P; U: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144X/Tvq D; Tto: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144Z/Isp B;

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 28, 1999

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-E	ZAX	50.000	-	-	O	-	-	-	24.00%	-	Qzkkkfjz	UOOZ	215-225	235	GALV+235	-	-
H-2Q	KBF	4.000	-	-	AAA-	-	-	-	52.80%	-	Rfmskvij	WKFW	440-450	550	EVBQ+550	-	-
X-B	CLZ	9.720	-	-	T-	-	-	-	8.67%	-	Hpbebywj	PGHM	1100c	1073	WOXM+1073	-	-
W-F	RYE	29.100	-	-	EE-	-	-	-	2.30%	-	Kyqabtpx	PGAQ	775-800	850	PCBF+850	-	-
S-1N	ZFE	70.000	-	-	YYY-	-	-	-	21.00%	-	Zfhjodmb	QNJN	330-340	380	MEGO+380	-	-
Z-Y	VMB	396.000	-	-	ZZZ	-	-	-	67.00%	-	Btxzwcvt	YTCH	145t	145	DHZS+145	-	-
G-A	WIT	42.000	-	-	RR	-	-	-	52.00%	-	Bwfdcaeu	YTKV	185r	190	WUCU+190	-	-
B-E	JFC	9.200	-	-	JJJ	-	-	-	-	-	Gwusfmkl	PMPA	105	110	AVWO+110	-	-
Vph	CIC	75.880	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B-E: Redemption: 2026-10-20; Registration: 144Y/Xdc R; Z-Y: Redemption: 2026-10-20; Registration: 144T/Qok D; G-A: Redemption: 2026-10-20; Registration: 144Q/Zpj H; E-E: Redemption: 2026-10-20; Registration: 144G/Gfk T; S-1N: Redemption: 2026-10-20; Registration: 144J/Lik C; H-2Q: Redemption: 2026-10-20; Registration: 144B/Ume B; W-F: Redemption: 2026-10-20; Registration: 144D/Kcr P; X-B: Redemption: 2026-10-20; Registration: 144B/Ccz G; Vph: Redemption: 2026-10-20; Registration: 144F/Bfe W;

Deal Comments

Ebs-Qsjj Iptmbgx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2008

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-A	HVG	51.000	-	-	Q	ZW	-	-	41.00%	-	Cjvpwule	BSVT	235	235	XMSU+235	-	-
Y-1C	QEF	602.000	-	-	EEE	BBB	-	-	14.00%	-	Eewuuppw	BQPL	148	148	TEQV+148	-	-
A-2I	ZKK	48.000	-	-	KX	NNN	-	-	98.00%	-	Dpwlldza	YMDD	168	168	IGVC+168	-	-
O-1S	EXJ	34.000	-	-	SSS	SQ	-	-	97.00%	-	Lyyksjjv	UTPS	430	430	BUMM+430	-	-
B-W	XGP	91.000	-	-	WW-	YL	-	-	4.10%	-	Isrxabeg	JLNZ	845	845	AIIS+845	-	-
G-F	MZT	51.000	-	-	SS	JR	-	-	95.00%	-	Iwyjduiq	TKFD	195	195	ZUZB+195	-	-
D-2C	TBZ	7.710	-	-	QQQ-	AU	-	-	70.67%	-	Ojfcoisl	LIEW	525	525	MNUE+525	-	-

Tranche Comments

Y-1C: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144Y/Edl N; A-2I: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144U/Blp D; G-F: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144L/Nta A; G-A: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144X/Yah I; O-1S: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144N/Fow J; D-2C: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144D/Gax C; B-W: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144F/Bio U;

Deal Comments

Flqle. Kqw Jptt Tllfqqk 2.00

Pricing Speed

20 SQB

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 12, 1998

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2-F	NLK	9.000	4.80	-	N	-	-	-	89.00%	-	Tuqsw	-	-	-	6.50%	-	-
G-H	VXJ	45.000	2.30	-	YY	-	-	-	32.00%	-	Xqrcacnq	3pCNTV	-	195	3nLLVC+195	-	-
J-1-U	KLB	85.400	1.40	-	NNN+	-	-	-	50.00%	-	Vvpdfvdm	3cCPUV	-	360	3cAMAZ+360	-	-
Wck	YLV	56.995	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-G	NQW	789.700	2.50	-	EEE	-	-	-	50.00%	-	Oxrlczxu	3vVODM	-	152	3kSPFX+152	-	-
I-2-H	CSJ	6.600	97.00	-	XXX-	-	-	-	59.00%	-	Drbdyvdu	3sKLZU	-	500	3vTDJC+500	-	-
W-E	YSQ	29.600	79.60	-	RR-	-	-	-	8.22%	-	Shydvmvv	3uGMOI	-	750	3mUQFC+750	-	-
Z-1-D	HIA	17.800	6.50	-	Y	-	-	-	15.00%	-	Cwpsqway	3cQTMW	-	255	3yTAFE+255	-	-

Tranche Comments

W-G: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Jsf U; G-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144M/Hvh W; Z-1-D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Zhj H; K-2-F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Bju L; J-1-U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Zux M; I-2-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144O/Vkx P; W-E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Klv T; Wck: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Rlm V;

Deal Comments

Xwwwy. Hfn-Yvff Lwpufmj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2003

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	TNI	40.100	7.00	-	-	A	-	-	53.86%	-	Spxdpjxl	EOPY	-	375	MUCP+375	-	-
L	YVY	37.350	78.00	-	-	NN-	-	-	44.20%	-	Ucxwbpjp	HBLY	-	950	BSVH+878	-	-
D	FQN	94.300	1.60	-	-	YY	-	-	11.60%	-	Pleombie	HVYY	-	295	UBGC+295	-	-
V	OOR	4.760	55.80	K3	-	-	-	-	82.80%	-	-	-	-	-	-	-	Retained
W	OGX	503.799	8.10	Kpp	-	-	-	-	78.40%	-	Dhpdqswo	UNGG	-	225	DVQV+225	-	-
W	BGU	66.600	3.90	-	-	HHH-	-	-	94.85%	-	Plmuzfbj	IGIH	-	600	PKUJ+584	-	-
Pl	GEJ	61.900	-	SY	-	AA	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144Q/Ftm C; D: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144H/Hbi T; I: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144C/Dbd W; W: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144O/Noj M; L: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144Y/Wfa K; V: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144I/Xse M; Pl: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144X/Txk V;

Deal Comments

Hpw Jyhh Sspbpjn 2.00

Risk Retention

JZ - Orkkpjq 7

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 29, 1998

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	TJO	89.670	9.30	-	-	BBB-	-	-	82.00%	-	Rzscszyw	JIYX	525-550	569	TEBI+569	-	-
P	BQQ	30.100	1.60	-	-	RR-	-	-	4.50%	-	Bdlxcvwf	SKZH	875-900	835	QTEO+835	-	-
U	TSM	69.800	5.00	X3	-	-	-	-	95.58%	-	Bfuzbxqu	KMOA	410-420	400	DSFG+400	-	-
S-1	WJY	57.000	3.60	-	-	XX	-	-	80.00%	-	Ydqcjueq	DILR	-	315	ZKLA+315	-	-
Rpt	HGM	92.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1	RTG	696.000	8.90	Laa	-	-	-	-	98.00%	-	Dcoktayu	YHZI	250	245	XXXV+245	-	-
R-2	EOO	55.000	8.70	-	-	YY	-	-	51.00%	-	Imolq	SMUO	-	-	5.89%	-	-
H-2	ETR	37.000	5.70	Kgg	-	-	-	-	52.00%	-	Khyufwnc	PUDH	265-270	265	MXLA+265	-	-

Tranche Comments

F-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144N/Qns Q; H-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Z/Mdj K; S-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144I/Bhc K; R-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144O/Yxc D; U: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Z/Bjw M; C: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144N/Rxp H; P: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144B/Hpk J; Rpt: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144U/Hsp I;

Deal Comments

Rbu vuqk hqb ywbxuuv ivlh MY$393h ll MY$492.7h. Fli Gqkk Puvxlvg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 2003

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

May 20, 2020

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	ZKF	57.000	-	G2	-	-	-	-	19.70%	-	Cdqoezpf	3yV	220	220	3pS+220	-	174.00000
A-1-S	OMD	6.000	-	Wbb	-	-	-	-	52.00%	-	Crwya	-	-	-	2.524%	2.524%	534.00000
V-2	LWX	8.500	-	S2	-	-	-	-	76.60%	-	Quucm	-	-	-	3.534%	3.534%	561.00000
X-1-X	GPE	546.000	-	Ott	-	-	-	-	28.00%	-	Fvqcehhh	3gC	121	121	3hG+121	-	805.00000
R-2	YMO	34.000	-	Wyy	-	-	-	-	17.00%	-	Xykodpak	3uM	150	150	3fO+150	-	285.00000
R	BQK	62.000	-	Ybb3	-	-	-	-	82.70%	-	Yjlecshg	3kF	350	350	3wT+350	-	146.00000
Fqm	BKU	84.270	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	APF	58.000	-	Bj2	-	-	-	-	55.00%	-	Fhkwfjpc	3iE	180	180	3oH+180	-	910.00000
C	JTO	64.500	-	Bl3	-	-	-	-	4.00%	-	Gpsjwaei	3eS	725	725	3eE+694	-	87.00000

Tranche Comments

X-1-X: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144E/Gei P; A-1-S: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144G/Vqt B; R-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144D/Jdh J; D: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144N/Csa X; N-1: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144N/Ntq Z; V-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144W/Ydf F; R: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144Y/Kau P; C: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144G/Bmc T; Fqm: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144Z/Ate C;

Deal Comments

Rwg Uovv Jusawpe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Jan 29, 2018

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	FCG	89.000	-	-	V	-	-	-	60.97%	-	Ejqhroeu	3pI	-	215	3vA+215	-	-
Xef	ZHF	49.390	-	-	YR	-	-	-	-	-	-	-	-	-	-	-	Retained
H	QVR	99.000	-	-	LL	-	-	-	34.00%	-	Iyxfyfke	3sV	-	175	3cG+175	-	-
Y-2	JLR	1.000	-	-	ZZZ-	-	-	-	20.60%	-	Sdxmeerh	3aZ	-	410	3nV+410	-	-
B	YIA	57.000	-	-	MM-	-	-	-	1.26%	-	Dmblvpzu	3bM	-	685	3iM+671	-	-
P-1	KMW	42.000	-	-	WWW+	-	-	-	23.40%	-	Twaotpaw	3uG	-	295	3wU+295	-	-
X	LGC	433.000	-	-	LLL	-	-	-	82.90%	-	Xrlyluha	3cF	-	122	3jL+122	-	-

Tranche Comments

X: First Pay: 2021-10-20; Redemption: 2023-07-20; H: First Pay: 2021-10-20; Redemption: 2023-07-20; U: First Pay: 2021-10-20; Redemption: 2023-07-20; P-1: First Pay: 2021-10-20; Redemption: 2023-07-20; Y-2: First Pay: 2021-10-20; Redemption: 2023-07-20;

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 1, 2019