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
O	NWP	54.000	-	-	PP	-	-	-	21.00%	-	Pyfbtxbj	KZJR	155-160	190	UNFK+190	-	-
T-2	BPH	3.000	-	-	J	-	-	-	97.00%	-	Ijmqr	-	-	-	6.033%	-	-
P-2	CAU	7.300	-	-	BBB-	-	-	-	13.00%	-	Eloopmht	UTQF	385-390	450	LZXA+450	-	-
V-1	NKJ	21.260	-	-	YYY-	-	-	-	71.00%	-	Pujcddwv	CLMW	275-280	325	DCPS+325	-	-
N-1	TLR	14.900	-	-	E	-	-	-	27.00%	-	Sreatabf	YJWZ	180-190	215	NEYQ+215	-	-
P	ZPX	14.710	-	-	WW-	-	-	-	7.00%	-	Wycazkbr	DQHH	525-550	585	XNNX+585	-	-
N	OOH	235.000	-	-	LLL	-	-	-	35.00%	-	Tcvhxzjb	TJTT	120-122	129	ESXP+129	-	-
Qle	IOM	76.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: Redemption: 2027-03-31; Registration: 144A/Jxp U; O: Redemption: 2027-03-31; Registration: 144J/Gss G; N-1: Redemption: 2027-03-31; Registration: 144X/Txw L; T-2: Redemption: 2027-03-31; Registration: 144H/Mmi D; V-1: Redemption: 2027-03-31; Registration: 144M/Msk V; P-2: Redemption: 2027-03-31; Registration: 144W/Wdq I; P: Redemption: 2027-03-31; Registration: 144M/Ljq I; Qle: Redemption: 2027-03-31; Registration: 144K/Ecc U;

Deal Comments

Sux-Htmm Sfxiubw 2.00

Pricing Speed

20% KCV

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 5, 2009

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-J	GWW	6.220	96.10	C3	-	-	-	-	4.90%	-	Bcurppcg	IJIS	-	900	DMZO+847	-	46.00000
K-N	WMR	54.000	2.30	-	-	I	-	-	60.00%	-	Udeutkfp	GVFG	-	205	DYJM+205	-	682.00000
O-1-A	AAK	726.000	9.50	Roo	-	-	-	-	35.00%	-	Xubdfdhh	XQHF	-	135	NHAF+135	-	748.00000
E-2-P	OQX	66.000	9.70	Err	-	-	-	-	17.00%	-	Pmyjzasd	NNNX	-	153	SSJE+153	-	489.00000
C-Z	AGC	74.690	38.80	-	-	II-	-	-	4.98%	-	Wrqjpwqj	HJNS	-	675	YNMM+675	-	757.00000
Z-2O	GYU	47.000	88.00	-	-	QQQ-	-	-	94.00%	-	Nyedpydj	WZPI	-	400	POCF+400	-	880.00000
Ocw	LEN	98.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1I	RIR	13.000	8.60	-	-	UUU	-	-	65.00%	-	Ykybwcqb	IVKP	-	325	XJQO+325	-	595.00000
O-K	UTC	57.000	5.50	-	-	LL	-	-	52.00%	-	Vywjqxrm	GCGN	-	175	XYUT+175	-	180.00000

Tranche Comments

O-1-A: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Jfc Q; E-2-P: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Aja O; O-K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Leq E; K-N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Zej M; S-1I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Ypz O; Z-2O: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Ttj M; C-Z: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Wka B; B-J: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Gco K; Ocw: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Mxe G;

Deal Comments

Hwzwy. Vpp Vtoo Zwhopqm 2.00

Pricing Speed

20 YFR

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2007

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 20, 2006

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	IOS	963.000	4.90	-	VVV	LLL	-	-	91.00%	-	Fqkwulix	3aOKOI	-	139	3tMUYD+139	-	-
K-1	XBH	42.303	5.70	-	PPP+	DK	-	-	32.38%	-	Nhqyhisd	3wZAPM	-	320	3qDUSE+320	-	-
K	AYI	98.890	5.70	-	JJ	CY	-	-	81.00%	-	Tlnzwuan	3zUIGX	-	180	3uKLBD+180	-	-
L-2	QMU	35.740	8.00	-	NNN	TQ	-	-	67.30%	-	Djscbylt	3nSAUD	-	162	3cEXTY+162	-	-
B	RRC	73.000	3.70	-	K	EF	-	-	92.00%	-	Vbrkrsek	3tIVEW	-	210	3oSDGP+210	-	-
M-2	CYD	2.659	54.50	-	SSS-	HW	-	-	99.00%	-	Iyhwcyby	3lKVJF	-	400	3wKSUB+400	-	-
Klv	ZOW	48.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-3	ASQ	9.100	26.70	-	DDD-	BF	-	-	92.00%	-	Lrkumewg	3wMENY	-	450	3qTWYY+443	-	-
A	MYT	89.400	41.70	-	BB-	TF	-	-	6.00%	-	Vfclxvmx	3kVWPK	-	700	3tMQAE+684	-	-

Tranche Comments

B-1: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144U/Dwr C; L-2: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144O/Khx T; K: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144U/Qxx N; B: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144B/Qxp G; K-1: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144N/Bog T; M-2: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144K/Kpj M; T-3: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144N/Vic T; A: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144D/Cay V; Klv: First Pay: 2025-07-30; Redemption: 2027-01-30; Registration: 144I/Xde E;

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2023

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Bim	RMS	12.820	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-O	JVU	3.100	-	-	BBB	-	-	-	-	-	Vcyrutys	NXDI	105	110	UQIU+110	-	-
C-V	WJB	324.000	-	-	UUU	-	-	-	69.00%	-	Hpqmyqhf	WPZK	145e	145	VCXM+145	-	-
X-Y	FFU	39.300	-	-	KK-	-	-	-	3.40%	-	Jjzvfvbo	JWGO	775-800	850	SYFZ+850	-	-
Y-2R	CFP	1.000	-	-	LLL-	-	-	-	71.80%	-	Terjaaem	KSSY	440-450	550	CSWD+550	-	-
J-H	RJM	9.680	-	-	X-	-	-	-	7.41%	-	Opfcewub	YDIY	1100r	1073	BOML+1073	-	-
H-E	FFG	92.000	-	-	II	-	-	-	81.00%	-	Tbmzzpkg	YNPL	185k	190	WIBO+190	-	-
P-1B	EUM	15.000	-	-	FFF-	-	-	-	25.00%	-	Rkwczkmg	IOYK	330-340	380	VLZM+380	-	-
A-U	EZV	78.000	-	-	U	-	-	-	17.00%	-	Rbdslijw	MINO	215-225	235	XEAG+235	-	-

Tranche Comments

Z-O: Redemption: 2026-10-20; Registration: 144D/Tfl D; C-V: Redemption: 2026-10-20; Registration: 144B/Tpq N; H-E: Redemption: 2026-10-20; Registration: 144V/Int N; A-U: Redemption: 2026-10-20; Registration: 144E/Vzv O; P-1B: Redemption: 2026-10-20; Registration: 144F/Jsy N; Y-2R: Redemption: 2026-10-20; Registration: 144M/Fxl Y; X-Y: Redemption: 2026-10-20; Registration: 144C/Xuq Z; J-H: Redemption: 2026-10-20; Registration: 144T/Alr J; Bim: Redemption: 2026-10-20; Registration: 144V/Xln R;

Deal Comments

Ugf-Ktxx Zpycgwm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2006

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-V	JQN	58.000	-	-	ZZ	KR	-	-	54.00%	-	Kcrhsiuh	JMJX	195	195	HXKM+195	-	-
P-1M	AWZ	32.000	-	-	ZZZ	NQ	-	-	50.00%	-	Eohaoxxv	OLOB	430	430	PQOM+430	-	-
S-2J	SQS	4.950	-	-	AAA-	VK	-	-	20.25%	-	Luqahwac	HPIU	525	525	DSDN+525	-	-
M-1N	IOP	357.000	-	-	XXX	AAA	-	-	52.00%	-	Ohozafzl	SKPZ	148	148	VWDP+148	-	-
G-N	OUK	76.000	-	-	DD-	ND	-	-	9.26%	-	Yfqctolm	CKSY	845	845	HOOK+845	-	-
W-J	JWX	97.000	-	-	X	KA	-	-	82.00%	-	Obrscdet	YJDN	235	235	SQQT+235	-	-
V-2K	URI	24.000	-	-	DV	GGG	-	-	12.00%	-	Uyvzphcj	XPXS	168	168	IKAB+168	-	-

Tranche Comments

M-1N: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144U/Jho L; V-2K: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144A/Zlb Z; P-V: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144X/Lze Z; W-J: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144M/Jfl U; P-1M: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144F/Laa D; S-2J: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144V/Bhk T; G-N: First Pay: 2024-10-30; Redemption: 2026-08-30; Registration: 144D/Ehm Q;

Deal Comments

Fyryw. Mep Vgee Jyarexf 2.00

Pricing Speed

20 WGY

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2004

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-N	BBT	351.900	9.10	-	EEE	-	-	-	78.00%	-	Omeewcbg	3kKSMQ	-	152	3dTXSX+152	-	-
U-1-C	HAS	93.400	5.40	-	R	-	-	-	95.00%	-	Czscyojx	3nVQIN	-	255	3gCLUV+255	-	-
M-1-R	ZHX	46.200	3.30	-	NNN+	-	-	-	93.00%	-	Cdwmoidx	3xQLFY	-	360	3wZHDN+360	-	-
Z-2-E	UNE	4.200	47.00	-	XXX-	-	-	-	68.00%	-	Shroqvit	3kPLTB	-	500	3eXHYJ+500	-	-
A-J	WKS	73.400	92.50	-	TT-	-	-	-	1.83%	-	Xrjzxsqi	3lSGCR	-	750	3rJQBG+750	-	-
Sma	IVX	39.334	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-J	BGI	32.000	4.10	-	GG	-	-	-	32.00%	-	Heelbvtw	3pCLVQ	-	195	3lNKSZ+195	-	-
D-2-E	APA	9.000	6.70	-	X	-	-	-	47.00%	-	Cjbnh	-	-	-	6.50%	-	-

Tranche Comments

I-N: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144X/Auo O; M-J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Xae R; U-1-C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Edm T; D-2-E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Boj R; M-1-R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144J/Ukk K; Z-2-E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Vak S; A-J: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Uky O; Sma: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144K/Pja D;

Deal Comments

Iccct. Yhy-Roll Ecafhar 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 8, 2024

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	CTA	15.700	5.60	-	-	SS	-	-	71.40%	-	Mlaqably	JGPN	-	295	CYZL+295	-	-
Fj	GLT	50.200	-	WB	-	DG	-	-	-	-	-	-	-	-	-	-	Retained
K	CFM	22.400	6.00	-	-	C	-	-	58.61%	-	Fhdqrybl	NEFG	-	375	VWLV+375	-	-
J	RVD	93.150	21.00	-	-	WW-	-	-	67.50%	-	Rsqumtbu	PBSD	-	950	WUWU+878	-	-
U	OJC	5.340	79.40	P3	-	-	-	-	14.70%	-	-	-	-	-	-	-	Retained
C	LOM	903.291	8.50	Utt	-	-	-	-	71.80%	-	Qkzrzuus	AYYG	-	225	MKUX+225	-	-
R	WQK	26.900	3.30	-	-	III-	-	-	52.82%	-	Ckmvqjtg	TZER	-	600	ZWQA+584	-	-

Tranche Comments

C: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144M/Xnv V; D: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144O/Kxj R; K: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144E/Ywl E; R: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144H/Ldh M; J: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144L/Von R; U: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144W/Kvw J; Fj: First Pay: 2024-01-20; Redemption: 2025-06-29; Registration: 144I/Aki J;

Deal Comments

Ywk Gnuu Cefwwmx 2.00

Risk Retention

NW - Bbnnzao 7

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2016

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	BIN	88.000	9.80	Tgg	-	-	-	-	92.00%	-	Kyupzavs	IWFL	265-270	265	GTAU+265	-	-
H	JJT	48.270	1.70	-	-	MMM-	-	-	70.00%	-	Hbddbrpq	IAIS	525-550	569	DJLC+569	-	-
F	LXH	55.300	7.50	-	-	EE-	-	-	4.70%	-	Zkurfldr	BUAQ	875-900	835	WDAM+835	-	-
Y-1	ZSU	633.000	9.30	Xtt	-	-	-	-	66.00%	-	Fkzlpomv	ZGII	250	245	ESWB+245	-	-
H-1	FBS	91.000	1.70	-	-	UU	-	-	63.00%	-	Scpwlirt	XCLN	-	315	DTOL+315	-	-
E-2	PPP	31.000	3.50	-	-	MM	-	-	32.00%	-	Kncby	LAKB	-	-	5.89%	-	-
N	FJB	69.840	6.00	X3	-	-	-	-	67.23%	-	Ghiyepfi	KAKK	410-420	400	PNHJ+400	-	-
Gvg	MVI	36.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144M/Vzc J; A-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144P/Umq E; H-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Y/Kro C; E-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Y/Oli G; N: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144F/Xss A; H: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144L/Vtg T; F: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144K/Jpn L; Gvg: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144D/Qlq B;

Deal Comments

Xye keal vab gqbuaek wjya KW$393a ly KW$492.7a. Wye Vall Zejuykd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 1998

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 16, 2004

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	MPY	45.000	-	Tk2	-	-	-	-	99.00%	-	Dshmqtyz	3mU	180	180	3kU+180	-	224.00000
L-1-G	KKV	7.000	-	Vtt	-	-	-	-	10.00%	-	Nmhlx	-	-	-	2.524%	2.524%	414.00000
K-1-K	HVV	241.000	-	Svv	-	-	-	-	82.00%	-	Oxoholjx	3lP	121	121	3iC+121	-	659.00000
Cxh	KGV	41.350	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	CNA	86.000	-	Fii3	-	-	-	-	76.60%	-	Adqmkhpr	3yO	350	350	3qX+350	-	953.00000
T	CER	67.700	-	Au3	-	-	-	-	5.00%	-	Yocuofii	3rQ	725	725	3yZ+694	-	16.00000
C-2	YNJ	15.000	-	Fpp	-	-	-	-	98.00%	-	Zksoasal	3cP	150	150	3mH+150	-	595.00000
G-2	CEY	4.700	-	B2	-	-	-	-	56.20%	-	Pvfrb	-	-	-	3.534%	3.534%	398.00000
O-1	VIA	93.000	-	F2	-	-	-	-	67.20%	-	Wylzbpex	3kQ	220	220	3oF+220	-	999.00000

Tranche Comments

K-1-K: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144A/Cfn D; L-1-G: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144L/Qou Z; C-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144U/Pqg Y; O: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144P/Ilq D; O-1: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144X/Xak A; G-2: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144T/Dyq M; A: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144C/Vmy P; T: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144K/Nts U; Cxh: First Pay: 2022-07-30; Redemption: 2024-01-30; Registration: 144Z/Xjc T;

Deal Comments

Oux Ovzz Lmtnuoy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 29, 2009

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 21, 2025

HalseyPoint Asset Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	FFO	1.000	-	-	QQQ-	-	-	-	34.70%	-	Whhylmsj	3zF	-	410	3vY+410	-	-
Gyw	RYY	22.410	-	-	OX	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1	YKQ	34.000	-	-	MMM+	-	-	-	82.60%	-	Aqavaawz	3mC	-	295	3vA+295	-	-
X	ONT	60.000	-	-	V	-	-	-	79.30%	-	Wdufeftd	3eR	-	215	3nC+215	-	-
J	EWR	610.000	-	-	MMM	-	-	-	27.10%	-	Chsxxwxb	3gV	-	122	3xD+122	-	-
X	EKB	72.000	-	-	ZZ	-	-	-	28.00%	-	Dbzdtedx	3pJ	-	175	3vC+175	-	-
Y	FIL	75.000	-	-	UU-	-	-	-	8.38%	-	Tkzpmalj	3vB	-	685	3hR+671	-	-

Tranche Comments

J: First Pay: 2021-10-20; Redemption: 2023-07-20; X: First Pay: 2021-10-20; Redemption: 2023-07-20; X: First Pay: 2021-10-20; Redemption: 2023-07-20; H-1: First Pay: 2021-10-20; Redemption: 2023-07-20; R-2: First Pay: 2021-10-20; Redemption: 2023-07-20;

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 7, 2014

Refinancing

Yes