6-2019(R)

Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 6-2019(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

HPS Investment Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N-2-K	LYU	49.000	-	Uc2	-	UU	11.80%	-	Msyzr	-	-	-	-	2.000%	2.000%	798.00000
I-1-G	HBR	91.000	-	Ga2	-	II	44.50%	-	Xzxmjhjh	3xVv	-	155-160	165	3tDz+165	-	292.00000
C-2-N	GHM	53.000	-	P2	-	Y	43.90%	-	Upvvf	-	-	-	-	2.650%	2.650%	392.00000
C-1-N	ZWC	2.500	-	Z2	-	J	51.40%	-	Ysmmxdsm	3zLt	-	215v	235	3zGo+235	-	515.00000
H-G	HKG	13.000	-	Uzz3	-	QQQ-	82.90%	-	Bdfaqzdf	3mKa	-	320a	340	3zHj+340	-	604.00000
E-H	BEQ	418.000	-	Yuu	-	OOO	15.60%	-	Hsktxptc	3fDa	-	-	88	3wNq+88	-	632.00000

Tranche Comments

E-H: First Pay: 2021-10-20; Redemption: 2023-01-20; I-1-G: First Pay: 2021-10-20; Redemption: 2023-01-20; N-2-K: First Pay: 2021-10-20; Redemption: 2023-01-20; C-1-N: First Pay: 2021-10-20; Redemption: 2023-01-20; C-2-N: First Pay: 2021-10-20; Redemption: 2023-01-20; H-G: First Pay: 2021-10-20; Redemption: 2023-01-20;

Deal Comments

Hxvbtztmbtx. Zyt Qzii Wxlbyis 1.5

Reinvestment Period (YRS)

1.61

Reinvestment Period End Date

Mar 19, 2008

WAL Test Period (YRS)

9.9