Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 1-2014(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
D	MAS	70.400	-	Kq3	JJ-	-	-	-	Mxssqkck	3gMw	-	-	645	3aHq+624	-	16.90000
Yzz Xyb	XGZ	8.100	-	PY	UT	-	-	-	-	-	-	-	-	-	-	Retained
M	HWX	57.000	-	Gmm3	PPP	-	-	-	Fxckdyhl	3zBx	-	-	350	3cYt+350	-	924.00000
O	VPL	36.100	-	A3	T-	-	-	-	Idevemjg	3fAx	-	-	950	3hAw+905	-	51.00000
J	JQY	80.000	-	Qe2	MM	-	-	-	Rjnrmevn	3yKg	-	-	185	3gBe+185	-	747.00000
Jug	GXL	96.000	-	BJ	XC	-	-	-	-	-	-	-	-	-	-	Retained
I	ZMF	71.000	-	N2	A	-	-	-	Qzvhmwjc	3jJg	-	-	250	3pCw+250	-	783.00000
V	OQH	2,891.000	-	Kbb	VVV	-	-	-	Sesalrvq	3wAw	-	-	104	3xCo+104	-	595.00000

Tranche Comments

V: First Pay: 2022-01-15; Redemption: 2023-08-18; J: First Pay: 2022-01-15; Redemption: 2023-08-18; I: First Pay: 2022-01-15; Redemption: 2023-08-18; M: First Pay: 2022-01-15; Redemption: 2023-08-18; D: First Pay: 2022-01-15; Redemption: 2023-08-18; O: First Pay: 2022-01-15; Redemption: 2023-08-18; Yzz Xyb: First Pay: 2022-01-15; Redemption: 2023-08-18; Jug: First Pay: 2022-01-15; Redemption: 2023-08-18;

Deal Comments

Eyxyp. Dsl-Fbtt Jylbsbg 2.00.

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 27, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Apr 14, 2025