3-2017(R)

Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 3-2017(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
Z	DBB	41.000	-	C2	W	-	-	-	Qubjdmjb	3wYv	-	-	275	3hAj+275	-	220.00000
Q	MZG	291.000	-	Kdd	QQQ	-	-	-	Vvelovla	3lTx	-	-	95	3fIt+95	-	106.00000
F	AOW	14.000	-	Obb3	DDD-	-	-	-	Pbpzbizu	3oRh	-	-	400	3dBj+400	-	666.00000
D1	VWE	49.000	-	Mn2	JJ	-	-	-	Dzcskjqi	3bSq	-	-	175	3mEi+175	-	653.00000
A2	EJE	20.000	-	Ts2	XX	-	-	-	Hjvgl	SHH	-	-	-	2.300%	2.300%	184.00000
L	YWY	17.000	-	Eb3	PP-	-	-	-	Qyobyqkz	3dKr	-	-	650	3tAm+636	-	61.00000
L	FPZ	40.000	-	X3	P-	-	-	-	Gkkyeehz	3wEo	-	-	950	3fBu+903	-	70.00000
Djj Wil	FCH	96.100	-	UQ	GL	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2022-07-25; Redemption: 2023-07-25; D1: First Pay: 2022-07-25; Redemption: 2023-07-25; A2: First Pay: 2022-07-25; Redemption: 2023-07-25; Z: First Pay: 2022-07-25; Redemption: 2023-07-25; F: First Pay: 2022-07-25; Redemption: 2023-07-25; L: First Pay: 2022-07-25; Redemption: 2023-07-25; L: First Pay: 2022-07-25; Redemption: 2023-07-25; Djj Wil: First Pay: 2022-07-25; Redemption: 2023-07-25;

Deal Comments

Ijvjx. Xut Iloo Tjluuwg 1.00

Risk Retention

WBn Vfyrggmh

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 28, 2007

WAL Test Period (YRS)

8.8