2018-1

Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 2018-1

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
V-2	WQL	5.900	-	Sww	-	WWW	-	-	Qfdfmlks	3jQx	-	-	95	3pNi+95	-	670.00000
U-1	CZF	633.400	-	Xkk	-	KKK	-	-	Fhsdqodu	3jJp	-	-	84.5	3jQo+84.5	-	194.00000
G	CUI	90.000	-	Gvv3	-	GGG-	-	-	Kduvxuka	3gQa	-	-	290	3lFe+290	-	522.00000
Erf	CYX	53.300	-	YN	-	OT	-	-	-	-	-	-	-	-	-	Retained
X	XZF	14.800	-	D2	-	K	-	-	Hyhlccuu	3aCj	-	-	190	3aKl+190	-	202.00000
Y-1	BPU	15.400	-	Kc2	-	HH	-	-	Affclfuh	3dZu	-	-	148	3wEc+148	-	542.00000
R	FKW	92.600	-	T2	-	B-	-	-	Nqfrcahj	3yMt	-	-	760	3cKq+675	-	59.31000
Q-2	ANO	37.000	-	Go2	-	FF	-	-	Jysqz	YJC	-	-	-	2.100%	2.100%	492.00000
G	DFH	79.830	-	Tb2	-	AA-	-	-	Wqbljxjj	3yQt	-	-	550	3nTh+513	-	57.50000

Tranche Comments

U-1: First Pay: 2019-01-18; Redemption: 2020-07-18; V-2: First Pay: 2019-01-18; Redemption: 2020-07-18; Y-1: First Pay: 2019-01-18; Redemption: 2020-07-18; Q-2: First Pay: 2019-01-18; Redemption: 2020-07-18; X: First Pay: 2019-01-18; Redemption: 2020-07-18; G: First Pay: 2019-01-18; Redemption: 2020-07-18; G: First Pay: 2019-01-18; Redemption: 2020-07-18; R: First Pay: 2019-01-18; Redemption: 2020-07-18; Erf: First Pay: 2019-01-18; Redemption: 2020-07-18;

Deal Comments

Ssh Ngaa Bhftssl 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 29, 2007