2017-1

Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 2017-1

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
K	AHX	8.300	-	Y2	I-	-	-	-	Fseappcm	3hLw	-	-	795	3eMe+680	-	86.48000
C-1	XSJ	29.000	-	Ge2	BB	-	-	-	Mrvqczzq	3hZq	-	-	150	3mVv+150	-	279.00000
Xhn	ZBY	34.300	-	ZU	NI	-	-	-	-	-	-	-	-	-	-	Retained
G	HGE	697.000	-	Zvv	TTT	-	-	-	Klhkyisv	3rFy	-	-	92	3pBc+92	-	616.00000
J	LHY	41.800	-	H2	B	-	-	-	Zyevktro	3yAm	-	-	220	3fZu+220	-	543.00000
N	FZL	11.800	-	Ng2	DD	-	-	-	Ayypjuim	3fHc	-	-	585	3qJc+540	-	99.70000
L-2	NVP	87.000	-	Xb2	WW	-	-	-	Yhskf	NXK	-	-	-	2.000%	2.000%	775.00000
V	EGE	26.200	-	Bhh2	PPP	-	-	-	Krpxexsx	3lMe	-	-	330	3sUq+320	-	61.70000

Tranche Comments

G: First Pay: 2018-01-25; Redemption: 2019-07-14; C-1: First Pay: 2018-01-25; Redemption: 2019-07-14; L-2: First Pay: 2018-01-25; Redemption: 2019-07-14; J: First Pay: 2018-01-25; Redemption: 2019-07-14; V: First Pay: 2018-01-25; Redemption: 2019-07-14; N: First Pay: 2018-01-25; Redemption: 2019-07-14; K: First Pay: 2018-01-25; Redemption: 2019-07-14; Xhn: First Pay: 2018-01-25; Redemption: 2019-07-14;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 2013