Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC)

Deals

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
U	CKS	715.000	-	Tmm	YYY	-	-	-	Twdlwwbb	3eRs	-	-	95	3yZl+95	-	375.00000
Q	FQY	97.000	-	X3	U-	-	-	-	Vhaktajx	3qXu	-	-	950	3oUu+903	-	24.00000
G1	ALD	23.000	-	Kx2	JJ	-	-	-	Ulcmessv	3bFu	-	-	175	3xEy+175	-	213.00000
B2	NPX	66.000	-	Tn2	NN	-	-	-	Xjjwa	JFE	-	-	-	2.300%	2.300%	133.00000
P	EHD	62.000	-	Uqq3	AAA-	-	-	-	Ddcepshl	3jWi	-	-	400	3oQn+400	-	923.00000
Gkk Rjy	KQN	80.300	-	NE	BT	-	-	-	-	-	-	-	-	-	-	Retained
X	ZNX	41.000	-	Q2	O	-	-	-	Bpddfvcd	3ySr	-	-	275	3bGg+275	-	876.00000
P	KWJ	83.000	-	Gp3	DD-	-	-	-	Kjbjymyw	3yGh	-	-	650	3tDs+636	-	22.00000

Tranche Comments

U: First Pay: 2022-07-25; Redemption: 2023-07-25; G1: First Pay: 2022-07-25; Redemption: 2023-07-25; B2: First Pay: 2022-07-25; Redemption: 2023-07-25; X: First Pay: 2022-07-25; Redemption: 2023-07-25; P: First Pay: 2022-07-25; Redemption: 2023-07-25; P: First Pay: 2022-07-25; Redemption: 2023-07-25; Q: First Pay: 2022-07-25; Redemption: 2023-07-25; Gkk Rjy: First Pay: 2022-07-25; Redemption: 2023-07-25;

Deal Comments

Jxqxw. Xyn Bxuu Fxvyyhr 1.00

Risk Retention

MIh Nbjttgjg

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 10, 2004

WAL Test Period (YRS)

2.4