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
L1	EQZ	51.000	-	Fg2	EE	-	-	-	Gjyqktha	3pUv	-	-	175	3eYn+175	-	480.00000
C	XPT	70.000	-	Pyy3	SSS-	-	-	-	Xxwffkmh	3tEs	-	-	400	3zRw+400	-	278.00000
Bgg Dql	MYD	86.900	-	LA	JL	-	-	-	-	-	-	-	-	-	-	Retained
I	PUZ	19.000	-	Hn3	JJ-	-	-	-	Wskjhiww	3lEh	-	-	650	3oDd+636	-	41.00000
D2	XUN	74.000	-	Up2	AA	-	-	-	Jafbs	QWI	-	-	-	2.300%	2.300%	285.00000
J	GEK	32.000	-	F2	T	-	-	-	Lqemccmv	3xHz	-	-	275	3kSp+275	-	623.00000
A	JXL	378.000	-	Zoo	GGG	-	-	-	Cjeajpyh	3lNb	-	-	95	3fCe+95	-	354.00000
I	KJW	11.000	-	R3	Y-	-	-	-	Ckkvtava	3mHo	-	-	950	3nXt+903	-	64.00000

Tranche Comments

A: First Pay: 2022-07-25; Redemption: 2023-07-25; L1: First Pay: 2022-07-25; Redemption: 2023-07-25; D2: First Pay: 2022-07-25; Redemption: 2023-07-25; J: First Pay: 2022-07-25; Redemption: 2023-07-25; C: First Pay: 2022-07-25; Redemption: 2023-07-25; I: First Pay: 2022-07-25; Redemption: 2023-07-25; I: First Pay: 2022-07-25; Redemption: 2023-07-25; Bgg Dql: First Pay: 2022-07-25; Redemption: 2023-07-25;

Deal Comments

Ktqtj. Aek Apee Btruetf 1.00

Risk Retention

BQy Jqeoyqwn

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 26, 2015

WAL Test Period (YRS)

1.3