Press Release

Milbank Closes €600 Million Arbitrage Collateralized Loan Obligation for Halcyon

Milbank Represents Goldman Sachs as Initial Purchaser of Leveraged CLO

LONDON and NEW YORK, 24 May 2007  –  Goldman Sachs has arranged a €600 million European leveraged collateralized loan obligation (“CLO”) for Halcyon Structured Asset Management L.P. (“HSAM”). The international law firm Milbank, Tweed, Hadley & McCloy LLP represented Goldman Sachs in structuring and closing the transaction.

Issued on the Irish Stock Exchange the tranches are as follows:

  • Up to €150 million Class A1 Senior Secured Floating Rate Variable Funding
    Notes due 2023
  • €150 million Class A1 Senior Secured Floating Rate Notes due 2023
  • €90 million Class A2 Senior Secured Floating Rate Notes due 2023
  • €51 million Class B Deferrable Secured Floating Rate Notes due 2023
  • €36 million Class C Deferrable Secured Floating Rate Notes due 2023
  • €37.5 million Class D Deferrable Secured Floating Rate Notes due 2023
  • €22.5 million Class E Deferrable Secured Floating Rate Notes due 2023
  • €63 million Class F Subordinated Notes due 2023

The notes are secured by a portfolio of secured loans, senior unsecured loans, mezzanine loans, high yield debt securities and certain other assets managed by Halcyon Structured Asset Management L.P. The senior notes are rated pari passu amongst themselves. Goldman Sachs acted as initial purchaser.

Led by to London-based partner James Warbey, the international team of Milbank lawyers representing Goldman Sachs included London-based partner Russell Jacobs, New York-based partners Frederick C. Kneip and Andrew R. Walker, and associates Adrian Guye, Daniela McGarry and Stacey Mesler.

Contact

James Warbey
T: +44-20-7615-3064
jwarbey@milbank.com

Steve Garlick
Milbank
T: +44-20-7615-3074
sgarlick@milbank.com



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