Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 6-2019(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1-IZTJ4.500-V2-A35.50%-Vlszwxbl3pLb215f2353lRm+235-675.00000
B-2-VGIV64.000-S2-F69.30%-Gsxhn---2.650%2.650%993.00000
Q-2-JXBR37.000-Cg2-ZZ77.50%-Uqvcc---2.000%2.000%247.00000
S-YDMJ678.000-Fgg-III29.40%-Dzsjhpug3yHd-883pCj+88-350.00000
A-OCOM49.000-Pbb3-EEE-40.60%-Ivrcfomz3sVi320i3403jOm+340-307.00000
O-1-WQZL47.000-Jt2-FF16.70%-Pdovxsif3pOy155-1601653mGq+165-438.00000
Tranche Comments
S-Y: First Pay: 2021-10-20; Redemption: 2023-01-20; O-1-W: First Pay: 2021-10-20; Redemption: 2023-01-20; Q-2-J: First Pay: 2021-10-20; Redemption: 2023-01-20; D-1-I: First Pay: 2021-10-20; Redemption: 2023-01-20; B-2-V: First Pay: 2021-10-20; Redemption: 2023-01-20; A-O: First Pay: 2021-10-20; Redemption: 2023-01-20;
Deal Comments
Wxbiyayziyq. Noy Yauu Mxpiotj 1.5
Reinvestment Period (YRS)
4.94
Reinvestment Period End Date
May 5, 1996
WAL Test Period (YRS)
8.8

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan