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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-REUR214.000-Aaa-AAA38.80%-Floating3mEu-883mEu+88-100.00000
B-1-REUR20.000-Aa2-AA28.80%-Floating3mEu155-1601653mEu+165-100.00000
B-2-REUR15.000-Aa2-AA28.80%-Fixed---2.00%2.000%100.00000
C-1-REUR6.500-A2-A22.60%-Floating3mEu215a2353mEu+235-100.00000
C-2-REUR15.000-A2-A22.60%-Fixed---2.65%2.650%100.00000
D-REUR21.000-Baa3-BBB-16.60%-Floating3mEu320a3403mEu+340-100.00000
Tranche Comments
A-R: First Pay: 2021-10-20; Redemption: 2023-01-20; B-1-R: First Pay: 2021-10-20; Redemption: 2023-01-20; B-2-R: First Pay: 2021-10-20; Redemption: 2023-01-20; C-1-R: First Pay: 2021-10-20; Redemption: 2023-01-20; C-2-R: First Pay: 2021-10-20; Redemption: 2023-01-20; D-R: First Pay: 2021-10-20; Redemption: 2023-01-20;
Deal Comments
Refinancing. Non Call Period: 1.5
Reinvestment Period (YRS)
2.25
Reinvestment Period End Date
Oct 20, 2023
Refinancing
Yes
WAL Test Period (YRS)
7.1