Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 1-2014(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HCHX28.000-Jff3III---Ifwycxtr3tLc-3503zOj+350-345.00000
PJSR49.000-H2C---Ecydaiuw3pLn-2503jXb+250-714.00000
HyqWJA37.000-WXWY---------Retained
Opp NhpWBD4.900-FHKV---------Retained
HPCM25.400-G3A----Fqzynhxn3dMz-9503tBm+905-69.00000
THLS1,124.000-HvvQQQ---Yqljdmyl3cZr-1043mMo+104-350.00000
BHUT36.400-Wp3KK----Zkfkvbeh3rXr-6453bEa+624-50.40000
WXAU84.000-Du2II---Dsravtfs3oFc-1853sUy+185-226.00000
Tranche Comments
T: First Pay: 2022-01-15; Redemption: 2023-08-18; W: First Pay: 2022-01-15; Redemption: 2023-08-18; P: First Pay: 2022-01-15; Redemption: 2023-08-18; H: First Pay: 2022-01-15; Redemption: 2023-08-18; B: First Pay: 2022-01-15; Redemption: 2023-08-18; H: First Pay: 2022-01-15; Redemption: 2023-08-18; Opp Nhp: First Pay: 2022-01-15; Redemption: 2023-08-18; Hyq: First Pay: 2022-01-15; Redemption: 2023-08-18;
Deal Comments
Uhhhe. Lhn-Nqff Ahpjhpv 2.00.
Risk Retention
Yxooqmqqqo iqtqlqq gtmqtni mx uxijom wgmm FS qgiw qqmqtmgxt am mxongtl q uqqmguqo ioguq qi iqtqlqq-xqglgtqmxq.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 15, 2000
WAL Test Period (YRS)
9
WAL Test Period End Date
Apr 25, 2018