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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IGFH3,301.000-JaaDDD---Dxjslrsh3aSr-1043eTw+104-309.00000
MGME94.000-St2FF---Yjuqyuna3sOc-1853zXo+185-842.00000
BXTL67.700-U3C----Phedxchy3nLm-9503tBl+905-46.00000
DaiVON79.000-KBAE---------Retained
QXAG42.000-G2K---Mboxcipz3hRo-2503aDo+250-467.00000
LFDM46.000-Ozz3YYY---Zspdqavh3aRc-3503mTz+350-275.00000
Dkk MtsATX6.500-WKUV---------Retained
TEBZ46.700-Nt3II----Rwbacqfv3zRf-6453kRc+624-34.10000
Tranche Comments
I: First Pay: 2022-01-15; Redemption: 2023-08-18; M: First Pay: 2022-01-15; Redemption: 2023-08-18; Q: First Pay: 2022-01-15; Redemption: 2023-08-18; L: First Pay: 2022-01-15; Redemption: 2023-08-18; T: First Pay: 2022-01-15; Redemption: 2023-08-18; B: First Pay: 2022-01-15; Redemption: 2023-08-18; Dkk Mts: First Pay: 2022-01-15; Redemption: 2023-08-18; Dai: First Pay: 2022-01-15; Redemption: 2023-08-18;
Deal Comments
Wfzfp. Ftx-Myll Zfcvtlh 2.00.
Risk Retention
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Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 30, 2018
WAL Test Period (YRS)
8
WAL Test Period End Date
Aug 20, 2020

Commentary 

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Deal Flow 

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