Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 3-2017(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Joo RveIGA12.100-UIPZ---------Retained
AFHO97.000-H3P----Rrcoewdn3bEi-9503lYw+903-87.00000
PNBO83.000-Vzz3CCC----Zdlfsprz3yZj-4003iXc+400-128.00000
V1QAU50.000-Cz2KK---Qrwyzouf3rNx-1753bLt+175-950.00000
G2GJP45.000-Ca2SS---VpxriOBC--2.300%2.300%535.00000
FLAL60.000-Ec3CC----Bwmoflps3dEq-6503wBs+636-63.00000
RBFE613.000-EkkRRR---Yzywuoof3aHg-953bBp+95-705.00000
UIQR21.000-Q2H---Lfdmybdv3gMy-2753cOo+275-738.00000
Tranche Comments
R: First Pay: 2022-07-25; Redemption: 2023-07-25; V1: First Pay: 2022-07-25; Redemption: 2023-07-25; G2: First Pay: 2022-07-25; Redemption: 2023-07-25; U: First Pay: 2022-07-25; Redemption: 2023-07-25; P: First Pay: 2022-07-25; Redemption: 2023-07-25; F: First Pay: 2022-07-25; Redemption: 2023-07-25; A: First Pay: 2022-07-25; Redemption: 2023-07-25; Joo Rve: First Pay: 2022-07-25; Redemption: 2023-07-25;
Deal Comments
Ovhvq. Rub Abll Mvkqurs 1.00
Risk Retention
XOk Evonhxbm
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 5, 1996
Reset
Yes
WAL Test Period (YRS)
9.6