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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BIQS741.000-PddRRR---Vsdavsqr3gZm-953wPn+95-119.00000
L1NSW74.000-Ns2FF---Ewbrfreq3xAg-1753vMq+175-946.00000
GBYW87.000-Wzz3YYY----Akhwreaw3iSe-4003mEq+400-101.00000
U2MUE58.000-Yu2RR---PvgqaGAO--2.300%2.300%564.00000
LTZK92.000-S2H---Ijoylfvi3jGr-2753vYx+275-782.00000
Crr RhhQMG26.900-JYOA---------Retained
WPLE77.000-Qa3MM----Zyufsrke3sCj-6503tTh+636-27.00000
UVIX50.000-D3U----Rpfkwplr3zFy-9503aXy+903-37.00000
Tranche Comments
B: First Pay: 2022-07-25; Redemption: 2023-07-25; L1: First Pay: 2022-07-25; Redemption: 2023-07-25; U2: First Pay: 2022-07-25; Redemption: 2023-07-25; L: First Pay: 2022-07-25; Redemption: 2023-07-25; G: First Pay: 2022-07-25; Redemption: 2023-07-25; W: First Pay: 2022-07-25; Redemption: 2023-07-25; U: First Pay: 2022-07-25; Redemption: 2023-07-25; Crr Rhh: First Pay: 2022-07-25; Redemption: 2023-07-25;
Deal Comments
Hxsxv. Znc Dtnn Kxcgnka 1.00
Risk Retention
JPz Nukjeukq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 24, 2009
WAL Test Period (YRS)
6.7

Commentary 

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Deal Flow 

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