Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 2-2016

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR188.200-AaaAAA---Floating3mEu-1033mEu+103-100.00000
A-2EUR10.000-AaaAAA---Fixed---1.090%1.090%100.00000
BEUR39.000-Aa2AA---Floating3mEu-1703mEu+170-100.00000
CEUR19.300-A2A---Floating3mEu-2503mEu+250-100.00000
DEUR15.500-Baa2BBB---Floating3mEu-3603mEu+360-98.60000
EEUR19.500-Ba2BB---Floating3mEu-7603mEu+645-92.55000
FEUR10.000-B2B----Floating3mEu-10503mEu+750-82.00000
SubEUR36.500-NRNR---------95.00000
Reinvestment Period (YRS)
4