Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 2018-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR206.500-Aaa-AAA--Floating3mEu-84.53mEu+84.5-100.00000
A-2EUR9.500-Aaa-AAA--Floating3mEu-953mEu+95-100.00000
B-1EUR16.500-Aa2-AA--Floating3mEu-1483mEu+148-100.00000
B-2EUR15.000-Aa2-AA--FixedYLD--2.100%2.100%100.00000
CEUR25.250-A2-A--Floating3mEu-1903mEu+190-100.00000
DEUR22.000-Baa3-BBB---Floating3mEu-2903mEu+290-100.00000
EEUR20.250-Ba2-BB---Floating3mEu-5503mEu+513-97.40000
FEUR10.500-B2-B---Floating3mEu-7603mEu+675-94.25000
SubEUR35.900-NR-NR--------Retained
Tranche Comments
A-1: First Pay: 2019-01-18; Redemption: 2020-07-18; A-2: First Pay: 2019-01-18; Redemption: 2020-07-18; B-1: First Pay: 2019-01-18; Redemption: 2020-07-18; B-2: First Pay: 2019-01-18; Redemption: 2020-07-18; C: First Pay: 2019-01-18; Redemption: 2020-07-18; D: First Pay: 2019-01-18; Redemption: 2020-07-18; E: First Pay: 2019-01-18; Redemption: 2020-07-18; F: First Pay: 2019-01-18; Redemption: 2020-07-18; Sub: First Pay: 2019-01-18; Redemption: 2020-07-18;
Deal Comments
Non Call Period: 2.00
Risk Retention
Sponsor/vertical with option to switch to originator
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 8, 2022