Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC) (SEGV) 2017-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR190.000-AaaAAA---Floating3mEu-923mEu+92-100.00000
B-1EUR34.000-Aa2AA---Floating3mEu-1503mEu+150-100.00000
B-2EUR10.000-Aa2AA---FixedYLD--2.000%2.000%100.00000
CEUR22.500-A2A---Floating3mEu-2203mEu+220-100.00000
DEUR16.500-Baa2BBB---Floating3mEu-3303mEu+320-99.30000
EEUR18.200-Ba2BB---Floating3mEu-5853mEu+540-96.90000
FEUR9.500-B2B----Floating3mEu-7953mEu+680-92.45000
SubEUR37.200-NRNR---------Retained
Tranche Comments
A: First Pay: 2018-01-25; Redemption: 2019-07-14; B-1: First Pay: 2018-01-25; Redemption: 2019-07-14; B-2: First Pay: 2018-01-25; Redemption: 2019-07-14; C: First Pay: 2018-01-25; Redemption: 2019-07-14; D: First Pay: 2018-01-25; Redemption: 2019-07-14; E: First Pay: 2018-01-25; Redemption: 2019-07-14; F: First Pay: 2018-01-25; Redemption: 2019-07-14; Sub: First Pay: 2018-01-25; Redemption: 2019-07-14;
Deal Comments
Non Call Period: 2.00
Risk Retention
Transaction will use the sponsor route to comply with risk retention regulation
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 25, 2021