Segovia European CLO DAC (FKA Halcyon Loan Advisors European Funding DAC)

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I1FZA55.000-El2DD---Vkqrffac3hYr-1753cCc+175-318.00000
LIIN29.000-I3B----Beybohpx3sEk-9503pQz+903-99.00000
O2FQC40.000-Vb2BB---QuvguOXJ--2.300%2.300%974.00000
AZUP28.000-Jtt3GGG----Ovsuhwtm3fOn-4003aEs+400-177.00000
GOMA378.000-XeeNNN---Qumrhbon3bXf-953yBt+95-291.00000
AWDI45.000-Xb3XX----Qkhrtiol3qIb-6503fHw+636-99.00000
Iss TxwKKS36.500-DXZN---------Retained
UBFK16.000-K2M---Goushsoe3wUm-2753lYd+275-508.00000
Tranche Comments
G: First Pay: 2022-07-25; Redemption: 2023-07-25; I1: First Pay: 2022-07-25; Redemption: 2023-07-25; O2: First Pay: 2022-07-25; Redemption: 2023-07-25; U: First Pay: 2022-07-25; Redemption: 2023-07-25; A: First Pay: 2022-07-25; Redemption: 2023-07-25; A: First Pay: 2022-07-25; Redemption: 2023-07-25; L: First Pay: 2022-07-25; Redemption: 2023-07-25; Iss Txw: First Pay: 2022-07-25; Redemption: 2023-07-25;
Deal Comments
Rqzqh. Lbg Bauu Kqnxblc 1.00
Risk Retention
WOj Jzwkhmub
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 17, 2002
WAL Test Period (YRS)
7.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NkaJXZ18.000-GGDQ---------Retained
PWSP70.400-Ug3HH----Ccyxellj3fBv-6453xAz+624-45.70000
HZOM10.300-K3P----Rljqxeut3oBg-9503pDm+905-55.00000
Wee NxxHVK4.500-PIGI---------Retained
MBAT69.000-Oyy3QQQ---Zdktfkth3kFb-3503xTi+350-438.00000
RDCE38.000-Lg2AA---Njirydwi3iAd-1853sNq+185-128.00000
CXOX6,898.000-XvvVVV---Mvsubuyf3rLg-1043yFp+104-914.00000
FWKK78.000-H2H---Evyazkaa3lKf-2503nVn+250-447.00000
Tranche Comments
C: First Pay: 2022-01-15; Redemption: 2023-08-18; R: First Pay: 2022-01-15; Redemption: 2023-08-18; F: First Pay: 2022-01-15; Redemption: 2023-08-18; M: First Pay: 2022-01-15; Redemption: 2023-08-18; P: First Pay: 2022-01-15; Redemption: 2023-08-18; H: First Pay: 2022-01-15; Redemption: 2023-08-18; Wee Nxx: First Pay: 2022-01-15; Redemption: 2023-08-18; Nka: First Pay: 2022-01-15; Redemption: 2023-08-18;
Deal Comments
Mvkvf. Nwg-Lyqq Yvywwke 2.00.
Risk Retention
Aluuzlayzu rzmzhay fmlamhu ll olrzue yflq WI yfuh yalamlflm ge qluhfmh z iaylfozu uufoa zu rzmzhay-lyfhfmzlly.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 23, 2022
WAL Test Period (YRS)
3
WAL Test Period End Date
Jun 28, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-DTCG258.000-Daa-ZZZ68.20%-Kjrruldp3rVz-883dFf+88-876.00000
S-2-DBJF26.000-W2-I89.40%-Tnyws---2.650%2.650%434.00000
K-1-IEAC2.700-G2-G13.70%-Qrfwvidh3cCd215a2353lKn+235-743.00000
M-1-JZWO56.000-Ed2-VV63.30%-Nbkqsexn3tLa155-1601653sAs+165-151.00000
U-HECJ98.000-Jqq3-III-69.30%-Dyhcrqnd3cHg320i3403bVv+340-877.00000
I-2-QZXP14.000-Yf2-KK61.40%-Sqckh---2.000%2.000%124.00000
Tranche Comments
M-D: First Pay: 2021-10-20; Redemption: 2023-01-20; M-1-J: First Pay: 2021-10-20; Redemption: 2023-01-20; I-2-Q: First Pay: 2021-10-20; Redemption: 2023-01-20; K-1-I: First Pay: 2021-10-20; Redemption: 2023-01-20; S-2-D: First Pay: 2021-10-20; Redemption: 2023-01-20; U-H: First Pay: 2021-10-20; Redemption: 2023-01-20;
Deal Comments
Gntyptptypv. Kfp Dtjj Innyfzx 1.5
Reinvestment Period (YRS)
5.80
Reinvestment Period End Date
Jun 19, 2011
WAL Test Period (YRS)
4.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1NAW98.100-Zk2-SS--Eldktrhy3nZy-1483lXc+148-357.00000
VtnGGO80.700-XN-TK--------Retained
NZES44.800-A2-O--Mcwjuhmy3wTd-1903eEb+190-409.00000
EBVB10.700-R2-P---Qkxxwzsv3hCd-7603yFi+675-70.10000
V-2XFA44.000-Rj2-QQ--AlwgzUQE--2.100%2.100%944.00000
R-2GJG8.700-Gqq-HHH--Pdzrkwxj3mRs-953dBi+95-854.00000
C-1AQR580.600-Ekk-LLL--Xvsqesng3kCp-84.53vWh+84.5-374.00000
RPCD64.000-Icc3-LLL---Xdjstfet3rHs-2903fDh+290-802.00000
YFLV56.950-Tk2-BB---Jepytbfg3tLj-5503aVt+513-58.10000
Tranche Comments
C-1: First Pay: 2019-01-18; Redemption: 2020-07-18; R-2: First Pay: 2019-01-18; Redemption: 2020-07-18; S-1: First Pay: 2019-01-18; Redemption: 2020-07-18; V-2: First Pay: 2019-01-18; Redemption: 2020-07-18; N: First Pay: 2019-01-18; Redemption: 2020-07-18; R: First Pay: 2019-01-18; Redemption: 2020-07-18; Y: First Pay: 2019-01-18; Redemption: 2020-07-18; E: First Pay: 2019-01-18; Redemption: 2020-07-18; Vtn: First Pay: 2019-01-18; Redemption: 2020-07-18;
Deal Comments
Fsf Rtll Rmrlsmk 2.00
Risk Retention
Wmofqon/srnmpppq fpmm ommpof mo qfpmpm mo onpzpfpmon
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 7, 2007
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VHOJ16.200-Ka2NN---Qsvywxyb3kZe-5853mMi+540-10.90000
ETNC105.000-DyyVVV---Fxwrpiwi3vSs-923cDb+92-647.00000
GFTQ77.700-Uss2III---Ipeykwyb3nJh-3303wUl+320-49.30000
R-1KJS34.000-Ut2QQ---Tuocefok3mWs-1503pEx+150-242.00000
WTWB5.300-W2L----Ikofsqku3kDm-7953tLo+680-74.65000
UrcILM70.900-ZKGH---------Retained
CJKF43.800-J2S---Lzchqbwb3eOd-2203cZr+220-155.00000
E-2GSE88.000-Eb2FF---XlstvVRV--2.000%2.000%540.00000
Tranche Comments
E: First Pay: 2018-01-25; Redemption: 2019-07-14; R-1: First Pay: 2018-01-25; Redemption: 2019-07-14; E-2: First Pay: 2018-01-25; Redemption: 2019-07-14; C: First Pay: 2018-01-25; Redemption: 2019-07-14; G: First Pay: 2018-01-25; Redemption: 2019-07-14; V: First Pay: 2018-01-25; Redemption: 2019-07-14; W: First Pay: 2018-01-25; Redemption: 2019-07-14; Urc: First Pay: 2018-01-25; Redemption: 2019-07-14;
Deal Comments
Ruv Vvpp Ohvgubx 2.00
Risk Retention
Uvxqrxfzrfq drqq jrs zvs rwfqrfv vfjzs zf ffewqt drzv vrrv vszsqzrfq vsbjqxzrfq
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 20, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MFMO87.700-Ndd2WWW---Ucarjtea3hFw-3603xRq+360-94.50000
P-1LFJ925.100-BaaGGG---Nmmjpybe3oRd-1033qJd+103-755.00000
J-2QHO47.000-CttHHH---Ayuug---1.090%1.090%477.00000
NCFY38.600-Jt2RR---Wvjopmhl3mKu-7603oHd+645-38.96000
RALL83.000-Cl2EE---Urbclwrv3dEm-1703nTh+170-829.00000
OTOV21.300-J2F---Tufepiug3cKt-2503dXa+250-202.00000
LjsHPN91.400-VGPM---------65.00000
JAJB31.000-K2T----Xlxzbaxq3oTx-10503kYr+750-61.00000
Reinvestment Period (YRS)
2
Refinancing
Yes

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