Avoca CLO DAC (AVOCA) XII(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-NEUR229.0006.00Aaa-AAA38.00%-Floating3mEu-793mEu+79-100.00000
A-LEUR50.0006.00Aaa-AAA38.00%-Floating3mEu-793mEu+79-100.00000
B-1EUR25.0008.00Aa2-AA28.00%-Floating3mEu-1503mEu+150-100.00000
B-2EUR20.0008.00Aa2-AA28.00%-Fixed---1.85%1.850%100.00000
CEUR31.5008.60A2-A21.00%-Floating3mEu-2203mEu+220-100.00000
DEUR27.0009.20Baa3-BBB-15.00%-Floating3mEu-3203mEu+320-100.00000
EEUR22.5009.70Ba3-BB-10.00%-Floating3mEu-6503mEu+622-98.00000
FEUR13.50010.20B3-B-7.00%-Floating3mEu-9003mEu+834-95.50000
SubEUR52.200-NR-NR--------Retained
Tranche Comments
A-N: Redemption: 2022-10-15; Registration: 144A/Reg S; A-L: Redemption: 2022-10-15; Registration: 144A/Reg S; B-1: Redemption: 2022-10-15; Registration: 144A/Reg S; B-2: Redemption: 2022-10-15; Registration: 144A/Reg S; C: Redemption: 2022-10-15; Registration: 144A/Reg S; D: Redemption: 2022-10-15; Registration: 144A/Reg S; E: Redemption: 2022-10-15; Registration: 144A/Reg S; F: Redemption: 2022-10-15; Registration: 144A/Reg S; Sub: Redemption: 2022-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2025
Reset
Yes