Avoca CLO DAC (AVOCA) XXIV(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-REUR305.000--AAAAAA--Floating3mEu-903mEu+90-100.00000
B-1-REUR35.500--AAAA--Floating3mEu-1503mEu+150-100.00000
B-2-REUR17.000--AAAA--FixedYLD--1.950%1.950%100.00000
C-REUR33.750--AA--Floating3mEu-2003mEu+200-100.00000
D-REUR33.750--BBBBBB---Floating3mEu-3003mEu+300-100.00000
E-REUR25.000--BB-BB---Floating3mEu-5903mEu+577-99.00000
F-REUR15.000--B-B---Floating3mEu-8853mEu+848-97.50000
SubEUR50.625--NRNR--------Retained
Tranche Comments
A-R: First Pay: 2021-10-15; Redemption: 2022-12-24; B-1-R: First Pay: 2021-10-15; Redemption: 2022-12-24; B-2-R: First Pay: 2021-10-15; Redemption: 2022-12-24; C-R: First Pay: 2021-10-15; Redemption: 2022-12-24; D-R: First Pay: 2021-10-15; Redemption: 2022-12-24; E-R: First Pay: 2021-10-15; Redemption: 2022-12-24; F-R: First Pay: 2021-10-15; Redemption: 2022-12-24; Sub: First Pay: 2021-10-15; Redemption: 2022-12-24;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
Deal intends to comply with EU Risk Retention Regulations via the sponsor/horizontal route
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2026
Reset
Yes