Avoca CLO DAC (AVOCA) XX(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1EUR267.7503.40Aaa-AAA40.50%-Floating3mEu-823mEu+82-100.00000
A2EUR11.2504.80Aaa-AAA38.00%-Floating3mEu-1153mEu+115-100.00000
B1EUR33.3755.30Aa2-AA27.09%-------Retained
B2EUR15.0005.30Aa2-AA27.25%-FixedYLD--2.10%2.100%100.00000
CEUR27.0006.20A2-A21.25%-Floating3mEu-2353mEu+235-100.00000
DEUR25.8756.60Baa3-BBB-15.50%-Floating3mEu-3353mEu+335-100.00000
Deal Comments
Refinancing. Non-Call Period: 1.25
Reinvestment Period (YRS)
2.1
Refinancing
Yes