Avoca CLO DAC (AVOCA) XVII(R)

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR341.0003.60-AAAAAANR38.00%-Floating3mEu-823mEu+82-100.00000
B1EUR37.7505.50-AANRAA27.50%-Floating3mEu-1603mEu+160-100.00000
B2EUR20.0005.50-AANRAA27.50%-FixedYLD--2.00%2.000%100.00000
CEUR38.5006.30-ANRA20.50%-Floating3mEu-2153mEu+215-100.00000
DEUR35.5306.60-BBBNRBBB14.10%-Floating3mEu-3253mEu+325-100.00000
Tranche Comments
A: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144A Only; B1: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144A Only; B2: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144A Only; C: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144A Only; D: First Pay: 2022-04-15; Redemption: 2023-02-09; Registration: 144A Only;
Deal Comments
Refinancing. Non Call Period: 1.00
Risk Retention
EU/UK: KKR as Sponsor will retain a horizontal strip for the purposes of EU/UK Retention Requirements; US: As a result of the LSTA Decision, the U.S. Risk Retention Rules are not expected to apply to the transaction contemplated herein and no party to the transaction contemplated herein expects to be required to comply with the U.S. Risk Retention Rules
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Apr 15, 2024
Refinancing
Yes