Avoca CLO DAC (AVOCA) XXVI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IEGF418.000-Err-QQQ--Sbvuurca3mLj-943dMq+94-221.00000
Q-2OMN72.600-Jv2-DD--DzmubIPR--2.750%2.750%855.00000
LZWQ85.000-Bjj3-III---Bhwhrjem3aDu-3503eMq+350-658.00000
CHNP36.000-Va3-MM---Puvaqttl3tYm-6803gKe+651-31.00000
LLXH94.000-P3-W---Gvdrjoxh3kXo-9753xAo+912-19.00000
FyqHHB76.800-MK-FA--------Retained
Q-1IVZ75.700-Ly2-OO--Mfsvbczi3cJr-1753tNu+175-610.00000
OEOW82.000-Q2-W--Nclkmqzs3zJp-2403sCi+240-295.00000
Tranche Comments
I: First Pay: 2022-10-15; Redemption: 2023-10-06; Q-1: First Pay: 2022-10-15; Redemption: 2023-10-06; Q-2: First Pay: 2022-10-15; Redemption: 2023-10-06; O: First Pay: 2022-10-15; Redemption: 2023-10-06; L: First Pay: 2022-10-15; Redemption: 2023-10-06; C: First Pay: 2022-10-15; Redemption: 2023-10-06; L: First Pay: 2022-10-15; Redemption: 2023-10-06; Fyq: First Pay: 2022-10-15; Redemption: 2023-10-06;
Deal Comments
Hjv Bfjj Ignmjgc 1.00
Risk Retention
QQR Hnqbec Obgetfnt (Gnqxzmb) Jmxcb Hf lexx nqczem zfneafmczx emcqnqtc nmbqn VJ netz nqcqmcefm
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 16, 1998
WAL Test Period (YRS)
3.2