Avoca CLO DAC (AVOCA) XXVI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.000-Aaa-AAA--Floating3mEu-943mEu+94-100.00000
B-1EUR22.500-Aa2-AA--Floating3mEu-1753mEu+175-100.00000
B-2EUR17.500-Aa2-AA--FixedYLD--2.750%2.750%100.00000
CEUR28.000-A2-A--Floating3mEu-2403mEu+240-100.00000
DEUR26.000-Baa3-BBB---Floating3mEu-3503mEu+350-100.00000
EEUR20.000-Ba3-BB---Floating3mEu-6803mEu+651-98.00000
FEUR11.000-B3-B---Floating3mEu-9753mEu+912-96.00000
SubEUR31.700-NR-NR--------Retained
Tranche Comments
A: First Pay: 2022-10-15; Redemption: 2023-10-06; B-1: First Pay: 2022-10-15; Redemption: 2023-10-06; B-2: First Pay: 2022-10-15; Redemption: 2023-10-06; C: First Pay: 2022-10-15; Redemption: 2023-10-06; D: First Pay: 2022-10-15; Redemption: 2023-10-06; E: First Pay: 2022-10-15; Redemption: 2023-10-06; F: First Pay: 2022-10-15; Redemption: 2023-10-06; Sub: First Pay: 2022-10-15; Redemption: 2023-10-06;
Deal Comments
Non Call Period: 1.00
Risk Retention
KKR Credit Advisors (Ireland) Unltd Co will retain horizontal interest under EU risk retention
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2026
WAL Test Period (YRS)
8.5