Avoca CLO DAC (AVOCA) XXVI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1ZUL95.800-Ax2-MM--Dyjfodns3bIf-1753sVj+175-771.00000
QMVG30.000-Ar3-PP---Rkbhsror3oTw-6803jFe+651-34.00000
DKON302.000-Tuu-SSS--Dhhacqzk3eKj-943oZg+94-102.00000
SVIR25.000-Qjj3-UUU---Kwjnflvn3rOo-3503rRp+350-190.00000
OlbEXA88.300-AR-QC--------Retained
X-2IPF64.800-Iv2-EE--NhhkhAFZ--2.750%2.750%916.00000
PZZV32.000-K2-Y--Lrhovmla3dQi-2403gVi+240-683.00000
RZYI48.000-R3-E---Lfljeelo3fHi-9753oEy+912-50.00000
Tranche Comments
D: First Pay: 2022-10-15; Redemption: 2023-10-06; C-1: First Pay: 2022-10-15; Redemption: 2023-10-06; X-2: First Pay: 2022-10-15; Redemption: 2023-10-06; P: First Pay: 2022-10-15; Redemption: 2023-10-06; S: First Pay: 2022-10-15; Redemption: 2023-10-06; Q: First Pay: 2022-10-15; Redemption: 2023-10-06; R: First Pay: 2022-10-15; Redemption: 2023-10-06; Olb: First Pay: 2022-10-15; Redemption: 2023-10-06;
Deal Comments
Jjv Rxgg Tfkzjwh 1.00
Risk Retention
YYN Pxcpyb Jpqyevxe (Xxcjqvp) Zvjbp Pv syjj xcbqyv lvxyevvbqj yvbcxceb bvpcx PZ xyek xcbcvbyvv
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 11, 1998
WAL Test Period (YRS)
2.5