Avoca CLO DAC (AVOCA) XXX

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-KCVX11.0002.10-VVVJJJ55.00%-Azzdfvlz3hDa-1473cVr+147-802.00000
G-2LVU63.0007.70-VVPP72.70%-LbbbmZBA--5.65%5.650%155.00000
PBUZ22.0006.80-DD-TT-8.73%-Yfdmzile3zAq-6753oVr+659-50.00000
FMER50.0002.50-S-F-6.10%-Qypuswfv3aWd-9253kUw+820-90.00000
UovzpnKET79.500------------Retained
L-1MSW84.0009.70-IIYY83.60%-Kcqrydvg3zIl-2153aSe+215-762.00000
SXTQ24.0002.20-YG50.00%-Ppycdarl3xAi-2703nSq+270-477.00000
U-FIIP268.0004.70-ZZZDDD28.00%-Yjkbyjse3zJu-1473qAr+147-807.00000
IMMC40.0007.30-AAA-OOO-58.00%-Dlsypozh3sMd-3953dDs+395-826.00000
Tranche Comments
U-F: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Vyi N; E-K: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144I/Icy M; L-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Pzx O; G-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Cnp F; S: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Xht Q; I: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Ihk T; P: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Yxv C; F: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Uta Y; Uovzpn: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Ipr J;
Deal Comments
Tpm Jtbb Pmolptu 1.5
Risk Retention
MC/CM - Ild
Pricing Speed
20 JJF
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Sep 12, 2010
WAL Test Period (YRS)
9