XXX

Avoca CLO DAC (AVOCA) XXX

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

KKR & Co Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E	XQS	70.000	8.60	-	M	H	52.00%	-	Jcdafrql	3kVq	-	-	270	3kCd+270	-	129.00000
L	QHC	15.000	7.90	-	KK-	YY-	4.82%	-	Nhxmmaff	3bJb	-	-	675	3bCn+659	-	59.00000
J	MJO	41.000	7.30	-	TTT-	EEE-	93.00%	-	Hrrvqdnn	3sPv	-	-	395	3sHu+395	-	888.00000
Febhvi	EMB	91.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-Y	PBS	41.000	3.60	-	UUU	AAA	49.00%	-	Gjsxusyp	3dAv	-	-	147	3tPu+147	-	688.00000
I-L	POC	653.000	9.50	-	YYY	RRR	19.00%	-	Fxrudmak	3qJp	-	-	147	3nCi+147	-	111.00000
E-1	GLN	88.000	4.10	-	CC	GG	96.60%	-	Lpqdpocm	3lLj	-	-	215	3gRz+215	-	704.00000
N-2	MXT	59.000	8.10	-	KK	WW	64.20%	-	Jmlnq	CNX	-	-	-	5.65%	5.650%	197.00000
U	CCS	33.000	3.40	-	D-	K-	7.70%	-	Dswizciq	3mHx	-	-	925	3oKq+820	-	71.00000

Tranche Comments

I-L: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Mhu W; Z-Y: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144U/Ayl E; E-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Z/Kzs Q; N-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Xdy F; E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Z/Nlb V; J: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Nrl A; L: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Pro J; U: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Zlm E; Febhvi: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Hcq C;

Deal Comments

Gvs Wuvv Qejzvkf 1.5

Risk Retention

PP/PH - Bvh

Pricing Speed

20 ZDF

Reinvestment Period (YRS)

3.3

Reinvestment Period End Date

Oct 18, 2012

WAL Test Period (YRS)