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
B-C	STC	85.000	1.60	-	FFF	HHH	75.00%	-	Ydepsxtv	3eVp	-	-	147	3kHe+147	-	997.00000
K	EJN	79.000	6.80	-	A	B	16.00%	-	Nyevfmto	3nBd	-	-	270	3wSw+270	-	750.00000
V	PJJ	39.000	4.20	-	ZZZ-	BBB-	81.00%	-	Kyvrtcyl	3jJm	-	-	395	3yIw+395	-	301.00000
L	CSD	82.000	2.40	-	WW-	VV-	2.24%	-	Ewrqfjdm	3lQw	-	-	675	3lPm+659	-	30.00000
I-W	HKK	690.000	2.70	-	BBB	SSS	62.00%	-	Turfkylb	3sJi	-	-	147	3sKn+147	-	485.00000
R	MJZ	14.000	1.80	-	J-	Q-	5.10%	-	Impfalmw	3lGf	-	-	925	3dSs+820	-	93.00000
X-2	BUS	67.000	1.40	-	WW	SS	32.80%	-	Nuweq	MKC	-	-	-	5.65%	5.650%	660.00000
Ehfqta	QFC	63.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1	AWU	36.000	4.70	-	BB	XX	45.40%	-	Ychvbmcv	3bRb	-	-	215	3jUf+215	-	732.00000

Tranche Comments

I-W: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Eab C; B-C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Kuz H; L-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Ten R; X-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Axt J; K: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Lsy O; V: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Knm W; L: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144U/Upd Q; R: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Gnv W; Ehfqta: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Ydh W;

Deal Comments

Bpz Rumm Hvwwpxa 1.5

Risk Retention

SV/VZ - Ywi

Pricing Speed

20 WLL

Reinvestment Period (YRS)

6.2

Reinvestment Period End Date

Feb 24, 1997

WAL Test Period (YRS)