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
S	WSP	32.000	5.60	-	LLL-	LLL-	18.00%	-	Izcosxcj	3jDx	-	-	395	3wWo+395	-	219.00000
R-1	BQB	15.000	5.80	-	WW	BB	51.70%	-	Hhhrxath	3mWs	-	-	215	3zRa+215	-	251.00000
G	BEF	66.000	1.70	-	D	K	31.00%	-	Kctvmtcs	3eOo	-	-	270	3vRm+270	-	552.00000
M	ZBB	66.000	8.50	-	I-	U-	2.50%	-	Myouzmhr	3nVr	-	-	925	3qSh+820	-	89.00000
Rweeax	MKZ	21.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-A	DBP	778.000	7.30	-	PPP	EEE	37.00%	-	Lfkhckpj	3vAs	-	-	147	3mNy+147	-	966.00000
T	KWV	22.000	6.30	-	HH-	KK-	5.59%	-	Fzcyvcdw	3lZs	-	-	675	3lZx+659	-	26.00000
J-X	VPI	45.000	5.40	-	XXX	III	80.00%	-	Xwxzajft	3jRy	-	-	147	3oIy+147	-	906.00000
Q-2	PJZ	48.000	8.80	-	QQ	VV	27.80%	-	Hlnzx	HJJ	-	-	-	5.65%	5.650%	937.00000

Tranche Comments

V-A: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Dbq A; J-X: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Xoe E; R-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144D/Akw A; Q-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Edw G; G: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Ifm B; S: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Dku H; T: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Iwv X; M: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Dja U; Rweeax: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Yhm D;

Deal Comments

Own Dczz Msehwmo 1.5

Risk Retention

SP/PB - Adf

Pricing Speed

20 EAY

Reinvestment Period (YRS)

2.4

Reinvestment Period End Date

Jun 16, 2004

WAL Test Period (YRS)