XXVIII(R)

Avoca CLO DAC (AVOCA) XXVIII(R)

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
Wcg	IZR	59.700	-	-	TU	DH	-	-	-	-	-	-	-	-	-	Retained
Y	DKO	73.590	8.40	-	LL-	RR-	2.40%	-	Gobuoqdz	3jYe	-	-	625	3jUv+621	-	11.56000
Q-1	XWO	94.000	7.00	-	NN	CC	88.33%	-	Qdkyffkc	3iQn	-	-	185	3xAx+185	-	501.00000
E	JOS	82.400	1.90	-	PPP-	QQQ-	89.00%	-	Gtdjuitj	3hUs	-	-	310	3iYt+310	-	705.00000
V	BTW	54.100	89.40	-	A-	I-	9.80%	-	Nqebxkwl	3eXu	-	-	921	3pDn+845	-	15.30000
S-2	VII	65.900	9.00	-	UU	YY	36.64%	-	Withg	EER	-	-	-	5.00%	5.000%	941.00000
D Mybf	QDE	995.900	8.00	-	HHH	CCC	45.00%	-	Nqjytpci	3sXl	-	-	128	3tIt+128	-	-
Y	GIR	159.500	7.00	-	AAA	ZZZ	66.00%	-	Ofxveouf	3gVo	-	-	128	3vRi+128	-	836.00000
K	QIC	27.900	9.60	-	L	I	96.00%	-	Lrlcsxts	3aOt	-	-	225	3zTv+225	-	520.00000
Xyy Brb	LNQ	9.800	-	-	HA	BF	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144Q/Jdv T; D Mybf: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144H/Iry H; Q-1: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144H/Htw G; S-2: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144Q/Qag I; K: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144L/Cla W; E: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144C/Gfk G; Y: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144K/Xft B; V: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144U/Bcq K; Wcg: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144G/Xxb J; Xyy Brb: First Pay: 2025-04-15; Redemption: 2026-04-15; Registration: 144O/Zns M;

Deal Comments

Fycyg. Eyf Kmgg Uymhyek 1.5

Reinvestment Period (YRS)

7.4

Reinvestment Period End Date

Jul 10, 2012