XX(R)

Avoca CLO DAC (AVOCA) XX(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
MKK	CAJ	166.000	2.00	-	CCC	NNN	40.00%	-	Akyveeeq	3dUy	-	-	133	3lMp+133	-	315.00000
WRR	YZT	11.000	8.00	-	QQ	WW	97.00%	-	Ufczjbhz	3tJz	-	-	190	3qGt+190	-	576.00000
ODD	AYT	75.000	6.30	-	PPP-	PPP-	93.00%	-	Gwlhbirc	3gJl	-	-	320	3oGw+320	-	618.00000
BM	LFQ	6.700	8.30	-	BBB	EEE	-	-	Hbmhrdpr	3pKf	-	-	105	3aRt+105	-	427.00000
PL	IQG	83.000	81.00	-	J-	L-	1.70%	-	Kdscfwuk	3gLr	-	-	870	3iDf+841	-	48.67000
KM	HFV	65.000	4.90	-	XX-	NN-	2.50%	-	Mlycaask	3pDt	-	-	555	3dUg+555	-	563.00000
SCC	KQB	92.000	8.20	-	I	G	14.43%	-	Nwwscliq	3lHj	-	-	225	3gWo+225	-	785.00000
HE	YIK	77.000	4.00	-	GGG	ZZZ	11.00%	-	Nhcludle	3nTd	-	-	133	3wYo+133	-	977.00000

Tranche Comments

BM: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144O/Hus E; MKK: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144Z/Ipk G; HE: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144G/Wix P; WRR: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144Y/Uay T; SCC: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144N/Wiz W; ODD: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144D/Xmo F; KM: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144K/Oam C; PL: First Pay: 2026-01-15; Redemption: 2027-01-15; Registration: 144L/Vxc K;

Deal Comments

Rgygf. Fvq-Knee Vgfyvbc 1.50

Risk Retention

JD - Sexhseyeze

Pricing Speed

20% ZPS

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 2012