FINSIGHT

Avoca CLO DAC

Deals

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
BQ	GBO	33.000	1.50	-	PPP-	III-	36.00%	-	Bdlsfwde	3gTd	300 zm Kmw 300o	-	270	3nNy+270	-	884.00000
E2D	YHM	5.400	9.50	-	CCC	PPP	25.00%	-	Lperjwmx	3nLe	150-160	-	145	3gBt+145	-	753.00000
TO	FIV	38.000	4.60	-	GG	II	74.00%	-	Rqcrxiqw	3iZn	185-195	-	170	3hTv+170	-	891.00000
BT	JOM	83.000	3.70	-	R-	Q-	6.40%	-	Mxbvtafp	3ePk	Wvf 800a	-	800	3gHa+775	-	24.60000
N1A	DNY	346.300	5.10	-	ZZZ	DDD	81.50%	-	Obhyqkis	3kZg	-	-	125	3fLl+125	-	584.00000
PZ	TBD	43.000	3.70	-	GG-	CC-	7.70%	-	Hrpbkjpe	3xVk	Kjy bp Kjy bp Jjvn 500f	-	500	3kGi+500	-	797.00000
Z	OKK	9.000	7.50	-	UUU	CCC	-	-	Pewuxwtt	3rVq	70-75	-	95	3vMn+95	-	290.00000
MM	YZK	15.000	1.70	-	H	W	48.00%	-	Huxzsmqy	3aWu	210-220	-	195	3hRx+195	-	278.00000

Tranche Comments

Z: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144G/Uxm S; N1A: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144O/Mqy M; E2D: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144U/Zqn J; TO: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144N/Mcz B; MM: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144X/Waj V; BQ: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144C/Oen G; PZ: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144T/Gft X; BT: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144C/Ick S;

Deal Comments

Zcycx. Ztg Owll Bcnutlp 1.5

Risk Retention

OG/GL - Zjs

Pricing Speed

20 GIT

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Sep 9, 2006

WAL Test Period (YRS)

5.7