XXII

Avoca CLO DAC (AVOCA) XXII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

KKR & Co Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H	MGG	442.000	-	Wpp	EEE	-	TTT	-	-	Wcjxrbqx	3zUh	-	-	83	3yWt+83	-	289.00000
H-1	IZL	40.000	-	PZ	BB	-	VV	-	-	Ffjsxyih	3fIm	-	-	130	3eQn+130	-	383.00000
K	ANK	86.000	-	PH	O	-	T	-	-	Wdweckrx	3nOu	-	-	200	3sXy+200	-	374.00000
S	OQY	1.000	-	Xhh	DDD	-	WWW	-	-	Alzobmqy	3iUe	-	-	28	3cSf+28	-	380.00000
G	QBU	16.900	-	JU	FFF-	-	KKK-	-	-	Awbzawuc	3bRw	-	-	290	3tTk+290	-	472.00000
Dfv	OPJ	80.000	-	DU	QL	-	ZO	-	-	-	-	-	-	-	-	-	Retained
N	NAW	63.300	-	TZ	MM-	-	CC-	-	-	Tpxqmqbn	3cTm	-	-	560	3lWv+523	-	54.40000
T	HCG	61.000	-	DX	X-	-	G-	-	-	Adxpetzp	3aSn	-	-	825	3vAs+746	-	45.00000
K-2	TPC	12.000	-	BE	YY	-	BB	-	-	Qnwgh	-	-	-	-	1.650%	1.650%	974.00000

Tranche Comments

S: First Pay: 2021-10-15; Redemption: 2022-09-09; Registration: 144C/Jsk W; H: First Pay: 2021-10-15; Redemption: 2022-09-09; Registration: 144F/Nox L; H-1: First Pay: 2021-10-15; Redemption: 2022-09-09; Registration: 144J/Bvi Q; K-2: First Pay: 2021-10-15; Redemption: 2022-09-09; Registration: 144K/Prt C; K: First Pay: 2021-10-15; Redemption: 2022-09-09; Registration: 144Q/Jhl W; G: First Pay: 2021-10-15; Redemption: 2022-09-09; Registration: 144O/Lde T; N: First Pay: 2021-10-15; Redemption: 2022-09-09; Registration: 144G/Vwp N; T: First Pay: 2021-10-15; Redemption: 2022-09-09; Registration: 144K/Hqi M; Dfv: First Pay: 2021-10-15; Redemption: 2022-09-09; Registration: 144Y/Dkp O;

Deal Comments

Tqb Gfhh Omzgqjs 1.5

Risk Retention

PIs Nwfdxfr/spvlsf

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 1994