XII(R)

Avoca CLO DAC (AVOCA) XII(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
D-N	LBL	72.000	5.00	Wff	-	AAA	12.00%	-	Sjzyshut	3hMh	-	-	79	3hFj+79	-	454.00000
Q-1	DSL	82.000	2.00	Zd2	-	JJ	92.00%	-	Alqsbcbz	3cAm	-	-	150	3gCu+150	-	666.00000
Q	IHW	11.700	7.60	R2	-	L	27.00%	-	Orjvvqiu	3mUu	-	-	220	3jHg+220	-	380.00000
J-G	SAE	842.000	2.00	Uaa	-	SSS	63.00%	-	Urojmzbt	3tSk	-	-	79	3cAe+79	-	248.00000
C	JIM	81.600	7.30	Xa3	-	FF-	67.00%	-	Xqrvhcul	3pAo	-	-	650	3oGx+622	-	36.00000
K	WPC	75.000	8.90	Qhh3	-	TTT-	78.00%	-	Mpuuuium	3wKl	-	-	320	3mFw+320	-	616.00000
Lit	PQK	87.800	-	YE	-	VG	-	-	-	-	-	-	-	-	-	Retained
T	YYC	22.900	62.30	P3	-	A-	5.00%	-	Axrbmlec	3eHi	-	-	900	3iGa+834	-	62.10000
L-2	STD	46.000	1.00	Ek2	-	VV	12.00%	-	Bfkli	-	-	-	-	1.85%	1.850%	540.00000

Tranche Comments

J-G: Redemption: 2022-10-15; Registration: 144C/Aht H; D-N: Redemption: 2022-10-15; Registration: 144D/Vti D; Q-1: Redemption: 2022-10-15; Registration: 144F/Unr U; L-2: Redemption: 2022-10-15; Registration: 144U/Jzm O; Q: Redemption: 2022-10-15; Registration: 144K/Jrb B; K: Redemption: 2022-10-15; Registration: 144X/Kyq N; C: Redemption: 2022-10-15; Registration: 144P/Tav P; T: Redemption: 2022-10-15; Registration: 144D/Lwz U; Lit: Redemption: 2022-10-15; Registration: 144Z/Hob C;

Deal Comments

Vwywu. Rhb Lcyy Ywuwhha 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 1998