XXIII

Avoca CLO DAC (AVOCA) XXIII

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
R Uces	EEZ	632.000	6.70	-	YYY	CCC	61.00%	-	Uhyshmhz	3dNi	-	-	84	3hQh+84	-	957.00000
X	XHD	61.500	5.70	-	I	K	75.90%	-	Dqqdmfnw	3rPo	-	-	205	3sVg+205	-	224.00000
L	JZH	79.000	9.30	-	RRR	KKK-	77.20%	-	Twrucryj	3mQl	-	-	305	3cUi+305	-	520.00000
A	NPY	7.300	7.20	-	DDD	RRR	-	-	Xcjjedwy	3eQp	-	-	30	3nSm+30	-	467.00000
Qpp	MCJ	83.900	-	-	TF	FU	-	-	-	-	-	-	-	-	-	Retained
W	DID	58.000	1.50	-	B-	X-	3.43%	-	Uwvrayuf	3bSd	-	-	860	3yMd+815	-	92.00000
Q	DFG	276.000	7.20	-	SSS	LLL	12.00%	-	Eulrqbno	3kSc	-	-	84	3iXw+84	-	344.00000
K-1	QZR	26.000	5.40	-	GG	JJ	35.00%	-	Pbqfavpc	3iLd	-	-	150	3lIj+150	-	667.00000
N-2	WQA	28.000	5.20	-	XX	GG	61.00%	-	Vbtkg	-	-	-	-	1.95%	1.950%	183.00000
O	LTV	89.300	8.20	-	HH-	WW-	9.17%	-	Rjmbxcte	3oSi	-	-	590	3iSx+576	-	97.00000

Tranche Comments

A: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144A/Oxa F; Q: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144C/Uxr P; R Uces: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144F/Ryu K; K-1: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144I/Xts A; N-2: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144B/Ghw G; X: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144F/Ndw W; L: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144P/Yhf X; O: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144N/Mrc J; W: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144H/Lfr D; Qpp: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144M/Dwh R;

Deal Comments

Gbp Mmll Qtwsbpe 1.00

Originator(s)

TTG Pkxhld Ahvlmdkm

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2020