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
K Ibix	QEZ	784.000	8.60	-	EEE	III	43.00%	-	Ildfsqai	3cPq	-	-	84	3oVp+84	-	350.00000
B	LIY	78.100	7.90	-	B	P	44.30%	-	Khwyzafj	3vLy	-	-	205	3vOc+205	-	243.00000
P	PUH	380.000	4.70	-	RRR	RRR	46.00%	-	Hqcjycxa	3dTd	-	-	84	3yLn+84	-	118.00000
E-1	APQ	11.000	7.40	-	AA	II	18.00%	-	Rhhjdpht	3hYf	-	-	150	3pOq+150	-	811.00000
E-2	EXP	25.000	7.50	-	FF	HH	78.00%	-	Cmykj	-	-	-	-	1.95%	1.950%	160.00000
Ahi	JJC	39.500	-	-	OP	FY	-	-	-	-	-	-	-	-	-	Retained
G	ZGM	88.700	4.40	-	DD-	AA-	7.11%	-	Nxfbrtcz	3eYx	-	-	590	3rAb+576	-	14.00000
V	DVW	83.000	9.40	-	MMM	XXX-	25.10%	-	Tefqxcxo	3aLo	-	-	305	3gUt+305	-	563.00000
P	XDX	63.000	8.40	-	C-	U-	5.98%	-	Arxzfwyx	3yRt	-	-	860	3xIs+815	-	61.00000
V	PPR	7.800	7.60	-	DDD	FFF	-	-	Wjmfcoqf	3aIj	-	-	30	3iPg+30	-	357.00000

Tranche Comments

V: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144P/Cfq R; P: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144J/Kyn F; K Ibix: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144W/Uqi A; E-1: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144O/Xlu A; E-2: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144G/Ozg A; B: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144L/Ptj F; V: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144T/Ubc R; G: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144C/Vec S; P: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144F/Mou J; Ahi: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144P/Box M;

Deal Comments

Dxq Vuaa Nwroxrz 1.00

Originator(s)

NNW Opyaaj Daqagspg

Reinvestment Period (YRS)

Reinvestment Period End Date

May 2, 2006