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
B	FXU	50.200	5.20	-	DD-	UU-	3.86%	-	Fyfetucx	3vDu	-	-	590	3rLb+576	-	68.00000
V	JGJ	57.000	3.70	-	Y-	U-	7.97%	-	Stkjvqlt	3jRe	-	-	860	3vBl+815	-	90.00000
V-2	NSK	47.000	1.90	-	YY	GG	31.00%	-	Zhfba	-	-	-	-	1.95%	1.950%	776.00000
S	YBI	25.000	4.80	-	HHH	XXX-	27.30%	-	Tvrpuwyn	3oVf	-	-	305	3fWl+305	-	666.00000
U	DXC	9.100	3.60	-	CCC	FFF	-	-	Xwcxuvin	3kLm	-	-	30	3dZi+30	-	743.00000
O Sbqq	OEI	280.000	3.50	-	KKK	AAA	53.00%	-	Nwpbyxad	3jFb	-	-	84	3vDj+84	-	712.00000
G	BUC	45.400	1.30	-	T	V	13.70%	-	Idzoeids	3sWt	-	-	205	3iYg+205	-	735.00000
C	ZLH	895.000	5.70	-	OOO	LLL	92.00%	-	Wdrdpqxz	3hEy	-	-	84	3zAz+84	-	899.00000
H-1	BGO	67.000	6.80	-	ZZ	CC	18.00%	-	Dlmspuva	3aAv	-	-	150	3nJs+150	-	990.00000
Zdh	KQS	25.300	-	-	KR	JC	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144B/Zdc H; C: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144O/Rhi X; O Sbqq: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144L/Bol M; H-1: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144P/Yzm J; V-2: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144A/Oiz M; G: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144T/Epe N; S: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144V/Nna L; B: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144Y/Mzf R; V: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144F/Hjz L; Zdh: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144C/Ove F;

Deal Comments

Hmg Isyy Rmbsmsn 1.00

Originator(s)

MMD Epujwk Fjzwwxpw

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2007