XVIII(R)

Avoca CLO DAC (AVOCA) XVIII(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
F	DAH	36.800	-	-	TT	LL	-	-	Fvvcqenw	3gGh	-	190-195	195	3mQv+195	-	951.00000
E	DMA	2.000	-	-	III	NNN	-	-	Ziuafoit	3tZt	-	90p	93	3bKa+93	-	963.00000
F	VVJ	86.000	-	-	E	U	-	-	Ydezrvva	3fWn	-	220q	225	3mDi+225	-	784.00000
Gzo	ZMS	25.690	-	-	XL	GX	-	-	-	-	-	-	-	-	-	Retained
F-1	GTT	710.000	-	-	CCC	MMM	-	-	Jpjdxhhz	3fZw	-	-	128	3pTl+128	-	788.00000
X	NKT	60.000	-	-	CCC-	BBB-	-	-	Swhpsour	3sXu	-	300-310	305	3yZx+305	-	815.00000
Y-2	YCD	98.600	-	-	FFF	YYY	-	-	Nddzuzxf	3gZx	-	170e	175	3wVj+175	-	131.00000
J	QBN	62.200	-	-	BB-	UU-	-	-	Pzyfvwoq	3wAk	-	550-575	575	3hVz+575	-	235.00000
R	OSO	69.000	-	-	H-	H-	-	-	Fdhdwdpj	3eTy	-	860-875	860	3nLi+828	-	61.00000

Tranche Comments

E: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144Q/Gzd E; F-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144H/Vaa B; Y-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144Q/Xnw O; F: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144M/Wno T; F: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144U/Rbs W; X: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144B/Izc N; J: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144U/Hld Z; R: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144B/Nrh D; Gzo: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144O/Rro M;

Deal Comments

Jcyck. Lbq Xqcc Scvkbsw 1.5

Risk Retention

FI - Kkb

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Oct 25, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Nov 10, 2022