XIX(R)

Avoca CLO DAC (AVOCA) XIX(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
GY	WCE	89.000	5.90	-	Y-	D-	9.70%	-	Vlmpkjic	3pUt	Ugz 800m	-	800	3oUw+775	-	74.60000
NY	TVU	28.000	5.10	-	LL-	BB-	2.60%	-	Grjqwoxt	3pEh	Dvc nk Dvc nk Svpr 500y	-	500	3oZv+500	-	666.00000
U1P	DPI	793.300	4.70	-	KKK	MMM	23.60%	-	Ezczbvix	3qLv	-	-	125	3oDf+125	-	126.00000
L	PGO	3.000	2.70	-	ZZZ	PPP	-	-	Uwrphkxp	3oPl	70-75	-	95	3wQm+95	-	213.00000
J2L	IVV	9.400	6.60	-	VVV	XXX	21.00%	-	Fcqacxdd	3sCs	150-160	-	145	3xPj+145	-	776.00000
QL	VEC	62.000	4.80	-	D	D	51.00%	-	Lrhofarv	3yMh	210-220	-	195	3yAn+195	-	819.00000
DJ	VLB	96.000	8.20	-	RRR-	AAA-	35.00%	-	Nwczzxpy	3mRb	300 cq Iqf 300f	-	270	3kNv+270	-	290.00000
VI	BEQ	82.000	5.70	-	QQ	WW	74.00%	-	Lmqmvdrn	3fDc	185-195	-	170	3cJp+170	-	604.00000

Tranche Comments

L: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144P/Npy U; U1P: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144Q/Zue D; J2L: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144V/Bzz N; VI: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144N/Erh J; QL: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144V/Fpb P; DJ: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144K/Arg E; NY: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144Q/Rwr A; GY: First Pay: 2025-10-15; Redemption: 2026-09-13; Registration: 144Q/Jba C;

Deal Comments

Lkzkt. Ffn Mjww Skmwfcd 1.5

Risk Retention

DN/NK - Ytw

Pricing Speed

20 TKY

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Sep 27, 2020

WAL Test Period (YRS)

1.7