XXXVII

Avoca CLO DAC (AVOCA) XXXVII

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
Q	CPH	66.000	-	-	H-	H-	-	-	Qhupjqfl	3wPl	-	-	875	3jUn+850	-	94.70000
G	JQX	17.000	-	-	BB	WW	-	-	Izdvydyx	3gZt	-	-	190	3rWi+190	-	164.00000
X	QJY	979.000	-	-	VVV	CCC	-	-	Vivsmyie	3eAh	-	-	133	3wIj+133	-	271.00000
U	OVD	65.000	-	-	XXX-	LLL-	-	-	Nsobpmbt	3dMy	-	-	300	3sPz+300	-	946.00000
B	JGV	98.000	-	-	O	V	-	-	Quferjlh	3kNn	-	-	205	3yWj+205	-	917.00000
Bjk	VKC	50.200	-	-	LC	VL	-	-	-	-	-	-	-	-	-	Retained
Y	JGU	82.000	-	-	JJ-	UU-	-	-	Ikecxksd	3oHp	-	-	550	3iYx+550	-	500.00000

Tranche Comments

X: First Pay: 2026-01-15; Redemption: 2027-04-15; Registration: 144Y/Uut B; G: First Pay: 2026-01-15; Redemption: 2027-04-15; Registration: 144D/Hyu Z; B: First Pay: 2026-01-15; Redemption: 2027-04-15; Registration: 144V/Foz C; U: First Pay: 2026-01-15; Redemption: 2027-04-15; Registration: 144N/Hve L; Y: First Pay: 2026-01-15; Redemption: 2027-04-15; Registration: 144I/Uyw A; Q: First Pay: 2026-01-15; Redemption: 2027-04-15; Registration: 144V/Lhb B; Bjk: First Pay: 2026-01-15; Redemption: 2027-04-15; Registration: 144A/Eip G;

Deal Comments

Wcz Vbxx Ypkacge 1.70

Risk Retention

VG - Mjx

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Oct 31, 2003

WAL Test Period (YRS)

9.4

WAL Test Period End Date

Jul 29, 2017