XXXI

Avoca CLO DAC (AVOCA) XXXI

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
Z	QGR	39.000	-	-	ZZ-	XX-	6.90%	-	Cclsomcv	3lHj	-	590-600	600	3hWe+600	-	531.00000
H	BGH	49.000	-	-	F-	O-	4.40%	-	Hvlwdmwp	3gNx	-	Xpdg et 800v	925	3aPj+838	-	25.00000
Lae	DYV	74.400	-	-	SM	IW	-	-	-	-	-	-	-	-	-	Retained
N	FZA	49.000	-	-	G	E	60.00%	-	Ubkizusi	3bAu	-	205-215	215	3aKy+215	-	382.00000
Y-2	XIL	2.000	-	-	FFF	AAA	32.30%	-	Dtpcbetz	3aCz	-	150u	150	3iIi+150	-	292.00000
U-1	NYI	414.000	-	-	LLL	NNN	43.00%	-	Cqjkoili	3iZl	-	-	125	3jDo+125	-	840.00000
M-2	EMA	49.000	-	-	YY	CC	61.80%	-	Znsiz	CFG	-	-	-	4.950%	4.950%	167.00000
F-1	XPS	29.000	-	-	JJ	JJ	61.80%	-	Hlhkojrk	3wTj	-	180n	185	3wTl+185	-	734.00000
Q	ZQH	29.000	-	-	KKK-	XXX-	51.00%	-	Ojfvfafb	3vDa	-	300-310	310	3pJw+310	-	899.00000

Tranche Comments

U-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Y/Ufh Z; Y-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144N/Nbj D; F-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144B/Pew W; M-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144F/Rbg O; N: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144D/Qph V; Q: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144M/Waj Z; Z: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144O/Cal G; H: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144B/Gfe S; Lae: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144I/Ivj Z;

Deal Comments

Abh Foyy Ocmnbsp 1.75

Reinvestment Period (YRS)

7.34

Reinvestment Period End Date

Mar 30, 2022

Reset

Yes