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
Y-2	QKZ	72.000	-	-	TT	AA	91.60%	-	Okaqm	VHH	-	-	-	4.950%	4.950%	485.00000
B-1	BYG	594.000	-	-	YYY	BBB	89.00%	-	Vjyrlzkn	3qXm	-	-	125	3rSp+125	-	979.00000
V	HZU	99.000	-	-	S-	N-	7.10%	-	Jlcpwqtm	3hKl	-	Huub rq 800z	925	3vVv+838	-	25.00000
X	SEO	36.000	-	-	WWW-	LLL-	51.00%	-	Vjrdyzut	3xYq	-	300-310	310	3aXb+310	-	984.00000
Q-2	FLF	3.000	-	-	SSS	XXX	56.40%	-	Gpsfwpsd	3sHj	-	150s	150	3mBc+150	-	559.00000
I	ABL	20.000	-	-	FF-	MM-	8.20%	-	Szysfwke	3jIt	-	590-600	600	3cKy+600	-	226.00000
Pkk	SPM	47.700	-	-	DJ	SX	-	-	-	-	-	-	-	-	-	Retained
A-1	CCR	46.000	-	-	FF	KK	29.80%	-	Klwffehv	3hEp	-	180s	185	3bDo+185	-	604.00000
G	KSW	71.000	-	-	Q	Q	70.00%	-	Wrdpaatx	3sEj	-	205-215	215	3qAb+215	-	473.00000

Tranche Comments

B-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144J/Xkk K; Q-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144F/Tem V; A-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144K/Htp C; Y-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144G/Hev C; G: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Q/Yys M; X: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144G/Urx B; I: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144M/Zpq U; V: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144X/Kza X; Pkk: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144M/Lyl S;

Deal Comments

Ckh Oeuu Cfebkev 1.75

Reinvestment Period (YRS)

2.21

Reinvestment Period End Date

Sep 29, 2010

Refinancing

Yes

Reset

Yes