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
R-2	CUK	9.000	-	-	EEE	ZZZ	43.90%	-	Dfdcdwko	3eUw	-	150i	150	3zUv+150	-	835.00000
M	BHZ	32.000	-	-	I	B	60.00%	-	Dbscqpzi	3iDm	-	205-215	215	3sBr+215	-	657.00000
V	JGK	18.000	-	-	CCC-	VVV-	85.00%	-	Xvxyafnt	3kAg	-	300-310	310	3xVz+310	-	956.00000
U-1	AVL	17.000	-	-	BB	HH	90.80%	-	Uwphfclr	3oSs	-	180h	185	3dHb+185	-	276.00000
Unw	KMD	10.900	-	-	EV	QC	-	-	-	-	-	-	-	-	-	Retained
Q	SOA	51.000	-	-	II-	QQ-	3.40%	-	Daoqmayp	3wOp	-	590-600	600	3wQk+600	-	158.00000
U	TGQ	70.000	-	-	G-	Y-	6.90%	-	Gledkadf	3cCs	-	Bwgl gl 800g	925	3eXf+838	-	22.00000
P-1	KVQ	419.000	-	-	DDD	XXX	11.00%	-	Phkxjytg	3fBl	-	-	125	3lDz+125	-	892.00000
U-2	YIE	69.000	-	-	WW	YY	27.30%	-	Piahb	GUD	-	-	-	4.950%	4.950%	970.00000

Tranche Comments

P-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144O/Irg U; R-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144V/Irj J; U-1: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144U/Hju V; U-2: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144M/Rxm Q; M: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Q/Mfr G; V: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144U/Cib H; Q: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144D/Mhb Z; U: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144Z/Tlu Y; Unw: First Pay: 2025-04-15; Redemption: 2026-03-05; Registration: 144G/Gdk W;

Deal Comments

Nyu Rovv Pzjfyim 1.75

Reinvestment Period (YRS)

1.81

Reinvestment Period End Date

Aug 3, 2012

Refinancing

Yes