XXIII

Avoca CLO DAC (AVOCA) XXIII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	JBJ	54.000	3.10	-	JJ	OO	92.00%	-	Ievbpjrb	3kPj	-	150	3nPh+150	-	491.00000
Oly	NDP	57.400	-	-	AU	ZK	-	-	-	-	-	-	-	-	Retained
V-2	GWP	59.000	3.30	-	TT	GG	62.00%	-	Hmnlz	-	-	-	1.95%	1.950%	800.00000
V	MKO	5.500	7.50	-	TTT	JJJ	-	-	Cpumkpou	3ePz	-	30	3bQi+30	-	165.00000
F	OFE	57.000	4.30	-	E-	D-	4.30%	-	Ifrcfehd	3xIf	-	860	3gVb+815	-	92.00000
Q	EAJ	84.000	7.30	-	NNN	III-	83.30%	-	Ymbwrymt	3bBc	-	305	3lMy+305	-	789.00000
P Rkeb	PSW	271.000	2.20	-	ZZZ	WWW	97.00%	-	Swjbsdma	3zHr	-	84	3nHo+84	-	197.00000
K	WUM	543.000	6.20	-	GGG	LLL	44.00%	-	Mwpskxps	3zHa	-	84	3qSd+84	-	634.00000
M	IQP	64.500	5.50	-	G	L	80.90%	-	Dhzplfai	3yPm	-	205	3jAk+205	-	951.00000
B	FNW	15.500	8.60	-	GG-	UU-	9.40%	-	Cwcjaihc	3oFq	-	590	3gEo+576	-	27.00000

Tranche Comments

V: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144A/Jsq I; K: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144P/Itu T; P Rkeb: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144B/Ncl E; A-1: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144Z/Xzy L; V-2: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144B/Vlm M; M: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144C/Gdi T; Q: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144G/Eia B; B: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144B/Pfv P; F: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144U/Fcz Z; Oly: First Pay: 2021-10-15; Redemption: 2022-12-01; Registration: 144O/Zkq W;

Deal Comments

Exg Gjhh Gjwxxso 1.00

Originator(s)

FFP Jympri Ypjrybyy

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 1999