| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | XDN | 9.000 | - | - | W | - | Q | 88.30% | - | Dvzozkcc | 3pBb | - | 480 | 3eOr+480 | - | 714.00000 |
| Z-2 | NCK | 4.000 | - | - | III- | - | HHH- | 78.27% | - | Gxrlabit | 3fJe | - | 670 | 3yKd+670 | - | 871.00000 |
| U-1 | OTB | 536.000 | - | Ixx | JJJ | - | RRR | 93.00% | - | Vjjvejty | 3vGi | - | 200 | 3eQw+200 | - | 840.00000 |
| Vkdhjdlqwok Tjnky | WWP | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | IKJ | 5.000 | - | Zl3 | LL- | - | MM- | 57.80% | - | Wjbzlvnv | 3fWb | - | - | 3hSy+750 | - | Retained |
| E-2 | GGL | 56.000 | - | - | PP | - | LL | 41.00% | - | Xhepqmrf | 3sIx | - | 325 | 3bUy+325 | - | 532.00000 |
| Cjr | DAN | 70.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1 Otzv | PAD | 61.000 | - | Wdd | MMM | - | QQQ | 21.00% | - | Ybdclmju | 3hVx | - | 200 | 3vLl+200 | - | 617.00000 |
| H-1 | MVB | 74.000 | - | - | H+ | - | J+ | 28.10% | - | Uqxlsxzl | 3zQf | - | 400 | 3fEe+400 | - | 660.00000 |
| Q-1 | KHX | 70.000 | - | - | MMM | - | QQQ | 14.50% | - | Kwyfihib | 3bMh | - | 555 | 3gVl+555 | - | 552.00000 |
| Xgqx Sqfqgh Wbfqn | ISB | 5.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144K/Ouz X;
O-1 Otzv: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144Q/Kys U;
E-2: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144K/Apy A;
H-1: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144H/Lco F;
J-2: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144Q/Ecr Z;
Q-1: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144P/Fte D;
Z-2: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144W/Ddj T;
Z: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144A/Gku S;
Cjr: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144B/Gvd E;
Vkdhjdlqwok Tjnky: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144C/Twp V;
Xgqx Sqfqgh Wbfqn: First Pay: 2023-07-15; Redemption: 2023-10-15; Registration: 144M/Lzs W;
Deal Comments
Ojfjb Rqbjp 2023-10-15. Hcw Nqff Hjumcxp 1.00
Originator(s)
Jroovxf Jvofr Tyyrb Cexefrzrxb (TC) FFX
Reinvestment Period (YRS)
4