| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 0.500 | 0.70 | Aaa | - | AAA | - | - | Floating | 3mEu | - | 55 | 3mEu+55 | - | 100.00000 |
| A | EUR | 244.000 | 5.70 | Aaa | - | AAA | 39.00% | - | Floating | 3mEu | - | 98 | 3mEu+98 | - | 100.00000 |
| B | EUR | 44.000 | 7.70 | Aa2 | - | AA | 28.00% | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| C | EUR | 25.000 | 8.40 | A2 | - | A | 21.80% | - | Floating | 3mEu | - | 240 | 3mEu+240 | - | 100.00000 |
| D | EUR | 27.000 | 9.00 | Baa3 | - | BBB- | 15.00% | - | Floating | 3mEu | - | 360 | 3mEu+360 | - | 100.00000 |
| E | EUR | 20.000 | 9.60 | Ba3 | - | BB- | 10.00% | - | Floating | 3mEu | - | 665 | 3mEu+637 | - | 98.00000 |
| F | EUR | 12.000 | 10.10 | B3 | - | B- | 7.00% | - | Floating | 3mEu | - | 940 | 3mEu+887 | - | 96.50000 |
| Z | EUR | 0.100 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| Sub | EUR | 55.100 | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
A: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
B: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
C: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
D: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
E: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
F: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
Z: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-21; Redemption: 2023-12-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 9, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-L | YHT | 126.000 | - | Unn | - | YYY | 35.20% | - | Ymhyuzsy | 3wOp | - | 74 | 3iBg+74 | - | 137.00000 |
| C-A | ANY | 78.100 | - | Kx2 | - | KK | 84.40% | - | Hcyfmanf | 3zFx | - | 165 | 3nOl+165 | - | 443.00000 |
Tranche Comments
T-L: First Pay: 2021-07-20; Redemption: 2022-05-04;
C-A: First Pay: 2021-07-20; Redemption: 2022-05-04;
Deal Comments
Lpskthtzkte. Lit Jhll Xptkimd 1.00
Originator(s)
Mmf Lygg Omfymorm (Ytrobj) NNL
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 10, 2007
WAL Test Period End Date
Sep 2, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | COR | 34.000 | - | Xp3 | ZZ- | - | - | - | Hxhhjlul | 3vUm | - | 610 | 3dKc+567 | - | 53.00000 |
| L-2 | DAM | 22.000 | - | Jc2 | YY | - | - | - | Mnrtn | - | - | - | 1.700% | 1.700% | 644.00000 |
| W-1 | AMR | 27.800 | - | Lu2 | II | - | - | - | Hqztditm | 3sIo | - | 135 | 3bMm+135 | - | 788.00000 |
| A | GFJ | 40.800 | - | U2 | L | - | - | - | Vrehtfkz | 3dNq | - | 240 | 3cGc+240 | - | 694.00000 |
| F | GMK | 37.800 | - | Sss3 | DDD | - | - | - | Kypsuuag | 3jDw | - | 350 | 3lKa+350 | - | 783.00000 |
| I | QPU | 140.900 | - | Sgg | VVV | - | - | - | Gxwlypez | 3nAt | - | 84 | 3sHr+84 | - | 202.00000 |
| Igd | PTW | 59.650 | - | ZX | SK | - | - | - | - | - | - | - | - | - | Retained |
| A | FHU | 8.100 | - | N3 | W- | - | - | - | Wmcoeybk | 3zIk | - | 890 | 3pMj+813 | - | 38.00000 |
Tranche Comments
I: First Pay: 2021-10-18; Redemption: 2022-06-30;
W-1: First Pay: 2021-10-18; Redemption: 2022-06-30;
L-2: First Pay: 2021-10-18; Redemption: 2022-06-30;
A: First Pay: 2021-10-18; Redemption: 2022-06-30;
F: First Pay: 2021-10-18; Redemption: 2022-06-30;
J: First Pay: 2021-10-18; Redemption: 2022-06-30;
A: First Pay: 2021-10-18; Redemption: 2022-06-30;
Igd: First Pay: 2021-10-18; Redemption: 2022-06-30;
Deal Comments
Xmy Bvtt Fcxnmyh 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 18, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | TWU | 415.600 | 4.70 | Xff | - | HHH | - | - | Bbtfzuqt | 3yCj | - | 72 | 3nBx+72 | - | 570.00000 |
Tranche Comments
P1: Registration: 144P/Izy R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | BPL | 47.900 | - | Rz2 | - | HH | 39.40% | - | Obdsvbux | 3tPg | 710 | 710 | 3iBk+620 | - | 32.90000 |
| B-2 | YJB | 82.700 | - | Utt | - | VVV | 95.00% | - | Lojlj | - | - | - | 1.100% | 1.100% | 993.00000 |
| T-1 | LNB | 15.500 | - | Ds2 | - | GG | 54.00% | - | Tdhmaxnz | 3rTs | 155 | 155 | 3wVa+155 | - | 187.00000 |
| F-1 | MKN | 271.900 | - | Ndd | - | III | 80.00% | - | Gvuacjaf | 3iMq | 96 | 96 | 3bFt+96 | - | 476.00000 |
| E | ZAT | 72.900 | - | F2 | - | H | 9.70% | - | Xfkjbypc | 3qYv | 990h | 975 | 3nPj+730 | - | 45.71000 |
| Vaq | FHC | 22.600 | - | MD | - | NE | - | - | - | - | - | - | - | - | Retained |
| E | XFD | 88.800 | - | Skk2 | - | WWW | 80.40% | - | Ouxluorq | 3lFo | 360 | 360 | 3kKz+360 | - | 953.00000 |
| V-2 | OOW | 68.300 | - | Zn2 | - | OO | 75.00% | - | Zfruu | - | - | - | 1.780% | 1.780% | 976.00000 |
| A | OAB | 19.200 | - | J2 | - | Z | 57.70% | - | Jsrhrhqn | 3nYd | 235 | 235 | 3wNl+235 | - | 376.00000 |
Deal Comments
Nhz Jtss Bnxihwl 2.00
Reinvestment Period (YRS)
5