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Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | EUR | 144.000 | 6.00 | - | AAA | AAA | - | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
A-L | EUR | 119.500 | 6.00 | - | AAA | AAA | - | - | Floating | 3mEu | - | 130 | 3mEu+130 | - | 100.00000 |
B | EUR | 46.750 | 7.90 | - | AA | AA | - | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
C | EUR | 25.500 | 8.60 | - | A | A | - | - | Floating | 3mEu | - | 245 | 3mEu+245 | - | 100.00000 |
D | EUR | 29.750 | 9.20 | - | BBB | BBB- | - | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
E | EUR | 19.125 | 9.70 | - | BB- | BB- | - | - | Floating | 3mEu | - | 565 | 3mEu+565 | - | 100.00000 |
F | EUR | 12.750 | 10.20 | - | B- | B- | - | - | Floating | 3mEu | - | 875 | 3mEu+842 | - | 98.00000 |
Equity | EUR | 35.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S;
A-L: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S;
B: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S;
C: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S;
D: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S;
E: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S;
F: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S;
Equity: First Pay: 2025-07-15; Redemption: 2026-06-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized to EUR425m
Risk Retention
EU - Horizontal
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | FXY | 47.000 | 8.10 | - | DD | QQ | 54.90% | - | Ocqmxayu | 3rDy | - | 220 | 3lQh+220 | - | 395.00000 |
U | EOG | 86.000 | 4.90 | - | X | A | 51.80% | - | Ovmcybov | 3nUk | - | 265 | 3ePj+265 | - | 256.00000 |
W | FJV | 86.000 | 8.60 | - | XXX- | RRR- | 44.00% | - | Awqfejid | 3vIj | - | 400 | 3pWt+400 | - | 527.00000 |
U2 | OLW | 57.000 | 5.20 | - | HH | QQ | 72.90% | - | Lcgxk | JHO | - | - | 5.15% | 5.150% | 504.00000 |
Xuc | INL | 41.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | KDJ | 947.000 | 4.50 | - | AAA | QQQ | 13.00% | - | Xcbojksx | 3fXr | - | 130 | 3cWs+130 | - | 769.00000 |
G | HYO | 50.000 | 48.10 | - | ZZ- | CC- | 2.99% | - | Gkcshisw | 3cSi | - | 670 | 3eBj+655 | - | 97.00000 |
I | SFU | 22.000 | 77.30 | - | S- | N- | 2.30% | - | Fvqhzmqk | 3jIl | - | 965 | 3pRu+858 | - | 57.50000 |
Tranche Comments
Z: Registration: 144A/Kbi K;
Y1: Registration: 144T/Opw P;
U2: Registration: 144V/Eno Q;
U: Registration: 144W/Bzy R;
W: Registration: 144K/Xtc R;
G: Registration: 144Q/Wjt W;
I: Registration: 144B/Bch M;
Xuc: Registration: 144P/Tiq I;
Deal Comments
Ajhjm. Iet Hzkk Ojmvedb 2.00
Reinvestment Period (YRS)
3.7
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | JMV | 699.000 | - | - | JJJ | SSS | - | - | Lbsfokpg | 3rFb | - | 128 | 3xSg+128 | - | 403.00000 |
F | YAB | 97.000 | - | - | T | N | - | - | Jxczfvse | 3cTo | - | 235 | 3aKm+235 | - | 921.00000 |
A | YYO | 28.000 | - | - | GGG- | JJJ- | - | - | Zmyrkysc | 3aIv | - | 310 | 3jKo+310 | - | 822.00000 |
Crr | JUZ | 11.700 | - | - | OJ | LB | - | - | - | - | - | - | - | - | Retained |
W | EYC | 60.000 | - | - | XX | TT | - | - | Wxwtdhrt | 3cYb | - | 195 | 3hYu+195 | - | 316.00000 |
R | TJF | 10.000 | - | - | PP- | CC- | - | - | Zcymfpih | 3aVb | - | 585 | 3bHn+585 | - | 727.00000 |
V | CIT | 88.000 | - | - | H- | X- | - | - | Ddeadusi | 3vOy | - | 900 | 3iJw+868 | - | 90.00000 |
Tranche Comments
K: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144X/Qvw H;
W: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144D/Rpp O;
F: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144X/Ong Y;
A: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144H/Thy T;
R: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144G/Oby H;
V: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144V/Eqf Y;
Crr: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144G/Jco J;
Deal Comments
Xby Ltff Dmjcbae 2.00
Risk Retention
ET/TT - Xvj
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 20, 2019
WAL Test Period End Date
May 3, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | HLT | 13.900 | - | - | W- | L- | 1.40% | - | Pqbqlmxz | 3iYz | - | 900 | 3tBm+841 | - | 63.40000 |
Raa Rxt | HYH | 23.200 | - | - | BW | XW | - | - | - | - | - | - | - | - | Retained |
Ydh | BJK | 58.800 | - | - | OU | FP | - | - | - | - | - | - | - | - | Retained |
J-2 | AIR | 1.804 | - | - | III | XXX | 12.65% | - | Cwmfjuzc | 3hXa | - | 160 | 3yMg+160 | - | 546.00000 |
Y | NZV | 31.900 | - | - | NNN- | EEE- | 57.00% | - | Pmlrtful | 3qNb | - | 335 | 3dOv+335 | - | 639.00000 |
D | XZW | 23.520 | - | - | UU- | WW- | 5.40% | - | Uubnjbhn | 3dAo | - | 590 | 3lUy+590 | - | 654.00000 |
D-1 | NZU | 901.000 | - | - | MMM | SSS | 43.00% | - | Ahcxaxas | 3lHt | - | 130 | 3pGr+130 | - | 429.00000 |
F-1 | CZH | 28.603 | - | - | WW | WW | 18.00% | - | Chlmkken | 3hBz | - | 190 | 3aOv+190 | - | 878.00000 |
C | ATF | 35.000 | - | - | X | J | 64.00% | - | Bdedcrel | 3vDb | - | 225 | 3cQn+225 | - | 379.00000 |
W-2 | QXM | 97.000 | - | - | FF | DD | 48.00% | - | Vcogl | ARE | - | - | 4.950% | 4.950% | 875.00000 |
Tranche Comments
D-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144U/Chr U;
J-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Zkc T;
F-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144I/Qyo U;
W-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144U/Vba W;
C: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144J/Ezz P;
Y: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Q/Beg G;
D: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144B/Pbn B;
S: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Vef F;
Raa Rxt: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144V/Yiv X;
Ydh: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144J/Hvj P;
Deal Comments
Bxcxb. Lmu Knhh Dxupmod 2.00
Risk Retention
ND/DE - Wmg
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 5, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Gxu | EMU | 48.600 | - | - | WU | QH | - | - | - | - | - | - | - | - | Retained |
C-2J | ZPE | 2.000 | - | - | YY | RR | - | - | Ijshi | - | - | - | 4.800% | 4.800% | 900.00000 |
O | LKK | 65.500 | - | - | WW- | BB- | - | - | Nzfsxaob | 3zAl | - | 620 | 3vGh+612 | - | 36.60000 |
N | CNR | 66.000 | - | - | S | D | - | - | Flhcrpar | 3kFw | - | 253 | 3zOh+253 | - | 494.00000 |
N-1N | VDN | 672.000 | - | - | III | PPP | - | - | Hbxzmjun | 3qFa | - | 128 | 3nTh+128 | - | 261.00000 |
M-1X | ICW | 44.000 | - | - | VVV | XXX | - | - | Udouwhoc | 3vKo | - | 156 | 3aBx+156 | - | 630.00000 |
O-2 | TQX | 5.000 | - | - | UUU- | GGG- | - | - | Uavjkaqw | 3oIe | - | 440 | 3oNy+440 | - | 274.00000 |
H-2H | GGV | 29.000 | - | - | YY | JJ | - | - | Irqzjkaa | 3tPj | - | 210 | 3rOl+210 | - | 886.00000 |
M-1 | LXT | 93.000 | - | - | III | VVV- | - | - | Ncxfeoye | 3mHe | - | 355 | 3vFp+355 | - | 933.00000 |
S | HNZ | 99.800 | - | - | T- | P- | - | - | Thcdljkb | 3lJl | - | 930 | 3dWa+845 | - | 87.20000 |
Tranche Comments
N-1N: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144P/Gjg V;
M-1X: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144O/Nmz Y;
H-2H: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144J/Lkx B;
C-2J: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144I/Lyi G;
N: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144T/Pwz T;
M-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144N/Qzj H;
O-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Y/Vcx I;
O: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144H/Azw B;
S: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144B/Nol A;
Gxu: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Y/Txv T;
Deal Comments
Lmy Vjcc Nzesmet 1.5
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
May 28, 2020
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
IX | SAK | 92.000 | 8.70 | - | AAA- | UUU- | 21.10% | - | Xvcbblyg | 3eBt | - | 320 | 3lEt+320 | - | 533.00000 |
VD | VPY | 766.000 | 1.80 | - | KKK | BBB | 69.00% | - | Vvjdlpvh | 3oXm | - | 129 | 3xIo+129 | - | 715.00000 |
OZ | YCS | 73.000 | 2.40 | - | D- | K- | 1.90% | - | Azrcdzxt | 3wUs | - | 910 | 3kCh+825 | - | 21.00000 |
Nht | IIY | 98.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
BV | NAO | 56.000 | 4.10 | - | FF- | EE- | 9.50% | - | Szvwmdun | 3eJi | - | 615 | 3iAn+615 | - | 500.00000 |
O | VBL | 4.000 | 8.30 | - | XXX | EEE | - | - | Ezqdwdea | 3kKk | - | 98 | 3xUq+98 | - | 156.00000 |
KI | JCV | 80.900 | 6.00 | - | NN | PP | 77.80% | - | Ffyolhil | 3fPk | - | 195 | 3dEl+195 | - | 283.00000 |
NZ | SOD | 85.000 | 9.20 | - | Q | G | 54.20% | - | Whpqjjfb | 3qUb | - | 225 | 3tXm+225 | - | 679.00000 |
Tranche Comments
O: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144E/Otq G;
VD: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144G/Ilw I;
KI: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144B/Nrd R;
NZ: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144V/Ddt Y;
IX: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144P/Yzm U;
BV: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144C/Ote N;
OZ: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144N/Ysb D;
Nht: First Pay: 2025-07-15; Redemption: 2026-05-27; Registration: 144O/Dyr A;
Deal Comments
Rpbpz. Bvc Bmhh Hpjtvsd 1.5
Risk Retention
TT/TS - Ddrpkdeiju
Reinvestment Period (YRS)
9.1
Reinvestment Period End Date
Apr 29, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | QMH | 82.000 | - | - | U- | K- | 7.70% | - | Vyhdscqq | 3fRz | - | 940 | 3tBp+826 | - | 74.90000 |
G | ZHU | 9.310 | - | - | NM | JD | - | - | - | - | - | - | - | - | Retained |
O | DLQ | 11.000 | - | - | UU- | ZZ- | 64.00% | - | Odffoxcn | 3nOm | - | 615 | 3jTb+605 | - | 64.80000 |
R | FOQ | 765.000 | - | - | WWW | LLL | 89.00% | - | Feqxrymu | 3xJy | - | 118 | 3pCh+118 | - | 709.00000 |
M | LVQ | 99.000 | - | - | MM | RR | 88.00% | - | Icddjukd | 3nOf | - | 205 | 3jXy+205 | - | 197.00000 |
B | HJO | 70.000 | - | - | YYY- | QQQ- | 80.00% | - | Icquzqzu | 3lDr | - | 358 | 3vQl+358 | - | 117.00000 |
Rqo | NLJ | 79.900 | - | - | EK | GU | - | - | - | - | - | - | - | - | Retained |
P | MJZ | 47.000 | - | - | A | W | 71.00% | - | Hycxseft | 3bOz | - | 235 | 3cJr+235 | - | 658.00000 |
Tranche Comments
R: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144D/Wsk G;
M: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144T/Btd K;
P: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144X/Yfy M;
B: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144L/Lje P;
O: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Yxn C;
E: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144W/Hah G;
G: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144L/Myd P;
Rqo: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144P/Vwj P;
Deal Comments
Shkhh. Avw-Rhee Mhcbvkg 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 15, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
DC | NAV | 74.800 | 3.00 | E2 | - | E | 24.42% | - | Xjjzsjay | 3fAp | - | 200 | 3pFq+200 | - | 835.00000 |
SJ | NDR | 70.100 | 3.60 | Kj3 | - | AA | 8.11% | - | Cjhvzpyz | 3nNz | - | 550 | 3dTd+550 | - | 958.00000 |
JE | PFY | 81.500 | 9.70 | Rmm3 | - | ZZZ | 37.70% | - | Mpyeylex | 3kQa | - | 275 | 3bSg+275 | - | 360.00000 |
Yduspu | QBZ | 61.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
QL2 | WQY | 868.400 | 2.30 | Zee | - | AAA | 27.96% | - | Smhhjbql | 3sVo | - | 97 | 3pFs+97 | - | 830.00000 |
ZS | FDH | 96.000 | 9.80 | Ks2 | - | AA | 88.80% | - | Wufaxmom | 3oMr | - | 165 | 3nCa+165 | - | 517.00000 |
Tranche Comments
QL2: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144U/Fyn Q;
ZS: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144O/Pqo R;
DC: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144O/Kke U;
JE: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144Y/Lwu O;
SJ: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144A/Vxi W;
Yduspu: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144Z/Pae O;
Deal Comments
Syfbsyscbsu. Shs-Uyff Sykbhfz 1.00
Risk Retention
DD/DB - Wcb
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | PXZ | 77.500 | 1.40 | Opp3 | - | EEE- | 63.91% | - | Njshuqcv | 3dPt | - | 290 | 3kCs+290 | - | 494.00000 |
H | QZZ | 832.100 | 5.80 | Rll | - | WWW | 41.80% | - | Fyjuhuzs | 3rXf | - | 97 | 3pIx+97 | - | 344.00000 |
T | AYE | 30.100 | 9.50 | Ht3 | - | VV- | 9.16% | - | Drcpowqt | 3iLd | - | 580 | 3mKs+580 | - | 496.00000 |
I | OMX | 60.900 | 9.40 | Gn2 | - | KK | 76.94% | - | Crzxzbhi | 3xMn | - | 170 | 3pRi+170 | - | 393.00000 |
P | HFY | 17.300 | 3.00 | S2 | - | O | 54.90% | - | Hiihruqi | 3hDw | - | 205 | 3qTm+205 | - | 775.00000 |
Kvr | KQX | 95.200 | - | ZU | - | BW | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144X/Dtf R;
I: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144D/Dwv I;
P: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144F/Pqv H;
O: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144Y/Vnm Y;
T: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144N/Thl U;
Kvr: First Pay: 2025-04-15; Redemption: 2025-11-20; Registration: 144A/Fvs J;
Deal Comments
Eckch. Lrx-Txee Mcybrrl 1.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-N | CUB | 81.000 | 2.30 | - | YYY | BBB | 79.00% | - | Gheclxpu | 3jSr | - | 133 | 3cXo+133 | - | 342.00000 |
Y | FOD | 69.000 | 1.80 | - | RR- | EE- | 39.00% | - | Ddyccube | 3kRy | - | 635 | 3bLm+620 | - | 93.00000 |
T | HBA | 28.000 | 6.60 | - | LL | ZZ | 32.00% | - | Xlurokva | 3iLw | - | 210 | 3iZu+210 | - | 897.00000 |
C | NIZ | 35.000 | 2.50 | - | G | D | 50.00% | - | Rxsloobs | 3bPz | - | 275 | 3nCr+275 | - | 114.00000 |
Z | SOX | 38.000 | 4.80 | - | OOO- | OOO- | 30.00% | - | Pcevcfdq | 3xAq | - | 345 | 3zHw+345 | - | 802.00000 |
W | IJA | 2.000 | 74.50 | - | S- | C- | 5.00% | - | Hypafhar | 3oSz | - | 940 | 3rPs+839 | - | 75.00000 |
Osh | MBC | 91.130 | - | - | EQ | OL | - | - | - | - | - | - | - | - | Retained |
A | CCQ | 262.000 | 8.90 | - | VVV | PPP | 54.00% | - | Wylcahch | 3pHs | - | 133 | 3fQk+133 | - | 445.00000 |
Tranche Comments
A: First Pay: 2025-07-15; Redemption: 2026-06-17; Registration: 144L/Hqv S;
V-N: First Pay: 2025-07-15; Redemption: 2026-06-17; Registration: 144J/Jei T;
T: First Pay: 2025-07-15; Redemption: 2026-06-17; Registration: 144A/Yvh L;
C: First Pay: 2025-07-15; Redemption: 2026-06-17; Registration: 144E/Uox V;
Z: First Pay: 2025-07-15; Redemption: 2026-06-17; Registration: 144A/Jxd E;
Y: First Pay: 2025-07-15; Redemption: 2026-06-17; Registration: 144A/Ryp Q;
W: First Pay: 2025-07-15; Redemption: 2026-06-17; Registration: 144J/Bav R;
Osh: First Pay: 2025-07-15; Redemption: 2026-06-17; Registration: 144M/Yvr J;
Deal Comments
Zpw Mnbb Xumepwx 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 2, 2025