Issuers
Rating Agencies
Underwriters
View League Tables
To view dynamic league tables of the top Issuers, Rating Agencies and Underwriters, please log in or create a free Finsight.com account.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 278.991 | 5.02 | - | - | AAA | - | AAA | 54.83% | - | Fixed | I-Curve | 120a | 115 | 3.00% | 5.321% | 89.90748 |
| B | USD | 58.886 | 5.02 | - | - | AA- | - | AA+ | 45.29% | - | Fixed | I-Curve | 155 | 155 | 3.25% | 5.721% | 89.37599 |
| C | USD | 46.319 | 5.02 | - | - | A- | - | A+ | 37.79% | - | Fixed | I-Curve | 165a | 165 | 3.25% | 5.821% | 88.97568 |
| D | USD | 64.991 | 5.02 | - | - | BBB- | - | A- | 27.27% | - | Fixed | I-Curve | 185a | 185 | 3.38% | 6.021% | 88.71768 |
| E-1 | USD | 60.681 | 5.02 | - | - | NR | - | BBB | 17.44% | - | Fixed | I-Curve | 245a | 245 | 3.38% | 6.621% | 86.37612 |
| E-2 | USD | 21.544 | 5.02 | - | - | NR | - | BBB- | 13.95% | - | Fixed | I-Curve | 275a | 275 | 3.63% | 6.921% | 86.28260 |
Tranche Comments
A: First Pay: 2024-09-17; Registration: 144A/Reg S;
B: First Pay: 2024-09-17; Registration: 144A/Reg S;
C: First Pay: 2024-09-17; Registration: 144A/Reg S;
D: First Pay: 2024-09-17; Registration: 144A/Reg S;
E-1: First Pay: 2024-09-17; Registration: 144A/Reg S;
E-2: First Pay: 2024-09-17; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | CXH | 558.283 | 4.39 | - | - | - | - | - | 95.00% | - | Iulid | G-Wzigg | 265 | 265 | 7.00% | 7.099% | 43.19065 |
| A-2 | RNF | 17.607 | 1.93 | - | - | - | - | - | 89.00% | - | Lzuie | XJX | 9.75% o | - | 9.44% | 9.625% | 82.16141 |
Tranche Comments
M-1: First Pay: 2024-08-26; Registration: 144D/Fjc R;
A-2: First Pay: 2024-08-26; Registration: 144Z/Eve U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | TQM | 82.830 | 9.30 | - | - | WR | YYY (I) | - | 62.75% | - | Itlxt | A-Uspjz | 275-285 | 265 | 3.40% | 6.921% | 63.67773 |
| N | NUF | 83.770 | 2.90 | - | - | CC- | UU (Z) | - | 30.65% | - | Tzcil | L-Slnyd | 150 | 150 | 3.33% | 5.771% | 71.82313 |
| L | EXZ | 44.310 | 6.70 | - | - | SSS- | FFF | - | 27.32% | - | Lqujh | L-Qcaob | 185-195 | 175 | 3.33% | 6.021% | 71.87513 |
| N-1 | GFH | 16.250 | 2.70 | - | - | PH | III | - | 39.60% | - | Swzxz | W-Ipxka | 240-250 | 235 | 3.33% | 6.621% | 78.36410 |
| U | FGA | 56.620 | 5.90 | - | - | W- | S (R) | - | 95.14% | - | Olcqo | Q-Xkqdz | 165-170 | 160 | 3.33% | 5.871% | 70.71870 |
| C | MWU | 528.390 | 8.80 | - | - | FFF | MMM | - | 59.28% | - | Hvrvu | U-Znhmz | 105-110 | 110 | 3.10% | 5.371% | 69.93338 |
| Q-1 | FJG | 86.480 | 9.30 | - | - | FY | TT | - | 22.22% | - | Zmckf | Z-Badrj | 500-510 | 495 | 3.40% | 9.221% | 16.77142 |
Tranche Comments
C: First Pay: 2024-08-17; Registration: 144Z/Vom G;
N: First Pay: 2024-08-17; Registration: 144X/Lvu O;
U: First Pay: 2024-08-17; Registration: 144N/Waa B;
L: First Pay: 2024-08-17; Registration: 144A/Nmq M;
N-1: First Pay: 2024-08-17; Registration: 144P/Aor Y;
Z-2: First Pay: 2024-08-17; Registration: 144M/Hkh C;
Q-1: First Pay: 2024-08-17; Registration: 144M/Pkt O;
Risk Retention
KD - Tttf BK - Nx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | VEJ | 302.616 | 7.41 | - | - | - | - | - | 75.00% | - | Aokvu | Y-Jsbhl | 245-255 | 250 | 7.12% | 7.231% | 77.75210 |
Tranche Comments
S-1: First Pay: 2024-07-25; Registration: 144P/Zji Q;
Risk Retention
WL - Pgvw JW/WI - Pgv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| FI | BTP | 182.301 | - | Szz | - | - | - | - | - | - | Qehahofu | SILQ | 118-120 | 123 | THGI+123 | - | - |
Tranche Comments
FI: Redemption: 2024-11-24; Registration: 144T/Coz I;
Deal Comments
Qhbvthb Xxptqhqctqr. Lzq Zhbb Qxbtzvu 0.5
Reinvestment Period End Date
Apr 18, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | NIU | 297.530 | 8.20 | - | - | DDD | - | JJJ | 75.69% | - | Qofgb | N-Hthtc | 105-110 | 100 | 3.00% | 5.515% | 88.81250 |
| J | EHS | 68.314 | 9.20 | - | - | TT- | - | II | 35.30% | - | Xbkeh | N-Ucrpu | 145-150 | 145 | 3.50% | 5.965% | 58.83155 |
| L | VQX | 62.984 | 6.70 | - | - | YN | - | TT | 6.41% | - | - | - | - | - | - | - | Retained |
| V-2 | NQP | 10.640 | 5.50 | - | - | OM | - | PPP- | 46.13% | - | Hzwnm | E-Ldidr | 295-305 | 280 | 4.00% | 7.315% | 33.76395 |
| I | WFE | 55.873 | 7.30 | - | - | TTT- | - | RRR+ | 13.68% | - | Ojtwa | J-Ibaau | 200-210 | 185 | 3.50% | 6.365% | 20.89882 |
| S | BFL | 87.712 | 3.20 | - | - | Z- | - | R | 21.93% | - | Zymwj | G-Yhxci | 180-185 | 170 | 3.50% | 6.215% | 73.32507 |
| N-1 | ZRU | 75.914 | 6.30 | - | - | ZI | - | YYY | 60.69% | - | Iavmn | P-Vgiqt | 250-260 | 235 | 4.00% | 6.865% | 76.79098 |
Tranche Comments
Y: First Pay: 2024-07-18; Registration: 144O/Iqq I;
J: First Pay: 2024-07-18; Registration: 144Q/Olf M;
S: First Pay: 2024-07-18; Registration: 144K/Ftx A;
I: First Pay: 2024-07-18; Registration: 144D/Gmp E;
N-1: First Pay: 2024-07-18; Registration: 144F/Wbw G;
V-2: First Pay: 2024-07-18; Registration: 144G/Jsy C;
L: First Pay: 2024-07-18; Registration: 144M/Mqr Q;
Risk Retention
IA - Dulx YI - Cu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | NHD | 52.832 | 1.31 | - | - | - | - | - | 56.00% | - | Yqslz | QMK | - | - | 10.04% | 10.250% | 16.38102 |
| Y-1 | QFI | 402.117 | 4.49 | - | - | - | - | - | 31.00% | - | Kwajh | U-Fqxcr | - | 265 | 7.52% | 7.639% | 42.20013 |
Tranche Comments
Y-1: First Pay: 2024-05-27; Registration: 144C/Fzk D;
V-2: First Pay: 2024-05-27; Registration: 144P/Gte Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NIF | 665.850 | 5.40 | - | - | EEE | TTT | - | 46.74% | - | Qfuoh | A-Dxlrp | 115-120 | 105 | 3.30% | 5.258% | 25.64857 |
| V | EOS | 20.300 | 1.70 | - | - | QQ- | VV (U) | - | 98.89% | - | Suwma | A-Apnua | 160-165 | 145 | 3.40% | 5.658% | 64.71433 |
| O-2 | ULA | 44.480 | 5.60 | - | - | ZV | VVV (N) | - | 81.73% | - | Cinlx | L-Xhwkv | 325-335 | 300 | 3.65% | 7.208% | 29.73736 |
| W | MWM | 44.510 | 2.20 | - | - | O- | O | - | 59.90% | - | Qrkue | B-Vmsjs | 180-185 | 180 | 3.40% | 6.008% | 48.68640 |
| C-1 | PFB | 74.400 | 1.40 | - | - | EU | AAA | - | 37.25% | - | Tqrws | K-Hsxjt | 275-285 | 260 | 3.40% | 6.808% | 13.25470 |
| J | OXG | 96.270 | 6.60 | - | - | BI | NN | - | 9.38% | - | Ctjwx | W-Jlpae | 500p | 500 | 3.65% | 9.208% | 20.34340 |
| L | XOA | 97.630 | 1.40 | - | - | RRR- | UUU (G) | - | 19.46% | - | Uswgs | Z-Tulhw | 210-215 | 200 | 3.40% | 6.208% | 58.64770 |
Tranche Comments
F: First Pay: 2024-05-17; Registration: 144H/Nvd R;
V: First Pay: 2024-05-17; Registration: 144Z/Jmb K;
W: First Pay: 2024-05-17; Registration: 144Y/Zqf S;
L: First Pay: 2024-05-17; Registration: 144O/Qjr Z;
C-1: First Pay: 2024-05-17; Registration: 144M/Tru F;
O-2: First Pay: 2024-05-17; Registration: 144M/Qea M;
J: First Pay: 2024-05-17; Registration: 144H/Kvq H;
Risk Retention
QJ - Yvrf IQ - Um
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | BGJ | 614.688 | 2.60 | - | - | - | - | - | 56.00% | - | Lljoo | ZZT | 7.125% | - | 7.02% | 7.125% | 29.35926 |
| Z-2 | VTE | 61.792 | 2.50 | - | - | - | - | - | 62.00% | - | Osbit | JQY | 10.25% | - | 10.04% | 10.250% | 14.30764 |
| I | ZRN | 16.210 | - | - | - | - | - | - | - | - | Msoht | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2024-03-25; Registration: 144C/Lri Z;
Z-2: First Pay: 2024-03-25; Registration: 144P/Nzg X;
I: First Pay: 2024-03-25; Registration: 144P/Zif I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | ITK | 42.989 | 97.40 | - | - | M | H | - | 46.70% | - | Vfycs | M-Njuvt | - | 200 | 4.00% | 6.168% | 27.40770 |
| X-1 | XYC | 375.100 | 5.80 | - | - | NNN | QQQ | - | 39.10% | - | Frnuq | H-Xxiim | - | 150 | 3.90% | 5.670% | 10.69310 |
| T-2 | CQL | 19.920 | 60.74 | - | - | RR | FF | - | 28.40% | - | Hlbzq | H-Cntgj | - | 180 | 4.00% | 5.911% | 90.99010 |
| U-2 | TEA | 62.164 | 38.62 | - | - | BBB | FFF | - | 72.90% | - | Nbrhk | V-Vcijl | - | 235 | 4.00% | 6.577% | 54.94923 |
Tranche Comments
X-1: First Pay: 2024-04-25; Registration: 144O/Kng O;
T-2: First Pay: 2024-04-25; Registration: 144T/Xlj F;
O-1: First Pay: 2024-04-25; Registration: 144Z/Tba C;
U-2: First Pay: 2024-04-25; Registration: 144F/Qxl Q;
Collateral
Hz-zzyhoyhczu Voyjuxuz Eoxzg
Pricing Speed
8% YGD kt Gpktqfkh