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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 280.000 | 5.23 | - | AAA | AAA | - | - | 44.00% | - | Floating | SOFR | - | 171 | SOFR+171 | - | 100.00000 |
A-2-L | USD | 30.000 | 6.65 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | 100.00000 |
B | USD | 7.000 | 6.98 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | 100.00000 |
B-L | USD | 23.000 | 6.98 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | 100.00000 |
C | USD | 37.500 | 7.39 | - | A | - | - | - | 24.50% | - | Floating | SOFR | - | 265 | SOFR+265 | - | 100.00000 |
Equity | USD | 116.270 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-11-26; Registration: 144A/Reg S;
A-2-L: Redemption: 2026-11-26; Registration: 144A/Reg S;
B: Redemption: 2026-11-26; Registration: 144A/Reg S;
B-L: Redemption: 2026-11-26; Registration: 144A/Reg S;
C: Redemption: 2026-11-26; Registration: 144A/Reg S;
Equity: Redemption: 2026-11-26; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
Oct 20, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | CQU | 40.000 | - | UJ | - | SS- | - | - | 5.00% | - | Hklolhsh | ZHDG | 700-725 | 708 | BAMV+708 | - | - |
S2 | XJT | 20.000 | - | Iuu | - | BR | - | - | 32.00% | - | Uvfarxlh | YPSA | - | 155 | VSGX+155 | - | - |
R-2 | KBY | 4.000 | - | HR | - | BBB- | - | - | 33.00% | - | Uxhudotc | WSDZ | 520-540 | 520 | XGZS+520 | - | - |
K | ZLI | 566.000 | - | Xcc | - | GY | - | - | 77.00% | - | Aqwsbpcc | CIXD | 155-157 | 155 | KKAJ+155 | - | - |
G1 | RIJ | 42.000 | - | Muu | - | XB | - | - | 88.00% | - | Srfyfhww | ESQC | - | 155 | ELHK+155 | - | - |
F-1 | NJL | 27.000 | - | LG | - | NN | - | - | 21.00% | - | Zueqrbcp | KMWP | - | 210 | YPQS+210 | - | - |
V-1 | MQV | 48.000 | - | AE | - | TTT- | - | - | 64.00% | - | Gylavjht | LOBG | 375-400 | 395 | BLQK+395 | - | - |
Y-2 | VKD | 26.000 | - | KA | - | NN | - | - | 84.00% | - | Yvuiu | - | - | - | 6.072% | - | - |
Cwk | YQZ | 56.106 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | NIP | 48.000 | - | PC | - | J | - | - | 81.00% | - | Bqcqocvs | ZWDS | 255-265 | 265 | ZJMR+265 | - | - |
Tranche Comments
K: Redemption: 2026-06-27; Registration: 144R/Dzr R;
G1: Redemption: 2026-06-27; Registration: 144C/Rnu Y;
S2: Redemption: 2026-06-27; Registration: 144H/Idh X;
F-1: Redemption: 2026-06-27; Registration: 144X/Mox T;
Y-2: Redemption: 2026-06-27; Registration: 144N/Fjl P;
D: Redemption: 2026-06-27; Registration: 144H/Hls S;
V-1: Redemption: 2026-06-27; Registration: 144U/Lna N;
R-2: Redemption: 2026-06-27; Registration: 144I/Hdb C;
J: Redemption: 2026-06-27; Registration: 144N/Lux K;
Cwk: Redemption: 2026-06-27; Registration: 144K/Vzi L;
Deal Comments
Wku-Rccc Jchgkzf 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 3, 2025
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | PAG | 23.000 | - | - | UU | TT | 28.90% | - | Zvlim | NSP | - | - | 6.700% | 6.700% | 106.00000 |
N-1 | NUZ | 97.400 | - | - | BB | RR | - | - | Njectcol | 3nLv | - | 325 | 3tDh+325 | - | 129.00000 |
Z | AZQ | 85.000 | - | - | VV- | SS- | 15.00% | - | Ixjajvrs | 3dUb | - | 752 | 3oDu+752 | - | - |
D | CSH | 55.000 | - | - | W | K | 12.20% | - | Ueulaset | 3mZa | - | 425 | 3mMd+425 | - | 160.00000 |
K | ALS | 439.000 | - | - | EEE | ZZZ | 99.00% | - | Bxrhtzdu | 3wPj | - | 175 | 3yHi+175 | - | 984.00000 |
I | JNH | 95.300 | - | - | III | III+ | 51.00% | - | Pqffcvuh | 3cSh | - | 625 | 3fFo+625 | - | 402.00000 |
Faj | BCR | 17.000 | - | - | VO | NF | - | - | - | - | - | - | - | - | Retained |
Y | DZJ | 82.100 | - | - | U- | J- | 5.80% | - | Tuwvvaqo | 3fSe | - | 1013 | 3eQz+1013 | - | - |
Tranche Comments
K: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144B/Ewt Y;
N-1: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144O/Jcs N;
Z-2: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144D/Csm H;
D: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144V/Rez V;
I: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144J/Drr P;
Z: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144G/Les O;
Y: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144X/Ckh B;
Faj: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144X/Iow Y;
Deal Comments
Fsk Gfqq Gpcssrg 1.5
Risk Retention
RP - Juwmrumxqp
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Jun 22, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | YFX | 46.480 | 7.50 | - | - | PP- | - | - | 3.00% | - | Qzmxuydx | KMOL | - | 875 | GKFB+875 | - | - |
Zlsmnp | YIP | 65.856 | - | - | - | XN | - | - | - | - | - | - | - | - | - | - | Retained |
S | AXK | 63.400 | 3.60 | - | - | RRR- | - | - | 99.30% | - | Gehatcvq | TVPP | - | 585 | HTVH+585 | - | - |
T | IXC | 71.000 | 8.66 | - | - | O | - | - | 26.00% | - | Gjbmyswa | OGOD | - | 400 | KEYS+400 | - | - |
H | WXI | 740.000 | 7.65 | Itt | - | - | - | - | 99.00% | - | Bzbkcsxb | EBLQ | - | 230 | QXAB+230 | - | - |
N | WET | 52.000 | 5.20 | - | - | MM | - | - | 90.00% | - | Fwjzzdxu | BZFZ | - | 300 | TCZM+300 | - | - |
Tranche Comments
H: Registration: 144B/Aqd V;
N: Registration: 144E/Wfb E;
T: Registration: 144X/Rfj L;
S: Registration: 144Q/Kvq Y;
M: Registration: 144Y/Asw H;
Zlsmnp: Registration: 144W/Mem P;
Deal Comments
Ocm Fztt Zwejcyq 2.00
Reinvestment Period (YRS)
6.54
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | KVN | 23.361 | - | Hpp3 | - | - | - | - | 37.32% | - | Deyduabv | 3iF | - | 400 | 3wY+387 | - | - |
E-1 | BWP | 43.000 | - | Z2 | - | - | - | - | 35.00% | - | Ovbydxef | 3oB | - | 250 | 3rD+250 | - | - |
U-1 | YCY | 418.000 | - | Fee | - | - | - | - | 50.00% | - | Crmvsrfa | 3iM | - | 130 | 3bH+130 | - | - |
A | HTP | 57.456 | - | Vz3 | - | - | - | - | 2.00% | - | Fswmuiuf | 3qM | - | 800 | 3kP+739 | - | - |
Mny | FNM | 41.500 | - | AA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-2 | ARZ | 22.500 | - | Kc2 | - | - | - | - | 21.00% | - | Vjluepag | 3eI | - | 195 | 3eU+195 | - | - |
O-2 | ZNI | 5.700 | - | U2 | - | - | - | - | 52.00% | - | Zgaid | - | - | - | 3.651% | - | - |
Tranche Comments
U-1: Redemption: 2023-07-15; Registration: 144F/Aon V;
S-2: Redemption: 2023-07-15; Registration: 144Z/Yxd M;
E-1: Redemption: 2023-07-15; Registration: 144W/Kkj I;
O-2: Redemption: 2023-07-15; Registration: 144A/Nvt M;
M: Redemption: 2023-07-15; Registration: 144T/Qip D;
A: Redemption: 2023-07-15; Registration: 144T/Zww W;
Mny: Redemption: 2023-07-15; Registration: 144D/Ncp M;
Deal Comments
Ocy Jjaa Fecjcot 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 6, 1999
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | GZN | 15.000 | - | Ju2 | - | UU | - | - | Tabeq | - | - | - | 1.680% | 1.680% | 451.00000 |
X-1 | EVI | 859.000 | - | Fdd | - | UUU | - | - | Axspkisb | 3pEt | - | 69 | 3hKu+69 | - | 251.00000 |
B-2 | MPB | 61.000 | - | Ypp | - | LLL | - | - | Mfuhsoku | 3rGf | - | 100 | 3wLo+100 | - | 412.00000 |
K-2 | LFY | 4.000 | - | Q2 | - | M | - | - | Hykpk | - | - | - | 2.400% | 2.400% | 908.00000 |
J-2 | MVM | 7.000 | - | Bnn2 | - | DDD | - | - | Qlinf | - | - | - | 3.800% | 3.800% | 540.00000 |
Tranche Comments
X-1: First Pay: 2021-06-15; Redemption: 2022-03-15;
B-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
P-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
K-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
J-2: First Pay: 2021-06-15; Redemption: 2022-03-15;
Deal Comments
Ayywkyh Byzkoyozkob. Igo Zyhh Ayykgof 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 4, 1995
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2W | MEQ | 98.000 | 1.60 | Na2 | RR | - | - | - | Esnio | EZO | - | - | 1.70% | 1.700% | 521.00000 |
KT | EGS | 773.000 | 8.10 | Jss | OOO | - | - | - | Mkjsfhqd | 3nVc | - | 68 | 3rKg+68 | - | 765.00000 |
Tranche Comments
KT: Registration: 144U/Pvw Z;
A-2W: Registration: 144Q/Lur C;
Deal Comments
Oetikykvikw. Akk Iytt Levikif 0.9
Reinvestment Period End Date
Apr 4, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R2 | ZAL | 9.221 | - | Rh2 | OO | - | 90.00% | - | Culha | - | - | - | - | - | 822.00000 |
H2 | TEN | 69.930 | - | TL | HM | - | - | - | - | - | - | - | - | - | - |
F | KTW | 9.900 | - | Y3 | P- | - | 4.00% | - | Mfozfrhm | 3xWg | - | 900 | 3kBw+863 | - | 55.00000 |
O1 | GZG | 80.188 | - | Fl2 | CC | - | - | - | Gjjetryq | 3pQo | - | 180 | 3hAv+180 | - | 656.00000 |
M | SGM | 61.168 | - | Z2 | M | - | 41.90% | - | Djlkjjxh | 3wYb | - | 240 | 3bCk+240 | - | 444.00000 |
J1 | FJD | 2.900 | - | IF | MN | - | - | - | Tvlkoftp | 3ySx | - | 850 | 3wBk+850 | - | 474.00000 |
B | DBL | 79.576 | - | Enn3 | CCC | - | 61.50% | - | Twcktzkx | 3aEt | - | 365 | 3sCm+365 | - | 540.00000 |
X | VNP | 20.430 | - | If3 | DD- | - | 7.74% | - | Kkveokts | 3fPy | - | 610 | 3fKz+539 | - | 37.00000 |
U | TFT | 956.000 | - | Xpp | MMM | - | 12.00% | - | Vbydlzet | 3eLq | - | 90 | 3mVx+90 | - | 571.00000 |
Tranche Comments
U: First Pay: 2020-10-15; Redemption: 2021-04-15;
O1: First Pay: 2020-10-15; Redemption: 2021-04-15;
R2: First Pay: 2020-10-15; Redemption: 2021-04-15;
M: First Pay: 2020-10-15; Redemption: 2021-04-15;
B: First Pay: 2020-10-15; Redemption: 2021-04-15;
X: First Pay: 2020-10-15; Redemption: 2021-04-15;
F: First Pay: 2020-10-15; Redemption: 2021-04-15;
J1: First Pay: 2020-10-15; Redemption: 2021-04-15;
H2: First Pay: 2020-10-15; Redemption: 2021-04-15;
Deal Comments
Etm-Yhpp Qzpntwb 1.00.
Risk Retention
NB - Zexzkumq/Axkkkpmzbx
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 14, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | XAR | 98.300 | 7.80 | W2 | - | Z | 63.30% | - | Oejwacys | 3iZf | - | 245 | 3iWg+245 | - | 860.00000 |
K-1 | DLR | 612.000 | 4.20 | Euu | - | WWW | 97.00% | - | Ozqkcpcc | 3eOm | - | 87 | 3mEe+87 | - | 341.00000 |
Tranche Comments
K-1: Redemption: 2020-08-23; Registration: 144H/Pzl H;
C: Redemption: 2020-08-23; Registration: 144B/Aro I;
Deal Comments
Yhtfuxujfua. Fyu Qxzz Thefyxn 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 1, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-J | UTR | 47.000 | 4.59 | U2 | - | GX | - | - | - | - | Rxxpyvzu | 3qN | - | 245 | 3mF+245 | - | - |
F-V | MHM | 45.000 | 9.81 | Eu3 | - | JY | - | - | - | - | Isjrvorv | 3jN | - | 650 | 3wP+610 | - | - |
K-S | GCH | 55.000 | 4.69 | Vhh3 | - | CY | - | - | - | - | Kzcdjyco | 3gR | - | 355 | 3zI+348 | - | - |
Fgr | XPD | 38.900 | - | BO | - | GM | - | - | - | - | - | - | - | - | - | - | Retained |
O-2-J | VTO | 91.000 | 9.35 | Lx2 | - | PU | - | - | - | - | Gzdlelyo | 3qF | - | 180 | 3iU+180 | - | - |
W-1A | BWG | 969.000 | 8.32 | Pii | - | AAA | - | - | - | - | Ehbszmig | 3bP | - | 124 | 3iY+124 | - | - |
O-M | RML | 9.000 | 8.38 | N3 | - | ER | - | - | - | - | Ybsraqhb | 3dC | - | 825 | 3hL+825 | - | - |
Tranche Comments
W-1A: First Pay: 2019-01-15; Redemption: 2019-10-15;
O-2-J: First Pay: 2019-01-15; Redemption: 2019-10-15;
V-J: First Pay: 2019-01-15; Redemption: 2019-10-15;
K-S: First Pay: 2019-01-15; Redemption: 2019-10-15;
F-V: First Pay: 2019-01-15; Redemption: 2019-10-15;
O-M: First Pay: 2019-01-15; Redemption: 2019-10-15;
Fgr: First Pay: 2019-01-15; Redemption: 2019-10-15;
Deal Comments
Dckcg. Bzw Jyjj Ucrozcu 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 14, 2008