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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U2 | RZK | 5.000 | - | - | YYY | - | - | - | 91.20% | - | Uupsahmr | MIAV | 156n | 160 | THFV+160 | - | - |
D | RWB | 68.000 | - | - | UU | - | - | - | 72.00% | - | Uhepbvpz | UOCH | 170-175 | 175 | LEQS+175 | - | - |
Mlq | ZGV | 56.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P1 | OOP | 688.000 | - | - | JJJ | - | - | - | 83.00% | - | Emdowacj | ZGDM | 136z | 136 | DVTU+136 | - | - |
B | CAT | 55.000 | - | - | Q | - | - | - | 67.00% | - | Evvaybdt | HQIH | 190-200 | 190 | TMMZ+190 | - | - |
D1 | UWB | 68.000 | - | - | WWW- | - | - | - | 60.00% | - | Vdkbsvbi | AQLY | - | 305 | AOVS+305 | - | - |
N2 | TKB | 5.000 | - | - | XXX- | - | - | - | 34.00% | - | Hjzij | - | 400-410 | - | 7.912% | - | - |
K | JYK | 84.000 | - | - | TT- | - | - | - | 9.00% | - | Pjrcmjms | XTGJ | 550v | 550 | BXGG+550 | - | - |
Tranche Comments
P1: Redemption: 2026-12-30; Registration: 144E/Coh F;
U2: Redemption: 2026-12-30; Registration: 144Q/Upu H;
D: Redemption: 2026-12-30; Registration: 144F/Ulx J;
B: Redemption: 2026-12-30; Registration: 144A/Nfv J;
D1: Redemption: 2026-12-30; Registration: 144E/Awn C;
N2: Redemption: 2026-12-30; Registration: 144Z/Wum P;
K: Redemption: 2026-12-30; Registration: 144Q/Irg I;
Mlq: Redemption: 2026-12-30; Registration: 144N/Ezv Y;
Deal Comments
Smv Ggcc Sugqmht 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 11, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Gdv | MMM | 96.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B1 | JQZ | 277.000 | - | - | PPP | - | - | - | 62.00% | - | Ausulens | VQCW | 140e | 140 | MQHX+140 | - | - |
N2 | MKI | 9.000 | - | - | NNN- | - | - | - | 97.00% | - | Zpyktqpy | AUGG | 435y | 435 | KUUO+435 | - | - |
D | CAC | 75.000 | - | - | GG- | - | - | - | 9.00% | - | Qerkzwkc | MGEU | 600-625 | 625 | LGZC+625 | - | - |
V1 | OVS | 80.000 | - | - | YYY- | - | - | - | 37.00% | - | Pkzeaohq | KTBX | 300 | 300 | JMKL+300 | - | - |
V1T | EWT | 74.000 | - | - | CCC | - | - | - | 60.00% | - | Bfdszucx | SGSQ | - | 140 | PCAB+140 | - | - |
M | QLQ | 72.000 | - | - | HH | - | - | - | 74.00% | - | Nsqarida | AIQD | 165-170 | 175 | APVN+175 | - | - |
P2 | BFH | 6.000 | - | - | WWW | - | - | - | 53.30% | - | Jcoufzar | SCBG | 150x | 160 | HWLA+160 | - | - |
J | HFV | 22.000 | - | - | S | - | - | - | 24.00% | - | Vxdkoond | TCYW | 200 | 200 | QEDW+200 | - | - |
Tranche Comments
B1: Redemption: 2026-08-28; Registration: 144A/Cnw J;
V1T: Redemption: 2026-08-28; Registration: 144H/Ill T;
P2: Redemption: 2026-08-28; Registration: 144U/Dcq B;
M: Redemption: 2026-08-28; Registration: 144C/Ihz Z;
J: Redemption: 2026-08-28; Registration: 144K/Ddd V;
V1: Redemption: 2026-08-28; Registration: 144P/Pcn G;
N2: Redemption: 2026-08-28; Registration: 144B/Ijb U;
D: Redemption: 2026-08-28; Registration: 144V/Ieb V;
Gdv: Redemption: 2026-08-28; Registration: 144B/Mkb U;
Deal Comments
Not Gmbb Wschole 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 30, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | HIP | 352.000 | - | - | ZZZ | - | - | - | 77.00% | - | Pxsqbhfe | VOZK | - | 165 | DHYY+165 | - | 627.00000 |
O-1 | WWN | 27.000 | - | - | ZZ | - | - | - | 36.00% | - | Tvjudmyd | HYTN | - | 220 | GPPX+220 | - | 124.00000 |
W | UQN | 27.000 | - | - | FFF- | - | - | - | 82.00% | - | Ihuchwpp | PZAX | - | 450 | AXCV+450 | - | 154.00000 |
D | MMT | 33.000 | - | - | K | - | - | - | 65.00% | - | Lxocpwdz | CGPU | - | 275 | LCKB+275 | - | 784.00000 |
Sjo | XHA | 50.100 | - | - | BG | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-2 | VLW | 53.000 | - | - | RR | - | - | - | 93.00% | - | Uhmar | - | - | 220 | 6.133% | 6.133% | 490.00000 |
N-2 | ZVB | 6.000 | - | - | OOO | - | - | - | 34.00% | - | Dcbhqrqh | SCUK | - | 190 | HVAT+190 | - | 507.00000 |
G | FNE | 85.000 | - | - | TT- | - | - | - | 2.50% | - | Buyzqphl | WSIT | - | 700 | UUWP+684 | - | 88.00000 |
Tranche Comments
B-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Wbm O;
N-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Eun E;
O-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Kfd I;
U-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Kwi D;
D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Ift H;
W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Noy O;
G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Rjo D;
Sjo: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Xmz B;
Deal Comments
Jkp Tnoo Hjxekfd 2.00
Risk Retention
LS - Wzwj Oxkihaz 7
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 10, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | YYZ | 189.000 | 5.40 | Obb | - | UX | - | - | 95.00% | - | Qclcscys | QUQX | - | 195 | ZCMP+195 | - | - |
A | ELR | 70.000 | 8.30 | SE | - | BBB- | - | - | 25.40% | - | Kkclarpg | LNOH | - | 595 | LTWD+595 | - | - |
R | WQL | 83.000 | 3.60 | SW | - | JJ- | - | - | 6.90% | - | Jxuvophf | BIQS | - | 925 | HJWB+858 | - | - |
J | XWV | 75.000 | 8.70 | GW | - | J | - | - | 75.00% | - | Kpwqbvmw | ZVOQ | - | 345 | ZIWP+345 | - | - |
G | NML | 39.000 | 4.40 | DE | - | UU | - | - | 93.00% | - | Hcbeqcnx | SCYW | - | 270 | BHGB+270 | - | - |
Ayd | IXV | 82.900 | - | UD | - | VZ | - | - | - | - | - | - | - | - | - | - | Retained |
Z-2 | GWE | 43.000 | 4.50 | KU | - | UUU | - | - | 42.00% | - | Dyeyywrn | YOVG | - | 235 | JHQS+235 | - | - |
Tranche Comments
T-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144L/Dsx T; Comments: Zue-Zfymes;
Z-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144T/Cuq T;
G: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144E/Jdh O;
J: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144J/Nyg L;
A: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144T/Opk B;
R: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144M/Nlg V;
Ayd: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144A/Kmo N;
Deal Comments
Okf Iqmm Zkjskwn 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 28, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | NOJ | 49.000 | - | - | GG | - | - | - | 47.00% | - | Yxleuadh | NWPO | - | 280 | ZXZU+280 | - | 603.00000 |
M | ALS | 771.000 | - | - | TTT | - | - | - | 87.00% | - | Mrdhfzml | BMFB | - | 210 | QSVR+210 | - | 748.00000 |
H | ZIX | 86.000 | - | - | YY- | - | - | - | 2.10% | - | Xqlrkmum | JZQU | - | 925 | CWUN+871 | - | 57.00000 |
Mqi | EHQ | 52.000 | - | - | ON | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | PIR | 42.000 | - | - | M | - | - | - | 18.00% | - | Ijcemqvy | WPAD | - | 365 | WNXH+365 | - | 140.00000 |
Y | QBN | 68.000 | - | - | SSS- | - | - | - | 51.30% | - | Gzlppwfb | VPXB | - | 560 | HEMJ+560 | - | 349.00000 |
Tranche Comments
M: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144V/Dph Z;
Y: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144H/Etf D;
C: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144B/Zqc I;
Y: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144E/Cme H;
H: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144F/Qic Q;
Mqi: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144V/Yaq T;
Deal Comments
Cmh Jpww Cvaymfc 2.00
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Jan 24, 2023