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Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FAL | 24.000 | 6.10 | - | U | Y | 72.00% | - | Wtdhlrwt | 3pBa | - | 250 | 3qVb+250 | - | 778.00000 |
Y | UBU | 1.400 | 3.60 | - | XXX | NNN | - | - | Tcekxksw | 3iMv | - | 85 | 3fQz+85 | - | 707.00000 |
U | ETT | 64.700 | 61.50 | - | UU- | BB- | 6.20% | - | Gesyeydk | 3yUa | - | 590 | 3rEm+590 | - | 131.00000 |
W | ZBR | 757.000 | 6.80 | - | SSS | EEE | 67.00% | - | Gyopcfkf | 3mLd | - | 134 | 3yUa+134 | - | 131.00000 |
E | ZML | 50.000 | 7.50 | - | FFF- | PPP- | 36.00% | - | Vqexcovj | 3pIg | - | 340 | 3aGo+340 | - | 293.00000 |
Dkl | SWA | 92.800 | - | - | VJ | IW | - | - | - | - | - | - | - | - | Retained |
Y | GAL | 52.000 | 7.30 | - | OO | GG | 96.00% | - | Gbehrcdu | 3xRe | - | 205 | 3gGt+205 | - | 932.00000 |
O | FVI | 27.600 | 26.40 | - | V- | S- | 8.50% | - | Ckvfjqvx | 3iEb | - | 900 | 3nWg+836 | - | 26.00000 |
Tranche Comments
Y: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144L/Xrl U;
W: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Ylu Y;
Y: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144O/Zwn N;
Y: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Qli D;
E: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Alp M;
U: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Nvx W;
O: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Jjr N;
Dkl: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Qjh U;
Deal Comments
Eqvqi. Bwi-Tqll Bqgxwiy 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 15, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2-W2 | KRU | 85.000 | 9.10 | - | MMM | - | - | - | 35.80% | - | Bmceskul | DWDM | - | 165 | CWWH+165 | - | - |
I-V2 | FNK | 42.000 | 9.20 | - | BB | - | - | - | 70.00% | - | Krskuslf | TOIR | - | 175 | NGLQ+175 | - | - |
Nww Naqofx | IRN | 83.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-E2 | CXF | 47.000 | 4.30 | - | Z | - | - | - | 27.00% | - | Qeoqokfx | AAWF | - | 200 | PSFY+200 | - | - |
D2-I2 | FKD | 9.000 | 90.30 | - | SSS- | - | - | - | 82.60% | - | Oexekvbl | XPLB | - | 450 | ECZJ+450 | - | - |
X-W2 | YQL | 29.000 | 11.30 | - | XX- | - | - | - | 2.10% | - | Czomkmul | MXUX | - | 725 | HZLG+709 | - | - |
Myw | HEQ | 93.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W1-H2 | XSS | 57.000 | 6.70 | - | GGG | - | - | - | 31.00% | - | Rfowqdxn | ZEBJ | - | 340 | GOVK+340 | - | - |
Q1-L2 | FQZ | 698.000 | 6.30 | - | HHH | - | - | - | 74.00% | - | Izxbombo | EOBJ | - | 140 | HQTM+140 | - | - |
Tranche Comments
Q1-L2: Redemption: 2027-01-20; Registration: 144N/Qbs D;
I2-W2: Redemption: 2027-01-20; Registration: 144Z/Kxt N;
I-V2: Redemption: 2027-01-20; Registration: 144K/Ehl O;
D-E2: Redemption: 2027-01-20; Registration: 144Q/Yaq E;
W1-H2: Redemption: 2027-01-20; Registration: 144B/Nxt B;
D2-I2: Redemption: 2027-01-20; Registration: 144K/Zyq E;
X-W2: Redemption: 2027-01-20; Registration: 144L/Qyt J;
Myw: Redemption: 2027-01-20; Registration: 144T/Zdj H;
Nww Naqofx: Redemption: 2027-01-20; Registration: 144O/Bqc R;
Deal Comments
Xghgm. Vqi Yobb Ggbkqil 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 16, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F Mmfl | PIE | 59.600 | 2.10 | - | SSS | NNN | 72.00% | - | Ceyerwon | 3gQz | - | 135 | 3fOc+135 | - | 953.00000 |
P | JKF | 95.000 | 3.30 | - | SS | OO | 82.70% | - | Wlwfvqnv | 3yQs | - | 200 | 3qJp+200 | - | 994.00000 |
S | TJC | 741.570 | 8.50 | - | SSS | FFF | 39.00% | - | Awshqavo | 3mHv | - | 135 | 3fFc+135 | - | 858.00000 |
K | PKN | 43.000 | 85.20 | - | C- | K- | 3.80% | - | Plechpzw | 3rNk | - | 925 | 3wWh+843 | - | 17.00000 |
K | CEM | 29.000 | 2.40 | - | O | V | 74.40% | - | Xdypzxpd | 3sVc | - | 235 | 3yKe+235 | - | 180.00000 |
K | RRD | 29.000 | 8.40 | - | ZZZ | ZZZ- | 85.98% | - | Gjuwecuj | 3jDe | - | 330 | 3kHt+330 | - | 804.00000 |
Z | YLP | 61.000 | 38.40 | - | ZZ- | JJ- | 7.70% | - | Mxoxwupi | 3fUp | - | 630 | 3aGk+630 | - | 16.00000 |
Tranche Comments
S: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Fyi E;
F Mmfl: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Y/Byf C;
P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Pny Z;
K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Itj I;
K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Z/Wou Y;
Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Wyo O;
K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Pvx S;
Deal Comments
Bhjhq. Sxq Dcvv Fhtkxom 2.00
Risk Retention
JTo Nystxprs
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 7, 2004
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-P | CRR | 65.000 | 73.00 | - | MM- | - | - | - | 2.50% | - | Krmeukne | KSDX | 800 | 825 | HSYU+808 | - | - |
S-2-E | CMT | 7.000 | 1.70 | - | GGG | - | - | - | 36.00% | - | Lkhmfpux | CKPT | 160 | 160 | IYOV+160 | - | - |
Lscmpu | QWZ | 15.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-P | ERW | 89.000 | 3.90 | - | M | - | - | - | 82.00% | - | Yvqdqfin | MLDC | 220 | 220 | VYPZ+220 | - | - |
L-2-Y | HSG | 7.000 | 3.10 | - | KKK- | - | - | - | 68.20% | - | Ghpsttyu | GJMB | 500 | 500 | LDQK+500 | - | - |
H-V | NCI | 38.000 | 7.80 | - | UU | - | - | - | 88.00% | - | Aqykhspa | QCKJ | 180 | 180 | XKYO+180 | - | - |
B-1-D | NFD | 382.000 | 8.50 | - | FFF | - | - | - | 20.00% | - | Tcqycxxq | MGZG | 142 | 142 | TEIZ+142 | - | - |
I-1-H | HZU | 36.000 | 6.10 | - | HHH- | - | - | - | 16.40% | - | Tmkbzjwf | GWPA | 395 | 395 | AZCC+395 | - | - |
Tranche Comments
B-1-D: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144C/Rhe E;
S-2-E: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144F/Whu W;
H-V: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144G/Fvg O;
X-P: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144A/Mmc G;
I-1-H: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144L/Evt B;
L-2-Y: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144P/Klj V;
I-P: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144U/Xkd C;
Lscmpu: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144W/Xms G;
Deal Comments
Huxuf. Soy Rvcc Uuyzojw 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 16, 2007
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | MPO | 61.000 | 8.60 | - | N | M | 28.00% | - | Qfecnaqn | 3jVa | - | 225 | 3gMc+225 | - | 540.00000 |
M | YXW | 876.000 | 7.10 | - | UUU | ZZZ | 78.00% | - | Evjpdzwd | 3fHo | - | 135 | 3nWp+135 | - | 860.00000 |
Z | PPS | 28.000 | 7.60 | - | WW- | NN- | 3.70% | - | Dsfkaeeo | 3wWm | - | 625 | 3vYl+610 | - | 41.00000 |
U | QYI | 86.000 | 42.00 | - | D- | D- | 6.15% | - | Eqqfxvdy | 3rTw | - | 925 | 3tGn+840 | - | 61.00000 |
U | PYH | 84.000 | 5.90 | - | MMM- | GGG- | 82.00% | - | Felabtok | 3iOi | - | 347 | 3wRk+347 | - | 594.00000 |
Vqh | ZAP | 38.400 | - | - | XA | VN | - | - | - | - | - | - | - | - | Retained |
B | HTH | 44.000 | 6.80 | - | VV | QQ | 79.20% | - | Qudhfvrc | 3hVe | - | 190 | 3hHh+190 | - | 207.00000 |
Tranche Comments
M: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144M/Plf G;
B: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144J/Ieg J;
G: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144P/Qdm Z;
U: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144D/Hfk N;
Z: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144U/Anr J;
U: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144E/Pxu B;
Vqh: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144I/Lmj D;
Deal Comments
Fbpbg. Bzq Fkgg Rbzozcw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 17, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1-P | VWD | 465.000 | - | Hoo | - | - | - | - | 18.73% | - | Wlyabmdg | NQVZ | - | 130 | WNTM+130 | - | - |
D-2-T | BUP | 76.000 | - | Bll | - | - | - | - | 79.57% | - | Eswvqsqx | MNQT | - | 160 | CWED+160 | - | - |
E-V | XZW | 23.000 | - | C2 | - | - | - | - | 31.59% | - | Vhqkuzez | SOTC | - | 225 | TDIV+225 | - | - |
J-L | NVW | 62.000 | - | Px2 | - | - | - | - | 93.50% | - | Qbhjmhhz | IVCM | - | 176 | LSWT+176 | - | - |
Tranche Comments
X-1-P: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144Y/Tfg O;
D-2-T: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144C/Wzi K;
J-L: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144G/Bko X;
E-V: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144V/Lkw B;
Deal Comments
Gjuajjs Jwajejejjes. Ale Ajss Gwujlnp 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 16, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-P | FQQ | 93.000 | 1.60 | - | - | HHH | - | - | 72.00% | - | Oelucjhm | CTNQ | - | 133 | ZDNS+133 | - | - |
M1-H | VTX | 41.200 | 8.10 | - | - | MMM | - | - | 40.00% | - | Heqvtwnu | CNLG | - | 350 | GYJV+350 | - | - |
Ssn | LQA | 89.000 | - | - | - | WY | - | - | - | - | - | - | - | - | - | - | Retained |
N | HGS | 28.271 | 1.60 | - | - | LL- | - | - | 4.82% | - | Gksjxwoy | WPMK | - | 700 | PYSW+680 | - | - |
H-P | UMV | 95.000 | 5.00 | - | - | NN | - | - | 33.00% | - | Uplwzrcg | DBBT | - | 175 | KOOH+175 | - | - |
A-I | BJB | 11.000 | 1.10 | - | - | T | - | - | 77.00% | - | Mrplomvm | VTDP | - | 225 | XWCR+225 | - | - |
Z2-W | NCA | 9.000 | 3.60 | - | - | RRR- | - | - | 80.00% | - | Dijiz | - | - | 450 | 8.41% | - | - |
F-U | BQT | 122.000 | 3.10 | - | - | NNN | - | - | 38.00% | - | Wdfyhmjn | NEIY | - | 133 | TVBP+133 | - | - |
Tranche Comments
B-P: Redemption: 2025-07-14; Registration: 144H/Ldq U;
F-U: Redemption: 2025-07-14; Registration: 144U/Jmz B;
H-P: Redemption: 2025-07-14; Registration: 144D/Wyg E;
A-I: Redemption: 2025-07-14; Registration: 144M/Zqc V;
M1-H: Redemption: 2025-07-14; Registration: 144K/Uxt S;
Z2-W: Redemption: 2025-07-14; Registration: 144A/Mhh Y;
N: Redemption: 2025-07-14; Registration: 144Z/Uce Q;
Ssn: Redemption: 2025-07-14; Registration: 144O/Euk K;
Deal Comments
Bcmcu. Uou Ipss Bchcody 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 27, 1998
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-W2 | EKL | 43.000 | 5.40 | - | SSS | NNN | 88.00% | - | Jliybhzi | 3eUf | - | 147 | 3lCq+147 | - | 542.00000 |
T | SAB | 55.300 | 4.50 | - | DD- | SS- | 8.12% | - | Nkcaebhg | 3mTy | - | 680 | 3kAz+664 | - | 16.00000 |
Ysmpwt | VAW | 61.900 | - | - | PY | WW | - | - | - | - | - | - | - | - | Retained |
Z | HQN | 17.300 | 2.40 | - | VV | CC | 16.58% | - | Xjsjmmxr | 3zQm | - | 210 | 3jEe+210 | - | 191.00000 |
Z-V1 | CUW | 41.000 | 5.70 | - | TTT | BBB | 10.00% | - | Ojytetpu | 3tUw | - | 147 | 3vQe+147 | - | 756.00000 |
E | ZDE | 81.000 | 8.50 | - | H | C | 35.20% | - | Wlfpsivl | 3lPy | - | 260 | 3lIj+260 | - | 691.00000 |
Z | NKI | 67.000 | 5.80 | - | J- | A- | 3.77% | - | Icusehrh | 3yUw | - | 950 | 3eTd+839 | - | 41.30000 |
B | OVH | 78.000 | 7.50 | - | YYY | UUU | 36.00% | - | Uxxwmhcg | 3pOn | - | 147 | 3nDc+147 | - | 267.00000 |
S | QAV | 91.900 | 7.80 | - | XXX | AAA- | 45.00% | - | Pwsvcyjv | 3yJv | - | 375 | 3rYz+375 | - | 408.00000 |
Tranche Comments
B: Redemption: 2026-01-15; Registration: 144P/Zqu B;
Z-V1: Redemption: 2026-01-15; Registration: 144T/Wvo B;
G-W2: Redemption: 2026-01-15; Registration: 144Y/Wqs P;
Z: Redemption: 2026-01-15; Registration: 144M/Wvb N;
E: Redemption: 2026-01-15; Registration: 144T/Fou D;
S: Redemption: 2026-01-15; Registration: 144X/Rfy J;
T: Redemption: 2026-01-15; Registration: 144D/Otw H;
Z: Redemption: 2026-01-15; Registration: 144H/Lvq V;
Ysmpwt: Redemption: 2026-01-15; Registration: 144F/Duf Y;
Deal Comments
Kvv Zomm Vtmyvqe 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 25, 2025
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1P | PNO | 262.000 | 8.70 | - | PPP | - | - | - | 93.21% | - | Sqxpyclu | ULOC | 130 | 130 | LAKF+130 | - | - |
Tranche Comments
L-1P: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144L/Wzx L;
Deal Comments
Jpvpzhzjpzv. Bqz Dhww Dpspqen 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 11, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | AYI | 229.000 | - | Jee | - | - | - | - | 90.00% | - | Rlyvwvdl | BDJJ | 163 | 163 | BDAL+163 | - | 660.00000 |
E | RCA | 3.890 | - | - | - | F- | - | - | 2.70% | - | - | - | - | - | - | - | Retained |
W | XYX | 84.000 | - | - | - | P | - | - | 15.00% | - | Uvxdhqxx | PYHS | 240-250 | 250 | UZGC+250 | - | 628.00000 |
O | WRN | 82.000 | - | - | - | EE | - | - | 27.00% | - | Nqjoeopl | MDPX | 205-215 | 220 | LPNH+220 | - | 812.00000 |
F | CSQ | 15.000 | - | - | - | YY- | - | - | 3.80% | - | Edwpjmqa | AMOV | 700t | 760 | PAGQ+760 | - | 295.00000 |
Gho | VJP | 35.280 | - | KF | - | FO | - | - | - | - | - | - | - | - | - | - | Retained |
C | XZI | 58.000 | - | - | - | SSS- | - | - | 59.00% | - | Imxedcwr | SQLE | 400-410 | 435 | GCAE+435 | - | 774.00000 |
Tranche Comments
O: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144N/Ryb N;
O: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144U/Pxn V;
W: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144W/Vkv M;
C: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144J/Ale W;
F: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144A/Uxz Z;
E: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144D/Muy L;
Gho: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144B/Ikm S;
Deal Comments
Gfq Znzz Mznzfhj 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 7, 2013