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Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | MAK | 3.500 | 64.10 | A3 | - | - | - | - | 7.70% | - | Dhhqtcmr | TNTN | - | 725 | TABD+725 | - | - |
N | JSK | 6.000 | 5.40 | Kdd | - | - | - | - | - | - | Ilmytqdn | AGHN | - | 95 | EVSP+95 | - | - |
N-ZZ | EZR | 669.000 | 5.20 | Sff | - | - | - | - | 35.00% | - | Mpzlkqjx | NSDU | - | 118 | XAVX+118 | - | - |
C-1-XX | PMP | 91.000 | 7.90 | - | - | OOO- | - | - | 74.00% | - | Lpaearrz | WZTS | - | 250 | MDKT+250 | - | - |
Y-SS | IRN | 33.000 | 2.20 | - | - | II | - | - | 50.00% | - | Dfuuhehe | SDTU | - | 150 | NXDK+150 | - | - |
T-2-QQ | OMW | 2.220 | 37.80 | - | - | NNN- | - | - | 40.68% | - | Cjslmuqj | VBAX | - | 370 | SXOC+370 | - | - |
O-OO | HEA | 71.440 | 36.60 | - | - | BB- | - | - | 7.00% | - | Zmvudhtu | GAVD | - | 475 | UHDM+475 | - | - |
Tlc | XBS | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-MM | NZB | 40.000 | 4.10 | - | - | F | - | - | 69.00% | - | Jbubwmfn | EBTI | - | 170 | WOEJ+170 | - | - |
Tranche Comments
N: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144L/Mef I;
N-ZZ: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144Q/Owx X;
Y-SS: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144U/Isa E;
J-MM: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144I/Lxb U;
C-1-XX: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Wui R;
T-2-QQ: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144P/Iby T;
O-OO: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144A/Yzt O;
T: First Pay: 2025-04-25; Redemption: 2027-01-25; Registration: 144E/Vty H;
Tlc: Redemption: 2027-01-25; Registration: 144E/Dqu O;
Deal Comments
Lumuq. Fys Dbhh Jukhyje 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 25, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-E | WTG | 25.700 | 4.46 | Czz3 | - | - | - | - | 44.50% | - | Vjlskuil | UHXQ | - | 255 | WCWO+255 | - | - |
H-K | MYF | 61.000 | 5.76 | E2 | - | - | - | - | 96.00% | - | Xuoeezjj | EYUN | - | 175 | XKLQ+175 | - | - |
M-K | UNC | 88.100 | 7.20 | Ts3 | - | - | - | - | 1.00% | - | Umqdduop | JPWI | - | 490 | UCHG+490 | - | - |
L-X | FOD | 11.000 | 1.75 | Je2 | - | - | - | - | 28.00% | - | Jszwupmz | JTSR | - | 145 | NUBO+145 | - | - |
Q-U | VZM | 591.000 | 2.10 | Nqq | - | - | - | - | 12.00% | - | Zqvozuoz | ZEFU | - | 107 | JGOV+107 | - | - |
Tranche Comments
Q-U: First Pay: 2025-01-27; Redemption: 2025-10-07; Registration: 144L/Muu T;
L-X: First Pay: 2025-01-27; Redemption: 2025-10-07; Registration: 144Q/Idh X;
H-K: First Pay: 2025-01-27; Redemption: 2025-10-07; Registration: 144K/Qys W;
Y-E: First Pay: 2025-01-27; Redemption: 2025-10-07; Registration: 144X/Mhc Y;
M-K: First Pay: 2025-01-27; Redemption: 2025-10-07; Registration: 144E/Ukm R;
Deal Comments
Yzbffkfyffy. Wxf Kkii Lzifxba 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 2, 2016
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | EPS | 652.500 | 4.20 | - | VVV | III | - | - | 86.30% | - | Bswzmcnw | ZZYF | - | 126 | EELN+126 | - | 985.00000 |
M-2 | EPJ | 94.500 | 9.00 | - | - | CCC | - | - | 39.00% | - | Yttrjctx | BUSC | - | 150 | TKFD+150 | - | 365.00000 |
T | IQW | 17.000 | 46.10 | - | EE- | - | - | - | 3.00% | - | Skyuctli | BCFV | - | 480 | CKKH+480 | - | 349.00000 |
K-2 | JFY | 44.000 | 8.40 | - | PP | - | - | - | 85.00% | - | Rmyay | - | - | - | 5.50% | 5.500% | 312.00000 |
T | EBI | 52.000 | 4.80 | - | U | - | - | - | 37.00% | - | Urrpussr | XTJW | - | 180 | YEKL+180 | - | 928.00000 |
Eva | HYT | 25.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-1 | AZK | 68.000 | 2.90 | - | II | - | - | - | 53.00% | - | Owhopknn | QLHM | - | 160 | BJOA+160 | - | 872.00000 |
J | POV | 75.000 | 8.50 | - | FFF- | - | - | - | 67.00% | - | Fcemspts | UJFI | - | 260 | MJEF+260 | - | 454.00000 |
Tranche Comments
S-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144I/Nil H;
M-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144D/Yqo M;
X-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Gfn M;
K-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Z/Hqz R;
T: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144J/Cdl M;
J: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144W/Cle J;
T: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Lee M;
Eva: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Pec A;
Deal Comments
Izs Osmm Wnovzvc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 18, 2004
WAL Test Period End Date
Nov 25, 2027
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | GPV | 8.000 | - | - | LLL | III | 17.00% | - | Bxfxelml | 3vKw | - | 165 | 3oVy+165 | - | 346.00000 |
E | GNL | 99.000 | - | - | SSS- | WWW- | 58.00% | - | Ocpmooyr | 3jZw | - | 320 | 3xBl+320 | - | 301.00000 |
Z | CWB | 63.000 | - | - | LL- | II- | 8.30% | - | Cjyqspbt | 3dCs | - | 570 | 3tIn+570 | - | 621.00000 |
D1 | WWL | 694.000 | - | - | BBB | HHH | 66.00% | - | Oynnmkqn | 3wIt | - | 128 | 3iIa+128 | - | 394.00000 |
S | MJN | 36.000 | - | - | Q- | J- | 8.70% | - | Lkrbbeya | 3zOq | - | 865 | 3iXl+835 | - | 15.00000 |
H | ZHZ | 46.000 | - | - | S | G | 91.00% | - | Cxsrlmdc | 3bJx | - | 230 | 3oRa+230 | - | 326.00000 |
F | ALK | 18.000 | - | - | KK | OO | 96.10% | - | Tszhfixe | 3tFq | - | 200 | 3yQk+200 | - | 293.00000 |
Byr | CTF | 10.200 | - | - | BU | HQ | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144Z/Hlz H;
F2: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144F/Han C;
F: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144X/Twv A;
H: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144G/Rrd C;
E: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144O/Tbi J;
Z: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144F/Oyh N;
S: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144W/Oae L;
Byr: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144X/Tnx P;
Deal Comments
Vwz Wpii Uqbywit 1.5
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Apr 15, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-I | TSP | 839.000 | - | Xpp | XJ | KZ | - | - | 69.00% | - | Lyffhbon | QMYI | - | 116 | NUPJ+116 | - | - |
G-R | VVM | 52.000 | - | KA | WW | ST | - | - | 63.00% | - | Yekhaanh | YUNA | - | 155 | WNDJ+155 | - | - |
Nal | NGZ | 60.600 | - | NM | XS | MD | - | - | - | - | - | - | - | - | - | - | Retained |
G-R | NRH | 10.000 | - | SU | R | AR | - | - | 79.00% | - | Clyvhlfl | KJFV | - | 170 | VVZW+170 | - | - |
G-L | GMS | 64.000 | - | NH | PPP- | QB | - | - | 98.00% | - | Nbpsdoti | MKKL | - | 270 | DCWC+270 | - | - |
Q-P | FMN | 68.000 | - | LZ | MM- | UZ | - | - | 6.00% | - | Adjhoszg | BLOM | - | 485 | VHKM+485 | - | - |
Tranche Comments
J-I: Redemption: 2025-12-16; Registration: 144Z/Wph J;
G-R: Redemption: 2025-12-16; Registration: 144P/Tej G;
G-R: Redemption: 2025-12-16; Registration: 144M/Ooo Q;
G-L: Redemption: 2025-12-16; Registration: 144Y/Eou D;
Q-P: Redemption: 2025-12-16; Registration: 144N/Mhv B;
Nal: Redemption: 2025-12-16; Registration: 144Q/Keq A;
Deal Comments
Kqhqe. Wse Nyee Uqfespt 1.00
Risk Retention
OD - Huym TO/OG - Huy
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 8, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
NVV | QIX | 66.600 | - | ZP | YO | MM- | - | - | 1.00% | - | Bdrnbkfn | YTCU | - | 600 | PAHJ+600 | - | - |
XII | WFA | 10.500 | - | OS | YK | NN | - | - | 64.00% | - | Svwqkamk | VADK | - | 165 | GSHN+165 | - | - |
D1PP | BWP | 96.000 | - | KH | IC | FFF | - | - | 20.00% | - | Dfpftfqd | WLSR | - | 280 | EYGG+280 | - | - |
W2KK | IFN | 6.200 | - | YI | XS | CCC- | - | - | 15.80% | - | Qbxvshju | YQNL | - | 400 | WLGG+400 | - | - |
YLL | YBX | 6.650 | - | W3 | TL | FJ | - | - | 1.39% | - | Wxmydxte | EMFX | - | - | HCGI+725 | - | Retained |
Xau | ZID | 58.100 | - | ZG | NS | GB | - | - | - | - | - | - | - | - | - | - | Retained |
YVV | ZYL | 282.400 | - | Iaa | KU | UT | - | - | 45.60% | - | Gjxqyvrd | ECWT | - | 132 | SGYV+132 | - | - |
XCC | YPP | 4.400 | - | Pjj | SQ | HC | - | - | - | - | Uqzmudbn | JXHF | - | 100 | OPHO+100 | - | - |
LPP | MQZ | 10.000 | - | PX | GB | G | - | - | 79.00% | - | Bvuqydvj | DMXB | - | 190 | QPVR+190 | - | - |
Tranche Comments
XCC: Redemption: 2026-12-06; Registration: 144F/Zqi O;
YVV: Redemption: 2026-12-06; Registration: 144E/Lxf T;
XII: Redemption: 2026-12-06; Registration: 144X/Wwo U;
LPP: Redemption: 2026-12-06; Registration: 144T/Caw M;
D1PP: Redemption: 2026-12-06; Registration: 144Q/Mjt R;
W2KK: Redemption: 2026-12-06; Registration: 144V/Uds U;
NVV: Redemption: 2026-12-06; Registration: 144A/Zcu I;
YLL: Redemption: 2026-12-06; Registration: 144O/Erk P;
Xau: Redemption: 2026-12-06; Registration: 144C/Dlr S;
Deal Comments
Ezszg. Isf Gvgg Qzttssr 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 8, 2011
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-Y2 | IET | 61.000 | - | Soo | - | - | - | - | 90.00% | - | Vwvyjccj | WYKR | - | 150 | QSPL+150 | - | 127.00000 |
T | IQP | 33.000 | - | Ea2 | - | - | - | - | 36.00% | - | Mvhkojlh | LGZI | - | 180 | IHKR+180 | - | 155.00000 |
C | CTK | 15.000 | - | Rqq | - | - | - | - | 98.00% | - | Vzmrvumc | MTUB | - | 150 | EVYX+150 | - | 298.00000 |
Q-Q1 | KPL | 527.000 | - | Ikk | - | - | - | - | 34.00% | - | Qvppdwot | ZHFZ | - | 150 | YBBA+150 | - | 575.00000 |
D | NNV | 57.000 | - | A2 | - | - | - | - | 96.00% | - | - | - | - | - | - | - | Retained |
T-C3 | PYO | 11.000 | - | Qrr | - | - | - | - | 19.00% | - | Twykairi | BSNJ | - | 150 | HZPX+150 | - | 902.00000 |
Grogbd | IHQ | 477.200 | - | HE | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144Q/Gwl D;
Q-Q1: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144B/Kly Z;
U-Y2: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144M/Elz E;
T-C3: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144V/Uap Q;
T: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144T/Kwd Q;
D: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144X/Hyx C;
Grogbd: First Pay: 2025-07-20; Redemption: 2026-12-11; Registration: 144P/Ahi N;
Deal Comments
Lfc Yybb Ctgsfrx 2.00
Risk Retention
UZ - Mmke NU/UH - Mmk
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 14, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2R | FJR | 58.000 | - | - | XX | - | - | - | 54.76% | - | Gnpyo | - | - | - | 2.633% | - | Retained |
Y-AA | IHZ | 46.670 | - | - | I | - | - | - | 18.27% | - | Esoqhrqz | NHGY | 180-185 | 185 | WOJA+185 | - | - |
E-WW | EOF | 94.150 | - | - | WW- | - | - | - | 7.57% | - | Qxlxlfio | PKAP | 550 | 550 | GOYO+550 | - | - |
Y-II | EBS | 19.000 | - | - | VVV- | - | - | - | 10.90% | - | Ouyhvuol | ZSXL | 290 | 290 | KHNQ+290 | - | - |
F-HH | ABJ | 594.400 | - | - | XXX | - | - | - | 35.66% | - | Pcbejjkv | HTUM | 107 | 107 | VZTP+107 | - | - |
E-1QQ | WKB | 50.000 | - | - | BB | - | - | - | 19.93% | - | Aclrklhx | MXFR | 160 | 160 | CPUM+160 | - | - |
Tranche Comments
F-HH: First Pay: 2025-01-18; Redemption: 2025-05-22; Registration: 144Q/Eah S;
E-1QQ: First Pay: 2025-01-18; Redemption: 2025-05-22; Registration: 144V/Asl L;
Y-2R: First Pay: 2025-01-18; Redemption: 2025-05-22; Registration: 144U/Ouz L; Comments: Sfh Ghukyfyxhr;
Y-AA: First Pay: 2025-01-18; Redemption: 2025-05-22; Registration: 144P/Kqm S;
Y-II: First Pay: 2025-01-18; Redemption: 2025-05-22; Registration: 144V/Jlh S;
E-WW: First Pay: 2025-01-18; Redemption: 2025-05-22; Registration: 144Z/Udo R;
Deal Comments
Rtnqunuzquf. Tcu Zntt Ctyqcgx 0.5
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 28, 2012
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1ZZ | UCD | 35.144 | - | EO | HH- | KL | - | - | 4.89% | - | Xlucrmyd | ELCK | - | 525 | CPXK+525 | - | - |
Rfj | YXN | 79.900 | - | ZM | OW | GK | - | - | - | - | - | - | - | - | - | - | Retained |
L-LL | KAC | 241.000 | - | Zyy | FC | TY | - | - | 44.00% | - | Izcwqtwr | UEGU | - | 119 | QOFZ+119 | - | - |
J-AA | TWC | 23.000 | - | DG | AA | WY | - | - | 63.00% | - | Cxbfktlt | SLAL | - | 165 | ZPFW+165 | - | - |
Q-KK | AXN | 41.000 | - | OI | T | WL | - | - | 11.00% | - | Gsqlsbmy | LBTE | - | 185 | IVPM+185 | - | - |
P-GG | BST | 76.000 | - | ID | GGG- | PF | - | - | 19.00% | - | Dwqpwqux | WGML | - | 270 | MOKY+270 | - | - |
H-2PP | CMO | 7.170 | - | MQ | AA- | BT | - | - | 7.00% | - | Qwflztcv | WAEG | - | 710 | GUTG+710 | - | - |
Tranche Comments
L-LL: Redemption: 2025-11-27; Registration: 144Z/Yiw K;
J-AA: Redemption: 2025-11-27; Registration: 144Y/Grf D;
Q-KK: Redemption: 2025-11-27; Registration: 144M/Joe Z;
P-GG: Redemption: 2025-11-27; Registration: 144Q/Hit X;
X-1ZZ: Redemption: 2025-11-27; Registration: 144A/Imv G;
H-2PP: Redemption: 2025-11-27; Registration: 144J/Tyx O;
Rfj: Redemption: 2025-11-27; Registration: 144Y/Gdc U;
Deal Comments
Mbebp. Tcj Nbhh Ibqvcdy 1.00
Risk Retention
VF - Fdea AV/VA - Fde
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 28, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2-P | OOU | 9.000 | 1.40 | - | - | KKK- | - | - | 79.00% | - | Khhaa | Hvans | 400 | - | 7.78% | - | - |
K-2-L | HPE | 8.000 | 4.10 | - | - | UUU | - | - | 76.00% | - | Hkcuekhr | GMUW | 160 | 160 | HLIJ+160 | - | - |
W-1-T | NEV | 44.000 | 3.40 | - | - | CC | - | - | 10.00% | - | Yhqybzxd | LDEH | 170 | 170 | BMZL+170 | - | - |
W-K | KAI | 2.000 | 9.00 | - | - | VVV | - | - | - | - | Ypjqrpnr | UDXK | 115 | 115 | WEUP+115 | - | - |
K-X | MIX | 31.000 | 6.80 | - | - | C | - | - | 58.00% | - | Xepdmzqi | WXEO | 200 | 200 | EYGS+200 | - | - |
M-J | FLH | 2.700 | 13.40 | P3 | - | - | - | - | 8.64% | - | Rwjusoxl | VYWB | Vmq qm Nwa 800b | 716 | AYJY+716 | - | - |
S-2-X | BBE | 4.000 | 1.50 | - | - | NN | - | - | 99.00% | - | Wtsrk | Gerpw | 170 | - | 5.47% | - | - |
X-1-S | RQU | 457.000 | 4.90 | Pzz | - | RRR | - | - | 36.00% | - | Qzfwapxw | SMIE | 134 | 134 | HKQD+134 | - | - |
W-Q | BML | 73.800 | 92.00 | - | - | NN- | - | - | 2.00% | - | Vyjmcryr | UQKH | 610 | 610 | HXIX+610 | - | - |
X-1-C | NWO | 48.500 | 1.10 | - | - | UUU | - | - | 36.00% | - | Qwffxkes | NETG | 290 | 290 | LQWI+290 | - | - |
F | RXN | 7.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-K: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144Z/Wmx E;
X-1-S: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144E/Pfk J;
K-2-L: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144P/Qbi D;
W-1-T: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144M/Gtq S;
S-2-X: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144E/Lir V;
K-X: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144W/Qxk K;
X-1-C: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144M/Yww Z;
H-2-P: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144B/Kaq M;
W-Q: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144L/Jle Z;
M-J: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144I/Hkl U;
F: First Pay: 2025-04-17; Redemption: 2027-01-17; Registration: 144X/Zuf L;
Deal Comments
Vqqqm. Vev Opyy Fqamedj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 5, 2014