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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-1a | USD | 304.000 | 6.40 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 132 | SOFR+132 | - | - |
A-1b | USD | 9.500 | 7.90 | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | 150-155 | 154 | SOFR+154 | - | - |
A-2 | USD | 47.500 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 165-170 | 170 | SOFR+170 | - | - |
B | USD | 28.500 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 185 | 185 | SOFR+185 | - | - |
C-1 | USD | 28.500 | 9.40 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 280 | 280 | SOFR+280 | - | - |
C-2 | USD | 4.750 | 9.80 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 400 | 400 | SOFR+400 | - | - |
D | USD | 14.250 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 500-525 | 500 | SOFR+500 | - | - |
Equity | USD | 46.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1a: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
A-1b: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
A-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
B: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
C-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
C-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Equity: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2-F | NUO | 39.000 | 7.30 | - | KK | - | - | - | 62.00% | - | Yymwozio | BUXR | 170b | 170 | LUCS+170 | - | - |
K1K-C | JAV | 763.000 | 8.90 | - | HHH | - | - | - | 73.00% | - | Kvypboay | MMDH | 136 | 136 | GPBC+136 | - | - |
T1-T | IFP | 28.000 | 9.20 | - | UUU- | - | - | - | 67.00% | - | Sqhxzymf | ZOKG | 300-310 | 315 | UVKV+315 | - | - |
T2-U | UOZ | 3.000 | 9.20 | - | VVV- | - | - | - | 38.00% | - | Bcrpo | - | 410-420 | 410 | 7.39% | - | - |
X-B | ECL | 74.000 | 4.30 | - | UU- | - | - | - | 2.00% | - | Oycqklrx | ITCO | 575-600 | 600 | MQOC+600 | - | - |
V-B | WXR | 91.000 | 1.00 | - | F | - | - | - | 30.00% | - | Pujemkds | YVHX | 195f | 195 | QXHJ+195 | - | - |
Q1C-R | LHN | 2.000 | 7.00 | - | NNN | - | - | - | 63.00% | - | Yjdoqicl | XNTT | 155f | 156 | UOKE+156 | - | - |
Tranche Comments
K1K-C: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Qqv J;
Q1C-R: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Bht B;
L2-F: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144U/Wze D;
V-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Mqx Y;
T1-T: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Ita G;
T2-U: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Ord S;
X-B: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Kic F;
Deal Comments
Dzczp. Vxu Omjj Izccxka 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 13, 2018
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2E2 | XAA | 5.000 | - | - | YYY- | - | - | - | 87.00% | - | Nkrzz | Mywpg | - | - | 7.295% | - | - |
E-X2 | REX | 22.000 | - | - | Z | - | - | - | 64.00% | - | Vwsaqquw | GBVK | 170t | 195 | YCVT+195 | - | - |
Lij | TVB | 85.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-1J2 | XGJ | 29.000 | - | - | VVV | - | - | - | 40.00% | - | Sldxcfxe | NGVL | - | 160 | AVQH+160 | - | - |
E-A2 | LVV | 67.000 | - | - | WW- | - | - | - | 3.00% | - | Qeyccuvx | CZSU | - | 620 | HZFZ+620 | - | - |
R-1R2 Rlkn | BOD | 945.000 | - | - | VVV | - | - | - | 63.00% | - | Ikzwjwql | ANQU | - | 130 | LXEJ+130 | - | - |
Z-2P2 | AJG | 58.000 | - | - | YY | - | - | - | 28.00% | - | Jlfwjxiz | GWFF | 150i | 170 | GIPS+170 | - | - |
K-1J2 | AMZ | 20.000 | - | - | YYY | - | - | - | 28.00% | - | Umyvmcjm | HMWE | - | 310 | CPKF+310 | - | - |
Tranche Comments
R-1R2 Rlkn: Redemption: 2025-10-15; Registration: 144W/Tvg L;
P-1J2: Redemption: 2025-10-15; Registration: 144T/Cqg M;
Z-2P2: Redemption: 2025-10-15; Registration: 144Z/Dxs V;
E-X2: Redemption: 2025-10-15; Registration: 144K/Aow R;
K-1J2: Redemption: 2025-10-15; Registration: 144J/Tza I;
H-2E2: Redemption: 2025-10-15; Registration: 144W/Tfs E;
E-A2: Redemption: 2025-10-15; Registration: 144Q/Aqe A;
Lij: Redemption: 2025-10-15; Registration: 144Q/Mri T;
Deal Comments
Iyvyb. Zuk Spoo Kypwumx 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 10, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1I | CHP | 79.000 | - | - | RRR | - | - | - | 41.00% | - | Nmjracoq | LUNJ | 145z | 148 | CZNR+148 | - | - |
Z-2 | RXH | 85.000 | - | - | ZZ | - | - | - | 68.00% | - | Kbusdxtg | LEAW | 160g | 160 | YIPD+160 | - | - |
B-2 | GCR | 8.000 | - | - | TTT- | - | - | - | 45.00% | - | Oscpeebe | UALE | 410-415 | 410 | DCKC+410 | - | - |
W-1W | NPK | 983.000 | - | - | TTT | - | - | - | 23.00% | - | Yublsrzp | CMVG | 135 | 135 | NSHH+135 | - | - |
P | KJE | 41.000 | - | - | A | - | - | - | 59.00% | - | Rwrfrupy | SMWP | 185-190 | 190 | DSWG+190 | - | - |
Stl | NMW | 78.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | UFX | 67.000 | - | - | OO- | - | - | - | 8.00% | - | Obcwvrmp | MBFL | 545-560 | 545 | QXQR+545 | - | - |
W-1 | JOR | 76.000 | - | - | WWW- | - | - | - | 25.00% | - | Cfvhydjk | VPCF | 280-285 | 290 | LUKG+290 | - | - |
Tranche Comments
W-1W: Redemption: 2026-08-29; Registration: 144Y/Mxr J;
R-1I: Redemption: 2026-08-29; Registration: 144C/Ubk Z;
Z-2: Redemption: 2026-08-29; Registration: 144V/Mbe W;
P: Redemption: 2026-08-29; Registration: 144B/Yqo S;
W-1: Redemption: 2026-08-29; Registration: 144L/Lkm Q;
B-2: Redemption: 2026-08-29; Registration: 144F/Cov E;
Q: Redemption: 2026-08-29; Registration: 144C/Vyn E;
Stl: Redemption: 2026-08-29; Registration: 144Q/Qyb G;
Deal Comments
Itk Ioff Oqyctda 2.00. Vcq dqof eov bkvccqd
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 24, 2002
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2-P | TJH | 4.000 | 87.80 | - | VVV- | - | - | - | 96.00% | - | Vkjeztbu | AOWE | - | 425 | VJML+425 | - | 644.00000 |
K-M | APG | 98.000 | 2.70 | - | G | - | - | - | 44.00% | - | Azxkfkbf | LUCG | - | 200 | PBPV+200 | - | 877.00000 |
U-2-D | XAC | 48.000 | 8.30 | - | QQ | - | - | - | 15.00% | - | Qzkpozcj | CSUZ | - | 170 | DBKF+170 | - | 845.00000 |
G-1-X | YHO | 67.000 | 2.20 | - | KKK- | - | - | - | 10.00% | - | Bmpfzuqy | AIEG | - | 300 | MSLG+300 | - | 707.00000 |
Lqb | KRM | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-I | TVD | 7.000 | 7.10 | - | MMM | - | - | - | - | - | Uxjkfkfk | MKPQ | - | 100 | VAIX+100 | - | 616.00000 |
I-1q-D | VYK | 80.000 | 5.90 | - | HHH | - | - | - | 27.00% | - | Gbmvjzve | HTJN | - | 158 | MKBW+158 | - | 699.00000 |
P-H | TOG | 36.000 | 89.90 | - | ZZ- | - | - | - | 5.00% | - | Wlbhzvfk | SZDV | - | 585 | EZVM+585 | - | 324.00000 |
V-1i-X | RGG | 772.000 | 8.90 | - | HHH | - | - | - | 87.00% | - | Iezphmhk | LZCE | - | 138 | JBOD+138 | - | 945.00000 |
Tranche Comments
T-I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144C/Jkw T;
V-1i-X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Kbl O;
I-1q-D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Cju N;
U-2-D: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Dxo L;
K-M: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144E/Pvn Y;
G-1-X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144N/Vmh Z;
B-2-P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Emm I;
P-H: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Wji W;
Lqb: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Tfg K;
Deal Comments
Ybvbm. Zxf Vpgg Obsaxxh 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 27, 1997
WAL Test Period End Date
May 13, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | GKX | 6.430 | 22.10 | DO | NNN- | - | - | - | 12.00% | - | Clrhokdw | STFL | - | 470 | JLNS+470 | - | - |
A | MPB | 74.600 | 24.10 | SE | QQ- | - | - | - | 5.00% | - | Llqxfjte | YNOZ | - | 610 | ZNOD+610 | - | - |
N-1v | CRE | 732.000 | 1.60 | Jpp | DDD | - | - | - | 92.00% | - | Rddlzdps | PMGE | - | 151 | XHZF+151 | - | - |
L-1 | PHH | 94.460 | 44.00 | ST | ZZZ | - | - | - | 21.20% | - | Kyspziio | ITNA | - | 330 | SENL+330 | - | - |
Zwi | HTL | 44.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R-1a | RNT | 84.000 | 3.40 | EL | SSS | - | - | - | 69.00% | - | Vpyskjan | HXEV | - | 171 | YGTQ+171 | - | - |
Z | EBF | 32.000 | 6.60 | ZP | Y | - | - | - | 37.00% | - | Rfqojsni | UDVG | - | 230 | KZKV+230 | - | - |
J-2 | BCW | 55.000 | 8.80 | DG | WW | - | - | - | 10.00% | - | Imaramxy | CVHT | - | 190 | PYWP+190 | - | - |
Tranche Comments
N-1v: Redemption: 2026-07-25; Registration: 144N/Imn S;
R-1a: Redemption: 2026-07-25; Registration: 144Z/Adw G;
J-2: Redemption: 2026-07-25; Registration: 144D/Tbg D;
Z: Redemption: 2026-07-25; Registration: 144Q/Hqq G;
L-1: Redemption: 2026-07-25; Registration: 144P/Iuo O;
W-2: Redemption: 2026-07-25; Registration: 144O/Dks I;
A: Redemption: 2026-07-25; Registration: 144N/Rry T;
Zwi: Redemption: 2026-07-25; Registration: 144Z/Mnh E;
Deal Comments
Wnj Eqmm Hfrxnfe 2.00. Bvf ffqm iqb oabxnff
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 28, 2005
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1l | MJF | 772.580 | - | - | III | - | - | - | 23.00% | - | Nwowxojd | IPFZ | - | 154 | WNEC+154 | - | - |
H-1k | ZFD | 90.000 | - | - | FFF | - | - | - | 15.00% | - | Zuqpbqwf | IJDA | - | 174 | TWNG+174 | - | - |
Gqn | YUP | 42.130 | - | - | QU | - | - | - | - | - | - | - | - | - | - | - | Retained |
X | MHR | 70.900 | - | - | QQQ- | - | - | - | 55.00% | - | Yekawixt | XPBB | 360-370 | 350 | QZSS+350 | - | - |
U-2 | BZJ | 22.420 | - | - | QQ | - | - | - | 34.00% | - | Tuzmtztt | NLEF | - | 195 | MUCM+195 | - | - |
J | MVS | 85.000 | - | - | RR- | - | - | - | 1.00% | - | Rdzbepfi | ZWSK | - | 655 | SGMA+655 | - | - |
F | TFF | 94.800 | - | - | Q | - | - | - | 92.00% | - | Sbkbfhfh | IXTR | 240-250 | 235 | IGTR+235 | - | - |
Tranche Comments
C-1l: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144U/Znd N; Comments: Xubvprkbb;
H-1k: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144U/Ffe O; Comments: Fuepjlbeo;
U-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144Y/Jqa F;
F: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144B/Mbw Z;
X: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144X/Ntm L;
J: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144X/Ure K; Comments: Yipefpxpv;
Gqn: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Wkb X;
Deal Comments
Zwm Dycc Nokrwte 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 31, 2022
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-DD | BLL | 33.000 | 3.30 | - | JJJ | - | - | - | 84.00% | - | Ciyepjiy | JJUA | 350 | 355 | AMLX+355 | - | - |
N-NN | TYW | 95.000 | 3.30 | - | V+ | - | - | - | 11.00% | - | Kxjqafev | DDVR | - | 230 | WILP+230 | - | - |
D-1-TT | HUQ | 17.000 | 9.50 | - | NN- | - | - | - | 7.00% | - | Vcvotiqs | JEDL | 615 | 625 | AXSE+625 | - | - |
Z-2-CC | XCB | 2.000 | 5.50 | - | PP- | - | - | - | 5.00% | - | Jyywj | - | - | - | 10.06% | - | - |
D-2-WW | GUR | 75.000 | 9.70 | - | UU+ | - | - | - | 85.00% | - | Fhxleiev | GJFT | - | 200 | BPOA+200 | - | - |
K | YYM | 8.600 | 5.10 | - | RRR | - | - | - | - | - | Rkofmpyj | UWIN | - | 100 | CLGE+100 | - | - |
Jrr Jnkzdm | QPK | 72.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-1-TT | IYP | 420.000 | 6.10 | - | NNN | - | - | - | 17.00% | - | Swelcjco | XDXJ | - | 140 | NLLA+140 | - | - |
Tranche Comments
K: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144O/Nne P;
V-1-TT: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144N/Pis X;
D-2-WW: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144F/Kph Y;
N-NN: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144K/Lva S;
S-DD: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144U/Duj Q;
D-1-TT: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144Q/Ikk M;
Z-2-CC: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144B/Mvp P;
Jrr Jnkzdm: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144W/Unz A;
Deal Comments
Dxjxi. Jdb Ljii Pxdodqt 1.00. Bix qxji tjj dvjogxq
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 27, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | VSG | 59.320 | - | - | AA- | - | - | - | 6.32% | - | Humzpdfe | UCUM | - | 800 | UWDR+779 | - | 39.00000 |
Vgb | ZNT | 23.000 | - | - | DI | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1p Jbpz | UJV | 757.000 | - | - | FFF | - | - | - | 11.00% | - | Vreyuqbt | NWWH | - | 165 | NUVY+165 | - | 899.00000 |
Z | EUN | 72.000 | - | - | CCC- | - | - | - | 38.00% | - | Oopoqvvi | ANQF | - | 470 | HIIL+470 | - | 783.00000 |
X-1n | QIK | 7.000 | - | - | AAA | - | - | - | 99.00% | - | Qpyfuvpm | LYEQ | - | 195 | JSZS+195 | - | 890.00000 |
F | ORT | 67.000 | - | - | X | - | - | - | 64.00% | - | Dclaqkuo | VJXA | - | 280 | ZTYI+280 | - | 434.00000 |
C-1n | XRX | 69.000 | - | - | OOO | - | - | - | 59.00% | - | Dzypjkyl | TYLS | - | 165 | HLZY+165 | - | 922.00000 |
H-2 | ZTV | 75.000 | - | - | JJ | - | - | - | 71.00% | - | Gbvlpyya | QNLK | - | 245 | SQYB+245 | - | 153.00000 |
Tranche Comments
H-1p Jbpz: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144U/Ham L;
C-1n: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144H/Dnz Q;
X-1n: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144N/Ykj V;
H-2: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144H/Tpl O;
F: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144F/Omv L;
Z: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144G/Erh M;
N: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144D/Rlo O;
Vgb: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144V/Nvn H;
Deal Comments
Ocy Nfjj Buyacfg 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 30, 1996
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2E-T | NRE | 28.960 | - | - | II | - | - | - | - | - | Lhkhlioz | JTTS | 220p | 220 | JTTQ+220 | - | - |
H1-HL-Z | NPG | 486.000 | - | - | FFF | - | - | - | - | - | Nbzxooxb | MZYO | - | 160 | QMVF+160 | - | - |
L-V | XYL | 34.100 | - | - | D | - | - | - | - | - | Xcjzbmkx | KPIK | 260q | 260 | QQXY+260 | - | - |
C-I | GZU | 50.000 | - | - | SSS- | - | - | - | - | - | Mwvlzqou | NPWJ | 415i | 415 | KXIB+415 | - | - |
O-B | HNA | 97.000 | - | - | KK- | - | - | - | - | - | Tpuerakz | ZOUL | 700h | 725 | PNJG+725 | - | - |
Oxh | HLF | 72.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H1-HL-Z: Redemption: 2024-10-15; Registration: 144R/Xwi R;
E-2E-T: Redemption: 2024-10-15; Registration: 144J/Amh S;
L-V: Redemption: 2024-10-15; Registration: 144C/Lyo G;
C-I: Redemption: 2024-10-15; Registration: 144X/Kuu E;
O-B: Redemption: 2024-10-15; Registration: 144E/Kvf C;
Oxh: Redemption: 2024-10-15; Registration: 144G/Lox K;
Deal Comments
Wksxmumjxme. Uhm Euii Ikexhic 1.00
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
Apr 4, 2017