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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 Loan | USD | 167.000 | 6.20 | Aaa | - | - | - | - | 38.00% | - | Floating | SOFR | 140 | 140 | SOFR+140 | - | - |
A-1 | USD | 81.000 | 6.20 | Aaa | - | - | - | - | 38.00% | - | Floating | SOFR | 140 | 140 | SOFR+140 | - | - |
A-2 | USD | 16.000 | 7.70 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
B | USD | 40.000 | 8.20 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 175 | 175 | SOFR+175 | - | - |
C | USD | 24.000 | 8.80 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 205 | 205 | SOFR+205 | - | - |
D-1 | USD | 24.000 | 9.30 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 330 | 330 | SOFR+330 | - | - |
D-2 | USD | 4.000 | 9.60 | - | - | BBB- | - | - | 11.00% | - | Fixed | - | - | 425 | 7.80% | - | - |
E | USD | 12.000 | 9.70 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | 630 | 630 | SOFR+630 | - | - |
F | USD | 0.250 | 9.90 | B3 | - | - | - | - | 7.94% | - | Floating | SOFR | - | 850 | SOFR+781 | - | - |
Equity | USD | 38.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1 Loan: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
A-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S; Comments: Pre-placed;
E: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
F: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1U-A | TXP | 119.300 | 6.70 | - | FFF | - | - | - | 18.00% | - | Efylkrwh | 3oUCNB | - | 172 | 3hMGVL+172 | - | - |
Ukk | YHM | 973.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-1-E | ETW | 941.000 | 5.20 | - | DDD | - | - | - | 30.00% | - | Xulqyzcy | 3wDKQL | - | 172 | 3dALHM+172 | - | - |
T-A | IYJ | 24.000 | 5.30 | - | V | - | - | - | 36.00% | - | Brvmyhws | 3vWOIZ | - | 270 | 3zUEEC+270 | - | - |
K-M | CLT | 17.000 | 6.50 | - | III- | - | - | - | 85.00% | - | - | - | - | - | - | - | Retained |
V-1N-G | QXP | 72.500 | 7.30 | - | XXX | - | - | - | 29.00% | - | Cfvcf | - | - | - | 5.10% | - | - |
L-N | MUI | 31.000 | 3.80 | - | II | - | - | - | 15.00% | - | Jzbqxwni | 3gGEQL | - | 210 | 3mBOQK+210 | - | - |
L-2-H | ZRD | 13.000 | 1.40 | - | SSS | - | - | - | 68.00% | - | Nboqkiwn | 3gOQPO | - | 195 | 3hDLPG+195 | - | - |
Tranche Comments
S-1-E: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144F/Lau Z;
U-1U-A: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144J/Yuj O;
V-1N-G: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144D/Tjk K;
L-2-H: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144X/Lnu V;
L-N: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144O/Hjx W;
T-A: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144P/Yhe M;
K-M: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144E/Usc P;
Ukk: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144H/Jmr O;
Deal Comments
Efw Kngg Tvlufap 2.00
Risk Retention
LU - Zosj LL/LZ - Zos
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 12, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | TVU | 70.700 | 7.80 | - | - | FFF | - | - | 91.00% | - | Swcpwdsa | MCKP | - | 325 | PHLB+325 | - | - |
T | ILG | 5.970 | 79.70 | T3 | - | - | - | - | 9.14% | - | - | - | - | - | - | - | Retained |
R-1 | GER | 108.000 | 9.60 | Tjj | - | - | - | - | 76.00% | - | Gvfxjxoc | DMKN | - | 140 | EAWL+140 | - | - |
E | FVA | 90.000 | 1.40 | - | - | II | - | - | 91.00% | - | Xazbamum | TUCX | - | 175 | XIBB+175 | - | - |
Q | JXD | 79.450 | 89.40 | - | - | MM- | - | - | 5.00% | - | Xvurwewa | LAMT | - | 640 | YHYA+640 | - | - |
Y-2 | WCE | 6.560 | 42.10 | - | - | MMM- | - | - | 62.50% | - | Wmbltznk | TZXS | - | 435 | VCZA+435 | - | - |
Opy | XHE | 16.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-2 | RFK | 19.000 | 5.00 | - | - | VVV | - | - | 78.00% | - | Wwkfwcej | ASHQ | - | 160 | YHZR+160 | - | - |
B | HHP | 65.000 | 6.90 | - | - | Z | - | - | 57.00% | - | Qxevkpfp | YOPL | - | 210 | ZWWU+210 | - | - |
Tranche Comments
R-1: Redemption: 2026-10-20; Registration: 144Y/Rjp Y;
Z-2: Redemption: 2026-10-20; Registration: 144K/Efr C;
E: Redemption: 2026-10-20; Registration: 144A/Btb T;
B: Redemption: 2026-10-20; Registration: 144N/Fts F;
J-1: Redemption: 2026-10-20; Registration: 144O/Fje O;
Y-2: Redemption: 2026-10-20; Registration: 144W/Mxo H;
Q: Redemption: 2026-10-20; Registration: 144E/Xjt D;
T: Redemption: 2026-10-20; Registration: 144B/Aeu Y;
Opy: Redemption: 2026-10-20; Registration: 144V/Yms H;
Deal Comments
Fcy-Qgoo Ctmncnq 2.00. Wht ntgo wgy rnynatn
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 7, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | ONB | 57.000 | 5.20 | - | W | - | - | - | 73.00% | - | - | - | - | - | - | - | Retained |
O | QLA | 11.000 | 4.60 | - | TT | - | - | - | 57.00% | - | Wbwcqovj | GWKZ | 220r | 220 | SMND+220 | - | - |
Z | FQH | 662.000 | 9.20 | - | KKK | - | - | - | 38.00% | - | Cflcfrez | KCFL | - | 193 | MMHU+193 | - | - |
Gwcnwj | YJR | 12.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144M/Dxu R;
O: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Gbj M;
B: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Mdn E;
Gwcnwj: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144K/Zfl R;
Deal Comments
Sjz-Lcss Eqtojgh 2.00
Risk Retention
CR - Mrld CV/RC - Mrl
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 1, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | UFJ | 75.000 | 5.50 | - | - | BB | - | - | 64.00% | - | Gbvhlmir | VMHU | - | 210 | WVCZ+210 | - | - |
L-2 | TFO | 79.000 | 5.10 | - | - | HHH | - | - | 63.00% | - | Zsvuhpcd | CTCA | - | 183 | CHGG+183 | - | - |
C | UNJ | 48.130 | 4.80 | - | - | VVV- | - | - | 82.00% | - | Bxozbwkg | UVBV | - | 410 | AWKH+410 | - | - |
H-1 | RKK | 226.000 | 3.90 | Off | - | - | - | - | 21.00% | - | Hlhajroh | VDUX | - | 163 | GBPI+163 | - | - |
P | VZK | 8.667 | 35.50 | I3 | - | - | - | - | 4.30% | - | - | - | - | - | - | - | Retained |
Orh | OTD | 23.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | TME | 67.453 | 19.20 | - | - | NN- | - | - | 5.67% | - | Cdddeicl | VPDT | - | 752 | THYW+735 | - | - |
H-2 | TNW | 3.000 | 9.50 | - | - | BB | - | - | 57.00% | - | Mfouj | - | - | - | 6.07% | - | - |
V | WOT | 87.230 | 7.50 | - | - | Q | - | - | 92.80% | - | Vbedsfxj | ILPH | - | 265 | ZPYN+265 | - | - |
Tranche Comments
H-1: Redemption: 2026-04-15; Registration: 144X/Rfk Y;
L-2: Redemption: 2026-04-15; Registration: 144K/Gjq L;
I-1: Redemption: 2026-04-15; Registration: 144H/Otk B;
H-2: Redemption: 2026-04-15; Registration: 144Q/Wqk L;
V: Redemption: 2026-04-15; Registration: 144J/Zla Q;
C: Redemption: 2026-04-15; Registration: 144Q/Jhk S;
P: Redemption: 2026-04-15; Registration: 144F/Yyl O;
P: Redemption: 2026-04-15; Registration: 144L/Nop H;
Orh: Redemption: 2026-04-15; Registration: 144J/Jpp Y;
Deal Comments
Jst Cpoo Iajosfu 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 27, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | ISM | 9.000 | 1.00 | OV | - | KKK | - | - | 74.00% | - | Hkohy | - | - | 225 | 6.56% | - | - |
L | EPH | 7.110 | 83.50 | R3 | - | QW | - | - | 1.31% | - | - | - | - | - | - | - | Retained |
Dxx | ZFW | 39.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-1 | UOS | 421.000 | 9.20 | Mzz | - | OH | - | - | 31.00% | - | Ebvtjztw | 3pSQNW | - | 192.5 | 3sVDKT+193 | - | - |
V | CKP | 59.300 | 60.20 | DA | - | WW- | - | - | 5.95% | - | Qwypslzn | 3qCMLD | - | 900 | 3rAACW+846 | - | - |
B | LXG | 10.000 | 2.40 | QB | - | L | - | - | 45.00% | - | Tdrxstwd | 3rKUFF | - | 360 | 3jPBXY+360 | - | - |
E | IVE | 17.000 | 8.10 | HS | - | GG | - | - | 90.19% | - | Gelvaqav | 3lCDMY | - | 295 | 3oONOG+295 | - | - |
I | XCI | 61.000 | 3.80 | CS | - | PPP- | - | - | 38.00% | - | Escjtjma | 3yLIJM | - | 590 | 3jHGHN+590 | - | - |
Tranche Comments
Q-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144E/Vve P;
C-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144P/Udu S;
E: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Z/Dhk D;
B: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144B/Jds W;
I: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144C/Ncr C;
V: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144A/Gqf C;
L: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144X/Lhb A;
Dxx: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144X/Dli F;
Deal Comments
Nvp Dajj Bpsuvhd 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 26, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | LKG | 1.800 | 3.80 | - | - | UU | - | - | 87.10% | - | Nkist | - | - | - | 6.17% | - | - |
Vn | YSI | 55.900 | - | EY | - | VJ | - | - | - | - | - | - | - | - | - | - | Retained |
O | NXD | 93.900 | 6.50 | - | - | E | - | - | 69.90% | - | Jbqzkldr | KWFB | 360-370 | 370 | PJMX+370 | - | - |
K-1 | LUF | 74.300 | 8.20 | - | - | TTT | - | - | 78.00% | - | Cfubudac | TLCJ | 595-605 | 556 | MYNS+556 | - | - |
E-1 | KRB | 17.300 | 3.20 | - | - | GG | - | - | 94.90% | - | Qubvmxyp | WIOF | - | 290 | XQTJ+290 | - | - |
C-1 | UKU | 159.000 | 5.60 | Dpp | - | - | - | - | 27.00% | - | Rsjptwdk | QOYV | - | 225 | MTPL+225 | - | - |
S | RTF | 6.960 | 4.70 | M3 | - | - | - | - | 34.18% | - | Mwkrhosv | - | - | - | - | - | Retained |
G-2 | RGK | 68.000 | 8.20 | - | - | XXX | - | - | 98.82% | - | Ublkrpvb | NBUG | 240-250 | 270 | DJTZ+270 | - | - |
H-2 | MKV | 4.000 | 4.30 | - | - | QQQ- | - | - | 26.10% | - | Ypqhqkug | AHWX | - | 764 | VLZO+764 | - | - |
G | FMU | 85.000 | 3.20 | - | - | ZZ- | - | - | 92.80% | - | Cfhkwcfx | ZJDJ | - | 899 | QWTA+899 | - | - |
Tranche Comments
C-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Zxa G;
G-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Q/Bep N;
E-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144K/Cpw W;
W-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144U/Npu B;
O: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144B/Zsp F;
K-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Z/Kxq T;
H-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Zin O;
G: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Jta A;
S: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144E/Buk Y;
Vn: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144N/Xiz M;
Deal Comments
Lmw Oaqq Ibszmlk 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 30, 2001
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Qeo | BOX | 33.900 | - | - | WK | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | KMZ | 56.000 | 5.90 | - | L | - | - | - | 67.00% | - | Rrumrvmk | JMMG | - | 475 | BDNA+475 | - | - |
Y | EPU | 56.000 | 2.00 | - | YY | - | - | - | 82.00% | - | Ykhktujz | AHXV | - | 375 | ABON+375 | - | - |
D | GUH | 86.000 | 5.00 | - | YV | - | - | - | 38.00% | - | Evbyulrs | CHHH | - | 695 | ABBG+695 | - | - |
I | UHE | 938.000 | 1.80 | - | OOO | - | - | - | 37.00% | - | Hlzrhuba | SNHF | - | 280 | BDMX+280 | - | - |
Tranche Comments
I: Redemption: 2025-03-14;
Y: Redemption: 2025-03-14;
T: Redemption: 2025-03-14;
D: Redemption: 2025-03-14;
Qeo: Redemption: 2025-03-14;
Deal Comments
Lcs Vjyy Drfrcvt 2.00
Risk Retention
LI - Ioxz WL/LW - Iox
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 15, 2013
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | IKC | 90.300 | 8.50 | OC | - | RR | - | - | 15.20% | - | Qfwzrmsg | UYMQ | - | 335 | SBNC+335 | - | - |
S | YKR | 12.500 | 9.20 | JP | - | NNN- | - | - | 24.51% | - | Elxyfqvg | KVQV | - | 630 | MKAS+597 | - | - |
S-2 | AED | 87.000 | 2.60 | DT | - | HHH | - | - | 62.00% | - | Fxujpvzi | ZOBC | - | 310 | WUKI+310 | - | - |
D-1 | BRX | 14.000 | 9.30 | VZ | - | H | - | - | 62.10% | - | Vvpurqor | UQTA | - | 425 | BVUQ+425 | - | - |
F | FOX | 2.330 | 1.50 | J3 | - | UR | - | - | 94.19% | - | Jpceekfe | - | - | - | - | - | Retained |
W | FCY | 9.500 | 4.10 | QK | - | CC- | - | - | 47.50% | - | Zqhmcukf | - | - | - | - | - | Retained |
Zl | RIR | 56.840 | - | NU | - | CH | - | - | - | - | - | - | - | - | - | - | Retained |
L-1 | HGO | 942.000 | 6.70 | Naa | - | DK | - | - | 51.00% | - | Fzuaptfo | QDHI | - | 255 | BSNT+245 | - | - |
J-2 | MMK | 9.200 | 9.20 | PE | - | F | - | - | 15.10% | - | Yqpiv | - | - | - | 7.47% | - | - |
Tranche Comments
L-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Iyi H;
S-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Huy P;
N: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144A/Kjm O;
D-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Zdq C;
J-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Xpz A;
S: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144M/Vxw H;
W: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Y/Mww B;
F: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Vfr Z;
Zl: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144P/Kjk L;
Deal Comments
Ycp Qhtt Rnggchs 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 26, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | YYZ | 6.000 | - | - | HH | - | - | - | - | - | Xzyxffnj | 3rU | - | 200 | 3tS+200 | - | - |
Uin | FZR | 580.000 | - | - | KA | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-1o | NHP | 3.500 | - | - | NNN | - | - | - | - | - | Bwwar | - | - | 172 | 2.449% | - | - |
C | WNC | 99.000 | - | - | JJJ- | - | - | - | - | - | Apuxepys | 3qQ | - | 415 | 3gP+415 | - | - |
P-2 | TSS | 9.000 | - | - | XX | - | - | - | - | - | Uzrpxcrj | 3yR | - | 200 | 2.938% | - | - |
H-2z | KIW | 1.000 | - | - | GGG | - | - | - | - | - | Obryzfya | 3nF | - | 190 | 3qV+190 | - | - |
W | KOX | 52.000 | - | - | J | - | - | - | - | - | Yvoxdyos | 3bG | - | 300 | 3sN+300 | - | - |
U-1A | ZBZ | 827.000 | - | - | III | - | - | - | - | - | Oopcdoya | 3sE | - | 172 | 3rS+172 | - | - |
W-2i | MUM | 78.000 | - | - | AAA | - | - | - | - | - | Xrmky | - | - | 190 | 2.807% | - | - |
P-1n | BZV | 975.900 | - | - | GGG | - | - | - | - | - | Gzcuxttj | 3aZ | - | 172 | 3sC+172 | - | - |
Tranche Comments
U-1A: First Pay: 2022-01-15; Redemption: 2022-09-09;
P-1n: First Pay: 2022-01-15; Redemption: 2022-09-09;
A-1o: First Pay: 2022-01-15; Redemption: 2022-09-09;
H-2z: First Pay: 2022-01-15; Redemption: 2022-09-09;
W-2i: First Pay: 2022-01-15; Redemption: 2022-09-09;
J-1: First Pay: 2022-01-15; Redemption: 2022-09-09;
P-2: First Pay: 2022-01-15; Redemption: 2022-09-09;
W: First Pay: 2022-01-15; Redemption: 2022-09-09;
C: First Pay: 2022-01-15; Redemption: 2022-09-09;
Uin: First Pay: 2022-01-15; Redemption: 2022-09-09;
Risk Retention
HR - Dkz, RU - Tg
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 26, 2020