FS Rialto Issuer Ltd (FSRIA) 2022-FL6

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD349.3752.614.58Aaa--AAA-46.75%-FloatingSOFR270-275270SOFR+258-99.49990
A-CSUSD50.0002.614.58Aaa--AAA-46.75%-FloatingSOFR-270SOFR+270-100.00000
A-SUSD90.9382.774.73NR--AAA-34.63%-FloatingSOFR325325SOFR+313-99.49610
BUSD33.7502.824.80NR--AA (L)-30.13%-FloatingSOFR380375SOFR+363-99.49970
CUSD42.1872.824.82NR--A (L)-24.50%-FloatingSOFR440435SOFR+423-99.49710
D-1USD34.6882.874.82NR--BBB (H)-19.88%-FloatingSOFR500---Retained
D-2USD13.1252.964.82NR--BBB-18.13%-FloatingSOFR525---Retained
EUSD13.1253.634.82NR--BBB (L)-16.38%-------Retained
Filings
Tranche Comments
A: Registration: 144A/Reg S; A-CS: Registration: 144A/Reg S; Comments: Pre-placed; A-S: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D-1: Registration: 144A/Reg S; D-2: Registration: 144A/Reg S; E: Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$600m to US$750m
Research
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