Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD55.0004.11----A-63.0%Floating--325--Retained
A-2AUSD23.5004.11----A-63.0%FloatingSOFRMid 3003503mSOFR+350--
A-2BUSD205.5004.11----A-63.0%FixedSwapsMid 3003506.58%--
BUSD45.0004.11----BBB-73.0%FixedSwaps-4757.83%--
Filings
Tranche Comments
A-1: Redemption: 2023-09-07; A-2A: Redemption: 2023-09-07; A-2B: Redemption: 2023-09-07; B: Redemption: 2023-09-07;
Deal Comments
Non Call Period: 1.00
Pricing Speed
20% CPR to Maturity
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 7, 2024

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