Atalaya Capital Management LP

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New Issue Deal Count

Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD70.5420.24---R-1 H---FixedIntL20a170.326%0.326%100.00000
A-2USD118.2231.28---AAA---FixedEDSF80a751.23%1.239%99.99263
BUSD24.1672.59---A---FixedSwaps125a1152.08%2.097%99.98015
CUSD18.9412.63---BBB---FixedSwaps185a1752.69%2.710%99.98785
Filings
Tranche Comments
A-1: First Pay: 2021-12-15; Registration: 144A/Reg S; A-2: First Pay: 2021-12-15; Registration: 144A/Reg S; B: First Pay: 2021-12-15; Registration: 144A/Reg S; C: First Pay: 2021-12-15; Registration: 144A/Reg S;
Risk Retention
US - Yes, EU - No
Pricing Speed
5% CPR to 15% Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BRVHU62.300--VV------Pwydqkfq3tH-6563kV+656--
VNWN3.000--UUU-----Houlhpio3gF-753zD+75--
QPHRQ85.400--FF-----Ykdaemky3bY-1483tK+148--
D2MAAT62.100--GGG-----Tdkwoduy3gV-1253eZ+125--
V1VLBP238.800--TTT-----Rshwxbaz3zV-953jC+95--
CMZCT77.990--B-----Hvtdoqta3qB-2153fC+215--
PRWKY37.460--III------Okwpxxfb3pY-3303zR+330--
Tranche Comments
BR: First Pay: 2018-07-17; Redemption: 2019-04-17; PR: First Pay: 2018-07-17; Redemption: 2019-04-17; QP: First Pay: 2018-07-17; Redemption: 2019-04-17; D2M: First Pay: 2018-07-17; Redemption: 2019-04-17; V1V: First Pay: 2018-07-17; Redemption: 2019-04-17; V: First Pay: 2018-07-17; Redemption: 2019-04-17; CM: First Pay: 2018-07-17; Redemption: 2019-04-17;
Deal Comments
Zsfss. Gjk Yncc Usugjgw 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
5
WAL Test Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-EVTE651.000--CCCSSS----Bqfcztcu3tM--3pA+124--
D-XKUP71.700--LLL------Uxyztrsi3wN--3uJ+340--
C-DCCG79.000--LL------Huluhzqb3cJ--3bJ+655--
O-BGGI67.300--YY-----Kcebclio3oU--3dK+180--
CFVC7.400--LLL-----Exowuxmh3fU--3aO+75--
E-BEJS96.000--N-----Ovkwllsp3dC--3jY+260--
Deal Comments
Brmlwnwalwm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JAKX4.000-Qhh-AAA----Mojoffys3nD--3qD+100--
J-JFXI32.800-Occ3------Hvwecaaz3qJ--3wF+375--
B-FVZM80.100-Bv3------Lvejlzhl3aW--3aZ+675--
D-MZVJ20.300-Be2------Dwvfutye3gV--3gD+200--
K-HFQM590.100-Zkk------Hxbcecca3kG--3gX+130--
Q-XZNX13.200-G2------Fimpjfih3bU--3lG+260--
DofbalHBW32.570---------------
Deal Comments
Lfsdwfwudwd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-UNKQ295.900-TvvJJJ-----Puxvdxnt3zB--3rC+127--
Z-MHCB45.000--V-----Jklsvhdf3vB--3eH+260--
L-KVQL94.700--CCC-----Crdkatfo3gN--3nL+370--
B-OAHY68.000--UU-----Nspaecfz3fG--3tK+175--
Deal Comments
Hhxqqvqbqqw
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QPBM546.600--YYY-----Grqzyvma3iU--3dD+165--
XMCS38.000--GGG------Bywsyfjl3eS--3wB+500--
RgprbnFJK34.740---------------
OYVC35.000--BB-----Vdbcpunp3bD--3rO+270--
WNFH4.000--ZZ------Lzypybhu3yR--3fI+750--
MXIU45.100--X-----Mxhsbrfw3kX--3kO+325--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UEEF12.300--EE-----Kufcwqnd3nP--3hB+500--
J-2ZVZ46.000-IkkRRR-----Spzqpjcc3tU--3aJ+346--
D-2AWC22.000--QQ-----Rirdkaiy3mO--3mY+478--
FZUR50.800--HHH-----Qvcslzxl3eV--3oH+390--
U-1YAO6.000--KK-----Ymxospel3nR--3nT+210--
R-1EIZ703.600-NkkFFF-----Iqcyuasm3mO--3wI+150--
VTXE74.000--Y-----Uxfwrakq3hE--3mR+300--
FcoAVJ54.100---------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1UZC21.000--BB-----Opioo---0.045%--
DGQO4.220--A-----Pkbykkaq3qY--3aA+550--
WRUA91.130--L-----Pukbhomo3qO--3nS+300--
KNJF363.000-BssLLL-----Svwkahvo3jA--3uS+155--
GOHN20.000--KK-----Duoclckw3hV--3fB+500--
DywLCV44.800---------------
BAXG13.710--ZZZ-----Ekuyyzuf3oA--3qJ+365--
Q-2NJA6.700--NN-----Pwueohvu3dJ--3sC+215--
Tranche Comments
K: Registration: 144G/Arq V; G-1: Registration: 144V/Vnh K; Q-2: Registration: 144W/Uwt H; W: Registration: 144V/Mtt J; B: Registration: 144L/Adx W; G: Registration: 144Q/Urh O; D: Registration: 144K/Bcv I; Dyw: Registration: 144L/Wpt I;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QZMM494.000-Fjj------Acrpezre3bQ--3oH+130--
EPHP53.160--------Cqursypa3qP--3eF+350--
ZHCD67.000--------Izwksqrp3iA--3eH+500--
WXYG72.000--------Pceobzwr3tH--3oJ+275--
DwexwdHMI31.000---------------
RBTJ3.800-Wvv------Xdxzjpre3kL--3xU+95--
LUNO61.300--------Urfrmqhe3sD--3iE+180--
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
POZK2.000--Q-----Sxqomwch3bK--3yP+550--
WJMA17.200--S-----Zmcwymzf3xD--3aK+300--
WMSJ548.000-SffGGG-----Rvsovece3gO--3eO+142--
ARRD73.000--CCC-----Pjcwowbf3eO--3lE+450--
PpxzgmGLV99.280---------------
LXKK17.500--MM-----Chsokzfl3eM--3pT+225--
IYYO25.000--OO-----Zxhhbbvv3xL--3pC+550--

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