New Issue Deal Count

Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD297.6006.30Aaa----38.00%-FloatingSOFR210210SOFR+210-100.00000
BUSD55.8008.30--AA--26.38%-FloatingSOFR300300SOFR+300-100.00000
C-1USD21.8009.00--A--19.75%-FloatingSOFR385385SOFR+385-100.00000
C-2USD10.0009.00--A--19.75%-FixedSwaps385-7.25%7.250%100.00000
DUSD28.8009.60--BBB---13.75%-FloatingSOFR650-665660SOFR+627-98.00000
EUSD18.000---BB---10.00%-------Retained
FUSD1.200-B3----9.75%-------Retained
SubUSD42.300--------------Retained
Tranche Comments
A: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144A/Reg S; B: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144A/Reg S; C-1: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144A/Reg S; C-2: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144A/Reg S; D: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144A/Reg S; E: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144A/Reg S; F: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144A/Reg S; Sub: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$400m to US$480m. Non Call Period: 2.00
Risk Retention
EU - Horizontal
Pricing Speed
20 CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 24, 2028
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 24, 2032

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