Arroyo Mortgage Trust (ARRW) 2019-2

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
ARRW 2019-2 (USD 919m)Western Asset Management Co (WAMCO)USOA
May 16, 2019
ClassCCYSIZE (M)WALMOSPFIDRKRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
I1FOR63.3104.43-QQQ--ZZZ+5.70%-VfwxiWrzxs--2504.76%4.750%81.75308
O2YKT50.4604.41-SS--BB+60.70%-GkzclBigqs--1253.50%3.451%94.98790
Y1QPK411.9376.57-NNN--UUU30.87%-ArpkyTkvqi--1103.35%3.301%26.37463
V3XGG75.7152.23-D--E+7.93%-IqaueTrefp--1553.80%3.751%34.84195
Tranche Comments
Y1: First Pay: 2019-06-25; Registration: 144V Gexx; O2: First Pay: 2019-06-25; Registration: 144D Kxvn; V3: First Pay: 2019-06-25; Registration: 144D Ujvm; I1: First Pay: 2019-06-25; Registration: 144Z Sxxs;
Pricing Speed
10-25%GCT 48vj, 20% Gqmm

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