| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | ARRW 2021-1R (USD 404m) | Western Asset Management Co (WAMCO) | | USOA | Jun 25, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O3 | LLJ | 47.908 | 5.29 | - | EE | - | U | - | 7.61% | - | Ffhyb | Jmedx | 115u | - | 120 | 1.64% | 1.592% | 15.95839 | | Z2 | RLF | 3.647 | 8.70 | - | H | - | F | - | 7.20% | - | DTT | - | - | - | - | - | - | Retained | | J1 | NVU | 757.209 | 7.45 | - | RRR | - | DDD | - | 90.30% | - | Jqhav | Gwqus | 75g | - | 75 | 1.18% | 1.142% | 78.26140 | | O1 | FYZ | 39.159 | 3.19 | - | HHH | - | EEE | - | 8.18% | - | Frkwp | Khzfq | 175n | - | 185 | 2.67% | 2.639% | 50.48112 | | P1 | ACU | 4.682 | 1.51 | - | II | - | XX | - | 2.90% | - | Afsef | Ergtp | 265m | - | 265 | 3.48% | 3.439% | 93.11855 | | V2 | UGX | 96.660 | 8.88 | - | XX+ | - | CC | - | 9.30% | - | Njgil | Vfdqu | 95z | - | 105 | 1.48% | 1.442% | 63.91033 |
Tranche Comments J1: Registration: 144U/Ecj H;
V2: Registration: 144Z/Xwb T;
O3: Registration: 144N/Wih O;
O1: Registration: 144W/Gqf E;
P1: Registration: 144W/Ekq D;
Z2: Registration: 144I/Diu K; Pricing Speed 25 BMD dw 30% xmojc yc xjmm |
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