Arroyo Mortgage Trust (ARRW) 2021-1R

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
ARRW 2021-1R (USD 404m)Western Asset Management Co (WAMCO)USOA
Jun 25, 2021
ClassCCYSIZE (M)WALMOSPFIDRKRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
N2YTB4.5698.12-A-C-5.80%-DBQ------Retained
L1QSJ942.9961.74-KKK-CCC-56.70%-IaunnHbfup75l-751.18%1.142%47.28205
F3GBF54.2801.20-BB-N-7.15%-AuajdPjmiw115z-1201.64%1.592%35.45122
S1PTS6.2019.17-KK-PP-3.20%-UgwkwNqwyz265f-2653.48%3.439%44.99309
G1NIS76.2885.93-AAA-SSS-5.22%-BvuwjNvkfv175w-1852.67%2.639%74.47935
C2KLV63.7646.20-ZZ+-RR-2.20%-AmcqnNerzw95f-1051.48%1.442%79.31772
Tranche Comments
L1: Registration: 144G/Dxr W; C2: Registration: 144Z/Wzo C; F3: Registration: 144Q/Dhm S; G1: Registration: 144L/Gce Z; S1: Registration: 144M/Jmo X; N2: Registration: 144F/Gbv T;
Pricing Speed
25 IKI qd 30% cbglg zq clbb

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