| 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 |
|---|
| F2 | EMB | 42.884 | 2.58 | - | II+ | - | MM | - | 8.50% | - | Erxpq | Iqovd | 95r | - | 105 | 1.48% | 1.442% | 52.80555 | | I1 | IVK | 55.244 | 1.59 | - | BBB | - | ZZZ | - | 5.31% | - | Hvhox | Ffamb | 175d | - | 185 | 2.67% | 2.639% | 28.93269 | | Z2 | RRN | 4.859 | 3.76 | - | C | - | C | - | 2.20% | - | TAM | - | - | - | - | - | - | Retained | | R1 | EVH | 419.517 | 3.56 | - | ZZZ | - | HHH | - | 32.50% | - | Vlcxc | Slcbk | 75p | - | 75 | 1.18% | 1.142% | 48.25284 | | U3 | ESE | 19.324 | 2.11 | - | ZZ | - | X | - | 4.95% | - | Pfhrn | Rutmn | 115n | - | 120 | 1.64% | 1.592% | 24.12639 | | I1 | RUY | 8.208 | 2.54 | - | MM | - | FF | - | 8.50% | - | Knxwv | Brngp | 265q | - | 265 | 3.48% | 3.439% | 35.47557 |
Tranche Comments R1: Registration: 144V/Iox R;
F2: Registration: 144M/Zai N;
U3: Registration: 144F/Ovf D;
I1: Registration: 144G/Whj P;
I1: Registration: 144O/Ljx K;
Z2: Registration: 144D/Akc V; Pricing Speed 25 ZZM xh 30% kchof cb kocc |
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