| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | ARRW 2022-1 (USD 399m) | Western Asset Management Co (WAMCO) | | USOA | Feb 9, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1E | AMP | 92.718 | 2.31 | - | YYY | - | SSS | - | 62.20% | - | Kzymd | Iyqvh | - | - | 140 | 3.27% | 3.232% | 39.52613 | | B3 | NVD | 57.230 | 8.99 | - | X | - | G | - | 43.60% | - | Duhko | Gwwzh | - | - | 215 | 3.65% | 3.986% | 90.28445 | | D2 | ARE | 36.439 | 4.65 | - | QQ | - | MM | - | 58.50% | - | Jlbpb | Adzhk | - | - | 175 | 3.63% | 3.586% | 67.16744 | | B1B | XWG | 256.761 | 2.77 | - | EEE | - | UUU | - | 28.40% | - | Wlsiq | LCEV | - | - | 105 | 2.50% | 2.396% | 26.86095 | | K1 | WRN | 70.643 | 3.50 | - | RRR | - | QQQ | - | 4.89% | - | Eznyx | Lmmqb | - | - | 275 | 3.65% | 4.586% | 98.87133 |
Tranche Comments B1B: Registration: 144K/Tei N;
T1E: Registration: 144U/Wlm O;
D2: Registration: 144X/Ulx G;
B3: Registration: 144U/Yek Z;
K1: Registration: 144G/Weo W; Pricing Speed 20 ZIT wg 4 tmpu dpmm |
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