Arroyo Mortgage Trust (ARRW) 2020-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1AUSD266.7902.85-AAA---25.00%-FixedSwapsMid 130s1371.66%1.628%99.99807
A-1BUSD31.6582.85-AAA---16.10%-FixedSwaps1801802.10%2.058%99.99872
A-2USD13.5185.66-AA---12.30%-FixedSwaps2502502.93%2.908%99.99487
A-3USD17.9635.66-A---7.25%-FixedSwaps290a2903.33%3.308%99.99753
M-1USD11.7395.66-BBB---3.95%-FixedSwaps385a3854.28%4.258%99.99755
Tranche Comments
A-1A: Registration: 144A/Reg S; A-1B: Registration: 144A/Reg S; A-2: Registration: 144A/Reg S; A-3: Registration: 144A/Reg S; M-1: Registration: 144A/Reg S;
Pricing Speed
18% CPR to a 30% Call
Research
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