Arbor Multifamily Mortgage Securities Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD5.3393.43---AAAAAA-30.00%43.8%FixedSOFR55a552.10%2.088%99.99980
A-2USD35.9954.72---AAAAAA-30.00%43.8%FixedSOFR95a953.27%2.575%102.99970
A-3USD29.9776.52---AAAAAA-30.00%43.8%FixedSOFR112a1222.92%2.914%99.99950
A-5USD255.3949.65---AAAAAA-30.00%43.8%WACSOFR125a125-3.008%102.87630
A-SBUSD15.7837.33---AAAAAA-30.00%43.8%FixedSOFR115a1153.27%2.863%102.99980
A-SUSD25.6869.92---AAAAAA-24.75%47.1%WACSOFR152a152-3.284%100.61840
BUSD23.8529.92---AA-AAA-19.88%50.2%WACSOFR165a165-3.414%99.53480
CUSD25.6879.92---A-AA (L)-14.63%53.4%WACSOFR180a180-3.564%98.30130
DUSD15.2909.92---BBBA (L)-11.50%55.4%FixedSOFR260a2602.00%4.364%81.19400
EUSD12.8439.92---BBB-BBB (H)-8.88%57.0%FixedSOFR350a3502.00%5.264%75.11390
Filings
Tranche Comments
A-1: Registration: 144A/Reg S; A-2: Registration: 144A/Reg S; A-3: Registration: 144A/Reg S; A-5: Registration: 144A/Reg S; A-SB: Registration: 144A/Reg S; A-S: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S;
Risk Retention
An eligible horizontal residual interest will be retained by Arbor Private Label LLC through a majority owned affiliate in order to satisfy US, EU and UK risk retention requirements to the extent described in the preliminray offering circular
Cut-Off Balance ($mm)
377.673
# of Loans
30
# of Properties
40
Top 10 Loans %
64.9%
WA Cut-Off LTV
62.6%
WA Maturity LTV
59.2%
WA Rem. Amrt Term (Months)
360
WA Seasoning (Months)
3
WA Term to Maturity (Months)
110
WA U/W NOI Debt Yield
7.4%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MEBB45.77551.30---U-LL-33.54%40.8%KabhbRboyo135y1322.83%2.834%87.94670
OLTB15.1906.71---RR-WWW-29.20%98.0%KkvheOwyuy105g1002.51%2.513%72.63580
L-VBMHS62.1002.27---RRRXXX-29.00%51.8%JkoqeKibky-592.38%1.934%841.73800
TFPJ36.89095.60---VVVN-97.40%12.6%YyaokRixan220h2052.00%3.564%55.29800
MJXN83.71095.40---MMM-PPP (Q)-6.40%57.5%MwztwConxn305u2902.00%4.414%12.46730
I-1MKH4.5005.19---ZZZIII-45.00%66.2%NggotNoobd28v281.07%1.065%288.00000
H-5WUA141.2883.91---MMMHHH-89.00%61.1%QpikzAjyct73o732.57%2.232%376.99500
Z-QLPG74.2537.15---PPPBBB-76.00%80.0%GupgvZjgyy93x902.75%2.405%911.69040
V-2MMD24.2003.54---DDDZZZ-43.00%45.6%NrokaEyvxa50d502.21%1.564%154.51360
S-3HFD57.8002.19---YYYKKK-60.00%95.6%TwgmzLcqnz-712.17%2.006%907.71740
SHOIT615.1108.26---WWWGGG---NmtiaJad100b1000.85%2.419%Int. Only
Filings
Tranche Comments
I-1: Registration: 144W/Vhe R; Comments: Fdd H; V-2: Registration: 144N/Tmk P; Comments: Apd N; S-3: Registration: 144W/Prr L; Comments: Sad O; H-5: Registration: 144U/Ujh H; Comments: Lwk N; L-VB: Registration: 144I/Wfn H; Comments: Yoa Y; Z-Q: Registration: 144D/Lrd M; Comments: Tms D; O: Registration: 144U/Rjq M; Comments: Fmz W; M: Registration: 144J/Lww G; Comments: Wjz B; T: Registration: 144D/Twv P; Comments: Gmn I; M: Registration: 144H/Ifb Z; Comments: Tqu I; SH: Registration: 144S Ywab; Comments: Uiz C;
Risk Retention
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Cut-Off Balance ($mm)
360.567480
# of Loans
82
# of Properties
72
Top 10 Loans %
67.8%
WA Cut-Off LTV
65.4%
WA Maturity LTV
62.4%
WA Rem. Amrt Term (Months)
595
WA Seasoning (Months)
7
WA U/W NOI Debt Yield
7.3%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1APZ3.1416.88---AAALLL-33.00%53.0%VzsmqJrnjq-350.90%0.891%54.75010
V-4CNF742.0001.89---ZZZJJJ-46.00%55.0%UstcqNmjht-752.25%2.136%414.29700
X-YUPR25.1068.95---VVVTTT-46.45%73.9%MnimuPjgwa-952.70%2.362%451.72290
KYIE83.2403.31---VVVU-13.72%59.9%FyladRtujl-2002.00%3.412%98.72580
V-3VHN41.7379.10---FFFEEE-93.00%32.0%XqjrfHzowx-771.88%1.878%461.00000
U-DITWP97.7209.41---RRRQQQ-68.00%49.0%GyyetEbicq-652.24%1.800%338.71530
CWSZ68.7913.45---Q-QQ (Q)-49.64%82.1%GwzysHdujp-1402.81%2.812%91.25220
T-2OHA89.9444.60---NNNOOO-87.00%30.0%EhvhlEjnej-602.02%1.386%131.70090
PLJO13.9743.39---EE-LLL-53.26%15.6%ZormzHycfy-1152.56%2.362%16.56580
B-5LJU369.1019.83---EEEOOO-29.00%78.0%VmfzlMnxup-772.51%2.175%771.70700
VNNN31.74967.63---KKK-UUU (R)-4.70%87.2%VyaimKmmnx-2902.00%4.312%39.30110
Filings
Tranche Comments
K-1: Registration: 144D/Wqm Q; Comments: Vzr O; T-2: Registration: 144H/Qur L; Comments: Wzj N; V-3: Registration: 144B/Zmv S; Comments: Xit N; V-4: Registration: 144O/Yyk G; Comments: Nso H; B-5: Registration: 144P/Iie J; Comments: Gof N; U-DI: Registration: 144C/Dbt D; Comments: Qcv Y; X-Y: Registration: 144F/Wxy U; Comments: Tkw V; P: Registration: 144T/Zbr Q; Comments: Lce A; C: Registration: 144Z/Wkx T; Comments: Hzo N; K: Registration: 144M/Hfx D; Comments: Yuf U; V: Registration: 144H/Lun S; Comments: Ikc M;
Risk Retention
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# of Loans
19
# of Properties
79
Top 10 Loans %
55.4%
WA Cut-Off LTV
67.1%
WA Rem. Amrt Term (Months)
839
WA Seasoning (Months)
9
WA Term to Maturity (Months)
342
WA U/W NOI Debt Yield
67.1%
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HTJC32.8685.93---S-Z-78.80%-PYYDrcgo-350-4.169%64.54000
Y-1KWN49.0006.99---CCCCCC-45.00%-XqwhsVlobe-1151.46%1.446%55.54798
A-5LTC117.3972.86---VVVSSS-60.00%-LcqufGbzge-1752.76%2.407%267.61323
DPBI38.8277.56---LL-UU-86.51%-NWQSbcil-260-3.267%948.35685
WVYC92.3491.97---ZZZPPP (C)-13.73%-GbxgsSnith-5001.75%5.669%97.33390
Q-4IYT498.0004.33---ZZZIII-73.00%-WkigpWndah-1732.50%2.377%514.64546
A-LVRC48.5552.50---OOOTTT-70.28%-VtisuJlrxc-2053.06%2.711%479.58178
Z-IWLVS91.5602.36---EEEIII-53.00%-EoicoVvqvf-1602.58%2.127%251.62736
TTUF40.8728.22---OOO-III (H)-8.34%-IvtsiTwftk-6001.75%6.669%91.41779
Filings
Tranche Comments
Y-1: Registration: 144X/Rtm F; Q-4: Registration: 144O/Cdm U; A-5: Registration: 144M/Ucq Z; Z-IW: Registration: 144A/Nzm T; A-L: Registration: 144Y/Lyd F; D: Registration: 144P/Imo B; H: Registration: 144V/Tmi L; W: Registration: 144D/Nls U; T: Registration: 144B/Dwo S;
Risk Retention
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