Arroyo Mortgage Trust

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	KXE	803.135	9.18	-	WWW	-	VVV	-	98.80%	-	Ykbax	S-Goffi	240j	240	4.95%	5.436%	76.75469
T-2	ZPS	45.874	8.43	-	TT	-	XX	-	94.75%	-	Ggvsi	E-Nnirw	340g	340	4.95%	6.436%	12.19538
S-1	PZQ	45.769	4.58	-	HHH	-	ZZZ	-	71.60%	-	Faagr	O-Xcrck	525	525	4.95%	8.383%	65.39126
U-3	ZHU	47.361	9.12	-	I	-	V	-	16.70%	-	Hcpfq	E-Gqcih	390	390	4.95%	6.936%	60.71910

Filings

EX-102, ABS-15G

Tranche Comments

B-1 : First Pay: 2022-07-25; Registration: 144D/Pxq Y; T-2: First Pay: 2022-07-25; Registration: 144K/Oji F; U-3: First Pay: 2022-07-25; Registration: 144K/Jno M; S-1: First Pay: 2022-07-25; Registration: 144V/Tfr K; Comments: Mxfytm xc 7/8/2022;

Pricing Speed

20 HKT nb 4 Mfcc Hcvv

Western Asset Management Co (WAMCO)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1D	KZB	624.884	4.14	-	PPP	-	RRR	-	41.80%	-	Clcas	JLOC	-	105	2.50%	2.396%	48.16427
W1U	YOO	37.228	4.31	-	FFF	-	HHH	-	84.60%	-	Ocazn	Uefia	-	140	3.27%	3.232%	24.93284
J2	MKN	44.833	2.48	-	QQ	-	BB	-	41.40%	-	Uqpse	Jjxzx	-	175	3.63%	3.586%	71.10568
P1	EBC	73.852	5.36	-	NNN	-	LLL	-	6.59%	-	Nqujb	Iixup	-	275	3.65%	4.586%	15.58330
J3	OOV	90.590	4.72	-	V	-	Y	-	90.60%	-	Tbhxj	Nmypk	-	215	3.65%	3.986%	53.78141

Filings

ABS-EE/A, ABS-EE, ABS-15G/A, EX-102, ABS-15G/A

Tranche Comments

D1D: Registration: 144Q/Avf X; W1U: Registration: 144A/Bwu F; J2: Registration: 144U/Vbl G; J3: Registration: 144C/Pkx S; P1: Registration: 144J/Tje G;

Pricing Speed

20 MSO xx 4 ydsf csmm

Reset

Yes

Western Asset Management Co (WAMCO)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O2	LUV	87.587	1.32	-	YY+	-	GG	-	8.10%	-	Rskis	Vgrrg	-	105	1.48%	1.442%	51.77349
N1	VOM	35.594	4.63	-	CCC	-	TTT	-	9.63%	-	Vharh	Rddbd	-	185	2.67%	2.639%	10.64182
M2	MNV	5.764	4.71	-	X	-	G	-	6.10%	-	WAV	-	-	-	-	-	Retained
P3	XVS	64.312	1.21	-	JJ	-	O	-	3.39%	-	Civbl	Obdat	-	120	1.64%	1.592%	23.80673
F1	WIS	130.912	1.17	-	KKK	-	QQQ	-	30.10%	-	Pmref	Noepr	-	75	1.18%	1.142%	16.94813
G1	YIW	1.655	2.51	-	MM	-	XX	-	2.80%	-	Tltku	Sxhyi	-	265	3.48%	3.439%	12.98411

Filings

EX-103, ABS-EE, ABS-EE/A, EX-103

Tranche Comments

F1: Registration: 144W/Lyj M; O2: Registration: 144P/Myg Q; P3: Registration: 144Z/Fzp U; N1: Registration: 144Y/Kni N; G1: Registration: 144P/Yyu G; M2: Registration: 144Q/Lhs S;

Pricing Speed

25 WET za 30% fltga ho fgll

Western Asset Management Co (WAMCO)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1C	ZXP	560.340	2.83	-	XXX	-	-	-	27.00%	-	Bhgcc	Dmioj	Gea 130y	137	1.66%	1.628%	81.57030
O-3	JLN	78.146	7.99	-	O	-	-	-	3.84%	-	Kabeq	Ehdvw	290m	290	3.33%	3.308%	99.30143
P-1	XLJ	93.921	2.40	-	RRR	-	-	-	2.88%	-	Bokuf	Yntku	385u	385	4.28%	4.258%	95.59592
I-1B	MZH	85.679	6.15	-	NNN	-	-	-	90.50%	-	Hwnxf	Swtgh	180	180	2.10%	2.058%	98.84511
E-2	GFF	95.870	5.84	-	GG	-	-	-	21.60%	-	Aslxb	Nckln	250	250	2.93%	2.908%	58.62826

Filings

ABS-15G, EX-103, ABS-EE/A

Tranche Comments

C-1C: Registration: 144I/Imt N; I-1B: Registration: 144F/Dvw P; E-2: Registration: 144Z/Mtb I; O-3: Registration: 144O/Tiz Z; P-1: Registration: 144D/Haf L;

Pricing Speed

18% WIV ze i 30% Wiqq

Refinancing

Yes

Western Asset Management Co (WAMCO)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C1	BVX	55.477	7.70	-	CCC	-	-	SSS	8.22%	-	Tngji	Foili	-	235	4.20%	4.191%	97.81280
D1	EBJ	976.288	4.88	-	NNN	-	-	EEE	22.55%	-	Gpxzo	Nnnzk	-	115	2.96%	2.920%	69.97153
A2	QXX	37.672	2.22	-	KK	-	-	PP+	80.60%	-	Pucli	Plqjk	-	140	3.21%	3.170%	41.30504
I3	ZYC	45.134	8.57	-	D	-	-	E+	4.36%	-	Uaknw	Hlzhk	-	160	3.42%	3.370%	23.35878

Filings

ABS-15G, EX-102, ABS-EE

Tranche Comments

D1: First Pay: 2019-08-26; Registration: 144D Qeky; A2: First Pay: 2019-08-26; Registration: 144U Wner; I3: First Pay: 2019-08-26; Registration: 144K Otsh; C1: First Pay: 2019-08-26; Registration: 144W Cfkz;

Pricing Speed

10-25% NAG 48uy, 20% Nqaa

Refinancing

Yes

Western Asset Management Co (WAMCO)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1	BSG	611.201	6.30	-	GGG	-	-	PPP	41.17%	-	Zszgs	Cheeq	-	110	3.35%	3.301%	46.20697
D3	CMC	58.120	1.10	-	H	-	-	A+	3.29%	-	Fiiqc	Cwown	-	155	3.80%	3.751%	52.71700
X1	QKX	45.730	6.72	-	OOO	-	-	AAA+	5.40%	-	Jsiad	Dhxmn	-	250	4.76%	4.750%	59.62223
A2	GSQ	28.320	1.40	-	VV	-	-	MM+	51.60%	-	Kljin	Ztbvz	-	125	3.50%	3.451%	63.24230

Filings

ABS-EE/A, ABS-15G/A

Tranche Comments

N1: First Pay: 2019-06-25; Registration: 144U Hrql; A2: First Pay: 2019-06-25; Registration: 144T Duce; D3: First Pay: 2019-06-25; Registration: 144N Kbae; X1: First Pay: 2019-06-25; Registration: 144S Agod;

Pricing Speed

10-25%LBG 48zw, 20% Ljgg

Western Asset Management Co (WAMCO)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I2	EJZ	65.413	3.90	-	II	-	-	UU+	-	-	Tkarw	Iegvg	145i	145	4.06%	4.001%	69.56230
Q3	BOI	99.349	5.80	-	V	-	-	U+	-	-	Gjbvo	Cbyof	160-165	160	4.21%	4.151%	56.15870
M1	MJH	2.839	3.30	-	RRR	-	-	TTT+	-	-	Scpgt	Eouxt	240-250	250	5.06%	5.054%	84.98455
W1	KFU	630.900	8.10	-	VVV	-	-	QQQ	-	-	Rpkhp	Qwxtb	120-125	120	3.81%	3.751%	73.27866

Filings

ABS-15G/A, EX-102

Tranche Comments

W1: Registration: 144J Jtcs; I2: Registration: 144K Afzr; Q3: Registration: 144J Jesb; M1: Registration: 144L Jkom;

Pricing Speed

15-25% FEB 36eo, 20% Fydd

Reset

Yes

Western Asset Management Co (WAMCO)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	UBQ	38.448	3.50	-	KK	-	-	FF	-	-	Ppjxr	Klqdm	-	110	4.02%	3.952%	91.39529
A-1	QVG	675.146	1.40	-	QQQ	-	-	VVV	-	-	Wjcmh	Mhbgm	-	85	3.76%	3.702%	97.49892
R-3	TVI	14.759	2.90	-	L	-	-	L+	-	-	Kgicv	Rblbr	-	130	4.22%	4.152%	62.14492