Arroyo Mortgage Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1 USD281.1042.25-AAA-AAA-30.10%-FixedI-Curve240a2404.95%5.436%98.79073
A-2USD23.9282.25-AA-AA-24.15%-FixedI-Curve340a3404.95%6.436%96.81682
A-3USD29.1572.25-A-A-16.90%-FixedI-Curve3903904.95%6.936%95.85450
M-1USD17.6943.95-BBB-BBB-12.50%-FixedI-Curve5255254.95%8.383%88.60846
Tranche Comments
A-1 : First Pay: 2022-07-25; Registration: 144A/Reg S; A-2: First Pay: 2022-07-25; Registration: 144A/Reg S; A-3: First Pay: 2022-07-25; Registration: 144A/Reg S; M-1: First Pay: 2022-07-25; Registration: 144A/Reg S; Comments: Priced on 7/8/2022;
Pricing Speed
20 CPR to 4 Year Call
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q1MHZP36.8464.18-YYY-BBB-43.70%-JmwfnCkbct-1403.27%3.232%41.87625
H2MRF49.2146.18-TT-UU-13.10%-UnzhuZyoyg-1753.63%3.586%20.83935
N1NRUH729.7067.55-FFF-ZZZ-87.90%-KzzmjYPRR-1052.50%2.396%95.63413
D3BCV83.8602.99-N-I-15.80%-GubxwGyygu-2153.65%3.986%79.75035
D1RLG43.3673.99-BBB-NNN-2.19%-KsoviKgcjs-2753.65%4.586%71.90437
Tranche Comments
N1N: Registration: 144H/Xlu J; Q1M: Registration: 144N/Pat W; H2: Registration: 144E/Emm J; D3: Registration: 144M/Ttm K; D1: Registration: 144H/Iik Y;
Pricing Speed
20 HWZ ft 4 bned deww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S2VFY41.7328.31-GG+-MM-8.30%-HbvjsUzzuo-1051.48%1.442%99.91508
I1AUR728.2039.10-TTT-BBB-67.30%-KvhjqAmvms-751.18%1.142%47.88839
M1AJJ1.7552.96-RR-OO-4.50%-UlbtpTbycg-2653.48%3.439%89.85752
X2IPT3.2471.61-V-Y-9.50%-MEO-----Retained
D1FEN60.1308.54-III-DDD-5.86%-ImrhgVrzge-1852.67%2.639%93.82022
X3UFE35.1721.93-CC-Q-3.16%-AsnooVggge-1201.64%1.592%63.16610
Tranche Comments
I1: Registration: 144V/Kuz Q; S2: Registration: 144P/Hdi L; X3: Registration: 144M/Qhf A; D1: Registration: 144E/Vio X; M1: Registration: 144C/Arh U; X2: Registration: 144T/Vnd P;
Pricing Speed
25 HDR gd 30% xsbbe qg xbss
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1NEZM280.8205.18-PPP---97.00%-LqsasYmdnnDka 130v1371.66%1.628%94.21921
K-3HMP87.4464.34-H---6.21%-VkkhjFhthj290o2903.33%3.308%57.10496
J-2CUB18.2388.19-QQ---15.90%-ZilqbBrqki2502502.93%2.908%95.82850
V-1EZQ34.7822.35-FFF---2.76%-LczyvItnzl385p3854.28%4.258%53.33626
Q-1TZAO55.5998.39-GGG---26.30%-MuxixFbaaw1801802.10%2.058%83.53764
Tranche Comments
N-1N: Registration: 144F/Fav H; Q-1T: Registration: 144Q/Zcs T; J-2: Registration: 144Z/Dbu J; K-3: Registration: 144Z/Cyw U; V-1: Registration: 144N/Hvk R;
Pricing Speed
18% JWS vr s 30% Jsyy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F1BRI980.3423.43-VVV--AAA36.80%-GfkkbCgcut-1152.96%2.920%98.98257
F2CWV82.7799.32-FF--BB+56.50%-QoquhXtbzh-1403.21%3.170%93.68941
U3XLG50.8702.99-J--C+3.56%-ZjrwdPbydo-1603.42%3.370%48.35361
W1ASZ15.2107.40-BBB--BBB8.40%-FofxsCyugd-2354.20%4.191%63.41110
Tranche Comments
F1: First Pay: 2019-08-26; Registration: 144K Xafg; F2: First Pay: 2019-08-26; Registration: 144D Kjqv; U3: First Pay: 2019-08-26; Registration: 144T Rjcf; W1: First Pay: 2019-08-26; Registration: 144K Qbac;
Pricing Speed
10-25% QOG 48wf, 20% Qjnn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J3QOQ55.8364.78-N--J+5.32%-PrbfaYqvmj-1553.80%3.751%85.28367
O2QFM36.4906.45-KK--QQ+16.50%-ImxqyYzxgd-1253.50%3.451%76.87300
X1XOS252.7028.74-XXX--FFF10.78%-XmaedAhfxa-1103.35%3.301%22.24333
W1BUD34.7608.44-VVV--EEE+1.30%-IlrwwRzvdp-2504.76%4.750%47.44394
Filings
Tranche Comments
X1: First Pay: 2019-06-25; Registration: 144T Vsmi; O2: First Pay: 2019-06-25; Registration: 144L Rirl; J3: First Pay: 2019-06-25; Registration: 144M Loiv; W1: First Pay: 2019-06-25; Registration: 144K Fohf;
Pricing Speed
10-25%BGE 48nr, 20% Bpff
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q3RPI47.6942.90-E--E+--OyqkiZmxrl160-1651604.21%4.151%23.59700
N1TWB6.1288.40-III--OOO+--UqtprQrvlf240-2502505.06%5.054%43.25848
A1PAD821.1508.30-MMM--OOO--QvfcwHqrrn120-1251203.81%3.751%34.18962
D2RHP17.2707.60-VV--VV+--CpnxdEfhlz145d1454.06%4.001%17.18180
Filings
Tranche Comments
A1: Registration: 144Q Vxlv; D2: Registration: 144R Eimx; Q3: Registration: 144Q Mggf; N1: Registration: 144E Nfkj;
Pricing Speed
15-25% ZXJ 36ws, 20% Zoss
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2WCR26.8156.80-KK--QQ--SyrfnWdbxf-1104.02%3.952%51.66415
V-1BLR324.4955.70-XXX--XXX--HryshThkvy-853.76%3.702%67.19388
N-3YPB31.7216.60-X--G+--IbinsXdeys-1304.22%4.152%29.91726
Tranche Comments
V-1: Registration: 144V Afoz; F-2: Registration: 144W Hzcn; N-3: Registration: 144R Wfrc;

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