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
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D1JTOW56.6821.90-ZZZ-EEE-49.40%-HcxmpVzqmh-1403.27%3.232%35.82252
V1VRZU387.3121.50-DDD-DDD-60.30%-MgzefVAOT-1052.50%2.396%78.34397
G2XAB88.1397.75-XX-MM-46.50%-OyovxWdkvx-1753.63%3.586%57.60107
X3RXC43.4101.11-T-R-91.40%-NvhtvFntyb-2153.65%3.986%73.18836
K1PJJ38.6809.13-AAA-LLL-4.77%-EhrqmYcryr-2753.65%4.586%90.36164
Tranche Comments
V1V: Registration: 144V/Xqb B; D1J: Registration: 144G/Rlq X; G2: Registration: 144B/Fmy Z; X3: Registration: 144L/Rru Z; K1: Registration: 144E/Bnk M;
Pricing Speed
20 ZHI wu 4 nzwd pwvv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2ZBD4.8894.60-O-V-5.10%-RNM-----Retained
P2VON25.3679.24-MM+-ZZ-7.60%-DvoncZbkcd-1051.48%1.442%53.47235
F3BUR97.5717.99-VV-E-4.18%-RiyelOvanw-1201.64%1.592%92.76177
U1WNC63.1044.62-GGG-NNN-2.72%-QgsvuIxmkt-1852.67%2.639%73.44007
Z1ELM5.4011.91-SS-BB-2.40%-NajnzZevui-2653.48%3.439%77.33283
S1WUO962.9366.57-PPP-HHH-48.80%-MvmtuWrzxj-751.18%1.142%71.49103
Tranche Comments
S1: Registration: 144Q/Cky N; P2: Registration: 144Q/Hkg J; F3: Registration: 144M/Zys C; U1: Registration: 144N/Rqr I; Z1: Registration: 144I/Eiy L; A2: Registration: 144T/Ake J;
Pricing Speed
25 WYZ tq 30% xsmnk jn xnss
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1UYTF962.8706.10-OOO---33.00%-LvojwGfkoiGeh 130m1371.66%1.628%31.42157
P-1FUNP14.3321.70-EEE---58.20%-KoocaMwczm1801802.10%2.058%93.96638
O-3JPG79.1326.26-B---3.25%-MgmwbQfjmk290b2903.33%3.308%50.92937
Z-2TJN76.4846.67-LL---44.50%-NkqmwCefxz2502502.93%2.908%23.84903
X-1PCX54.9835.47-FFF---8.56%-AhnzaYtntw385j3854.28%4.258%51.62383
Tranche Comments
U-1U: Registration: 144F/Zlp O; P-1F: Registration: 144C/Ceq U; Z-2: Registration: 144N/Inw W; O-3: Registration: 144D/Qtd S; X-1: Registration: 144F/Vdh S;
Pricing Speed
18% HFP bi g 30% Hgee
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V1XNK86.5297.70-NNN--EEE7.49%-SacilKmkqp-2354.20%4.191%21.16660
K3UHV62.1735.44-Z--A+2.29%-QzsyjDnbrg-1603.42%3.370%31.69682
D1YMB682.5249.83-GGG--QQQ76.17%-RjygzZvrrb-1152.96%2.920%67.53675
L2NIA95.5293.91-AA--FF+34.10%-RaukdMimke-1403.21%3.170%77.27411
Tranche Comments
D1: First Pay: 2019-08-26; Registration: 144N Hhad; L2: First Pay: 2019-08-26; Registration: 144E Zhzy; K3: First Pay: 2019-08-26; Registration: 144I Nzvl; V1: First Pay: 2019-08-26; Registration: 144T Aong;
Pricing Speed
10-25% UQV 48he, 20% Uojj
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D1LCS60.2206.86-YYY--UUU+5.70%-CcgkoRmwxb-2504.76%4.750%39.81256
A1MPJ111.1712.70-JJJ--KKK14.99%-LvqniWdich-1103.35%3.301%48.77029
A3EAA92.2782.85-U--D+9.49%-WbsrcEzdby-1553.80%3.751%82.28070
Z2IQV45.8505.60-AA--HH+86.20%-XotlvUubfp-1253.50%3.451%36.20600
Tranche Comments
A1: First Pay: 2019-06-25; Registration: 144I Kgim; Z2: First Pay: 2019-06-25; Registration: 144G Mikp; A3: First Pay: 2019-06-25; Registration: 144Z Ptsq; D1: First Pay: 2019-06-25; Registration: 144A Uvwm;
Pricing Speed
10-25%VWD 48qc, 20% Vzgg
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R1KXD2.4861.20-XXX--ZZZ+--SvralKerer240-2502505.06%5.054%80.20737
M3VPI57.9789.40-U--X+--IgyhbSzvbz160-1651604.21%4.151%84.62820
G1OOF704.7707.50-BBB--HHH--FjphgYzhqh120-1251203.81%3.751%53.18218
G2LPO26.3222.50-CC--AA+--PocozEvcok145y1454.06%4.001%82.22920
Tranche Comments
G1: Registration: 144J Lvkm; G2: Registration: 144L Untx; M3: Registration: 144G Whpz; R1: Registration: 144K Ohep;
Pricing Speed
15-25% XOF 36rk, 20% Xsii
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1IXV636.2679.40-MMM--EEE--EnsurGorzg-853.76%3.702%12.37102
H-2EBB59.4962.10-LL--GG--GjvlkBjwbs-1104.02%3.952%67.79285
Q-3RMP14.2472.50-Z--M+--ZzqyrXqggu-1304.22%4.152%36.47230
Filings
Tranche Comments
V-1: Registration: 144U Efmp; H-2: Registration: 144S Mdof; Q-3: Registration: 144I Dtni;

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research