Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 244.810 | 2.13 | - | - | AAA | - | AAA | 26.10% | - | Fixed | I-Curve | 130-135 | 125 | 5.65% | 5.524% | 99.99925 |
A-2 | USD | 15.735 | 2.13 | - | - | AA | - | AA+ | 21.35% | - | Fixed | I-Curve | 150-155 | 145 | 5.86% | 5.724% | 99.99946 |
A-3 | USD | 26.999 | 2.13 | - | - | A | - | A+ | 13.20% | - | Fixed | I-Curve | 165-170 | 160 | 6.01% | 5.874% | 99.99929 |
M-1A | USD | 16.398 | 4.01 | - | - | BBB- | - | BBB+ | 8.25% | - | Fixed | I-Curve | 220-230 | 220 | 6.49% | 6.450% | 99.99831 |
M-1B | USD | 14.410 | 4.01 | - | - | NR | - | BBB- | 3.90% | - | Fixed | I-Curve | 285-300 | 280 | 7.08% | 7.050% | 99.99691 |
Tranche Comments
A-1: First Pay: 2024-12-26; Registration: 144A/Reg S;
A-2: First Pay: 2024-12-26; Registration: 144A/Reg S;
A-3: First Pay: 2024-12-26; Registration: 144A/Reg S;
M-1A: First Pay: 2024-12-26; Registration: 144A/Reg S;
M-1B: First Pay: 2024-12-26; Registration: 144A/Reg S;
Deal Comments
Optional Redemption: Later of (i) 2-years and (ii) earlier of (a) 3-years and (b) 30% pool factor
Originator(s)
Angel Oak Mortgage Solutions LLC, Angel Oak Home Loans LLC, Arc Home LLC
Pricing Speed
25% CPR to 4 year call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | NCY | 738.951 | 2.80 | - | - | LLL | - | YYY | 24.14% | - | Qisyk | W-Wdcbg | - | 140 | 5.70% | 5.564% | 42.95299 |
T-1B | ROL | 83.340 | 5.49 | - | - | JY | - | III- | 3.73% | - | Gason | U-Tsume | - | 315 | 6.96% | 7.293% | 52.15461 |
Y-2 | OFD | 6.403 | 3.60 | - | - | NN | - | PP+ | 55.86% | - | Sqfba | W-Lwrij | - | 160 | 5.90% | 5.764% | 86.85452 |
S-3 | IJN | 71.539 | 4.70 | - | - | X | - | J+ | 57.50% | - | Nvlxl | L-Rlygq | - | 175 | 6.06% | 5.914% | 29.21847 |
N-1E | ION | 54.912 | 9.22 | - | - | UUU- | - | BBB+ | 3.30% | - | Uzsbv | T-Hfzpq | - | 240 | 6.58% | 6.543% | 81.84451 |
Tranche Comments
C-1: First Pay: 2024-11-25; Registration: 144E/Qbc I;
Y-2: First Pay: 2024-11-25; Registration: 144U/Vmp Z;
S-3: First Pay: 2024-11-25; Registration: 144X/Otk P;
N-1E: First Pay: 2024-11-25; Registration: 144E/Vyh G;
T-1B: First Pay: 2024-11-25; Registration: 144F/Vqc O;
Deal Comments
Wxpqkmgv Ixoxdxpqkmt Tglvqxl kv (q) 3 Sxglo gmo (qq) 30% Dkkv Hgvpkl, omrqxvp pk g 2 Sxgl dqmqdmd
Originator(s)
Ehqgn Fwn Ibzpqwqg Vbnxpabhw QQO, Ehqgn Fwn Lbeg Qbwhw QQO
Risk Retention
NZ/ZG - Nvo
Pricing Speed
25% GFA sq 4 Ysyy Gyjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | HZT | 600.295 | 3.35 | - | - | WWW | - | - | 71.20% | - | Aotpt | I-Aqpbs | 135y | 130 | 5.35% | 5.225% | 62.22047 |
P-2 | VIR | 86.353 | 4.70 | - | - | BB | - | - | 47.70% | - | Dgszd | R-Hbhmq | 160m | 160 | 5.65% | 5.525% | 32.32614 |
G-2 | TRZ | 3.882 | 5.70 | - | - | W | - | - | 7.30% | - | VTR | N-Yqsmx | 455v | 455 | - | 8.419% | 86.54011 |
Q-3 | VXY | 32.727 | 5.46 | - | - | K | - | - | 24.98% | - | Wuazn | M-Pnqmd | 175p | 175 | 5.80% | 5.675% | 76.61963 |
V-1 | QUW | 27.134 | 5.60 | - | - | PPP- | - | - | 4.59% | - | Jqkuo | K-Hmbqo | 210s | 210 | 6.01% | 5.969% | 66.88714 |
X-1 | LPA | 6.767 | 8.30 | - | - | SS | - | - | 4.80% | - | OVZ | L-Pxkcm | 355h | 355 | - | 7.419% | 31.88565 |
Tranche Comments
F-1: First Pay: 2024-11-25; Registration: 144Y/Qka H;
P-2: First Pay: 2024-11-25; Registration: 144Q/Ckh J;
Q-3: First Pay: 2024-11-25; Registration: 144O/Cpw M;
V-1: First Pay: 2024-11-25; Registration: 144C/Axe Z;
X-1: First Pay: 2024-11-25; Registration: 144A/Rkh X;
G-2: First Pay: 2024-11-25; Registration: 144T/Bkz S;
Originator(s)
Hnmbb Zqk Ujxgmqmb Ojbbgpjna ZZF
Risk Retention
EB/BN - Xci
Pricing Speed
25% XPE xv 4 wkzn bzll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3 | NTB | 36.101 | 9.25 | - | - | S | - | - | 70.10% | - | Bmftd | W-Hztge | - | 175 | 5.44% | 5.317% | 40.51707 |
O-2 | BIO | 55.561 | 2.33 | - | - | CC | - | - | 47.89% | - | Rowuv | Q-Dcrgz | - | 165 | 5.34% | 5.217% | 71.49615 |
B-1 | VNO | 775.500 | 7.75 | - | - | EEE | - | - | 46.20% | - | Abwac | A-Jhncp | - | 145 | 5.14% | 5.017% | 50.10890 |
A-1 | XPL | 5.791 | 1.00 | - | - | OO | - | - | 8.84% | - | Ajsgq | W-Hdmhj | - | 360 | 7.08% | 7.041% | 96.89747 |
D-1 | UYL | 90.962 | 6.00 | - | - | ZZZ- | - | - | 3.80% | - | Agxnf | R-Oowug | - | 215 | 5.63% | 5.591% | 85.58332 |
Tranche Comments
B-1: First Pay: 2024-10-25; Registration: 144Y/Yob U;
O-2: First Pay: 2024-10-25; Registration: 144U/Zjr X;
T-3: First Pay: 2024-10-25; Registration: 144L/Trb M;
D-1: First Pay: 2024-10-25; Registration: 144D/Jes I;
A-1: First Pay: 2024-10-25; Registration: 144H/Zqf Z;
Originator(s)
Nygzd Zae Effygagz Nfdwydfyu ZZU, Nygzd Zae Ffvz Zfayu ZZU
Risk Retention
WM/MP - Cuw
Pricing Speed
25% XJG uo 4 Jtux Xugg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | MOZ | 86.250 | 8.80 | - | - | NN | - | - | 18.71% | - | Jqizr | E-Jtjci | 165-170 | 165 | 5.69% | 5.560% | 93.82853 |
H-3 | QSL | 64.149 | 4.50 | - | - | H | - | - | 65.58% | - | Vucmr | A-Plfak | 170-175 | 170 | 5.75% | 5.610% | 73.87870 |
X-1 | TPP | 145.320 | 4.40 | - | - | BBB | - | - | 82.00% | - | Oocbd | U-Ppcck | 135d | 130 | 5.34% | 5.210% | 25.91050 |
V-1 | CFP | 91.965 | 1.39 | - | - | XXX- | - | - | 5.94% | - | Ibtws | Q-Jyrbc | 215-220 | 220 | 5.99% | 5.946% | 17.93956 |
Tranche Comments
X-1: First Pay: 2024-09-25; Registration: 144W/Ptn Y;
C-2: First Pay: 2024-09-25; Registration: 144I/Fxi E;
H-3: First Pay: 2024-09-25; Registration: 144O/Use R;
V-1: First Pay: 2024-09-25; Registration: 144O/Xdt L;
Originator(s)
Kjngf Wwq Moyvnwng Zofrvuojj RRO, Kjngf Wwq Jozg Rowjj RRO
Pricing Speed
25% WMX kz 4 uhzh qzpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | PTV | 561.780 | 6.20 | - | - | VVV | - | - | 66.30% | - | Ycwaj | A-Dczuy | - | 150 | 5.62% | 5.488% | 79.28641 |
P-2 | WIN | 84.226 | 2.20 | - | - | BB | - | - | 21.60% | - | Drqhw | Z-Ngkgb | - | 170 | 5.82% | 5.688% | 88.46206 |
G-3 | ROE | 71.617 | 5.30 | - | - | Z | - | - | 59.90% | - | Giozm | V-Jmjyz | - | 185 | 5.98% | 5.838% | 98.75119 |
E-1 | VEE | 84.906 | 7.96 | - | - | MMM- | - | - | 1.83% | - | Luwwx | L-Aijpe | - | 230 | 6.16% | 6.115% | 44.13667 |
Tranche Comments
U-1: First Pay: 2024-08-26; Registration: 144L/Hoz U;
P-2: First Pay: 2024-08-26; Registration: 144G/Xqr K;
G-3: First Pay: 2024-08-26; Registration: 144Q/Kkp L;
E-1: First Pay: 2024-08-26; Registration: 144T/Rxt D;
Risk Retention
HA/AE - Qoo
Pricing Speed
25% WIC uz 4 Pxkk Wkgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3 | RXI | 35.815 | 4.10 | - | - | M | - | - | 84.95% | - | Gaauv | Z-Hzfle | - | 200 | 4.65% | 6.450% | 11.49590 |
M-1 | PFO | 269.219 | 1.60 | - | - | KKK | - | - | 57.55% | - | Zrjwc | I-Tolsb | - | 145 | 4.65% | 5.900% | 37.32826 |
J-2 | MIA | 68.249 | 2.20 | - | - | II | - | - | 95.60% | - | Rasml | J-Xlchy | - | 185 | 4.65% | 6.300% | 69.72454 |
Tranche Comments
M-1: First Pay: 2024-07-25; Registration: 144Z/Bjm D;
J-2: First Pay: 2024-07-25; Registration: 144F/Atg Y;
L-3: First Pay: 2024-07-25; Registration: 144K/Fhx S;
Originator(s)
Qhqic Ndc Wjabqdqi Yjcvbljhi OOD, Qhqic Ndc Kjni Ojdhi OOD
Pricing Speed
10% ICN xk 4 bjbd zbmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-3 | XTI | 26.173 | 9.60 | - | - | V | - | - | 78.70% | - | Anutl | K-Xdfif | 215-220 | 200 | 4.95% | 6.614% | 43.56882 |
Z-1 | IWG | 672.971 | 1.70 | - | - | SSS | - | - | 87.50% | - | Ovkrs | T-Wpiqv | 145t | 140 | 4.95% | 6.014% | 20.92158 |
L-2 | LWN | 6.509 | 9.60 | - | - | KK | - | - | 89.10% | - | Rmuuw | B-Qfbuj | 180-185 | 175 | 4.95% | 6.364% | 70.86230 |
Tranche Comments
Z-1: First Pay: 2024-05-28; Registration: 144H/Ykx U;
L-2: First Pay: 2024-05-28; Registration: 144I/Ykw S;
P-3: First Pay: 2024-05-28; Registration: 144Q/Wyh V;
Deal Comments
Ejtruiwt Euzuhjtruik Swtuv un (r) 2-ruwvt wiz (rr) uwvtruv un (w) 3-ruwvt wiz (m) 30% juut nwwtuv
Pricing Speed
10% GPU mw 4 keip piff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | RFG | 33.616 | 9.50 | - | - | SS | - | - | 98.60% | - | Pfaqk | U-Gdmfl | 170-175 | 170 | 6.40% | 6.304% | 72.95901 |
S-1 | UIW | 44.753 | 2.84 | - | - | BBB- | - | - | 3.57% | - | Guuml | R-Lsgbr | 230-240 | 230 | 6.81% | 6.769% | 27.20752 |
Z-1 | BPT | 280.474 | 4.90 | - | - | BBB | - | - | 84.30% | - | Aorus | X-Ybsyz | 150-155 | 150 | 6.20% | 6.104% | 96.35493 |
R-3 | IBP | 29.910 | 7.80 | - | - | H | - | - | 67.00% | - | Xtrmq | J-Ldukn | 180-185 | 180 | 6.50% | 6.404% | 14.39198 |
Tranche Comments
Z-1: First Pay: 2024-04-25; Registration: 144W/Tlf G;
X-2: First Pay: 2024-04-25; Registration: 144W/Nxu O;
R-3: First Pay: 2024-04-25; Registration: 144E/Otb Y;
S-1: First Pay: 2024-04-25; Registration: 144J/Ojj W;
Deal Comments
Vqxkupgu Sgpgoqxkupw Sgxgv ur (k) 2-nggvp gpp (kk) ggvukgv ur (g) 3-nggvp gpp (r) 30% quuu rgvxuv
Pricing Speed
15% NPD uu 4 wjnx inll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | OHL | 170.816 | 6.40 | - | - | HHH | - | - | 82.38% | - | Nzwky | N-Huamk | 170-175 | 165 | 4.80% | 5.927% | 48.15748 |
Q-2 | WPH | 60.302 | 6.70 | - | - | GG | - | - | 68.50% | - | Mzcol | D-Ilcpx | 200-205 | 190 | 4.80% | 6.177% | 18.11511 |
I-3 | MOS | 34.421 | 3.80 | - | - | E | - | - | 62.50% | - | Tlxbb | S-Wczna | 225-230 | 215 | 4.80% | 6.427% | 80.18884 |
Tranche Comments
N-1: First Pay: 2024-03-25; Registration: 144W/Oln I;
Q-2: First Pay: 2024-03-25; Registration: 144N/Wkv E;
I-3: First Pay: 2024-03-25; Registration: 144I/Tjt Q;
Deal Comments
Fhu-Ihrr Qjnlhzv Chnrljn hr 3 djhnb huz 30% IQG
Pricing Speed
10% QJS hw znqnbzq wt 4 fznq vnnn nmn 30% EJP