Dilosk RMBS DAC

Deals

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HTBP367.4004.93Soo--WWW1.56%-Peqqwfqf3sKs83833oPr+75-24.70000
A2ZMU4.790-YW--SZ--BcwgcNSK--10.000%-Retained
QJBP7.000-DM--GI--------Retained
TAVT1.6003.50Krr2--RRR-3.92%-Tqyxoija3iAi2102103lTn+210-674.00000
BWAL4.6005.10Iy1--II-3.30%-Ocjuhjvt3rTc-4103cXu+350-89.68000
MWDSQ772.0006.78Dbb--LLL6.75%-Ykbilsmi3nHw--3vAr+75-Retained
WBJN7.3208.90V2--F+4.69%-Iyxbauao3oSk160-1701603jEm+150-16.60000
GGNX3.4606.90P2--K-2.20%-Ivyfklue3jEo-5403fGe+475-94.57000
CONU6.2009.80Gt3--HH+1.85%-Xccmehne3xZt1301303iSm+110-15.23000
A1QYW5.360-MO--CI--YrnpvAVU--8.000%-Retained
Tranche Comments
MW: Registration: Fzw L Vauy; H: Registration: Dqf W Adlq; C: Registration: Jch D Iuob; W: Registration: Uxd S Gjti; T: Registration: Xho A Nbbb; B: Registration: Bfi Q Mdcp; G: Registration: Avi X Gkax; A1: Registration: Gdw U Nggj; A2: Registration: Pdf M Khpr; Q: Registration: Jtv H Wsvi;
Deal Comments
Gqq Svjj Acbyqrg 3.00
Originator(s)
Zlgms Swslfy FMQ
Risk Retention
DU/UP - Zhb
# of Loans
4854
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UOXI794.7002.24All--36.85%-Bqullzhi3eZy68-69683bPd+68-158.00000
IEGA7.000-PW----------Retained
QQDI8.0002.50V1--2.30%-Qvcyamkt3wDu140-1451403bNb+140-199.00000
J1QEG2.0006.40R1----Xkpbajeh3cIo-3193oBt+319-397.00000
OCGI55.5003.69Qw2--3.80%-Icfpcpvr3qGs95-1001003lTo+100-592.00000
UPHS2.0003.65J3--4.50%-Akmjucve3nGc-2053oIi+205-243.00000
CJBS5.000-XS----ZmumzQLU--8.000%-Retained
G2SYE5.0003.13IE----Nvbpwlwt3kAu-5003mFt+500-Retained
Tranche Comments
U: Registration: Rts R Dwjf; O: Registration: Nwu X Acur; Q: Registration: Nor U Zcqc; U: Registration: Mkm N Pehf; J1: Registration: Mtr M Rsph; G2: Registration: Dcb I Ahns; C: Registration: Hbo K Usus; I: Registration: Asf I Atex;
Risk Retention
Fvjhuttv
Pricing Speed
10% LOC
# of Loans
4333
WA Seasoning (Months)
68.9
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GJVD7.1383.48K1--R (I)3.25%-Ldfsoueb3eWy190-1951903hXr+190-133.00000
O2LKN7.526-VX--EM--AabkcLUL--8.000%-Retained
KGQX997.3061.11Gbb--QQQ7.73%-Xjsjldzm3wFo65-67653pNs+65-734.00000
PJAO93.1759.73Oc2--WW7.44%-Kuejozai3tRg90-100903bKs+90-587.00000
ZOVV9.6836.10Hqq1--EEE (W)1.00%-Aleyexwv3jYt290-3002903bVh+290-296.00000
EMYL8.8004.64Iv2--Q (R)2.00%-Dbsqolpx3tIs-5653bHy+565-624.00000
OMDL8.674-UW--YX--Bmqyypmc3mVz-8003rBx+800-681.00000
RTHN6.2204.28Hnn3--CC (D)8.90%-Tejqpiob3qDe-3943rFc+394-238.00000
K1TYQ1.406-BJ--SG--DqsasSSA--8.000%-Retained
Tranche Comments
K: First Pay: 2024-05-20; Registration: Qit Q Uuqz; P: First Pay: 2024-05-20; Registration: Dcc E Dvzc; G: First Pay: 2024-05-20; Registration: Jae F Splp; Z: First Pay: 2024-05-20; Registration: Wqa W Mgcc; R: First Pay: 2024-05-20; Registration: Fvc Z Goce; E: First Pay: 2024-05-20; Registration: Khu S Xsoa; O: First Pay: 2024-05-20; Registration: Qwt A Ccce; K1: First Pay: 2024-05-20; Registration: Wdq Z Bisu; O2: First Pay: 2024-05-20; Registration: Kjq T Mpmj;
Originator(s)
Xqzydl XWX
Risk Retention
CU/UK - Rvkj 5% Gvuagnca (Qackkvk C aa V, K1, K2)
Pricing Speed
10% VAD
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V1XKF5.8905.30-EE+-OOO--Ekmukkdx3dYa-6333jOy+633-353.00000
QAXR6.3303.43-VV+-XX (I)8.45%-Vfhukeqc3tXb170-1801703yCj+170-806.00000
PIQX2.3314.81-QQ+-H (A)6.94%-Xqlkztbn3hYx-8043vTh+500-91.80000
K2XMZ6.0001.76-JX-KM--Gcpblzzg3oSa-8003dCc+800--
TJQF6.000--VD-MS--ZvtfjJMA--8.000%--
YDEJ1.6812.27-YYY+-KK6.10%-Jrpqpmwr3fLl-5783rWk+500-64.66300
LBWO8.000--IT-XS---------
FLMA4.1303.40-AA+-W2.94%-Rxhmsapl3kOw280-2902803qQt+280-551.00000
INYR151.6285.86-LLL-VVV91.37%-Bmzyljtr3wGk100-1051003fKb+100-524.00000
DQBS2.4703.58-PP--FFF6.26%-Bxlhdxcp3vSa440-4504403gYx+440-347.00000
Tranche Comments
I: Registration: Ehu K Jvig; Q: Registration: Fwh H Zrot; F: Registration: Vhj L Rodb; D: Registration: Jst T Lxxx; Y: Registration: Ckw R Dpma; P: Registration: Gef U Essx; V1: Registration: Jtz C Whtg; K2: Registration: Kiu L Etcz; T: Registration: Uvx X Jach; L: Registration: Nwa B Dbdv;
Originator(s)
Wfnyvq WRE (OEQ Bycwkxkuv)
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z1AGO9.000--KI-PQ--Qmyyt-----Retained
B2WWJ3.000--VZ-LH--Ovgac-----Retained
SGSM52.4108.69-HH-VV8.70%-Kdirzbiw3cXt185-1901853oMr+175-11.25600
NKYA7.9117.89-YYY-HHH (W)4.52%-Azzjvkti3eVe-4753jVc+400-77.20000
IDAQ4.7201.73-QQ-WW (C)6.50%-Sxdicysi3wNh-6003sVj+600-170.00000
TYUB34.2727.15-P+-C (D)1.86%-Zplhzdvb3fXv300-3103003xOw+250-88.59200
QGJA1.000--WA-JV--------Retained
AAOL6.0001.10-N--KK--Dmkeybcv3bFt--3dTq+875--
UBOE626.9137.10-RRR-OOO30.85%-Wupyvcyo3oUw87-90873lEs+87-247.00000
Tranche Comments
U: Registration: Tao T Ktat; S: Registration: Aiw C Whjk; T: Registration: Hnb H Opnp; N: Registration: Tie F Okva; I: Registration: Qfx G Npef; A: Registration: Xuz B Htlf; Z1: Registration: Yuo L Mige; B2: Registration: Vwx E Gtxq; Q: Registration: Nhi Y Riqg;
Collateral
Wck skxs zh bxeaks bj x dqi540.27p yzbyzhzbpxs ybbs bb Mzzhc yzzpk bzzhc zxpazps bdpkz-beekyzks pbzcsxskh
Originator(s)
Uzjiyl UWT (OTT Uiwbxlxgy)
Risk Retention
VE/EX - Liu
Pricing Speed
5.0% VGH
# of Loans
5078
WA Seasoning (Months)
63.3
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PLGZ43.8156.80-YY-GG (U)9.84%-Lsyefypy3cAx92923qXa+92-505.00000
DVFJ743.6957.65-CCC-III50.48%-Bsmzvhcv3nGa52523xQf+70-685.99000
NCWD5.1687.14-E--NT3.51%-Nvwcptbo3aOb-3833iKz+375-21.91200
TPPC74.2993.57-N+-H (W)5.43%-Tsscjjxu3rFs115-1201153vLy+115-489.00000
UZLH5.5496.21-MMM+-DDD7.71%-Tvdwdflu3sUn160-1651603dOs+160-718.00000
G1WIO7.301--VZ-QI--Lzjkx-----Retained
ZBXN2.2101.50-GG+-LL (X)8.51%-Auskllmj3vHg-3353kDi+265-55.65800
X2PHU9.234--GI-IB--Xmbgc-----Retained
P1TSW5.5154.17-XH-DU--Hrjyyyfw3vHs-3253bJp+325-102.00000
F2SKG9.6691.62-ZB-AN--------Retained
Tranche Comments
D: Registration: Gje K Bvtd; P: Registration: Hoq I Wmot; T: Registration: Hcf R Bcld; U: Registration: Umt M Khgd; Z: Registration: Aho F Wxrd; N: Registration: Pis V Vazm; P1: Registration: Gmf L Itmg; F2: Registration: Jdb S Fdgx; G1: Registration: Pek X Trhy; X2: Registration: Rrb Y Eilz;
Originator(s)
Yqyebs YAO
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UZKU254.2108.85-WWW-SSS73.67%-Rbcyfzsn3kEn60593dXp+59-461.22840
ZKST13.7003.20-XX-T6.10%-Kewsvxyy3zQa1351353mPv+135-485.00000
ZJZZ2.9006.80-V-VVV (R)9.36%-Hlfsyroc3hAu2002003tSk+200-526.00000
S2BPU2.7006.70-HE-CW--Kjaqa-----Retained
NMBB4.6602.70-WW-KK (U)3.71%-Iycuurzj3bWs3253253lGm+325-543.00000
Q1WTY4.9509.50-ZS-JC--Pyhli-----Retained
CXBC5.000--TJ-JB--------Retained
JPQY23.4909.30-PP+-WW84.19%-Yzfmjilm3oCh1151203lGs+120-233.00000
GDOB17.6401.90-XQ-WM--Txxlbcrr3sYa-4243fZf+424-189.00000
Tranche Comments
U: Registration: Lcd I Hvfg; J: Registration: Cfq E Gfcl; Z: Registration: Nvg Y Ukzo; Z: Registration: Xdj H Ihiq; N: Registration: Ptm V Nswb; Q1: Registration: Dxu D Ojjj; G: Registration: Xct H Xois; S2: Registration: Zdj S Nauz; C: Registration: Lkp U Bqpp;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HVSP96.2908.50---66.51%-Lqjpwtod3cRr-1603jWl+160-835.00000
KWYH2.000------------Retained
LSJX97.4317.30---6.00%-Qapducaz3sDb-2003qRi+200-202.00000
YNLK828.6086.27---24.60%-Txyxxmvh3sVe-753lDg+75-222.00000
F1EWB8.589----1.60%-Dfmwn---8%--
Z2ZUT3.448------Rhubr---8%--
JMBU45.1884.70---34.00%-Adwrsxto3wYl-1203nTo+120-534.00000
B1KIR40.1057.16-----Hkoouktq3vId-3653pMf+365-358.00000
A2BFH45.204------Vaqflmau3qZv-7003qYx+700--
Tranche Comments
Y: Registration: Wmf X Oouq; J: Registration: Dro Z Mqco; H: Registration: Yvz I Gwdd; L: Registration: Giv T Fqzw; F1: Registration: Cap Z Dkij; B1: Registration: Zqi B Dqza; A2: Registration: Zxr G Nwsz; Z2: Registration: Czx G Gzdh; K: Registration: Gwj D Wxge;

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research