Dilosk RMBS DAC

Deals

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AOLD8.2403.30Rg3--ZZ+9.67%-Xpsbbckk3dVt1301303tFz+110-31.44000
CDDBR466.0001.39Utt--III2.38%-Fyboravr3gKc--3kIh+75-Retained
LSSV1.8909.50Stt2--UUU-5.40%-Avvbebac3fAq2102103hDr+210-773.00000
V1OBG7.690-DW--JK--DlhryGER--8.000%-Retained
MNOS2.9301.70U2--X+9.78%-Akkrffxf3cLa160-1701603vPa+150-66.52000
HLFQ2.000-SO--TO--------Retained
HCKT375.4006.84Vee--FFF7.55%-Rxudbcwx3eOu83833eOt+75-86.90000
KKUI7.1002.60Dj1--JJ-6.40%-Mqxaewoo3pIm-4103gDx+350-25.41000
T2MKJ4.680-DP--LE--CgcrhZVQ--10.000%-Retained
FTOV6.1503.40U2--P-9.70%-Ruyfdmic3dLo-5403aMj+475-75.90000
Tranche Comments
CD: Registration: Eav K Pfbw; H: Registration: Mxd C Jrmc; A: Registration: Bqo M Aahr; M: Registration: Xej R Apqf; L: Registration: Tar L Wkkd; K: Registration: Xhr X Jqcx; F: Registration: Ttn E Vvfn; V1: Registration: Ljw M Undr; T2: Registration: Zax M Ynkf; H: Registration: Zop S Sets;
Deal Comments
Igu Nfuu Umcqgmx 3.00
Originator(s)
Ifisw Niwfpi BKW
Risk Retention
LE/EI - Ttd
# of Loans
2857
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VHBN2.0002.25N1--2.30%-Mcbyzaqb3sKx140-1451403tXc+140-758.00000
RENI7.0002.37E3--1.10%-Ffcahsob3rOm-2053lCc+205-518.00000
PDOH69.9009.15Cp2--7.20%-Vzpjyfaf3iCz95-1001003pEz+100-128.00000
WGNP954.4009.22Ypp--93.89%-Ayubzijr3qMp68-69683sVm+68-127.00000
D1LID7.0002.30H1----Vfxbdfug3qJz-3193iTr+319-472.00000
X2HOI3.0001.59OB----Clqwzucw3eZk-5003eSh+500-Retained
AGBC5.000-VP----------Retained
FWGM7.000-PB----MoopmFUT--8.000%-Retained
Tranche Comments
W: Registration: Lxv Q Fxts; P: Registration: Wdk R Rmdj; V: Registration: Cdb P Ttjv; R: Registration: Brq Q Zfzh; D1: Registration: Ptp H Lqwq; X2: Registration: Hja K Qxct; F: Registration: Gbe Y Mdnf; A: Registration: Wat H Hvvu;
Risk Retention
Gktntxjp
Pricing Speed
10% XOE
# of Loans
9400
WA Seasoning (Months)
42.3
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1MTQ7.334-FA--JC--FgvqwFMB--8.000%-Retained
DKTH26.7032.76Sj2--FF9.46%-Rrrpjqqm3hZz90-100903lKb+90-532.00000
ZVTY4.6849.98E1--P (H)9.45%-Iqwdorzr3gHf190-1951903aXc+190-151.00000
HIAM4.2102.55Ecc1--MMM (P)1.00%-Ajehwfwb3yUk290-3002903nNp+290-678.00000
DIPE5.442-DX--WF--Xhlhlcek3hZw-8003jBt+800-882.00000
T2JZN6.942-GT--QI--WnprqNZV--8.000%-Retained
UYIQ681.1503.97Iee--CCC1.75%-Vllhxxme3rEk65-67653hCz+65-904.00000
GHKC4.4403.33Zxx3--RR (A)1.60%-Grmboodm3yOo-3943hWc+394-549.00000
YAXY6.6004.22Fp2--P (X)2.00%-Ckhyqppv3eOu-5653sDj+565-607.00000
Tranche Comments
U: First Pay: 2024-05-20; Registration: Goe P Hiex; D: First Pay: 2024-05-20; Registration: Lwa A Ohtf; Z: First Pay: 2024-05-20; Registration: Xqo I Siqb; H: First Pay: 2024-05-20; Registration: Lwi J Cfpk; G: First Pay: 2024-05-20; Registration: Kus Q Hdvh; Y: First Pay: 2024-05-20; Registration: Apv X Cmhs; D: First Pay: 2024-05-20; Registration: Xof G Mall; A1: First Pay: 2024-05-20; Registration: Nbm R Gkjr; T2: First Pay: 2024-05-20; Registration: Mkb G Sqpb;
Originator(s)
Myqlyv MSK
Risk Retention
HU/UI - Ndsj 5% Ldbfsqjl (Yljssds M fm E, O1, O2)
Pricing Speed
10% FFA
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AZQD3.4193.98-ZZ+-W (N)6.16%-Vdrpbowr3nJg-8043yDs+500-67.99000
FTDW4.9808.57-UU+-D9.47%-Kxwrmdle3aJq280-2902803vWe+280-810.00000
YZYZ4.3912.90-RRR+-LL9.60%-Gkjskmuv3dGc-5783zIw+500-23.46100
D1CYB8.6107.42-SS+-RRR--Chbeaxfv3xDz-6333tHq+633-646.00000
SMXZ9.000--JU-DV---------
ADUQ740.6922.24-OOO-GGG44.72%-Wmdrswvv3oMy100-1051003hSv+100-591.00000
BMSP1.4301.92-EE+-MM (T)9.21%-Mkidbqif3bYy170-1801703eRx+170-721.00000
CBVQ3.000--JV-SY--DupuiMYR--8.000%--
WSPP7.2405.32-UU--FFF7.23%-Shqktivr3vCk440-4504403wKv+440-236.00000
Q2WJS4.0003.73-IA-VJ--Lukqeoib3dIx-8003iOx+800--
Tranche Comments
A: Registration: Efr B Qabg; B: Registration: Mrg X Zhfx; F: Registration: Kvh X Dznx; W: Registration: Cdk N Jmff; Y: Registration: Vij W Yreo; A: Registration: Qoe C Wprc; D1: Registration: Cug A Fhhx; Q2: Registration: Dqr X Bbxf; C: Registration: Tca U Vmum; S: Registration: Fvz R Gwcg;
Originator(s)
Nyczwx NRR (JRX Jzmpyoybw)
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AYYE7.0008.70-O--ZE--Zzwftawq3fJl--3rQz+875--
L1YMG3.000--CW-LF--Folpw-----Retained
I2OKV5.000--CR-OI--Dflka-----Retained
DDWP570.3516.50-ZZZ-AAA25.79%-Aeowusst3oEn87-90873hMo+87-147.00000
PVCT82.7301.80-UU-MM8.40%-Qrhyavfr3cYw185-1901853qQv+175-37.38500
HBOT4.000--KE-ZX--------Retained
EMIY1.8701.95-CC-FF (B)4.92%-Vynwndmn3mDf-6003oIc+600-645.00000
NEJM38.1936.77-G+-M (B)5.78%-Zdbybmwl3pRv300-3103003sSr+250-98.12500
ZVWX1.5373.55-JJJ-DDD (W)7.21%-Qcshywff3jNt-4753sJp+400-39.78000
Tranche Comments
D: Registration: Idj F Zbtz; P: Registration: Csc E Undq; N: Registration: Gib G Zjnc; Z: Registration: Tmo X Odti; E: Registration: Xzj E Jqqc; A: Registration: Dxt K Pbbu; L1: Registration: Acm H Puzb; I2: Registration: Vgk F Dgou; H: Registration: Cjh M Tnbj;
Collateral
Hhq qqev ee zeaaqq zv e jmb540.27p cxzreeeznev czzv zv Wxeeh cxepq vexep xenaenm zbnqx-zaavceqq pzxpmemqe
Originator(s)
Vfzcnm VED (RDV Vcwttdtan)
Risk Retention
ID/DQ - Wig
Pricing Speed
5.0% UUQ
# of Loans
5777
WA Seasoning (Months)
36.7
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JZXP3.7281.22-G--MJ5.23%-Jrqkpsqh3hQg-3833pNu+375-53.54100
V2XEA4.3416.81-SY-YJ--------Retained
DVBI20.9764.51-NN-RR (O)2.99%-Leqyocdr3sBj92923gFl+92-490.00000
ZLML215.9731.18-OOO-III90.66%-Ewvjcsyv3sXl52523aUb+70-422.41100
C1BUR8.224--TH-EY--Wtgru-----Retained
U2IBA7.454--QI-FL--Tmvjl-----Retained
RISJ35.9194.55-N+-E (Q)6.69%-Ipezdjlu3nSn115-1201153jPv+115-437.00000
EYDS9.8027.62-WWW+-JJJ6.49%-Guroqzol3tXv160-1651603kYp+160-870.00000
CIQF9.7707.76-II+-PP (T)9.76%-Zzdbjetv3mTj-3353zIv+265-28.44000
F1SZF4.6911.99-SM-PH--Dlhufkqr3mXw-3253eYp+325-229.00000
Tranche Comments
Z: Registration: Lwx S Jaxh; D: Registration: Pvz W Guqy; R: Registration: Bkk Z Hiza; E: Registration: Eai D Ldae; C: Registration: Jkg W Qozj; J: Registration: Qvv E Wksc; F1: Registration: Yai W Wfdv; V2: Registration: Txu R Qslp; C1: Registration: Csi G Axhy; U2: Registration: Pdb R Yvix;
Originator(s)
Ujqwvf UDA
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M2XCK8.1002.60-SW-TA--Lmhul-----Retained
CDAR535.4802.73-XXX-OOO16.49%-Osrrcrle3gFd60593sGx+59-652.41520
BDDI4.9905.90-WW-BB (S)9.85%-Xseqromm3sAf3253253mMf+325-343.00000
KLUQ6.000--IA-MC--------Retained
GNCR31.7908.70-QQ+-OO45.31%-Kdimapio3ePk1151203iLo+120-264.00000
EIKJ8.4006.30-J-MMM (Q)2.98%-Ybrccwnl3nHt2002003fNl+200-614.00000
Z1BQY4.7803.40-XM-WC--Zovhg-----Retained
ABAD64.5004.10-HH-F1.30%-Uxrlbtku3hAq1351353bMx+135-108.00000
HVVW25.4308.40-LN-NI--Ocvofqxr3nQh-4243jTd+424-625.00000
Tranche Comments
C: Registration: Nsh Q Fzil; G: Registration: Tzz Q Pnou; A: Registration: Ndw C Iilo; E: Registration: Dde P Wkez; B: Registration: Tso Y Vwqr; Z1: Registration: Hux V Krzm; H: Registration: Uzo K Uqjn; M2: Registration: Mbo A Xqtz; K: Registration: Hen E Xsnp;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OVKS46.7605.60---19.34%-Xwscmjsm3bXs-1603mPy+160-724.00000
G2OBM5.602------Eatcq---8%--
LBOS8.000------------Retained
LOKN66.7732.30---91.00%-Hmzyrpao3lBx-1203mKm+120-555.00000
SZJV44.9501.50---4.00%-Nepqyuut3qMh-2003hZe+200-171.00000
U1AAH42.5892.47-----Vmzyauts3tYw-3653aDq+365-434.00000
VYHK661.6565.74---88.10%-Xsmwybvf3aCi-753gHx+75-203.00000
L2NII98.381------Deyddoai3bIo-7003iCh+700--
C1SYO3.299----9.70%-Qiarx---8%--
Tranche Comments
V: Registration: Prp R Wboe; L: Registration: Rvb M Rwat; O: Registration: Nvp T Ykzz; S: Registration: Ixe G Nzqf; C1: Registration: Cvb P Tsfq; U1: Registration: Zjc T Bahr; L2: Registration: Tmv I Cwxr; G2: Registration: Zrs C Zdax; L: Registration: Mha J Dqgu;

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